Exchange rate variables

This study has an effort to explore the dynamic relationship among income, exchange rate, foreign direct investment, effective supply chain practices and export performance. Based on quarterly data from Q2/2009 to Q4/2019, constituting 43 observations. To attain dynamic and unvarying relationship among these variables, applying Vector Autoregressive Model, results indicate that, in short run, each variable is highly influenced by changes of value and past value of its and the other variables at different degree.

8p longtimenosee06 27-03-2024 3 1   Download

This study is an attempt to explore the dynamic relationship among world gold price, world crude oil WTI price, exchange rate of VND/USD and Vietnamese stock market index returns. Daily data from 2nd May 2013 to 27th April 2018 is taken, constituting 1245 observations. To capture dynamic and stable relationship among these variables, we use Vector Autoregressive Technique. The results show that each variable is highly affected by changes of value and past value of its and the other variables’ at different degree.

13p tethientran 27-07-2023 7 4   Download

The author build and use the vector autoregressive model (VAR) to discover factors affecting the gold price in Vietnam and the impact of each factor. Data research used in this study were monthly data for the period December 2000 to December 2019, including 10 variables. The results show that the current gold price in Vietnam is mostly affected by its historical prices, and is also affected by four other factors: world gold price, investors’ expectations, foreign exchange rate, and M2 money supply.

15p nhanchienthien 25-07-2023 11 6   Download

This article studies the impact of macro factors on the market capitalization of countries around the world. The study uses inflation, interest rates, exchange rates, GDP growth and foreign direct investment as a proxy for macroeconomic factors. Data for all variables are collected for the period 2008-2019.

9p viwolverine 11-07-2023 7 4   Download

Continued part 1, part 2 of ebook "Advances in time series data methods in applied economic research: International Conference on Applied Economics (ICOAE) 2018" provide readers with content about: revealed comparative advantage BRICS-EU 28 - some new evidence; the effect of a sovereign credit rating change on share prices of the South African retail banks; impact of macro-economic variables on exchange rate - an evidence from Pakistan; the potential threat of corporate financial distress in Switzerland;...

289p damtuyetha 16-02-2023 5 2   Download

Principles of marketing: Lecture 41 provide students with knowledge about: global marketing; reasons for global marketing; variable exchange rates; unstable governments; protectionist tariffs and trade barriers; corruption;... Please refer to this lesson for details!

70p hanlamcoman 26-11-2022 16 6   Download

This research aims at testing the correlation between the price of gold and many macroeconomic variables in Vietnam. Multiple Linear Regression is employed to determined significant relationship between dependent and independent variables, covering the data collected from January 2010 to June 2016.

8p visaleen 03-11-2022 12 5   Download

The paper was conducted to survey and review the effects of exchange rate volatility on trade performance. Since the last review articles by McKenzie and Bahmani-Oskooe and Hegerty, the literature has experienced a surge in the number of articles.

5p vipatriciawoertz 31-05-2022 9 2   Download

The objectives of the thesis: The thesis focus on the concept of martingale difference for a sequence set-valued random variables (which will then be called a weak set-valued martingale difference), showing some practical examples related to the weak set-valued martingale difference and proving its mathematical properties.

27p extraenglish 24-05-2021 23 3   Download

This research aims to analyze the determinants of stock return disclosure of mining sector companies listed on the Indonesia Stock Exchange in 2014-2018. The research adopted the Eviews program in data processing and Random effect regression model was chosen to test the relationship between internal and external indicators as independent variables include return on asset (ROA), debt to equity ratio (DER), total asset turnover (TATO), oil price and exchange rate. The result shows that return on assets and debt to equity ratio have no effect on stock return.

5p caygaocaolon11 18-04-2021 38 6   Download

The nexus between oil price and exchange rate for Bangladesh economy by using annual data covering from 1980 to 2018. Given the stationarity properties, the Johansen cointegration and the ARDL bounds cointegration tests find a long-run cointegrating relationship between the variables. We reveal that oil price granger causes exchange rate in the long-run but not in the short-run. According to DOLS and DARDL methods, an increase in oil price appreciates exchange rate by 0.40% and 0.30%.

9p caygaocaolon11 18-04-2021 21 2   Download

Indonesia as a rich country with its natural resources to be one of the countries in the world to play an active role in increasing international trade flows. One of the energy which is very beneficial to human life is a natural gas. The use of this energy will meet to household needs and another important needs for industry. The data presented is a secondary data in the form of time series for 22 years, a period 1995-2017. The variables of this study are domestic consumption, exchange rate, international price, and GDP per capita of the importing country.

6p nguaconbaynhay10 22-02-2021 8 1   Download

The purpose of the paper was to investigate the role of fiscal incentives in driving foreign direct investment (FDI) inflows into the Ghanaian economy based on data from 1975 to 2017 with the Eclectic paradigm as the theoretical basis. FDI inflows was the dependent variable whiles trade openness, corporate tax rate, exchange rate and market size were the independent variables with corporate tax rate as the main explanatory variable of interest.

10p trinhthamhodang9 10-12-2020 19 0   Download

The aim of the study is to find the empirical analyses of the impact of oil price fluctuation on the monetary instrument in Nigeria, by looking at their relationships. Specifically, we analyzed the role of Exchange rate, Inflation, Interest rate and how they respond to shocks in oil price. We explored the frequently used Toda–Yamamoto model (TY), by adopting the TY modified Wald (MWALD) test approach to causality, forecast error variance decomposition (FEVD) and impulse response functions (IRFs).

8p kethamoi7 15-08-2020 28 2   Download

The present study makes an effort to find the long run equilibrium between Exchange Rate and Foreign Exchange Reserve. Fifteen years data of these variables has been extracted from the official website of Reserve Bank of India and has been analyzed by devising statistical software E – Views.

6p guineverehuynh 22-06-2020 26 0   Download

Chapter 16 - Foreign exchange: factors that influence the exchange rate. The goal is for you to learn: Explain how supply and demand issues determine an equilibrium exchange rate, consider mechanisms and relationships of factors influencing the exchange rate, explore regression analysis on variables impacting on an exchange rate.

37p nanhankhuoctai2 25-05-2020 14 2   Download

This study pores over the significance of Fiscal policy and monetary policy that’s describe the effects on environmental issues. With the help of multiple linearregression, we found out the result that clearly explains the impact of fiscal and monetary policy on environmental issues like CO2 emission. We have used three variables, i.e., GDP, exchange rate, and interest rate with CO2 emission.

7p partimesinhvien 13-05-2020 25 2   Download

In this article, the research team uses the VAR self-regression vector model to evaluate the impact of exchange rates on inflation and economic growth in Vietnam over the period 2005-2018. With six endogenous variables included in the VAR model: bilateral real exchange rate (Er), money supply (M2), exports (X), imports (IM), GDP at 2010 comparative prices (GDPR), the consumer price index (CPI) and the two exogenous variables, international price (Pw) and US Federal Reserve interest rate (Ifed).

10p tozontozon 25-04-2020 42 3   Download

This article reports the findings of an exchange rate determination model based on either the traditional chartist or the fundamental model. Much dispute has surrounding exchange rate determination and many theories have been offered; however, market participants use and rely on the chartist model and academics rely on various economic variables (i.e., fundamental variables) in general.

10p covid19 19-04-2020 16 1   Download

This study examined the impacts of upgrades and downgrades by the three big major rating agencies (Standard and Poor’s, Moody’s and Fitch) on Turkey’s stock market. §The Istanbul Stock Exchange National 100 Index (XU100) was used as stock market indicators. The data set covers the period 1995 and 2011 and quarterly data was used. Control variables were growth rate of GDP per capita and real interest rates. The findings show that rating changes significantly affect the XU100 and vice-versa. GDP growth per capita affects XU100 positively and real interest rates negatively.

10p 035522894 13-04-2020 21 4   Download