Portfolio balance approach to exchange rate determination
52 p.
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2014
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| Online Access: | http://hdl.handle.net/10356/57636 |
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| Institution: | Nanyang Technological University |
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sg-ntu-dr.10356-576362023-05-19T03:30:06Z Portfolio balance approach to exchange rate determination Foo Tee Sing Shahidur Rahman Nanyang Business School DRNTU::Business 52 p. Neither the monetary approach nor the portfolio balance approach has led to robust estimates of models explaining changes in the market values of most currencies. Earlier tests showed that monetary models usually do not fair well, however recent studies have shown that the portfolio balance performed well. The purpose of this study is to test a model that can incorporate the monetary causes as well as the current account effects on exchange rates using the bilateral S$ against US$ rate. This study analyses the performance of reduced-form exchange rate models of the portfolio balance approach applied to the Singapore database. BUSINESS 2014-04-07T10:52:06Z 2014-04-07T10:52:06Z 1997 1997 Final Year Project (FYP) http://hdl.handle.net/10356/57636 Nanyang Technological University application/pdf |
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Nanyang Technological University |
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NTU Library |
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Asia |
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Singapore Singapore |
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DRNTU::Business |
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DRNTU::Business Foo Tee Sing Portfolio balance approach to exchange rate determination |
| description |
52 p. |
| author2 |
Shahidur Rahman |
| author_facet |
Shahidur Rahman Foo Tee Sing |
| format |
Final Year Project |
| author |
Foo Tee Sing |
| author_sort |
Foo Tee Sing |
| title |
Portfolio balance approach to exchange rate determination |
| title_short |
Portfolio balance approach to exchange rate determination |
| title_full |
Portfolio balance approach to exchange rate determination |
| title_fullStr |
Portfolio balance approach to exchange rate determination |
| title_full_unstemmed |
Portfolio balance approach to exchange rate determination |
| title_sort |
portfolio balance approach to exchange rate determination |
| publishDate |
2014 |
| url |
http://hdl.handle.net/10356/57636 |
| _version_ |
1770565914522025984 |