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Econometric modeling of exchange rat...

Works, Richard Floyd.

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

Record Type:	Electronic resources : Monograph/item
Title/Author:	Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory./
Author:	Works, Richard Floyd.
Published:	Ann Arbor : ProQuest Dissertations & Theses, : 2016,
Description:	128 p.
Notes:	Source: Dissertation Abstracts International, Volume: 78-06(E), Section: A.
Contained By:	Dissertation Abstracts International78-06A(E).
Subject:	Finance. -
Online resource:	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.
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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
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710 2 $a Capella University. $b School of Business and Technology. $3 1673949
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856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10242838