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Microscopic study of the fluctuations in exchange rates and policy recommendations to government intervention

Author: XuZuo
Tutor: HeZeRong
School: Southwestern University of Finance and Economics
Course: Finance
Keywords: Exchange rate Volatility Microstructure Political suggestion
CLC: F830.7
Type: Master's thesis
Year: 2006
Downloads: 209
Quote: 1
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Abstract


Along with the globalization of world economy, economical contacts between countries become closer. The exchange rate, as nominal price ratio of two currencies, is playing a link role in the international trade and investment. Meanwhile, along with the deformation of Bretton Woods System, the international currency system enters the era of floating exchange rate, the fluctuation of exchange rate becomes the common characteristics on the exchange rate market The understanding of the properties of exchange rate fluctuation, no matter to the economist or to the government, the transnational enterprise said, has the important theoretical and the realistic meaning. Economists have attempted to develop the theories that explain what is going on, and that could be used to predict the future exchange rate movements.In order to study the properties of the exchange rate fluctuation, this paper adopt two ways to analyze this problem. One is the qualitative analysis from the micro stratification; another is quantitative analysis by using financial time series methods. Thus this paper expected to offer decision-making reference and theoretical support for the government’s intervention on the foreign exchange market under different economic environment.With respect to methodology, this paper takes a microeconomic approach. According to the train of thoughts in the research, this paper uses four chapters to study related issues respectively.Chapter one reviews some classic exchange rate determination model such as rational expectation model, news model, chaos model. From the content of these models, we know that expectation and news

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CLC: > Economic > Fiscal, monetary > Finance, banking > Finance, banking theory > Exchange
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