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Questions tagged [exchange-rate]

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Variance decomposition in the frequency domain

I have done a time-domain decomposition of a generalized forecast error variance from a VAR model of exchange rates and inflation rates. The data are monthly. I am not very adept at doing the ...
Pavel Filip's user avatar
2 votes
0 answers

what is the exchange rate Expectation? I am confused about it

Suppose now the rate of EUR/USD is 1. and in half-year, maybe become 1.25EUR/USD, or 0.8 EUR/USD, the probability of each case is 0.5. what's the Expectation of EUR/USD in half-year? And, what's the ...
neo's user avatar
  • 21
6 votes
3 answers

Why does the EUR/USD exchange rate is in fact USD/EUR from a mathematical point of view? Why finance does not use the mathematical notation?

Why does the EUR/USD exchange rate is in fact USD/EUR from a mathematical point of view? By not using the mathematical notation it's a nightmare to compare exchange rates, so why is everyone still ...
Madacol's user avatar
  • 163
1 vote
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Model for target zone exchange rates

I just found a stochastic model for target zone exchange rates $x_{t+1}=x_t+k+r(x_t-y)+ \tilde{\epsilon}$ where k is a drift term so equal $r-r_f$ r is lean againt the wind coefficient that ...
SquaredCircle's user avatar
1 vote
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cross currency swap expiry principal amount

Quick question on cross currency swaps. On expiry, principal payments are exchanged again. What happens when on expiry, the exchange rate is not the same as when the swap was first entered into? The ...
MH.Q's user avatar
  • 173
2 votes
0 answers

Is there a reliable International Currency Exchange rates provider in JSON format

I am looking for a currency exchange rate provider (preferrably) JSON format , that is free/open and also reliable. Anybody here have any experiences working with some solutions like this? Cheers!!
Abhijith Lenovo's user avatar