Some suggested improvements to a simple portfolio balance model of exchange rate determination with special reference to the U. S. dollar/Canadian dollar rate

1982 ◽  
Vol 118 (1) ◽  
pp. 19-38 ◽  
Author(s):  
Joseph Bisignano ◽  
Kevin Hoover
Keyword(s):  
Exchange Rate ◽  
Special Reference ◽  
Canadian Dollar ◽  
Balance Model ◽  
Exchange Rate Determination ◽  
Portfolio Balance

An Expanded Graphical Representation of the Portfolio Balance Model of Exchange Rate Determination

1994 ◽  
Vol 38 (2) ◽  
pp. 52-57 ◽  
Author(s):  
Joachim Zietz
Keyword(s):  
Exchange Rate ◽  
Graphical Representation ◽  
Balance Model ◽  
Exchange Rate Determination ◽  
Portfolio Balance ◽  
Foreign Bonds ◽  
Diagram Representation

The traditional one-diagram representation of the portfolio balance model gets high marks for conciseness and efficiency but falls short in providing an intuitive understanding of the forces that drive the model. This paper offers an expanded graphical representation of the model. It features a diagram for each of the three assets considered by the portfolio balance model, domestic bonds, foreign bonds, and domestic money. The purpose is to make the economic adjustments that are taking place in the model's markets more intuitively obvious.

The nexus between stock price and foreign exchange rate: validating the portfolio-balance model in Nigeria

2017 ◽  
Vol 7 (4) ◽  
pp. 363
Author(s):  
Patrick Olufemi Adeyeye ◽  
Olufemi Adewale Aluko ◽  
Stephen Oseko Migiro
Keyword(s):  
Exchange Rate ◽  
Foreign Exchange ◽  
Stock Price ◽  
Foreign Exchange Rate ◽  
Balance Model ◽  
Portfolio Balance

scholarly journals Fundamental Modeling Exchange Rate using Genetic Algorithm: A Case Study of European Countries

2011 ◽  
Vol 3 (6) ◽  
pp. 352-359
Author(s):  
Saeed Rasekhi
Keyword(s):  
Genetic Algorithm ◽  
Exchange Rate ◽  
Mean Square Error ◽  
Balance Model ◽  
Mean Square ◽  
Equilibrium Exchange Rate ◽  
Portfolio Balance ◽  
Equilibrium Exchange ◽  
The Us ◽  
Us Dollar

Genetic Algorithms (GAs) are an adaptive heuristic search algorithm premised on the evolutionary ideas of natural selection and genetic. In this study we apply GAs for Fundamental Models of Exchange Rate Determination in exchange rate market. In this framework, we estimated absolute and relative purchasing power parity, Mundell-Fleming, sticky and flexible prices, equilibrium exchange rate and portfolio balance model as fundamental models for European Union’s Euro against the US Dollar using monthly data from January 1992 to December 2008. Then, we put these models into the genetic algorithm system for measuring their optimal weight for each model. These optimal weights have been measured according to four criteria i.e. R-squared (R2), mean square error (MSE), mean absolute percentage error (MAPE) and root mean square error (RMSE). Based on obtained Results, it seems that for explaining of EU Euro against the US Dollar exchange rate behavior, equilibrium exchange rate and portfolio balance model are better than the other fundamental models.

The nexus between stock price and foreign exchange rate: validating the portfolio-balance model in Nigeria

2017 ◽  
Vol 7 (4) ◽  
pp. 363
Author(s):  
Stephen Oseko Migiro ◽  
Olufemi Adewale Aluko ◽  
Patrick Olufemi Adeyeye
Keyword(s):  
Exchange Rate ◽  
Foreign Exchange ◽  
Stock Price ◽  
Foreign Exchange Rate ◽  
Balance Model ◽  
Portfolio Balance
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