Author: Enrique Martinez-Garcia
Publisher:
ISBN:
Category :
Languages : en
Pages : 198
Book Description
Three Essays in International Macroeconomics and Finance
Author: Enrique Martinez-Garcia
Publisher:
ISBN:
Category :
Languages : en
Pages : 198
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 198
Book Description
Intervention, Interest Rates, and Charts
Author: Mr.Mark P. Taylor
Publisher: International Monetary Fund
ISBN: 1451947038
Category : Business & Economics
Languages : en
Pages : 31
Book Description
This paper contains essays on sterilized intervention, on covered interest rate parity, and on chartist analysis in financial markets. Each essay contains a definition, brief survey of the empirical evidence and overall assessment of each topic.
Publisher: International Monetary Fund
ISBN: 1451947038
Category : Business & Economics
Languages : en
Pages : 31
Book Description
This paper contains essays on sterilized intervention, on covered interest rate parity, and on chartist analysis in financial markets. Each essay contains a definition, brief survey of the empirical evidence and overall assessment of each topic.
Three Essays on Macroeconomic and International Finance Issues
Author: Unja Chae
Publisher:
ISBN:
Category :
Languages : en
Pages : 288
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 288
Book Description
Three Essays on International Finance and Macroeconomics
Author: Hiroyuki Ito
Publisher:
ISBN:
Category :
Languages : en
Pages : 464
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 464
Book Description
Essays in International Finance and Macroeconomics
Author: Wai-Ming Ho
Publisher:
ISBN:
Category : International finance
Languages : en
Pages : 248
Book Description
Publisher:
ISBN:
Category : International finance
Languages : en
Pages : 248
Book Description
Three Essays on International Finance
Author: Yanqin Chang
Publisher:
ISBN:
Category : International economic relations
Languages : en
Pages : 312
Book Description
Publisher:
ISBN:
Category : International economic relations
Languages : en
Pages : 312
Book Description
Essays in International Finance and Macroeconomics
Author: Eiji Fujii
Publisher:
ISBN:
Category : International finance
Languages : en
Pages : 242
Book Description
Each of the three essays composing this dissertation investigates important economic and econometric issues in international finance and macroeconomics. The first essay, “Market Structure and the Persistence of Sectoral Deviations from Purchasing Power Parity,” examines the relationship between market structure and the persistence of the dollar-based sectoral real exchange rates for fourteen OECD countries. The empirical results based on disaggregated data suggest that differences in market structure significantly determine the rates at which deviations from sectoral purchasing power parity decay. Based on the findings, I argue that an imperfectly competitive market structure is an important source of the well-documented persistence in real exchange rates.
Publisher:
ISBN:
Category : International finance
Languages : en
Pages : 242
Book Description
Each of the three essays composing this dissertation investigates important economic and econometric issues in international finance and macroeconomics. The first essay, “Market Structure and the Persistence of Sectoral Deviations from Purchasing Power Parity,” examines the relationship between market structure and the persistence of the dollar-based sectoral real exchange rates for fourteen OECD countries. The empirical results based on disaggregated data suggest that differences in market structure significantly determine the rates at which deviations from sectoral purchasing power parity decay. Based on the findings, I argue that an imperfectly competitive market structure is an important source of the well-documented persistence in real exchange rates.
Three Essays in Macroeconomics and Finance
Author: David Henry Bowman
Publisher:
ISBN:
Category :
Languages : en
Pages : 230
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 230
Book Description
Three Essays in Macroeconomics and International Finance
Author: Vania Atanassova Stavrakeva
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
The interaction between future binding bank net worth constraints and dynamic (future) underinvestment could lead to ex-ante overinvestment even in economies with a single monopolistic bank where there are no pecuniary externalities. The last third chapter, which is coauthored with Kenneth Rogoff, evaluates a new class of exchange rate forecasting studies, which claim that structural models are getting closer to being able to forecast exchange rates at short horizons. We argue that misinterpretation of some new out-of-sample tests for nested models, over-reliance on asymptotic test statistics, and failure to sufficiently check robustness to alternative time windows have led many studies to overstate even the relatively thin positive results that have been found.
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
The interaction between future binding bank net worth constraints and dynamic (future) underinvestment could lead to ex-ante overinvestment even in economies with a single monopolistic bank where there are no pecuniary externalities. The last third chapter, which is coauthored with Kenneth Rogoff, evaluates a new class of exchange rate forecasting studies, which claim that structural models are getting closer to being able to forecast exchange rates at short horizons. We argue that misinterpretation of some new out-of-sample tests for nested models, over-reliance on asymptotic test statistics, and failure to sufficiently check robustness to alternative time windows have led many studies to overstate even the relatively thin positive results that have been found.
Three Essays in International Finance and Financial Economics
Author: Xiaoqiang Hu
Publisher:
ISBN:
Category :
Languages : en
Pages : 103
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 103
Book Description