Add to ORKGThis paper develops an intertemporal optimization model to examine the determinants of the nominal exchange rate in the long run. The model is tested empirically using data from the Japan and the USA. The proposed theoretical specification is well supported by the data and shows that relative national debts as well as monetary and financial factors may play a significant role in the determination of the long-run nominal exchange rate between the yen and the dollar
This paper investigates whether the nominal euro exchange rate against the currencies of China, Japa...
This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and...
In this paper we use an exchange rate model that combines asset market characteristics with balance ...
An intertemporal optimization model is developed to examine the determinants of the long-run nominal...
This paper develops a model of optimal choice over an array of different assets, including domestic ...
This article considers the long-run performance of the monetary approach to explain the dollar–yen e...
This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and...
This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and...
This paper uses fractional integration and cointegration in order to model the DM/dollar and the yen...
Purpose: This paper aimed to prove the existence of a long-term relationship between prices and exch...
This paper presents an autoregressive fractionally integrated moving-average (ARFIMA) model of nomin...
The yen has experienced several big swings over recent decades. This paper argues that the fluctuat...
The history of Japanese exchange rates, though short by British or American standards, is exceedingl...
This paper considers some of the main long-run equilibrium relationships in international linance. ...
Early empirical studies of exchange rate determinants demonstrated that fundamentals-based monetary ...
This paper investigates whether the nominal euro exchange rate against the currencies of China, Japa...
This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and...
In this paper we use an exchange rate model that combines asset market characteristics with balance ...
An intertemporal optimization model is developed to examine the determinants of the long-run nominal...
This paper develops a model of optimal choice over an array of different assets, including domestic ...
This article considers the long-run performance of the monetary approach to explain the dollar–yen e...
This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and...
This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and...
This paper uses fractional integration and cointegration in order to model the DM/dollar and the yen...
Purpose: This paper aimed to prove the existence of a long-term relationship between prices and exch...
This paper presents an autoregressive fractionally integrated moving-average (ARFIMA) model of nomin...
The yen has experienced several big swings over recent decades. This paper argues that the fluctuat...
The history of Japanese exchange rates, though short by British or American standards, is exceedingl...
This paper considers some of the main long-run equilibrium relationships in international linance. ...
Early empirical studies of exchange rate determinants demonstrated that fundamentals-based monetary ...
This paper investigates whether the nominal euro exchange rate against the currencies of China, Japa...
This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and...
In this paper we use an exchange rate model that combines asset market characteristics with balance ...