AI SearchExchange rate estimation and identifying the critical factors : (Record no. 41751)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 03490nas a2200361 a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20260818112952.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 230915s2019 th uu m rtt 0| a1eng d |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | .b12413379 |
| 099 #9 - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
| Classification number | AIT Diss. no.DBA-SOM-19-02 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Jan, Jae-huei |
| 245 10 - TITLE STATEMENT | |
| Title | Exchange rate estimation and identifying the critical factors : |
| Remainder of title | a case study of AUD/USD |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Pathum Thani, Thailand : |
| Name of publisher, distributor, etc. | Asian Institute of Technology, |
| Date of publication, distribution, etc. | 2019 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 95 [9] leaves : |
| Other physical details | ill. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Dissertation ; |
| Volume/sequential designation | no. DBA-SOM-19-02 |
| 500 ## - GENERAL NOTE | |
| General note | A dissertation submitted in partial fulfillment of the requirements for the degree of Doctor of Business Administration, |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Thesis (Ph.D.) - Asian Institute of Technology, 2019 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Currency exchange rate estimation plays a very important role in an entity economic activity as it determines the amount of profit. After the collapse of the Bretton Woods system in 1973, floating exchange rate system was adopted. The dynamic character of the floating exchange rate brings great uncertainty. Large and dynamically changing economic data affect currency exchange. Identifying the trends and key factors of currency estimation to improve economic activities is a challenging task. A total of 110 pieces of quarterly data from Bloomberg were used to simulate and analyse the AUD/USD trends and key factors in this study. To obtain the long-term AUD trends, quarterly data from 1988 to 2010 were collected as the base for this study to identify the AUD/USD patterns. Data from 2011 to 2014 were used to arrive at the model to estimate AUD/USD. The estimation observed that, when we treated the 2015 market data input in the developed models, AUD/USD downtrend slowed down indicating the presence of depreciation for the Australian dollar. In terms of factors, this research has identified two important results: (1) only Australian (AU) economic data or US economic data cannot fully reflect the AUD/USD trends. (2) the Australian participation rate and US Chicago Purchasing Manager Index data explain the current AUD/USD trend the best. EUR influences AUD more than the other main world currencies. The six-month Australian interest rate has more impact on AUD/USD trends than the Australian three-month interest rate. The six-month Australian interest rate affects AUD/USD trends more than the six-month interest difference between AUD and USD. These two findings are different from the general market perception that (1) AUD trends will be explained by AUD economic data and (2) GDP, CPI, labour costs or unemployment rate and the three-month interest rate are recognised as the most influential factors for currency. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Foreign exchange rates |
| Form subdivision | Case studies |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Currency exchanges (Domestic) |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Gopalaswamy, Arun Kumar, |
| Relator term | Chairperson |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Badir, Yousre, |
| Relator term | Examination Committee |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Mongkol Ekpanyapong, |
| Relator term | Examination Committee |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Supasith Chonglerttham, |
| Relator term | Examination Committee |
| 810 2# - SERIES ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | Asian Institute of Technology. |
| Title of a work | Dissertation ; |
| Volume/sequential designation | no. DBA-SOM-19-02 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Full-Text |
| Uniform Resource Identifier | <a href="http://203.159.5.9/ait-thesis/detail.php?q=B19920">http://203.159.5.9/ait-thesis/detail.php?q=B19920</a> |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) | |
| a | .b12413379 |
| b | mnait |
| c | m |
| 902 ## - LOCAL DATA ELEMENT B, LDB (RLIN) | |
| a | 250422 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) | |
| Operator's initials, OID (RLIN) | 0 |
| Cataloger's initials, CIN (RLIN) | 230915 |
| First date, FD (RLIN) | m |
| -- | a |
| -- | m |
| -- | 0 |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) | |
| l | mnarc |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | 67-Electronic Resource |
| 909 ## - LOCAL ITEMS USED | |
| Barcode | Barcode : - |
| CREATED | CREATED : 2023-09-13 |
| RECORD Id | RECORD # : i13464395 |
| LPATRON | LPATRON : 0 |
| LCHKIN | LCHKIN : - |
| RENEWALS | # RENEWALS : 0 |
| -- | # OVERDUE : 0 |
| -- | IUSE3 : 0 |
| -- | TOT CHKOUT : 0 |
| -- | TOT RENEW : 0 |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Total checkouts | Full call number | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Available for Loans | Asian Institute of Technology Library | Asian Institute of Technology Library | Archives | 18/08/2026 | AIT Diss. no.DBA-SOM-19-02 | 18/08/2026 | 18/08/2026 | 67-Electronic Resource |