Matches in SemOpenAlex for { <https://semopenalex.org/work/W3167721152> ?p ?o ?g. }
Showing items 1 to 76 of
76
with 100 items per page.
- W3167721152 endingPage "1" @default.
- W3167721152 startingPage "1" @default.
- W3167721152 abstract "This study examined the monetary, unbiased forward rate hypothesis (UFRH), and random walk models of exchange rate in South Africa using the auto regressive distributed lag (ARDL) approach. The estimated results show that there is a long-run relationship between variables in each model, suggesting the examined models are able to predict the exchange rate. In the long run, this paper found a sticky-price monetary model with correct signs but restrictions on money supply are violated. However, both the UFRH restrictions and random walk model were upheld. The models were then used to predict forecasts of the out-of-sample period as compared to the random walk. We found that UFRH outperformed other models. In this context, forward rate is predominantly an unbiased estimator of the future spot exchange rate, suggesting that the South African exchange rate market is efficient." @default.
- W3167721152 created "2021-06-22" @default.
- W3167721152 creator A5006440903 @default.
- W3167721152 creator A5036443994 @default.
- W3167721152 creator A5036647888 @default.
- W3167721152 creator A5038251526 @default.
- W3167721152 creator A5040799391 @default.
- W3167721152 creator A5043211602 @default.
- W3167721152 date "2021-01-01" @default.
- W3167721152 modified "2023-10-18" @default.
- W3167721152 title "Modelling exchange rate movements in South Africa: an ARDL application" @default.
- W3167721152 doi "https://doi.org/10.1504/ijmef.2021.10038319" @default.
- W3167721152 hasPublicationYear "2021" @default.
- W3167721152 type Work @default.
- W3167721152 sameAs 3167721152 @default.
- W3167721152 citedByCount "0" @default.
- W3167721152 crossrefType "journal-article" @default.
- W3167721152 hasAuthorship W3167721152A5006440903 @default.
- W3167721152 hasAuthorship W3167721152A5036443994 @default.
- W3167721152 hasAuthorship W3167721152A5036647888 @default.
- W3167721152 hasAuthorship W3167721152A5038251526 @default.
- W3167721152 hasAuthorship W3167721152A5040799391 @default.
- W3167721152 hasAuthorship W3167721152A5043211602 @default.
- W3167721152 hasConcept C105795698 @default.
- W3167721152 hasConcept C121194460 @default.
- W3167721152 hasConcept C139719470 @default.
- W3167721152 hasConcept C149782125 @default.
- W3167721152 hasConcept C159009313 @default.
- W3167721152 hasConcept C159877910 @default.
- W3167721152 hasConcept C162324750 @default.
- W3167721152 hasConcept C166957645 @default.
- W3167721152 hasConcept C185429906 @default.
- W3167721152 hasConcept C205649164 @default.
- W3167721152 hasConcept C2776988154 @default.
- W3167721152 hasConcept C2779343474 @default.
- W3167721152 hasConcept C31258907 @default.
- W3167721152 hasConcept C33923547 @default.
- W3167721152 hasConcept C41008148 @default.
- W3167721152 hasConcept C75778745 @default.
- W3167721152 hasConceptScore W3167721152C105795698 @default.
- W3167721152 hasConceptScore W3167721152C121194460 @default.
- W3167721152 hasConceptScore W3167721152C139719470 @default.
- W3167721152 hasConceptScore W3167721152C149782125 @default.
- W3167721152 hasConceptScore W3167721152C159009313 @default.
- W3167721152 hasConceptScore W3167721152C159877910 @default.
- W3167721152 hasConceptScore W3167721152C162324750 @default.
- W3167721152 hasConceptScore W3167721152C166957645 @default.
- W3167721152 hasConceptScore W3167721152C185429906 @default.
- W3167721152 hasConceptScore W3167721152C205649164 @default.
- W3167721152 hasConceptScore W3167721152C2776988154 @default.
- W3167721152 hasConceptScore W3167721152C2779343474 @default.
- W3167721152 hasConceptScore W3167721152C31258907 @default.
- W3167721152 hasConceptScore W3167721152C33923547 @default.
- W3167721152 hasConceptScore W3167721152C41008148 @default.
- W3167721152 hasConceptScore W3167721152C75778745 @default.
- W3167721152 hasIssue "1" @default.
- W3167721152 hasLocation W31677211521 @default.
- W3167721152 hasOpenAccess W3167721152 @default.
- W3167721152 hasPrimaryLocation W31677211521 @default.
- W3167721152 hasRelatedWork W13588884 @default.
- W3167721152 hasRelatedWork W20562951 @default.
- W3167721152 hasRelatedWork W30832362 @default.
- W3167721152 hasRelatedWork W36021426 @default.
- W3167721152 hasRelatedWork W43417806 @default.
- W3167721152 hasRelatedWork W57033295 @default.
- W3167721152 hasRelatedWork W66417298 @default.
- W3167721152 hasRelatedWork W78406771 @default.
- W3167721152 hasRelatedWork W78994051 @default.
- W3167721152 hasRelatedWork W32818464 @default.
- W3167721152 hasVolume "1" @default.
- W3167721152 isParatext "false" @default.
- W3167721152 isRetracted "false" @default.
- W3167721152 magId "3167721152" @default.
- W3167721152 workType "article" @default.