نتایج جستجو برای: currency elasticity
تعداد نتایج: 35848 فیلتر نتایج به سال:
Abstract We examine international equity allocations at the fund level and show how excess foreign returns influence portfolio rebalancing, capital flows, currencies. Our equilibrium model of incomplete exchange (FX) risk trading where rate partially segments markets is consistent with observed dynamics returns, rates, fund-level flows. document that rebalancing more intense under higher FX vol...
in searching a market-neutral arbitrage strategy in forex market, we took a portfolio of three major currency pairs, eur-usd, usd-jpy, and eur-jpy. there are eight approaches, different cases of short and long positions; for example buying 1st and selling two others, etc. historical daily fx rates were gathered since january 1990 until february 2011. monthly covariances between daily growth rat...
Predicting currency fluctuations and crises is an important step in the foreign exchange policy of countries. Given that the purpose of early warning systems or patterns is to anticipate crises, their use is essential to prevent economic crises, including currency crises. Therefore, the purpose of this study is to model and rank the early warning factors of currency crisis by Bayesian averaging...
In monetary and financial literature, financial crises include a wide range of crises. But in general, there are three important types of financial crisis, including the currency crisis. The banking crisis and the debt crisis. The aim of this study is to simultaneously analyze the occurrence of banking, debt and currency crises, known as the three crises in Iran. For this purpose, first to dete...
This paper presents a institutional framework for the currency basket peg system. After the Asian currency crisis, the needs of seeking adaptive currency system has risen up but the best currency system has not still appeared. In this paper, we propose the model of “the currency basket peg system”. This model realize the currency basket peg system on the computer. With using it, we investigate ...
This paper examines how unhedged currency exposure of firms varies with changes in currency flexibility. A sequence of four time periods with alternating high and low currency volatility in India provides a natural experiment in which changes in currency exposure of a panel of firms is measured, and the moral hazard versus incomplete markets hypotheses tested. We find that firms carried higher ...
This thesis is a collection of three essays in international trade. Chapter 1 explains how firm heterogeneity and market structure can distort the geography of international trade. By considering only the intensive margin of trade, Krugman (1980) predicts that a higher elasticity of substitution between goods magnifies the impact of trade barriers on trade flows. In this chapter, I introduce fi...
In Absolute or Relative Terms?How Framing Prices Affects the Consumer Price Sensitivity ofHealth Plan Choice This paper provides field evidence on (a) how price framing affects consumers’ decision toswitch health insurance plans and (b) how the price elasticity of demand for health insurancecan be influenced by policymakers through simple regulatory efforts. In 2009, in order to...
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