نتایج جستجو برای: exchange rates and volatility
تعداد نتایج: 16879135 فیلتر نتایج به سال:
this paper investigates empirically the effect of volatility of the exchange rate of the u.s. dollar vis-à-vis the euro on u.s. stock market volatility while controlling for a number of drivers of stock return volatility. using a garch(1, 1) model and using weekly data covering the period from the week of january 1, 1999 through the week of january 25, 2010, it is found that the 9/11 terrorist ...
this paper empirically investigates the exchange rate effects of iranian rial against dollar (rial vs.us) on stock prices in iran. the sample period for the study has been taken from march 20, 2004 to march 20, 2010 using daily nominal exchange rate of rial /us and daily closing values of tehran stock exchange. generalized autoregressive conditional heteroskedasticity (garch) model has been use...
abstract global financial crisis has created too many problems in relations among governments. among these problems, the issue of global monetary management, more than every time in the past four decades, has been moved in the center of international economic attentions. a problem which is specially known with the monetary hostility between united states and public republic of china. where ar...
the emphasis of this paper is the role of volatility indices on improvement artificial neural networks (anns) forecasting models for the daily usd/eur and usd/gbp exchange rates two volatility indices are used. first; the realized volatility, which is based on intra-daily data, and second the garch volatility. they are applied into the model in two ways. firstly, the lagged volatility index is ...
This paper empirically investigates the exchange rate effects of Iranian Rial against Dollar (Rial vs.US) on stock prices in Iran. The sample period for the study has been taken from March 20, 2004 to March 20, 2010 using daily nominal exchange rate of Rial /us and daily closing values of Tehran Stock Exchange. Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model has been use...
The optimal usage of oil as a natural resource is an important problem in exporting countries. These countries always are encountered with uncertainty and volatility of oil prices and its effects on real exchange rate. The main purpose of this paper is to investigate the relationship of between oil prices and exchange rate by emphasizing institutional quality in during 1995-2006. The model of t...
determination of uranium in natural water and complex solutions using ion exchange chromatography: a combined procedure using ion exchange chromatography and uv-vis spectrophotometry techniques has been developed to measure uranum in natural water and complex solutions. after conditicing , one hundred milli liters of sample solutions have been passed through an ion exchange column,pachked with ...
today, the route for economic development in most countries is the same as international open competitive economy. economic institutes well known that supportive public economy belonged on the past and they may compete in the global economy. it is obvious that if they have no competitive potency or not familiar with competition technique, they may be devastated. banking system aims to collect t...
This paper examines the role of different exchange rate regimes on relationship between exchange rate volatility and economic growth. To investigate this relationship, information of 53 countries with floating and fixed exchange rate regimes in the period of 1987-2016 are considered. GARCH technique is used to estimate exchange rate volatility and Difference GMM technique for estimating the mo...
the agricultural products’ market has always been faced with many structural problems such as marketing weakness, price fluctuations and inadequate infrastructure and transportation in iran. a major cause of such structural problems has been referred to the traditional and inefficient structure of the agricultural products’ market. hence, iran mercantile exchange started its activity since 2007...
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