Information of exchange rate differences

This paper considers an application of the Markov switching vector error correction model to the analysis of the long-run and the short-run dependence of Russian real GDP and real exchange on oil prices. An algorithm for estimation of the model with a priori information on a state of hidden Markov chain in some periods of time is provided.

11p caygaocaolon11 18-04-2021 21 2   Download

The thesis analyzes the impact of changing accounting policies on exchange rate differences on stock prices of non-financial companies listed on Vietnam's stock market. You are invited to join us in the thesis to understand the details of the research.

0p trinhthamhodang8 20-10-2020 29 1   Download

The objective of this work is to identify and examine the risk premium of the exchange rate; then, to determine the factors that cause it, and to measure its variance by using a GARCH-M model. Some theoretical models are developed by taking the exchange rate risk premium as dependent variable and other macrovariables, political events, and market conditions as independent ones. There are three different exchange rates ($/€, $/£, and ¥/$) used, here, for the measurement of the risk premium and the empirical test of the model.

23p trinhthamhodang2 21-01-2020 59 2   Download

The exchange rate expectations, which are broad models of exchange rate forecasting and efficiency, by looking at approaches, such as the static expectations, the extrapolative, the adaptive, the rational, the regressive, and some general specifications of the above expectations. At the end, orthogonality tests suggest that rejection of the unbiased forward rate hypothesis is caused by different variables (like “news”, unexpected shocks, latent variables, forecast errors in money supplies, interest rate differentials, stock market risk premia, and various forms of conditional variance).

34p trinhthamhodang2 19-01-2020 24 1   Download

This study wanted to know whether there are differences in levels of tolerance to the threat of companies in the accounting information system. With a sample of all companies listing on the Indonesia Stock Exchange (IDX) and the rate of return of 18.8% of respondents, this study provides a statistical conclusion that there is no difference in the level of tolerance to the threat of accounting information system among companies listing on the IDX.

6p byphasse043256 21-03-2019 25 1   Download

Diaspora investors tend to have different perceptions of risk than non-diaspora investors. Given their homeland connections, diaspora members may have better information about investment opportunities in their countries of origin and are less sensitive to exchange-rate risks than other investors, because they have domestic-currency obligations in their country of origin such as support payments to family members or running costs of domestic businesses, mortgages, or returns to domestic share-holders. They also may have a different time horizon.

7p machuavo 19-01-2013 71 3   Download

Heat transfer is a fundamental part of thermal engineering. It is the science of the rules governing the transfer of heat between systems of different temperatures. In thermodynamics, the heat transferred from one system to its surroundings is assumed as a given process parameter. This assumption does not give any information on how the heat is transferred and which rules determine the quantity of the transferred heat. Heat transfer describes the dependencies of the heat transfer rate from a corresponding temperature difference and other physical conditions....

0p aries23 29-09-2012 97 13   Download