PSN: Exchange Rates & Currency (Comparative) (Topic)最新文献_第7页

Recurrence Plots of Exchange Rates of Currencies 货币汇率递推图

PSN: Exchange Rates & Currency (Comparative) (Topic) Pub Date : 2014-07-01 DOI: 10.18483/ijSci.545

Amelia Carolina Sparavigna

引用次数: 2

Emerging Market Local Currency Bond Yields and Foreign Holdings in the Post-Lehman Period: A Fortune or Misfortune? 后雷曼时期新兴市场本币债券收益率和外资持有:是福还是祸?

PSN: Exchange Rates & Currency (Comparative) (Topic) Pub Date : 2014-02-01 DOI: 10.5089/9781484302859.001.A001

C. Ebeke, Yinqiu Lu

引用次数: 32

Payment Choice and the Future of Currency: Insights from Two Billion Retail Transactions 支付选择和货币的未来:来自20亿零售交易的见解

PSN: Exchange Rates & Currency (Comparative) (Topic) Pub Date : 2014-01-09 DOI: 10.2139/ssrn.2420420

Zhu Wang, Alexander L. Wolman

引用次数: 22

Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques 用机器学习技术预测每日和每月的汇率

PSN: Exchange Rates & Currency (Comparative) (Topic) Pub Date : 2013-10-13 DOI: 10.2139/ssrn.2990344

Vasilios Plakandaras, Theophilos Papadimitriou, Periklis Gogas

{"title":"Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques","authors":"Vasilios Plakandaras, Theophilos Papadimitriou, Periklis Gogas","doi":"10.2139/ssrn.2990344","DOIUrl":"https://doi.org/10.2139/ssrn.2990344","url":null,"abstract":"We combine signal processing to machine learning methodologies by introducing a hybrid Ensemble Empirical Mode Decomposition (EEMD), Multivariate Adaptive Regression Splines (MARS) and Support Vector Regression (SVR) model in order to forecast the monthly and daily Euro (EUR)/United States Dollar (USD), USD/Japanese Yen (JPY), Australian Dollar (AUD)/Norwegian Krone (NOK), New Zealand Dollar (NZD)/Brazilian Real (BRL) and South African Rand (ZAR)/Philippine Peso (PHP) exchange rates. After the decomposition with EEMD of the original exchange rate series into a smoothed and a fluctuation component, MARS selects the most informative input datasets from the plethora of variables included in our initial data set. The selected variables are fed into two distinctive SVR models for forecasting each component separately one period ahead for daily and monthly data. The summation of the two forecasted components provides exchange rate forecasts. The above implementation exhibits superior forecasting ability in exchange rate forecasting compared to various models. Overall the proposed model a) is a combination of empirically proven effective techniques in forecasting time series, b) is data driven, c) relies on minimum initial assumptions and d) provides a structural aspect of the forecasting problem.","PeriodicalId":20949,"journal":{"name":"PSN: Exchange Rates & Currency (Comparative) (Topic)","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2013-10-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86746940","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 45

Reorienting Taiwan into the Chinese Orbit: Power Analysis of China's Rise in Promotion of China's One-China Principle in International Structures 重新定位台湾进入中国轨道:中国在国际格局中推动一个中国原则崛起的力量分析

PSN: Exchange Rates & Currency (Comparative) (Topic) Pub Date : 2013-06-01 DOI: 10.22883/KJDA.2013.25.2.007

Scott Y. Lin

{"title":"Reorienting Taiwan into the Chinese Orbit: Power Analysis of China's Rise in Promotion of China's One-China Principle in International Structures","authors":"Scott Y. Lin","doi":"10.22883/KJDA.2013.25.2.007","DOIUrl":"https://doi.org/10.22883/KJDA.2013.25.2.007","url":null,"abstract":"Being the second largest economy with the largest foreign exchange reserves, not only has China joined most international governance mechanisms, but it is also expected to carry more responsibility in international governance, especially after 2008. As more doors open for China, the country develops more power resources. Therefore, its longstanding One-China Principle shows no signs of wavering but will be advanced as China’s participation in international governance continues to expand. One significant consequence of China’s accelerating integration into international governance is the continual forcing of Taiwan into China’s orbit. Heretofore, the greatest pressure on Taiwan has been a growing number of global agents acknowledging Taiwan as an integral part of China. With China’s more prominent global role, that pattern gradually threatens to become an “international consensus” that conditions Taiwan’s development. This paper carefully uses a dyad of concepts of power analysis to measure the process of China’s promoted power in and through international governance for building structures, wherein the application of the One-China Principle is reorienting Taiwan into the Chinese orbit.","PeriodicalId":20949,"journal":{"name":"PSN: Exchange Rates & Currency (Comparative) (Topic)","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2013-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84943571","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

On the Implied Foreign Exchange Rate Volatility: The Role of External Vulnerability Indicators and When They Count the Most? 论隐含汇率波动:外部脆弱性指标的作用及其何时最重要?

PSN: Exchange Rates & Currency (Comparative) (Topic) Pub Date : 2013-03-22 DOI: 10.2139/ssrn.2237846

Salih Fendoğlu

引用次数: 0

The Elephant Hiding in the Room: Currency Intervention and Trade Imbalances 躲在房间里的大象:货币干预和贸易失衡

PSN: Exchange Rates & Currency (Comparative) (Topic) Pub Date : 2013-03-13 DOI: 10.2139/ssrn.2238170

Joseph E. Gagnon

引用次数: 31

Does the Currency Board Matter? U.S. News and Argentine Financial Market Reaction 货币发行局重要吗?美国新闻与阿根廷金融市场反应

PSN: Exchange Rates & Currency (Comparative) (Topic) Pub Date : 2012-07-09 DOI: 10.2139/ssrn.1302847

B. Hayo, Matthias Neuenkirch

引用次数: 5

Real Exchange Rate Adjustment In and Out of the Eurozone 欧元区内外的实际汇率调整

PSN: Exchange Rates & Currency (Comparative) (Topic) Pub Date : 2012-05-01 DOI: 10.1257/AER.102.3.179

Martin Berka, M. Devereux, C. Engel

引用次数: 69

The Role of Monetary Policies and Macroeconomic Convergence in the Development of Financial Systems in South Mediterranean Countries 货币政策和宏观经济趋同在南地中海国家金融体系发展中的作用

PSN: Exchange Rates & Currency (Comparative) (Topic) Pub Date : 2012-04-10 DOI: 10.2139/ssrn.2037765

M. Sami

{"title":"The Role of Monetary Policies and Macroeconomic Convergence in the Development of Financial Systems in South Mediterranean Countries","authors":"M. Sami","doi":"10.2139/ssrn.2037765","DOIUrl":"https://doi.org/10.2139/ssrn.2037765","url":null,"abstract":"This MEDPRO Technical Report shows that the monetary and exchange rate policies conducted by central banks in the south Mediterranean region display apparent homogeneity in their operational frameworks, albeit with some specificities and differing degrees of advancement. While central banks state that price stability is their ultimate objective, failures to control interest rates as operational objectives of monetary policy result in monetary authorities resorting to quantitative approaches to monetary policy, meaning that monetary aggregates and credit targets are being used as intermediate targets of monetary policy.An econometric exercise limited to Maghreb countries (Algeria, Morocco, and Tunisia) has been conducted to analyze the potential scenarios of convergence and monetary policy coordination. Given the high structural heterogeneity and the slow pace of real convergence due to weak commercial integration in the Maghreb, results nevertheless show alternative dynamics in the integration of effective nominal exchange rates, as well as a complete convergence dynamic in exchange rate policies. Partial convergence of monetary policies regarding the stabilization of inflation rates remains an open option for a transitional phase where financial integration is low.","PeriodicalId":20949,"journal":{"name":"PSN: Exchange Rates & Currency (Comparative) (Topic)","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2012-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88821295","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 4