Matches in SemOpenAlex for { <https://semopenalex.org/work/W2162959094> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W2162959094 abstract "Indeed, the specification of equilibrium in the world economy depends on the exchange rate regime and thus, the early contributions to the postwar literature on exchange rate economics are to a large extent concerened with the role of speculation in foreign exchange markets. However, the world has known several exchange rate systems beginning with the fixed-gold standard, the adjustable-peg system, adjustable-parity system and the flexible exchange rate system. Yet, in 1997, when foreign exchange was deregulated, independent traders finally had access to the biggest trading market of the world; and these forex traders attempt to make money from the simultaneous buying and selling of foreign currencies. And within the forex market, many types of instruments can be used:futures market,spot market, and forward market.However, the degree of volatility tends to increase with the frequency with which observations are sampled and this can be seen clearly as one moves from monthly to daily observations on exchange rates. Thus the basic thrust of the paper is to analyse the forecasting accuracy of the full vector autoregressive(FVAR), mixed vector autoregressive(MVAR) and Bayesian vector autoregressive(BVAR) models of the selected currency pairs(based on the monetary/asset model of exchange rate determination)." @default.
- W2162959094 created "2016-06-24" @default.
- W2162959094 creator A5075598069 @default.
- W2162959094 date "2008-02-01" @default.
- W2162959094 modified "2023-09-27" @default.
- W2162959094 title "MODELLING THE WORLD EXCHANGE RATES:DYNAMICS, VOLATILITY AND FORECASTING" @default.
- W2162959094 cites W1547617570 @default.
- W2162959094 cites W1574970717 @default.
- W2162959094 cites W1972400504 @default.
- W2162959094 cites W1999452416 @default.
- W2162959094 cites W2012124122 @default.
- W2162959094 cites W2041462006 @default.
- W2162959094 cites W2044334614 @default.
- W2162959094 cites W2137360725 @default.
- W2162959094 cites W2137873244 @default.
- W2162959094 cites W2149842545 @default.
- W2162959094 cites W2165970714 @default.
- W2162959094 cites W2252890193 @default.
- W2162959094 cites W2489977932 @default.
- W2162959094 hasPublicationYear "2008" @default.
- W2162959094 type Work @default.
- W2162959094 sameAs 2162959094 @default.
- W2162959094 citedByCount "0" @default.
- W2162959094 crossrefType "posted-content" @default.
- W2162959094 hasAuthorship W2162959094A5075598069 @default.
- W2162959094 hasConcept C10138342 @default.
- W2162959094 hasConcept C106159729 @default.
- W2162959094 hasConcept C106306483 @default.
- W2162959094 hasConcept C128263813 @default.
- W2162959094 hasConcept C139719470 @default.
- W2162959094 hasConcept C141121606 @default.
- W2162959094 hasConcept C149782125 @default.
- W2162959094 hasConcept C159877910 @default.
- W2162959094 hasConcept C162324750 @default.
- W2162959094 hasConcept C175025494 @default.
- W2162959094 hasConcept C175223733 @default.
- W2162959094 hasConcept C19244329 @default.
- W2162959094 hasConcept C2776988154 @default.
- W2162959094 hasConcept C47941915 @default.
- W2162959094 hasConcept C52837651 @default.
- W2162959094 hasConcept C536366893 @default.
- W2162959094 hasConcept C556758197 @default.
- W2162959094 hasConcept C82843974 @default.
- W2162959094 hasConcept C91602232 @default.
- W2162959094 hasConceptScore W2162959094C10138342 @default.
- W2162959094 hasConceptScore W2162959094C106159729 @default.
- W2162959094 hasConceptScore W2162959094C106306483 @default.
- W2162959094 hasConceptScore W2162959094C128263813 @default.
- W2162959094 hasConceptScore W2162959094C139719470 @default.
- W2162959094 hasConceptScore W2162959094C141121606 @default.
- W2162959094 hasConceptScore W2162959094C149782125 @default.
- W2162959094 hasConceptScore W2162959094C159877910 @default.
- W2162959094 hasConceptScore W2162959094C162324750 @default.
- W2162959094 hasConceptScore W2162959094C175025494 @default.
- W2162959094 hasConceptScore W2162959094C175223733 @default.
- W2162959094 hasConceptScore W2162959094C19244329 @default.
- W2162959094 hasConceptScore W2162959094C2776988154 @default.
- W2162959094 hasConceptScore W2162959094C47941915 @default.
- W2162959094 hasConceptScore W2162959094C52837651 @default.
- W2162959094 hasConceptScore W2162959094C536366893 @default.
- W2162959094 hasConceptScore W2162959094C556758197 @default.
- W2162959094 hasConceptScore W2162959094C82843974 @default.
- W2162959094 hasConceptScore W2162959094C91602232 @default.
- W2162959094 hasLocation W21629590941 @default.
- W2162959094 hasOpenAccess W2162959094 @default.
- W2162959094 hasPrimaryLocation W21629590941 @default.
- W2162959094 hasRelatedWork W1987600317 @default.
- W2162959094 hasRelatedWork W2016821509 @default.
- W2162959094 hasRelatedWork W2030503668 @default.
- W2162959094 hasRelatedWork W2068731992 @default.
- W2162959094 hasRelatedWork W2171844031 @default.
- W2162959094 hasRelatedWork W2265067161 @default.
- W2162959094 hasRelatedWork W2592561479 @default.
- W2162959094 hasRelatedWork W2954523804 @default.
- W2162959094 hasRelatedWork W2954618858 @default.
- W2162959094 hasRelatedWork W3011625184 @default.
- W2162959094 hasRelatedWork W3121198734 @default.
- W2162959094 hasRelatedWork W3121890352 @default.
- W2162959094 hasRelatedWork W3122488229 @default.
- W2162959094 hasRelatedWork W3125119467 @default.
- W2162959094 hasRelatedWork W3125778899 @default.
- W2162959094 hasRelatedWork W3165569174 @default.
- W2162959094 hasRelatedWork W41214781 @default.
- W2162959094 hasRelatedWork W576770363 @default.
- W2162959094 hasRelatedWork W601110057 @default.
- W2162959094 hasRelatedWork W778232459 @default.
- W2162959094 isParatext "false" @default.
- W2162959094 isRetracted "false" @default.
- W2162959094 magId "2162959094" @default.
- W2162959094 workType "article" @default.