Are exchange rates disconnected from macroeconomic variables? Evidence from the factor approach
Sign Up to like & getrecommendations! Published in 2018 at "Empirical Economics"
DOI: 10.1007/s00181-018-1596-3
Abstract: We use factor-augmented predictive regressions to analyze the relation between nominal exchange rates and macroeconomic variables. Using a panel of 121 US macroeconomic time series, we estimate eight factors through principal component analysis. Those estimated… read more here.
Keywords: predictive power; exchange rates; exchange; factor ... See more keywords
On the link between the exchange rates and interest rate differentials in China: evidence from an asymmetric wavelet analysis
Sign Up to like & getrecommendations! Published in 2019 at "Empirical Economics"
DOI: 10.1007/s00181-019-01803-4
Abstract: This paper adopts wavelet analysis to explore the time–frequency comovement and causality between the exchange rates and the interest rate differentials in China (compared to the USA) over the period from February 1999 to March… read more here.
Keywords: interest rate; wavelet analysis; exchange rates; rate ... See more keywords
How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models
Sign Up to like & getrecommendations! Published in 2019 at "Computational Economics"
DOI: 10.1007/s10614-017-9743-z
Abstract: This study examines the dynamic relationship among gold and USD exchange rates. Since one single time series model can suffer from structural (or parameter) changes in underlying models, we consider those models with structural breaks.… read more here.
Keywords: exchange rates; usd exchange; gold usd; relationship among ... See more keywords
Foreign Exchange Rates Forecasting with Convolutional Neural Network
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DOI: 10.1007/s11063-017-9629-z
Abstract: In this paper, we introduce a model based on Convolutional Neural Network for forecasting foreign exchange rates. Additionally, a method of transforming exchange rates data from 1D structure to 2D structure is proposed. The transaction… read more here.
Keywords: foreign exchange; convolutional neural; exchange rates; exchange ... See more keywords
On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Economics and Finance"
DOI: 10.1007/s12197-017-9388-8
Abstract: The relationship between stock prices and exchange rates has received a great deal of attention. In investigating the link between the two variables most studies have concluded that the relation is short run and the… read more here.
Keywords: linear ardl; non linear; exchange rates; stock prices ... See more keywords
Reference Parameters for Protein Hydrogen Exchange Rates
Sign Up to like & getrecommendations! Published in 2018 at "Journal of The American Society for Mass Spectrometry"
DOI: 10.1007/s13361-018-2021-z
Abstract: AbstractThe analysis of many hydrogen exchange (HX) experiments depends on knowledge of exchange rates expected for the unstructured protein under the same conditions. We present here some minor adjustments to previously calibrated values and a… read more here.
Keywords: protein hydrogen; parameters protein; hydrogen exchange; exchange rates ... See more keywords
NMR Analysis of Amide Hydrogen Exchange Rates in a Pentapeptide-Repeat Protein from A. thaliana.
Sign Up to like & getrecommendations! Published in 2017 at "Biophysical journal"
DOI: 10.1016/j.bpj.2017.04.016
Abstract: At2g44920 from Arabidopsis thaliana is a pentapeptide-repeat protein (PRP) composed of 25 repeats capped by N- and C-terminal α-helices. PRP structures are dominated by four-sided right-handed β-helices typically consisting of mixtures of type II and type… read more here.
Keywords: amide hydrogen; pentapeptide repeat; hydrogen exchange; exchange rates ... See more keywords
Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis
Sign Up to like & getrecommendations! Published in 2021 at "Economic Analysis and Policy"
DOI: 10.1016/j.eap.2021.06.014
Abstract: Abstract In this paper, we seek to examine the relationship and dynamic dependence structure between the Australian dollar (AUD), euro (EUR), and the British pound (GBP), expressed in American dollars (USD) using a multivariate fractional… read more here.
Keywords: analysis; evidence; exchange rates; interdependence exchange ... See more keywords
Exchange rates and fundamentals: A bootstrap panel data analysis
Sign Up to like & getrecommendations! Published in 2019 at "Economic Modelling"
DOI: 10.1016/j.econmod.2018.09.021
Abstract: Abstract This study attempts to re-examine the Granger non-causality from exchange rates to observed fundamentals based on the present value model of Engel and West (2005). To this end, we employ the bootstrap panel Granger… read more here.
Keywords: exchange; non causality; exchange rates; granger non ... See more keywords
Can the intermediary capital risk predict foreign exchange rates?
Sign Up to like & getrecommendations! Published in 2020 at "Finance Research Letters"
DOI: 10.1016/j.frl.2019.101349
Abstract: Abstract The intermediary capital risk (ICR) is recently perceived as an important indicator of economic activities and risk premiums. In this paper, we provide individual time-series predictability of ICR for exchange rates of twelve major… read more here.
Keywords: capital risk; intermediary capital; exchange rates; exchange ... See more keywords
Understanding exchange rate shocks during COVID-19
Sign Up to like & getrecommendations! Published in 2021 at "Finance Research Letters"
DOI: 10.1016/j.frl.2021.102181
Abstract: Abstract Using a dynamic VAR model fitted to hourly data, we evaluate the evolution of spillover shocks from exchange rates returns of EURO, Yen, CAD and GBP. We find that over the COVID-19 sample: (a)… read more here.
Keywords: rate shocks; exchange rates; exchange; understanding exchange ... See more keywords