Analysis of exchange rate movements: a case study of Singapore
This study focuses on movements in the US$/Singapore$ exchange rate. In order to understand movements in this nominal bilateral rate, the real and PPP rates are estimated and explained closely. The Singapore dollar is tightly managed and the role of the MAS is discussed in detail. The study examines...
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sg-ntu-dr.10356-555262023-05-19T06:09:05Z Analysis of exchange rate movements: a case study of Singapore Chia, Ailsan Nanyang Business School John G. Bauer DRNTU::Business::Accounting This study focuses on movements in the US$/Singapore$ exchange rate. In order to understand movements in this nominal bilateral rate, the real and PPP rates are estimated and explained closely. The Singapore dollar is tightly managed and the role of the MAS is discussed in detail. The study examines the relationships between the current account, capital account and exchange rate trends. Monetary models suddest that relative infalition rates, interest rates, GDP growth rates and money supply growth rates determine exchange rate movements. The extent to which these factors affect the Singapore dollar is assessed. The study also present an ARIMA model for use in short-term forecasting. ACCOUNTANCY 2014-03-11T07:52:22Z 2014-03-11T07:52:22Z 1995 1995 Final Year Project (FYP) http://hdl.handle.net/10356/55526 en Nanyang Technological University 77 p. application/pdf |
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DRNTU::Business::Accounting Chia, Ailsan Analysis of exchange rate movements: a case study of Singapore |
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This study focuses on movements in the US$/Singapore$ exchange rate. In order to understand movements in this nominal bilateral rate, the real and PPP rates are estimated and explained closely. The Singapore dollar is tightly managed and the role of the MAS is discussed in detail. The study examines the relationships between the current account, capital account and exchange rate trends. Monetary models suddest that relative infalition rates, interest rates, GDP growth rates and money supply growth rates determine exchange rate movements. The extent to which these factors affect the Singapore dollar is assessed. The study also present an ARIMA model for use in short-term forecasting. |
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Nanyang Business School |
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Nanyang Business School Chia, Ailsan |
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Final Year Project |
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Chia, Ailsan |
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Chia, Ailsan |
title |
Analysis of exchange rate movements: a case study of Singapore |
title_short |
Analysis of exchange rate movements: a case study of Singapore |
title_full |
Analysis of exchange rate movements: a case study of Singapore |
title_fullStr |
Analysis of exchange rate movements: a case study of Singapore |
title_full_unstemmed |
Analysis of exchange rate movements: a case study of Singapore |
title_sort |
analysis of exchange rate movements: a case study of singapore |
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2014 |
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http://hdl.handle.net/10356/55526 |
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