scholarly journals The Discount Rate, Interest Rates and Foreign Exchange Rates: An Analysis with Daily Data

1985 ◽  
Vol 67 ◽  
Author(s):  
Dallas S. Batten ◽  
Daniel L. Thornton
Keyword(s):  
Exchange Rates ◽  
Interest Rates ◽  
Foreign Exchange ◽  
Discount Rate ◽  
Foreign Exchange Rates ◽  
Daily Data

scholarly journals Analisis Pengaruh Variabel-Variabel Makro Ekonomi Terhadap Jakarta Islamic Indeks (JII) Periode 2007-2015

2017 ◽  
Vol 4 (6) ◽  
pp. 449
Author(s):  
Nining Khoirun Nisa ◽  
Raditya Sukmana
Keyword(s):  
Exchange Rates ◽  
Interest Rates ◽  
Foreign Exchange ◽  
Stock Price ◽  
Price Index ◽  
Sampling Technique ◽  
Foreign Exchange Rates ◽  
Production Index ◽  
Macroeconomic Indicators ◽  
Stock Price Index

Based on this, researchers are interested to know and analyze the effect of macroeconomic indicators consisting of Inflation, Interest Rate, Foreign Exchange and Production Index on Stock Price Index of the Jakarta Islamic Index (JII). This study uses a quantitative approach. The sampling technique used is the technique of sampling nonprobabilitas. The type of data in this study of time series data.The results of this study indicate that inflation and interest rates significantly affect the stock price index Jakarta Islamic Index (JII). Foreign exchange rates and the production index did not significantly affect the stock price index Jakarta Islamic Index (JII).

4 Overview of Derivative Financial Products

2015 ◽  
Author(s):  
Grove Rick
Keyword(s):  
Financial Markets ◽  
Exchange Rates ◽  
Interest Rates ◽  
Foreign Exchange ◽  
Commodity Prices ◽  
Investment Banks ◽  
Foreign Exchange Rates ◽  
Financial Products ◽  
Market Risks

This chapter begins with a description of the volatility of financial markets. It then turns to ‘swaps’, a tool developed by banks and investment banks to deal with the increasing volatility in foreign exchange rates, interest rates, and commodity prices in the 1970s. This is followed by a discussions on the founding of the International Swaps and Derivatives Association (ISDA) in 1984 and how companies' use derivatives to manage and hedge their market risks.

Foreign Interest Rates in American Financial Markets: A Revised Series of Dollar-Sterling Exchange Rates, 1833–1900

1978 ◽  
Vol 38 (2) ◽  
pp. 392-417 ◽  
Author(s):  
Edwin J. Perkins
Keyword(s):  
Nineteenth Century ◽  
Exchange Rate ◽  
Financial Markets ◽  
Exchange Rates ◽  
Interest Rates ◽  
Foreign Exchange ◽  
Foreign Exchange Rates ◽  
Anglo American

This paper offers a revised series of nineteenth-century Anglo-American foreign exchange rates. The new series is based partly on the reinterpretation of data presented earlier by other scholars and partly on a recently rediscovered source of continuous information on sterling-dollar rates after 1869. The pioneering work in this area was done by Lance Davis and Jonathan Hughes. They published in 1960 a quarterly dollar-sterling exchange rate series (1835 to 1895) based on the actual prices paid for approximately 3,000 sterling bills by Nathan Trotter's Philadelphia-based metals importing firm.

scholarly journals External and Internal Factors Influence to the Return on Equity and Risk Investment in Jakarta Islamic Index (JII)

2017 ◽  
Vol 2 (3) ◽  
pp. 128-135
Author(s):  
Diana Dwi Astuti
Keyword(s):  
Capital Structure ◽  
Exchange Rates ◽  
Interest Rates ◽  
Foreign Exchange ◽  
Jel Classification ◽  
Investment Risk ◽  
Foreign Exchange Rates ◽  
Internal Factors ◽  
Return On Equity ◽  
Risk Investment

Objective - This study aims to analyze the direct influence of external factors (inflation, foreign exchange rates, interest rate of Bank Indonesia) and internal (capital structure, liquidity) on Return On Equity (ROE) in companies that went public in Jakarta Islamic Index, analyze the indirect influence of external and internal factors on the risk of investing in companies that go public in Jakarta Islamic Index, analyze the effect of ROE on the risk investment in companies that go public in Jakarta Islamic Index. Methodology/Technique - The sample used 10 companies using purposive sampling. Analysis tools using path analysis. Findings – Results showed inflation and exchange rates (foreign exchange rates / USD) no significant effect on ROE and Investment Risk. BI rate has no effect on ROE but significant effect on the risk of investment. Capital structure and liquidity significantly influence the ROE but had no effect on the risk of investment. ROE has no effect on the risk of investment. Novelty - Results of research it pays advisable for investors and prospective investors pay attention to internal factors (capital structure, liquidity and other fundamental factors) companies due to internal factors will affect the profitability of Integration. Type of Paper - Empirical Keywords: Inflation; Exchange Rates; Interest Rates; Capital Structure; Liquidity; ROE; Investment Risk. s JEL Classification: L16, M21, M41.

The Impact of a Central Bank's Bond Market Intervention on Foreign Exchange Rates

2015 ◽  
Vol 05 (02) ◽  
pp. 1550009 ◽  
Author(s):  
Robert Jarrow ◽  
Hao Li
Keyword(s):  
Exchange Rates ◽  
Interest Rates ◽  
Foreign Exchange ◽  
Large Scale ◽  
Bond Market ◽  
Foreign Exchange Rates ◽  
Market Intervention ◽  
Exchange Markets ◽  
Asset Purchases ◽  
The Impact

This paper provides a framework to analyze the effect of a central bank's bond market intervention on foreign exchange rates. Using this framework, we quantify the impact of the Federal Reserve's 2008–2011 quantitative easing (QE) program on the USD/JPY exchange rate. We find that the Fed's QE accounts for a significant portion of the dollar's depreciation during this period. A central monetary authority can affect exchange rates in two ways, either directly by intervening in foreign exchange markets or indirectly by affecting interest rates. Our analysis emphasizes the importance of the indirect channel when a central bank undertakes large scale asset purchases.

scholarly journals ANALISIS DAMPAK HARGA MINYAK MENTAH DUNIA, TINGKAT SUKU BUNGA DAN KURS VALUTA ASING TERHADAP INDEKS HARGA SAHAM PERTAMBANGAN PERIODE 2014 – 2016

2020 ◽  
Vol 8 (2) ◽  
pp. 1-17
Author(s):  
Jessica Prania Suradi ◽  
Selly Eriska Marisa
Keyword(s):  
Exchange Rates ◽  
Interest Rates ◽  
Foreign Exchange ◽  
Stock Price ◽  
Price Index ◽  
Oil Prices ◽  
Foreign Exchange Rates ◽  
Mining Sector ◽  
Crude Oil Prices ◽  
Stock Price Index

This study aims to look at the effect of world crude oil prices, interest rates, and foreign exchange rates on the mining sector stock price index for the 2014-2016 period. The research method used is descriptive statistical methods with quantitative research types. This study also uses analytical methods such as multiple regression analysis through t test and F test. Based on the F test (simultaneous) shows that world oil prices, interest rates, and foreign exchange rates affect simultaneously on the mining sector stock price index for the period 2014-2016 , while the t test (partial) shows that world crude oil prices a positive but not significant effect on the mining stock price index for the period 2014-2016, the interest rate has a negative effect and significant to the mining sector stock price index for the period 2014-2016, and the foreign exchange rate has a negative and significant effect on the price index mining sector shares in the 2014-2016 period.

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