Chapter 6 Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear Models

2010 ◽  
pp. 121-141 ◽  
Author(s):  
Mohamed El Hedi Arouri ◽  
Fredj Jawadi
Keyword(s):  
Exchange Rates ◽  
Nonlinear Models ◽  
Oil Prices ◽  
Linear And Nonlinear ◽  
New Evidence

Forecasting exchange rates with linear and nonlinear models

2008 ◽  
Vol 10 (4) ◽  
pp. 414 ◽  
Author(s):  
Rakesh K. Bissoondeeal ◽  
Jane M. Binner ◽  
Muddun Bhuruth ◽  
Alicia Gazely ◽  
Veemadevi P. Mootanah
Keyword(s):  
Exchange Rates ◽  
Nonlinear Models ◽  
Linear And Nonlinear

An Empirical Investigation of Factors Affecting Stock Prices in Vietnam

2014 ◽  
pp. 74-89 ◽  
Author(s):  
Vinh Vo Xuan
Keyword(s):  
Exchange Rates ◽  
Crude Oil ◽  
Foreign Exchange ◽  
Stock Prices ◽  
Global Financial Crisis ◽  
Oil Prices ◽  
Foreign Exchange Rates ◽  
Factors Affecting ◽  
Crude Oil Prices ◽  
Before And After

This paper investigates factors affecting Vietnam’s stock prices including US stock prices, foreign exchange rates, gold prices and crude oil prices. Using the daily data from 2005 to 2012, the results indicate that Vietnam’s stock prices are influenced by crude oil prices. In addition, Vietnam’s stock prices are also affected significantly by US stock prices, and foreign exchange rates over the period before the 2008 Global Financial Crisis. There is evidence that Vietnam’s stock prices are highly correlated with US stock prices, foreign exchange rates and gold prices for the same period. Furthermore, Vietnam’s stock prices were cointegrated with US stock prices both before and after the crisis, and with foreign exchange rates, gold prices and crude oil prices only during and after the crisis.

Comparison of linear and nonlinear models to estimate body weight of Pelibuey ewes from body measurements

2021 ◽  
Vol 53 (1) ◽  
Author(s):  
Rafael Macedo-Barragán ◽  
Victalina Arredondo-Ruiz ◽  
Carlos Haubi-Segura ◽  
Paola Castillo-Zamora
Keyword(s):  
Body Weight ◽  
Nonlinear Models ◽  
Body Measurements ◽  
Linear And Nonlinear

scholarly journals Exchange Rates and Monetary Fundamentals: What Do We Learn from Linear and Nonlinear Regressions?

2014 ◽  
Vol 2014 ◽  
pp. 1-14 ◽  
Author(s):  
Guangfeng Zhang
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Correction Model ◽  
Exchange Rate Dynamics ◽  
Long Run ◽  
Exchange Rate Movements ◽  
Short Run ◽  
Us Dollar ◽  
Linear And Nonlinear ◽  
Japanese Yen

This paper revisits the association between exchange rates and monetary fundamentals with the focus on both linear and nonlinear approaches. With the monthly data of Euro/US dollar and Japanese yen/US dollar, our linear analysis demonstrates the monetary model is a long-run description of exchange rate movements, and our nonlinear modelling suggests the error correction model describes the short-run adjustment of deviations of exchange rates, and monetary fundamentals are capable of explaining exchange rate dynamics under an unrestricted framework.

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