An Application of Multiple Regression in Exchange Rate Arrangements
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Date
2008
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
University of the Western Cape
Abstract
This project "An application of multiple regression in exchange rate arrangement" focused on the processes followed by different countries when choosing an exchange rate regime for currency stabilization. It analyses the consequences faced by emerging markets as a result of changes in volatility of developed countries’ currencies (American Dollar, Japanese Yen, EURO, British Pound and the Canadian Dollar).
Description
Magister Scientiae - MSc
Keywords
Exchange rate regime, Price stability, Emerging market, Nominal anchor, Exchange rate volatility, Pegged, Currency crisi, Stabilization, Residuals, Multicollinearity