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Sample records for eurocurrency

  1. Stochastic Modeling and Analysis of Energy Commodity Spot Price Processes

    Science.gov (United States)

    2014-06-27

    Eurocurrency data set [129] collected from Forex database . Table 10: Estimates m̂k, βm̂k,k, µm̂k,k, δm̂k,k, σm̂k,k, γm̂k,k for U. S. Treasury Bill...U. S. Eurocurrency rateUS dollar Eurocurrency data set January 1990-December 2004, Forex Database . [130] U. S. Energy Information Administration

  2. Il ruolo delle banche centrali nel funzionamento e nella regolazione del mercato delle eurovalute.

    Directory of Open Access Journals (Sweden)

    R. OSSOLA

    2014-08-01

    Full Text Available The work assesses Eurocurrency markets and possible official interventions for regulating Eurobanking activity. The author first looks at the definition and origins of the Euromarket. Its structure, functioning and dimensions are then analysed. The problem of regulating Eurobanking activity is then taken into consideration as well as the nature and content of possible intervention by official authorities to regulate Eurocurrency flows.JEL: E58, E44

  3. Il mercato delle eurovalute come "sostituto" di altre fonti di credito

    Directory of Open Access Journals (Sweden)

    W.D. MCCLAM

    2014-10-01

    Full Text Available The inflationary implications of the Euro-currency market continue to be a source of contention and misunderstanding. One view on the matter is that the market, having some potential for net credit creation, adds dangerously to the rate of world credit expansion. As a challenge to this view, there are others who caution that the case for joint action is not yet well-founded. The author sides with the latter argument, arguing that considerable evidence can be found to show that the growth of the Euro-currency market represents to a significant extent a substitution for, rather than an addition to, credit expansion in other forms. Euro-currency credits appear to be substitutes for four alternative types of accommodation: domestic credit to non-banks, domestic “monetary base” creation, foreign money markets and forward exchange markets. JEL: E31, E44, E51

  4. 12 CFR 204.122 - Secondary market activities of international banking facilities.

    Science.gov (United States)

    2010-01-01

    ... banking facilities. 204.122 Section 204.122 Banks and Banking FEDERAL RESERVE SYSTEM BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM RESERVE REQUIREMENTS OF DEPOSITORY INSTITUTIONS (REGULATION D... the institution establishing the IBF would continue to be subject to Eurocurrency reserve requirements...

  5. Enhancing transparency regarding the authorities' foreign currency liquidity position

    OpenAIRE

    Bank for International Settlements

    1998-01-01

    Executive Summary The Asian crisis highlighted deficiencies in the availability of information relating to the on and off-balance-sheet foreign currency activities of central banks and other public sector entities. This led the G-10 Governors to ask the Euro-currency Standing Committee to establish a working group to develop a disclosure framework to address these shortcomings. Specifically, the group was asked to identify the statistical information that would enable markets to better assess...

  6. Guide to the international financial statistics

    OpenAIRE

    Bank for International Settlements

    2003-01-01

    Introduction A revised version of this paper has been released in July 2009. The origins of BIS activities in the field of international financial statistics go back to the mid-1960s and the emergence of the so-called eurocurrency markets that had sprung up to circumvent domestic regulations. At that time the key policy concern that gave rise to the joint data collection exercise by the central banks of the G10 countries under the aegis of the BIS was the need to monitor the rapid growth of t...

  7. Forecasting Inflation Using Interest-Rate and Time-Series Models: Some International Evidence.

    OpenAIRE

    Hafer, R W; Hein, Scott E

    1990-01-01

    It has been suggested that inflation forecasts derived from short-term interest rates are as accurate as time-series forecasts. Previous analyses of this notion have focused on U.S. data, providing mixed results. In this article, the authors extend previous work by testing the hypothesis using data taken from the United States and five other countries. Using monthly Eurocurrency rates and the consumer price index for the period 1967-86, their results indicate that time-series forecasts of inf...

  8. OPTIMIZATION OF EXPORT PORTFOLIO CURRENCY STRUCTURE OF INDUSTRIAL ENTERPRISES IN REPUBLIC OF BELARUS

    Directory of Open Access Journals (Sweden)

    K. A. Коrоbiyna

    2009-01-01

    Full Text Available Optimization of currency portfolio structure of export industrial enterprises in the Republic of Belarus, by which we shall understand a currency structure of export contracts of an international enterprise, is considered as one of the most important problems in the financial management of an enterprise. Statement and analysis of industrial enterprise alternative costs and simultaneous investigation of tendencies pertaining to changes in the exchange rates give the possibility (under other equal status to reduce non-systematic risks in foreign trade. Diversification of industrial enterprise currency portfolios with the purpose to decrease financial risks and with due account of exchange rate correlation can lead to an increase of payments in Russian currency and Eurocurrency under enterprise export contracts. The given changes decrease currency risks in the foreign trade however they entail possible increase of the export share of products to the Russian Federation in total export volume of the Republic of Belarus that increases dependence of the Republic of Belarus on the Russian Federation as the main foreign trade partner.