NDLI: Empirical analysis on the dynamic system of dollar-euro exchange rate — A redesigned method based on the nonlinear dynamic systems

Content Provider	IEEE Xplore Digital Library
Author	Duan Lian Han Chao-liang Zhao De-hai
Copyright Year	2011
Description	Author affiliation: School of economics, Harbin University of Commerce, P.R. China, 150028 (Duan Lian; Han Chao-liang; Zhao De-hai)
Abstract	The new method has been taken to describe the dynamic system of U.S. dollar-euro exchange rate and the monetary and credit policy of the Federal Reserve and European Central Bank. The Grove Tubman — Hartman Theorem has been applied to redesign the system of nonlinear differential equations, with data in two periods: December 1999 — October 2005 and November 2005 — January 2010. The law of relationship changes between exchange rate and interest rates has been modeled. The empirical results show that the dynamics of these changes may have seven systems; this is based on the complex structure of the financial system. Research methods used can be applied for the development of program structure and prediction purposes of the international financial systeml.
Starting Page	882
Ending Page	889
File Size	298334
Page Count	8
File Format	PDF
ISBN	9781457718854
ISSN	21551855
e-ISBN	9781457718885
DOI	10.1109/ICMSE.2011.6070064
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2011-09-13
Publisher Place	Italy
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Jacobian matrices Exchange rates Economic indicators nonlinear dynamic system Europe interest rates grove tubman-hartman theorem Nonlinear dynamical systems dollar-euro exchange rate dynamics system
Content Type	Text
Resource Type	Article

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