(LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen
➤ Gửi thông báo lỗi ⚠️ Báo cáo tài liệu vi phạmNội dung chi tiết: (LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen
(LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen
UNIVERSITY OF ECONOMIC SINSTITUTE OF SOC IAL STI DIESHO c HI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - NETHERLANDS PROGRAMME FOR M.A IN DEVELO (LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen OPMENT ECONOMICSDETERMINANTS OF FOREIGN EXCHANGE RATE: CASE OF VIETNAMESE DONG AND JAPANESE YENBYMr. TRAN VUONG TƯMASTER OF ARTS IN DEVELOPMENT ECONOMICSHO C HI MINH CIT\. MAY 2013UNIVERSITY OF ECONOMICSHO CHI MINH C ITY VIETNAMINSTITUTE OF SOCIAL STUDIES THE HAGUE THE NETHERLANDSVIETNAM - NETHERLAN (LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen DS PROGRAMME FOR M.A IN DEVELOPMENT ECONOMICSDETERMINANTS OF FOREIGN EXCHANGE RATE: CASE OF VIETNAMESE DONG AND JAPANESE YENA thesis submitted in part(LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen
ial fulfilment of the requirements for the degree of MASTER OF ARTS IN DEVELOPMENT ECONOMICSByMr. TRAN VUONG TUAcademic Supervisor:PhD. NGUYEN HOANG BUNIVERSITY OF ECONOMIC SINSTITUTE OF SOC IAL STI DIESHO c HI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - NETHERLANDS PROGRAMME FOR M.A IN DEVELO (LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen October 2013. During the process of writing, the paper has gained a lot of experience in writing a thesis and in the area of foreign exchange rate analysis. During the three months of writing this thesis, several persons have contributed in the different ways to the quality of this thesis and the p (LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen aper would like to take this opportunity to thank them.Firstly, the paper would like to thank our supervisor PhD. Nguyen Hoang Bao for all the help, g(LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen
uidance, and support. The paper would also like to express gratitude to all professors of the Vietnam-Netherlands Program for the Master in DevelopmenUNIVERSITY OF ECONOMIC SINSTITUTE OF SOC IAL STI DIESHO c HI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - NETHERLANDS PROGRAMME FOR M.A IN DEVELO (LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen and support.ABSTRACTExchange rate not only plays a very important role in the economic policy of the government of Vietnam in the process of integration into the world economy, but also effects many exporters, importers, foreign investors, and commercial banks in the international transaction.Japane (LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen se economy plays as important as having mainly economic relations with Vietnamese economy in the export-import trade, foreign direct investment (FDI)(LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen
capital, official development assistance (ODA), etc. However. Vietnam government applies the floating exchange rate policy between Vietnamese Dong andUNIVERSITY OF ECONOMIC SINSTITUTE OF SOC IAL STI DIESHO c HI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - NETHERLANDS PROGRAMME FOR M.A IN DEVELO (LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen importers of two countries, Japanese investors, the commercial bankers that having international settlement with Japanese Yen. are in need of defending the exchange rate risk volatility of the exchange rate pairs.Our study enhance on analyzing and predicting the fluctuations of Vietnamese-Japanese e (LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen xchange rate. The main research question identifies (1) Which Vietnamese and Japanese macroeconomics variables determine the VND/JPY exchange rate; (2(LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen
) What the role of the Japanese Yen plays in the economic relationship between Vietnam and Japan and (3) Which performance of the multiple regression UNIVERSITY OF ECONOMIC SINSTITUTE OF SOC IAL STI DIESHO c HI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - NETHERLANDS PROGRAMME FOR M.A IN DEVELO (LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen on model to define the determinants. Moreover, our study test the reliability in the prediction between multiple regression model and auto-regressive integrated moving average model to examine the VND. JPY exchange rate data. Hence, auto-regressive integrated moving average model plays better foreca (LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen sting performance.Key Words: VND JPY exchange rate, multiple regression model, auto-regressive integrated moving average (ARI.MA). Vietnamese Dong. Ja(LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen
panese Yen. Vietnam. JapanTABLE OF CONTENTSTable of contents...........................................................1List of tables................UNIVERSITY OF ECONOMIC SINSTITUTE OF SOC IAL STI DIESHO c HI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - NETHERLANDS PROGRAMME FOR M.A IN DEVELO (LUẬN văn THẠC sĩ) determinants of foreign exchange rate, case of vietnamese dong and japanese yen ..................................................41.Chapter one: Introduction...............................................5UNIVERSITY OF ECONOMIC SINSTITUTE OF SOC IAL STI DIESHO c HI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - NETHERLANDS PROGRAMME FOR M.A IN DEVELOGọi ngay
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