Exchange Rate Markets and Conservative Inferential Expectations

2006 ◽  
Author(s):  
Gordon Douglas Menzies ◽  
Daniel John Zizzo
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Markets

Multifrequency network for SADC exchange rate markets using EEMD-based DCCA

2021 ◽  
Author(s):  
Anokye M. Adam ◽  
Kwabena Kyei ◽  
Simiso Moyo ◽  
Ryan Gill ◽  
Emmanuel N. Gyamfi
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Markets

scholarly journals FOREIGN EXCHANGE MARKETS: AN ERROR CORRECTION MODEL ANALYSIS

2009 ◽  
Vol 6 (2) ◽  
Author(s):  
IBM Wiyasha
Keyword(s):  
Exchange Rate ◽  
Structural Stability ◽  
Foreign Exchange ◽  
Foreign Exchange Rate ◽  
Correction Model ◽  
Equilibrium Relationship ◽  
Exchange Markets ◽  
Exchange Rate Markets

This study aims at investigating the behavior of foreign exchange rate markets in Indonesia using 1350 daily observations. Another objective of this study is to examine the structural stability due to Bali bombing chapter I and II. The markets being investigated are USD, AUD, SGD, and YEN; all relative to rupiah. The ECM is applied to investigate the behavior of the markets aforementioned. The findings of this study are that the markets are co integrated and there is a long term equilibrium relationship among them. Using the Chow test, this study finds that there is no structural stability in the markets after Bali bombing chapter I and II.

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