scholarly journals FLUSHING BEHAVIOUR OF A COASTAL MARINA

1988 ◽  
Vol 1 (21) ◽  
pp. 195 ◽  
Author(s):  
R.A. Schwartz ◽  
J. Imberger
Keyword(s):  
Exchange Rate ◽  
Field Study ◽  
Exchange Process ◽  
Dye Dilution ◽  
Dilution Experiment ◽  
Baroclinic Circulation ◽  
The Exchange Rate

The flushing characteristics of a newly constructed marina were determined from a comprehensive field study which included a dye dilution experiment together with measurements of barotropic and baroclinic forcing parameters. The results to be presented show that the major exchange process in this particular marina is a baroclinic circulation, and that the exchange rate is controlled by the harbour entrance geometry.

A 19F nuclear magnetic resonance study of the exchange of the fluoro ligands of the tetrafluoroberyllium(II) ion

1977 ◽  
Vol 30 (2) ◽  
pp. 271 ◽  
Author(s):  
SF Lincoln ◽  
AC Sandercock ◽  
DR Stranks
Keyword(s):  
Nuclear Magnetic Resonance ◽  
Exchange Rate ◽  
Magnetic Resonance ◽  
Exchange Process ◽  
Nuclear Magnetic Resonance Study ◽  
Magnetic Resonance Study ◽  
Rate Law ◽  
The Exchange Rate ◽  
Nuclear Magnetic

A 19F N.M.R. study is reported of the exchange of the fluoro ligands of [BeF4]2-. The exchange rate law is: ����������� rate = kobs4[BeF42-] = k'4[BeF42-]+ k''4[BeF42-][BeF3H2O-] where k'(298 K) = 69�3 s-1, ΔH‡ = 30�3 kJ mol-1, ΔS‡ = -110�10 J mol-1 K-1 and k''(298 K) = (1.6�0.5)×103 dm3 mol-1 s-1, ΔH‡ = 26�3 kJ mol-1, ΔS‡ = - 96�9 J mol-1 K-1. The k' exchange process appears to be predominantly dissociative in nature, and the k'' exchange process apparently proceeds through a fluoro bridged species [Be2F7]2-.

Etude des complexes aqueux d'uranium(IV) en milieu acide par résonance magnétique nucléaire

1976 ◽  
Vol 54 (2) ◽  
pp. 303-312 ◽  
Author(s):  
C. Kiener ◽  
G. Folcher ◽  
P. Rigny ◽  
J. Virlet
Keyword(s):  
Exchange Rate ◽  
Chemical Shift ◽  
Exchange Process ◽  
Bound Water ◽  
Outer Sphere ◽  
Bulk Water ◽  
Proton Relaxation ◽  
Water Molecules ◽  
Relaxation Rates ◽  
The Exchange Rate

The hydration of tetravalent uranium in acid solutions has been studied by proton magnetic resonance. Longitudinal and transversal relaxation rates of water are reported as a function of temperature, acidity, and added ions. The relaxation rates observed in perchloric solutions at high temperature are governed by the exchange process of water molecules between the inner coordination sphere of uranium(IV) and the bulk water. The bound proton's lifetime τM lies between 10 ms and 1 s. At pH > 0, the exchange rate depends upon acidity according to the law 1/τM ≈ A + B/[H+]. At high concentrations of diamagnetic ions the exchange rate depends linearly upon water activity. At low temperature, the proton relaxation rates are dominated by an outer sphere effect and the electronic relaxation time of uranium(IV) is found to be about 10−13 s. No signal is observed from protons of the water molecules in the first sphere, firmly bound to uranium(IV), which undergo rapid relaxation. The chemical shift of the proton absorption signal in hydrochloric solutions arise from tightly bound water molecules in paramagnetic interaction with uranium(IV) in a second sphere, and in fast exchange with the bulk water. Above a chlorine concentration of 6 M, the monochloro complex of uranium(IV) contributes to the chemical shift.

The modification of coordinated acetonitrile lability on cobalt(II) induced by the coordination of 2,2-Di(aminomethyl)propan-1-ol

1974 ◽  
Vol 27 (4) ◽  
pp. 899 ◽  
Author(s):  
SF Lincoln
Keyword(s):  
Exchange Rate ◽  
Exchange Process ◽  
Acetonitrile Solution ◽  
The Exchange Rate

A single acetonitrile exchange process on Co(diap)(MeCN)32+ (where diap is 2,2-di(aminomethyl)-propan-1-ol) in acetonitrile solution is observed by 14N N.M.R. between 221 and 315.6 K. On the assumption that this process characterizes the two equivalent acetonitrile sites the following parameters are derived: kex(298 K) = (45 � 3) x 105 s-1, ΔH? = 3l.0 � 2.5 kJ mol-1, ΔS? = -l4 � 6 J Mol-1 K-1, where the exchange rate is given by 2kex[Co(diap)(MeCN)32+]. Alternative interpretations are also discussed.

Faktor-Faktor Yang Mempengaruhi Nilai Tukar Dollar Amerika Serikat Terhadap Rupiah Tahun 2000–2013

2017 ◽  
Vol 1 (2) ◽  
pp. 177-191
Author(s):  
Rizki Rahma Kusumadewi ◽  
Wahyu Widayat
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Money Supply ◽  
Time Series Data ◽  
The United States ◽  
Economic Conditions ◽  
Series Data ◽  
Arch Model ◽  
United States Dollar ◽  
The Exchange Rate

Exchange rate is one tool to measure a country’s economic conditions. The growth of a stable currency value indicates that the country has a relatively good economic conditions or stable. This study has the purpose to analyze the factors that affect the exchange rate of the Indonesian Rupiah against the United States Dollar in the period of 2000-2013. The data used in this study is a secondary data which are time series data, made up of exports, imports, inflation, the BI rate, Gross Domestic Product (GDP), and the money supply (M1) in the quarter base, from first quarter on 2000 to fourth quarter on 2013. Regression model time series data used the ARCH-GARCH with ARCH model selection indicates that the variables that significantly influence the exchange rate are exports, inflation, the central bank rate and the money supply (M1). Whereas import and GDP did not give any influence.

Pengaruh Faktor Fundamental, Risiko Sistematis Dan Ekonomi Makro Terhadap Return Saham Syariah Yang Tergabung Di Jakarta Islamic Index (JII) Pada Periode 2010 – 2014

2017 ◽  
Vol 24 (1) ◽  
pp. 54-70
Author(s):  
Hasanah Setyowati ◽  
Riyanti Ningsih
Keyword(s):  
Exchange Rate ◽  
Stock Exchange ◽  
Systematic Risk ◽  
Secondary Data ◽  
Analysis Model ◽  
Macroeconomic Factors ◽  
Return On Equity ◽  
Equity Ratio ◽  
Regression Techniques ◽  
The Exchange Rate

This study aimed to obtain empirical evidence on the influence of fundamental factors, systematic risk and macroeconomics on the returns Islamic stock of companies incorporated in the Jakarta Islamic Index in 2010-2014. The variables used were the fundamental factors that are proxied by Earning Per Share (EPS), Return on Equity (ROE), Debt to Equity Ratio (DER); Systematic risk is proxied by Beta Shares; macroeconomic factors is proxied by the inflation rate and the exchange rate. The samples of this study are the enterprises incorporated in Jakarta Islamic Index (JII) at the Indonesian Stock Exchange. The sampling method was using purposive sampling. There were 12 samples of Islamic stocks that meet the criteria to be used as samples. The analysis model used is multiple linear regression techniques and the type of data used is secondary data. The study found that all variables, which are Earning Per Share (EPS), Return on Equity (ROE), Debt to Equity Ratio (DER), Beta stock, inflation and the exchange rate do not significantly affect the return of sharia stock either simultaneously or partially.

On the Exchange Rate Policy

2010 ◽  
pp. 21-28
Author(s):  
K. Yudaeva
Keyword(s):  
Monetary Policy ◽  
Exchange Rate ◽  
Inflation Targeting ◽  
Exchange Rate Policy ◽  
Institutional Changes ◽  
Crisis Period ◽  
Local Currency ◽  
High Inflation ◽  
Rate Policy ◽  
The Exchange Rate

The level of trust in the local currency in Russia is very low largely because of relatively high inflation. As a result, Bank of Russia during crisis times can not afford monetary policy loosening and has to fight devaluation expectations. To change the situation in the post-crisis period Russia needs to live through a continuous period of low inflation. Modified inflation targeting can help achieve such a result. However, it should be amended with institutional changes, particularly development of hedging instruments.

The influence of inflation targeting on the pass-through effect of the exchange rate

2018 ◽  
pp. 70-84
Author(s):  
Ph. S. Kartaev ◽  
Yu. I. Yakimova
Keyword(s):  
Developing Countries ◽  
Monetary Policy ◽  
Exchange Rate ◽  
Inflation Targeting ◽  
Policy Regime ◽  
Short And Long Term ◽  
The Exchange Rate ◽  
Pass Through ◽  
The Impact

The paper studies the impact of the transition to the inflation targeting regime on the magnitude of the pass-through effect of the exchange rate to prices. We analyze cross-country panel data on developed and developing countries. It is shown that the transition to this regime of monetary policy contributes to a significant reduction in both the short- and long-term pass-through effects. This decline is stronger in developing countries. We identify the main channels that ensure the influence of the monetary policy regime on the pass-through effect, and examine their performance. In addition, we analyze the data of time series for Russia. It was concluded that even there the transition to inflation targeting led to a decrease in the dependence of the level of inflation on fluctuations in the ruble exchange rate.

The Role of Different Channels in Transmitting Monetary Policy into Output and Price in Vietnam

2015 ◽  
pp. 20-40
Author(s):  
Vinh Nguyen Thi Thuy
Keyword(s):  
Monetary Policy ◽  
Exchange Rate ◽  
Interest Rate ◽  
Money Supply ◽  
Monetary Transmission ◽  
Impulse Response Functions ◽  
Short Run ◽  
The Exchange Rate ◽  
The Interest Rate ◽  
Interest Rate Channel

The paper investigates the mechanism of monetary transmission in Vietnam through different channels - namely the interest rate channel, the exchange rate channel, the asset channel and the credit channel for the period January 1995 - October 2009. This study applies VAR analysis to evaluate the monetary transmission mechanisms to output and price level. To compare the relative importance of different channels for transmitting monetary policy, the paper estimates the impulse response functions and variance decompositions of variables. The empirical results show that the changes in money supply have a significant impact on output rather than price in the short run. The impacts of money supply on price and output are stronger through the exchange rate and credit channels, but however, are weaker through the interest rate channel. The impacts of monetary policy on output and inflation may be erroneous through the equity price channel because of the lack of an established and well-functioning stock market.

The long-run stability of a small, open economy under crawling peg regime

2002 ◽  
Vol 52 (1) ◽  
pp. 57-78
Author(s):  
S. Çiftçioğlu
Keyword(s):  
Exchange Rate ◽  
Open Economy ◽  
Risk Premium ◽  
Small Open Economy ◽  
Exchange Rate Policy ◽  
Price Stability ◽  
Output Stability ◽  
Long Run ◽  
The Exchange Rate ◽  
The Impact

The paper analyses the long-run (steady-state) output and price stability of a small, open economy which adopts a “crawling-peg” type of exchange-rate regime in the presence of various kinds of random shocks. Analytical and simulation results suggest that with the exception of money demand shocks, an exchange rate policy which involves a relatively higher rate of indexation of the exchange rate to price level is likely to lead to the worsening of price stability for all types of shocks. On the other hand, the impact of adopting such a policy on output stability depends on the type of the shock; for policy shocks to the exchange rate and shocks to output demand, output stability is worsened whereas for the shocks to risk premium of domestic assets, supply price of domestic output and the wage rate, better output stability is achieved in the long run.

Non-Performing Loans, Banking System and Macroeconomy

2018 ◽  
Vol 63 (2) ◽  
pp. 67-86
Author(s):  
Akinola Morakinyo ◽  
Colette Muller ◽  
Mabutho Sibanda
Keyword(s):  
Exchange Rate ◽  
Serial Correlation ◽  
Banking System ◽  
Impulse Response Function ◽  
Credit Market ◽  
Variance Decomposition ◽  
Structural Var ◽  
Long Run ◽  
Correlation Tests ◽  
The Exchange Rate

Abstract The study builds on previous studies of the consequences of non-performing loans on an economy. Using a seven-by-seven matrix in the impulse response function (IRF) of the structural autoregressive model, we find a long-run impact of an impulse to non-performing loans on the banking system and the macroeconomy in Nigeria. Conversely, non-performing loans also respond to the innovation of all macro-banking variables aside from the exchange rate and the growth rate to GDP. Also, the level of non-performing loans grows in influence in relation to the changes to the exchange rate using the variance decomposition tool of Structural VAR. Hence, a prominent role is assigned to the level of NPLs in linking the friction in the credit market to the susceptibility of both the banking system and the macroeconomy. This study passes the serial correlation tests and the three tests of normality.

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