Dissertation > Excellent graduate degree dissertation topics show

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
Read: Download Dissertation


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

Related Dissertations

  1. Research on Technology and Mechanism of Joining Cemented Carbide to Carbon Steel,TG454
  2. Study on the Mechanism of Heat-Induced Gelation of Myofibrillar Proteins,TS251.1
  3. The Study on Exchange Rate Exposure of Chinese Listed Company of Textile and Garment Industries,F832.6
  4. Studies on RMB Appreciation Pass-through to Prices of Agricultural Products in China,F323.7;F224
  5. China 's exchange rate regime and the impact of interest rate marketization of RMB internationalization,F832.6
  6. Price limits on the Chinese stock market volatility,F224
  7. The Empirical Study about the Exchange Rate of RMB on the Balance of Sino-US,F752.7;F224
  8. The Empirical Research of Stock Market Volatility Based on SV Model,F832.51
  9. The ASV model of expansion of its application in China's financial markets,F832.51
  10. Study on Low Silicon Sintering Technique for Iron Ore Concentrates of Baotou Iron and Steel (group) Co.,TF046.4
  11. The in situ synthesis of composite particles enhanced laser cladding of nickel-based layer,TG174.44
  12. Research on Composition, Structure and Optical Properties of Ge(SxSe1-x)2 Chalcogenide Glasses,TQ171.1
  13. Study on the Silicon-based Composites as Anode Materials for the Lithium Ion Batteries,TM912
  14. Studies on Quality and Microstructure of Calyx Leaving from Fruit and Persistent Calyx and Rough Skin in Korla Fragrant Pear Fruit,S661.2
  15. The Study on the Relationship between the RMB/USD Exchange Rate and China’s Stock Market,F832.52;F832.51
  16. Study on Exchange Rate Cooperation in East Asia,F831.52
  17. The Exchange Rate Risk Measurement Study of China Listed Commercial Bank,F832.6;F224
  18. The Application Study of VaR in the Risk Measurement of Domestic Commercial Banks,F832.3
  19. The Analysis of Exchange Rate System’s Effect on Monetary Policy in China,F822.0
  20. Empirical Study of Equilibrium Exchange Rate of RMB Based on BEER Model,F832.6
  21. The Measure of RMB Exchange Rate Risk Based on Extreme Value Theory and Dynamic Extreme Value Theory,F832.6

CLC: > Economic > Fiscal, monetary > Finance, banking > Finance, banking theory > Exchange
© 2012 www.DissertationTopic.Net  Mobile