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      저자 : C Pat Obi (검색결과 2 건)
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      • THE COMPARATIVE STATICS OF YIELD SPREAD AND EXCHANGE RATES

        C Pat Obi People&Global Business Association 2000 Global Business and Finance Review Vol.5 No.1

        This paper investigates how changes in the U.S. yield spread influence the direction of exchange rates. Additionally, it determines whether possibilities for abnormal gains exist in the international monetary market around periods of monetary policy pronouncements by the Federal Reserve Board of the United States. The latter inquiry is pursued only when a secular relationship is seen to exist between the term structure of interest rates and exchange rates. Yield spread is the difference between long bond yield and money market yield. Empirical evidence shows that the British pound sterling maintains a secular relationship with yield spread. This relationship however, is not sufficient to provide opportunities for consistent abnormal returns to speculative investors wishing to capitalize from exchange rate aberrations.

      • AN INQUIRY ON THE SECULAR TRENDS IN THE DOLLAR-EURO EXCHANGE RATE, CRUDE OIL PRICING, AND MARKET VALUES

        C Pat Obi People&Global Business Association 2003 Global Business and Finance Review Vol.8 No.2

        This study examines secular trends in the pricing of the euro and the prospects of the new European currency to compete with the U.S. dollar in denominating international assets. The global importance of crude. oil as the world's largest cash commodity provides a basis to evaluate the short- and long-run dynamics of the value of the euro vis-à-vis crude oil price as well as stock market and interest rate variables. Variance decompositions show that innovations in oil price and U.S. interest rates explain most of the intertemporal variations of the euro. Conversely, the contribution of the euro to oil price volatility is marginal especially after European stock market effects have been accounted. Notwithstanding, a long-run positive trend seems to exist between oil price and euro as evidenced by their impulse response functions.

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