東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Econometric modeling of exchange rat...

Works, Richard Floyd.

FindBook

Google Book

Amazon

博客來

Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory./
作者:	Works, Richard Floyd.
出版者:	Ann Arbor : ProQuest Dissertations & Theses, : 2016,
面頁冊數:	128 p.
附註:	Source: Dissertation Abstracts International, Volume: 78-06(E), Section: A.
Contained By:	Dissertation Abstracts International78-06A(E).
標題:	Finance. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10242838
ISBN:	9781369404159

Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory.
Works, Richard Floyd.

Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory. - Ann Arbor : ProQuest Dissertations & Theses, 2016 - 128 p.

Source: Dissertation Abstracts International, Volume: 78-06(E), Section: A.

Thesis (D.B.A.)--Capella University, 2016.

Numerous researchers have studied the connection between exchange rate fluctuations and macroeconomic variables for various market economies. Few studies, however, have addressed whether these relationships may differ based on the market classification of the given economy. This study examined the impact on exchange rates for Japan (a proxy for developed economies) and South Korea (a proxy for emerging economies) yielding from the macroeconomic variables of the sticky-price monetary model between February 1, 1989 and February 1, 2015. The results show that money supply and inflation constituted a significant, but small, influence on South Korean exchange rate movements, whereas no macroeconomic variable within the model had a significant impact on Japanese exchange rates fluctuations. The results of the autoregressive error analyses suggest small variances in the affect that macroeconomic variables may have on developed versus emerging market economies. This may provide evidence that firms may use similar forecasting techniques for emerging market currencies as used with developed market currencies.

ISBN: 9781369404159Subjects--Topical Terms:

542899
Finance.

Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory.
LDR:02139nmm a2200301 4500 001 2127366
005 20171220071114.5
008 180830s2016 ||||||||||||||||| ||eng d
020 $a 9781369404159
035 $a (MiAaPQ)AAI10242838
035 $a AAI10242838
040 $a MiAaPQ $c MiAaPQ
100 1 $a Works, Richard Floyd. $3 3289499
245 1 0 $a Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2016
300 $a 128 p.
500 $a Source: Dissertation Abstracts International, Volume: 78-06(E), Section: A.
500 $a Adviser: Kenneth Granberry.
502 $a Thesis (D.B.A.)--Capella University, 2016.
520 $a Numerous researchers have studied the connection between exchange rate fluctuations and macroeconomic variables for various market economies. Few studies, however, have addressed whether these relationships may differ based on the market classification of the given economy. This study examined the impact on exchange rates for Japan (a proxy for developed economies) and South Korea (a proxy for emerging economies) yielding from the macroeconomic variables of the sticky-price monetary model between February 1, 1989 and February 1, 2015. The results show that money supply and inflation constituted a significant, but small, influence on South Korean exchange rate movements, whereas no macroeconomic variable within the model had a significant impact on Japanese exchange rates fluctuations. The results of the autoregressive error analyses suggest small variances in the affect that macroeconomic variables may have on developed versus emerging market economies. This may provide evidence that firms may use similar forecasting techniques for emerging market currencies as used with developed market currencies.
590 $a School code: 1351.
650 4 $a Finance. $3 542899
650 4 $a Asian studies. $3 1571829
650 4 $a Economic theory. $3 1556984
690 $a 0508
690 $a 0342
690 $a 0511
710 2 $a Capella University. $b School of Business and Technology. $3 1673949
773 0 $t Dissertation Abstracts International $g 78-06A(E).
790 $a 1351
791 $a D.B.A.
792 $a 2016
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10242838