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dc.contributor.advisorΚαρφάκης, Κωνσταντίνος-
dc.contributor.authorΜηνασιάν, Νάντια-
dc.descriptionΔιπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2010.en
dc.description.abstractIn 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.extent274555 bytes-
dc.publisherΠανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών-
dc.subjectPortfolio balance effecten
dc.subjectDynamic OLSen
dc.titleThe portfolio balance effect: an empirical analysis for Japan and Eurozoneen
dc.typeElectronic Thesis or Dissertationen
dc.contributor.departmentΔιατμηματικό Πρόγραμμα Μεταπτυχιακών Σπουδών στην Οικονομική Επιστήμηen
Appears in Collections:ΔΠΜΣ Οικονομική Επιστήμη (M)

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