Essays in exchange rate economics
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This research analyses the key issues in exchange rate economics. It provides a systematic treatment of exchange rate volatility and its manifestations, the presence of nonlinearity in exchange rates, and the interaction between national price levels and exchange rates. The approach is empirical. The results of this study are expected to contribute to an understanding of the existing empirical puzzles that profoundly impact economic policy-making and business.
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Hassan, AFM Kamrul (2010)This thesis examines the relationship between population structure and the real exchange rate in 23 OECD countries over the period 1980–2006. The motivation for this research stems mainly from the Life-Cycle Hypothesis ...
Haque, M.; Topal, Erkan; Lilford, E. (2015)The United States (US) dollar-based gold price and the exchange rate between the Australian dollar and the US dollar (AUD/USD) have a combined and significant impact on both the trend of the Australian minerals industry ...
Apergis, Nicholas; Artikis, P.; Sorros, J. (2011)According to the International Capital Asset Pricing Model (ICAPM), the covariance of assets with foreign exchange currency returns should be a risk factor that must be priced when the purchasing power parity is violated. ...