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Market Models and Applications

In: Quantitative Exchange Rate Economics in Developing Countries

Author

Listed:
  • M. Rusydi

    (Deakin University)

  • Sardar M. N. Islam

    (Victoria University)

Abstract

The exchange rate is a vital relative price in the financial market. In an open economy, monetary transmission operates through exchange-rate effects on the balance of payments and interest rates that affect financial and investment portfolios. The exchange rate policy in Indonesia, jointly with other financial policies, can be used to eradicate distortions in the domestic economy and help protect international competitiveness. To formulate appropriate exchange rate policies, an understanding of the foreign exchange market and its behavior is essential.

Suggested Citation

  • M. Rusydi & Sardar M. N. Islam, 2007. "Market Models and Applications," Palgrave Macmillan Books, in: Quantitative Exchange Rate Economics in Developing Countries, chapter 4, pages 45-62, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-0-230-59248-3_4
    DOI: 10.1057/9780230592483_4
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    Citations

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    Cited by:

    1. Shujian Liao & Jian Chen & Hao Ni, 2021. "Forex Trading Volatility Prediction using Neural Network Models," Papers 2112.01166, arXiv.org, revised Dec 2021.
    2. Ritika Chopra & Gagan Deep Sharma, 2021. "Application of Artificial Intelligence in Stock Market Forecasting: A Critique, Review, and Research Agenda," JRFM, MDPI, vol. 14(11), pages 1-34, November.
    3. Sokolov, Andrey & Melatos, Andrew & Kieu, Tien, 2010. "Laplace transform analysis of a multiplicative asset transfer model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2782-2792.
    4. Abayomi Oredegbe, 2021. "Cost Efficiency Determinants: Evidence from the Canadian Banking Industry," International Journal of Business and Management, Canadian Center of Science and Education, vol. 15(1), pages 1-86, July.
    5. Francesca Bassi & Fulvia Pennoni & Luca Rossetto, 2020. "The Italian market of sparkling wines: Latent variable models for brand positioning, customer loyalty, and transitions across brands' preferences," Agribusiness, John Wiley & Sons, Ltd., vol. 36(4), pages 542-567, October.
    6. Sven Lindmark, 2009. "Web 2.0: Where does Europe stand?," JRC Research Reports JRC53035, Joint Research Centre.
    7. Alfaro, Martin & Lander, David, 2019. "A Unified Explanation of Trade Liberalization Effects Across Models of Imperfect Competition," Working Papers 2019-16, University of Alberta, Department of Economics.
    8. Christensen, Kim & Kinnebrock, Silja & Podolskij, Mark, 2010. "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data," Journal of Econometrics, Elsevier, vol. 159(1), pages 116-133, November.
    9. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2012. "Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data," Discussion Papers in Economics and Business 12-01, Osaka University, Graduate School of Economics.
    10. Baum, Matthias & Schwens, Christian & Kabst, Ruediger, 2015. "A latent class analysis of small firms’ internationalization patterns," Journal of World Business, Elsevier, vol. 50(4), pages 754-768.
    11. Jie Li & Zhenyu Sheng, 2018. "Measuring and Managing Credit Risk for Chinese Microfinance Institutions," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-56, July.
    12. de Mattos Neto, Paulo S.G. & Silva, David A. & Ferreira, Tiago A.E. & Cavalcanti, George D.C., 2011. "Market volatility modeling for short time window," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(20), pages 3444-3453.
    13. Xingang Wang & Sholeh A. Maani, 2021. "Ethnic regional networks and immigrants' earnings: A spatial autoregressive network approach," Papers in Regional Science, Wiley Blackwell, vol. 100(1), pages 141-168, February.
    14. Saerom Park & Jaewook Lee & Youngdoo Son, 2016. "Predicting Market Impact Costs Using Nonparametric Machine Learning Models," PLOS ONE, Public Library of Science, vol. 11(2), pages 1-13, February.
    15. Andrey Sokolov & Andrew Melatos & Tien Kieu, 2010. "Laplace transform analysis of a multiplicative asset transfer model," Papers 1004.5169, arXiv.org.
    16. Desjana Grymshi & Eva Crespo‐Cebada & Ahmed Elghannam & Francisco J. Mesías & Carlos Díaz‐Caro, 2022. "Understanding consumer attitudes towards ecolabeled food products: A latent class analysis regarding their purchasing motivations," Agribusiness, John Wiley & Sons, Ltd., vol. 38(1), pages 93-107, January.

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