Download or read book Forecasting Exchange Rate for the Australian Dollar Vis a vis US Dollar written by Asraul Hoque and published by . This book was released on 1992 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Forecasting U S Dollar Australian Dollar Exchange Rate written by Teodor L.. Bita-Mocanu-Bahan and published by . This book was released on 2008 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Modelling the Australian US Dollar Exhange Rate During the Recent Float written by Colm Kearney and published by . This book was released on 1988 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Foreign Exchange Intervention and the Australian Dollar written by Ms.Hali J. Edison and published by International Monetary Fund. This book was released on 2003-05-01 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the Australian dollar was floated in December 1983, the Australian central bank (Reserve Bank of Australia) has actively intervened in the foreign exchange market. Using daily exchange rate and official intervention data from January 1984 to December 2001, this paper examines what effects, if any, foreign exchange operations by the Reserve Bank of Australia (RBA) have had on the level and volatility of the Australian dollar exchange rate. First, using an event study we evaluate the effectiveness of intervention by examining its direct effect on the level of the exchange rate. We find that over the period 1997-2001, the RBA has had some success in its intervention operations, by moderating the depreciating tendency of the Australian dollar. Second, we investigate the effects of RBA intervention policies on exchange rate volatility over the floating rate period. Our results indicate that intervention operations tend to be associated with an increase in exchange rate volatility, which suggests that official intervention may have added to market uncertainty. Overall, the effects of RBA intervention are quite modest on both the level and the volatility of the Australian dollar exchange rate.

Download or read book The Theory And Empirics Of Exchange Rates written by Imad A Moosa and published by World Scientific. This book was released on 2009-07-15 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exchange rate economics is an important field of investigation for academics, professionals and policy-makers. This book provides a comprehensive survey of the theory of and empirical evidence on the determination and effects of exchange rates. The exposition utilizes both diagrammatic and mathematical representations of the underlying models. The book is a comprehensive reference for those engaged in this field of research.

Download or read book Currency Forecasting written by Michael Roy Rosenberg and published by . This book was released on 1996 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text explains the methods and aspects of exchange rate forecasting, including purchasing power, parity, interest rate differentials and technical analysis. Guidelines for reducing risk with forecasting strategies are included, as are techniques for co

Download or read book Forecasting the U S Dollar in the 21st Century written by Charles Engel and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The level of the (log of) the exchange rate seems to have strong forecasting power for dollar exchange rates against major currencies post-2000 at medium- to long-run horizons of 12-, 36- and 60-months. We find that this is true using conventional asymptotic statistics correcting for serial correlation biases. But correcting for small-sample bias using simulation methods, we find little evidence to reject a random walk. This small sample bias arises because of near-spurious correlation when the predictor variable is persistent and the horizon for exchange rate forecasts is long. Similar problems of spurious correlation may arise when other persistent variables are used to forecast changes in the exchange rate. We find, in fact, using asymptotic statistics, the level of the exchange rate provides better forecasts than economic measures of "global risk", and the measures of global risk do not improve the (possibly spurious) forecasting power of the level of the exchange rate.

Download or read book The Global Structure of Financial Markets written by Dilip K. Ghosh and published by Routledge. This book was released on 2005-08-15 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume uses the original research of experienced contributors to explore recent changes in financial markets. Areas discussed include Latin America, Europe, the USA, Mexico and India. The book updates issues including: * Risk and its minimization * Business enterprise on world markets * Capital flows and capital flight * Offshore markets * Central bank intervention

Download or read book Exchange Rate Determination written by Michael Rosenberg and published by McGraw Hill Professional. This book was released on 2003-05-19 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Models and Strategies for Exchange Rate ForecastingMichael R. RosenbergGetting an accurate exchange rate is critical for any company doing business in today's global economy. Exchange Rate Determination--written by the number one-ranked foreign exchange team in the world--examines the methods used to accurately and profitably forecast foreign exchange rates. This hands-on guidebook uses extensive charts and tables to examine currency option markets, productivity trends and exchange rates; technical analysis methods to improve currency forecasting accuracy; and more.

Download or read book International Journal of Forecasting written by International institute of forecasters and published by . This book was released on 1994 with total page 696 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Annual Report on Exchange Arrangements and Exchange Restrictions 2017 written by Linda Kean and published by International Monetary Fund. This book was released on 2018-07-25 with total page 3722 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Annual Report on Exchange Arrangements and Exchange Restrictions has been published by the IMF since 1950. It draws on information available to the IMF from a number of sources, including that provided in the course of official staff visits to member countries, and has been prepared in close consultation with national authorities.

Download or read book Annual Report on Exchange Arrangements and Exchange Restrictions 2018 written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2019-04-16 with total page 3724 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Annual Report on Exchange Arrangements and Exchange Restrictions has been published by the IMF since 1950. It draws on information available to the IMF from a number of sources, including that provided in the course of official staff visits to member countries, and has been prepared in close consultation with national authorities.

Download or read book Exchange Rate Forecasting Techniques Survey Data and Implications for the Foreign Exchange Market written by International Monetary Fund and published by International Monetary Fund. This book was released on 1990-05-01 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines the dynamics of the foreign exchange market. The first half addresses a number of key questions regarding the forecasts of future exchange rates made by market participants, by means of updated estimates using survey data. Here we follow most of the theoretical and empirical literature in acting as if all market participants share the same expectation. The second half then addresses the possibility of heterogeneous expectations, particularly the distinction between “chartists” and “fundamentalists,” and the implications for trading in the foreign exchange market and for the formation of speculative bubbles.

Download or read book Equilibrium Exchange Rate Models the Euro and the 2004 Expansion of the EU written by Isabell Koske and published by Peter Lang Gmbh, Internationaler Verlag Der Wissenschaften. This book was released on 2007 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the launch of the euro in 1999, researchers, policy makers, and business analysts have put great interest in the evolution of the external value of the euro. In 2004 the European Monetary Union expanded its membership with the accession of ten countries from central and eastern Europe and the Mediterranean. As these countries are committed to adopt the euro as soon as they fulfill the Maastricht criteria, knowing their currencies' equilibrium value is of great policy interest. This study addresses these questions by deriving equilibrium exchange rate paths for the euro and for the currencies of the new EU member countries. Specifically, one part investigates in how far variations in seven bilateral nominal euro exchange rates can be explained by monetary factors and then estimates the equilibrium path of the real effective exchange rate of the euro based on the NATREX approach. The final chapters derive equilibrium exchange rate paths for the currencies of the Czech Republic, Hungary, Poland, Slovenia, Slovakia, and the three Baltic countries using a small country version of the NATREX model.

Download or read book Australian National Bibliography 1992 written by National Library of Australia and published by National Library Australia. This book was released on 1988 with total page 1976 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Annual Report on Exchange Arrangements and Exchange Restrictions 2020 written by International Monetary and published by International Monetary Fund. This book was released on 2021-08-25 with total page 4021 pages. Available in PDF, EPUB and Kindle. Book excerpt: Annual Report on Exchange Arrangements and Exchange Restrictions 2020

Download or read book Predicting Exchange Rates in Asia written by Frederik Kunze and published by . This book was released on 2017 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper evaluates aggregated survey forecasts with forecast horizons of 3, 12, and 24 months for the exchange rates of the Chinese yuan, the Hong Kong dollar, the Japanese yen, and the Singapore dollar vis-à-vis the US dollar using common forecast accuracy measures. Additionally, the rationality of the exchange rate predictions are assessed utilizing tests for unbiasedness and efficiency. All investigated forecasts are irrational in the sense that the predictions are biased. However, these results are inconsistent with an alternative measure of rationality based on methods of applied time series analysis. Investigating the order of integration of the time series and using cointegration analysis, empirical evidence supports the conclusion that the majority of forecasts are rational. Regarding forerunning properties of the predictions, the results are less convincing, with shorter term forecasts for the tightly managed USD/CNY FX regime being one exception. As one important evaluation result, it can be concluded, that the currency regime matters for the quality of exchange rate forecasts.