Modelling long memory in exchange rate volatility
Modelling long memory in exchange rate volatility
... CHAPTER MODELLING LONG MEMORY IN EXCHANGE RATE VOLATILITY 3.1 Stylised Facts of Exchange Rate Data Understanding exchange rate dynamics has been an important research topic in both finance and ... of exchange rate volatility fail to model long- memory dynamics Indeed, due to the computational complexities involved, there are very few studies on modelling lo...
Ngày tải lên: 26/11/2015, 12:46
Tài liệu Research " Stabilization Programs, Monetary Policy and Exchange Rate Movements in Emerging Markets Economies " doc
Ngày tải lên: 18/02/2014, 11:20
Báo cáo khoa học: Modeling of ATP–ADP steady-state exchange rate mediated by the adenine nucleotide translocase in isolated mitochondria potx
... protons into the matrix, bypassing F0 F1-ATPsynthase [6] The dotted line shows the result of the modeling after estimation of the unknown parameters The con- Modeling of ANT ditions of the described ... novel kinetic assay of mitochondrial ATPADP exchange rate mediated by the ANT Biophys J 96, 24902504 Metelkin E, Goryanin I & Demin O (2006) Mathematical...
Ngày tải lên: 16/03/2014, 00:20
Interest Rate Volatility and Risk in Indian Banking pptx
... inflation, opening up of financial markets, and falling international rates have resulted in a significant decline in interest rates in the last five years Currently, interest rates in India are at historical ... the RBI In this paper we argue that measuring interest rate risk using GAP and DGAP analysis has limitations when interest rate volatility is high Focus...
Ngày tải lên: 22/03/2014, 17:20
WORKING PAPER NO. 218 THE ZERO-INTEREST-RATE BOUND AND THE ROLE OF THE EXCHANGE RATE FOR MONETARY POLICY IN JAPAN potx
... I E S WORKING PAPER NO 218 THE ZERO-INTEREST -RATE BOUND AND THE ROLE OF THE EXCHANGE RATE FOR MONETARY POLICY IN JAPAN * BY GÜNTER COENEN AND VOLKER WIELAND ** MARCH 2003 * Prepared for the “Conference ... Bank working paper series 47 ECB • Working Paper No 218 • March 2003 Abstract In this paper we study the role of the excha...
Ngày tải lên: 22/03/2014, 23:20
Thuyết trình Exchange Rate pass-through and monetary policy in Croatia
... EXCHANGE RATE PASS - THROUGH AND MONETARY POLIICY IN CROATIA GIỚI THIỆU TỔNG QUAN LÝ THUYẾT VẤN ĐỀ DỮ LIỆU PHÂN TÍCH THỰC NGHIỆM KẾT LUẬN ... “pricing to market” thay đổi tỷ giá có hiệu ứng truyền dẫn hoàn toàn đến giá nhập Tổng quan nghiên cứu trước Gosh and Wolf, 2001, “Imperfect Exchange Rate PassThrough: Strategic Pricing and ... Pass-Through of Exchange Rates a...
Ngày tải lên: 10/04/2014, 13:10
Tiểu luận: Exchange rate pass - through in emerging markets
... McCarthy (2000): Pass- Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies” Kiểm định chuyển giá nhân tố bên vào lạm phát nước số kinh tế công nghiệp ... trường tiền tệ Mihaljek cộng (2000): “A Note On The Pass- Through From Exchange Rate And Foreign Price Changes To Inflation In Selected Emerging Market Economies” Nguyên cứu d...
Ngày tải lên: 13/05/2014, 16:09
Does inflation targeting decrease exchange rate passthrough in emerging countries?”
... (2010) Does inflation targeting decrease exchange rate pass-through in emerging countries?” GVHD: PGS.TS Nguyễn Thị Ngọc Trang LỜI MỞ ĐẦU Trong nghiên cứu Does inflation targeting decrease exchange ... (2010) Does inflation targeting decrease exchange rate pass-through in emerging countries?” GVHD: PGS.TS Nguyễn Thị Ngọc Trang Nghiên cứu Mishkin, F a...
Ngày tải lên: 04/07/2014, 10:38
Báo cáo y học: " Long-term gas exchange characteristics as markers of deterioration in patients with cystic fibrosis" pot
... proposed by Soni et al [16], we assessed the influence of these potential confounders by characteristics such as "year at birth", "year at diagnosis" and the "year at testing" The "year at test" proved ... gas values obtained during exercise testing predominantly performed in adult patients There is no clearly defined cutoff indicating gas exchange impairment at rest in chil...
Ngày tải lên: 12/08/2014, 14:20
The relation between exchange rate and the balance of payments – Theory and reality in Vietnam
... contributions of the thesis The thesis The relation between exchange rate and the balance of payments – The theory and reality in Vietnam contributes the following new points: - Continue clarifying theoretical ... overview of the relation between exchange rate and the balance of payments 1.1 Exchange rate and exchange ra...
Ngày tải lên: 23/08/2014, 14:15
the management of foreign exchange rate regime in a market-oriented economy
... The official exchange rate also has several types: the interbank exchange rate, exchange rate of commercial banks, accounting exchange rates 1.2.2.2 Nominal and real exchange rate Nominal exchange ... participate in stipulating the exchange rate, have an official exchange rate (listed by the Government) and an unofficial rate, also known as the paralle...
Ngày tải lên: 04/12/2014, 08:49
The impact of exchange rate policy on trade balance and inflation in Vietnam = Tác động của chính sách tỷ giá hối đoái đối với cán cân thương mại và lạm phát ở Việt Nam
... Introduction Chapter - Theoretical foundation of impact of exchange rate on trade balance and inflation • Chapter - Overview of the impact of exchange rate on trade balance and inflation in Vietnam ... creating pressure on inflation CHAPTER THEORETICAL FOUNDATION OF IMPACT OF EXCHANGE RATE ON TRADE BALANCE AND INFLATION 2.1...
Ngày tải lên: 05/03/2015, 09:08
Tiểu luận môn thanh toán quốc tế EXCHANGE RATE PASS THROUGH IN EMERGING MARKET
... Hungary (HN), Hà Lan (PL), Chile (CL), Hàn Quốc (KR), Trung Quốc (CN), Hồng Kông (HK), Đài Loan (TW), Singapore (SG) Mức thay đổi giá nhập giá tiêu dùng kinh tế phát triển Tương quan tỉ giá CPI 3.2 ... tỉ giá điều chỉnh 1% làm lạm phát thay đổi x % Cơ chế tác động ERPT ● Các kinh tế phát triển (Mĩ, Nhật, ● EU…) Các kinh tế phát triển (Hong Kong , Đài Loan, Ba Lan, Chile, Thổ Nhĩ Kỳ...
Ngày tải lên: 09/05/2015, 14:41