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DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Καρφάκης, Κωνσταντίνος | - |
dc.contributor.author | Μηνασιάν, Νάντια | - |
dc.date.accessioned | 2010-10-12T06:33:09Z | - |
dc.date.available | 2010-10-12T06:33:09Z | - |
dc.date.issued | 2010 | en |
dc.identifier.uri | http://dspace.lib.uom.gr/handle/2159/14041 | - |
dc.description | Διπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2010. | en |
dc.description.abstract | In this study the validity of the portfolio balance model in the short and in the long run for the Yen-U.S. dollar and Euro- U.S. dollar exchange rate is examined which is based on the Branson and Henderson specification. A distinguishing feature of the portfolio balance model among exchange rate models is the assumption of imperfect substitutability between domestic and foreign assets. The econometric method used here is the dynamic OLS approach which corrects for regressor endogeneity and is a robust method implemented in small samples. Furthermore, the stationarity of the variables is examined by unit root and stationary tests. | en |
dc.format.extent | 49 | en |
dc.format.extent | 274555 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en | en |
dc.publisher | Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών | - |
dc.subject | Portfolio balance effect | en |
dc.subject | Dynamic OLS | en |
dc.title | The portfolio balance effect: an empirical analysis for Japan and Eurozone | en |
dc.type | Electronic Thesis or Dissertation | en |
dc.type | Text | en |
dc.contributor.department | Διατμηματικό Πρόγραμμα Μεταπτυχιακών Σπουδών στην Οικονομική Επιστήμη | en |
Appears in Collections: | ΔΠΜΣ Οικονομική Επιστήμη (M) |
Files in This Item:
File | Description | Size | Format | |
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master thesis.pdf | 268.12 kB | Adobe PDF | View/Open |
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