The spot and forward exchange rates: some empirical evidence of Singapore

1986 ◽  
Vol 18 (3) ◽  
pp. 319-331 ◽  
Author(s):  
Y. K. Tse
Keyword(s):  
Exchange Rates ◽  
Empirical Evidence

Expectations and chaotic dynamics: Empirical evidence on exchange rates

2008 ◽  
Vol 99 (1) ◽  
pp. 33-35 ◽  
Author(s):  
Marcelo Resende ◽  
Rodrigo M. Zeidan
Keyword(s):  
Exchange Rates ◽  
Empirical Evidence ◽  
Chaotic Dynamics

Book Reviews

2012 ◽  
Vol 50 (1) ◽  
pp. 187-191
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Empirical Evidence ◽  
Rational Expectations ◽  
University Of California ◽  
Exchange Rate Risk ◽  
Exchange Rate Dynamics ◽  
Rate Risk ◽  
Currency Trading

Richard K. Lyons of University of California, Berkeley reviews “Exchange-Rate Dynamics” by Martin D. D.Evans. The EconLit Abstract of the reviewed work begins: Explores recent research on the sources and consequences of exchangerate variations. Discusses macro models without frictions; macro models with frictions; empirical macro models; rational expectations models; sequential trade models; currency-trading models; currency-trading models--empirical evidence; identifying order flow; order flows and the macroeconomy; exchange rates, order flows, and macro data releases; and exchange-rate risk. Evans is Professor of Economics in the Department of Economics and Professor of Finance in the McDonough School of Business at Georgetown University. Index.

Antidumping Investigations and the Pass-Through of Antidumping Duties and Exchange Rates: Reply

2010 ◽  
Vol 100 (3) ◽  
pp. 1283-1284 ◽  
Author(s):  
Bruce A Blonigen ◽  
Stephen E Haynes
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Empirical Evidence ◽  
Structural Breaks ◽  
Theoretical Explanation ◽  
Antidumping Duties ◽  
Pass Through ◽  
Exchange Rate Pass Through ◽  
The U.S

This reply responds to a comment that correctly identifies an invalid assumption in our original article that antidumping (AD) duties are subtracted from the U.S. price when calculating AD duties in administrative reviews. While this point invalidates our theoretical explanation and empirical evidence on the magnitude of AD duty pass-through, it does not affect our original article's theory or empirical evidence on the magnitude of exchange rate pass-through, or the presence of structural breaks in both the AD duty and exchange-rate pass-through coefficients stemming from AD investigations and orders.

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