รายละเอียดสำหรับชื่อเรื่อง
วิเคราะห์ความกดดันของตลาดอัตราแลกเปลี่ยนภายใต้ระบบลอยตัว กรณีศึกษาประเทศไทย
| ISBN | 9746771353 |
| Call Number | ว 332.4562 ป491ว |
| Language | ไทย |
| Author | ปรีดา โพธิ์ทอง xxx |
| Title | วิเคราะห์ความกดดันของตลาดอัตราแลกเปลี่ยนภายใต้ระบบลอยตัว กรณีศึกษาประเทศไทย |
| Alternate Title | Case studies of Thailnd pressure analysis for the exchange market under floating system |
| Corporate Body | มหาวิทยาลัยหอการค้าไทย สาขาวิชาเศรษฐศาสตร์ธุรกิจ |
| Imprint | กรุงเทพฯ : สาขาวิชาเศรษฐศาสตร์ธุรกิจ, 2543 |
| Physical | ฌ, 159 หน้า : กราฟ, ตาราง |
| Note | |
| Abstract | The change of exchange system is equivalent to the announcement of financial devaluation. This mainly causes pressure in the exchange market which will influence several pressure in the exchange market which will influence several monetary markets condition such as the status of baht value, the quantity of domestic credits, the domestic mass products, and the international reserved found etc. The objective of this study is to learn about situations after Thailand already adopted to apply the floating exchange system in managerial term whether there are balance of demand and supply of demonination, arent there? How does it change? By the analysis and the innovative application of Exchange Market Pressure (EMP) model, the concept of Girton and Roper (1977). Is in the study. The study involves the area of alteration, direction of settlement and the test of equilibrium relationship of variables and short term modification of variables whether its true by the application of the study of Dickey-Fuller (DF) and Augmented Dickey-Fuller (ADF) of Eangle-Granger. The result of studies is found that the exchange market pressure is affected by quantitative domestic credits and the financial multiplication respectively. These are done by statistical implication. There is not any implied statistic for domestic mass products and foreign price index (USA). In the mean time the international reserved funds are effected by the quantitative domestic credits and financial multiplication with implied statistic. Theres not implied statistic for domestic mass products, foreign price index (USA). The exchange rate of baht value to US dollar is affected by the quantitative credits and financial multiplication respectively. These are done by implied statistic. There are not implied statistic for domestic mass products and foreign price index (USA) while the absolute value in the equation of pressure for the exchange market, the absolute value of quantitative domestic credits are not directly symbolize to the theory. The equation of the international reserved funds, the signed absolute value of quantitative domestic credits and mass products are not directly symbolized to the theory and the exchange rate equation. (Baht per US dollar). The signed absolute value of quantitative domestic credits and foreign price index are not directly symbolized to the theory. Refer to the occurrence of the pressure of market exchange, which the quantitative domestic credits, the foreign price index and the financial multiplication of country are changed, they are done to affect the size of change of the international reserved funds. The pressure is grater than the size of change of the exchange rate of baht value to US dollar which is the pressure of market exchange . The pressure of market exchange is occurred by the size of change of the international reserved funds. The pressure is greater than the size of change of exchange rate of baht value to US dollar except when domestic mass products are in changes of the market exchange pressure which is occurred by the change of size of exchange rate of baht value to US dollar much more than the change of the international reserve funds. The result of studies of Stationary is found that every individual data is Stationary and Cointegration or the long term equilibrium relationship. The application of short term equilibrium relationship is found that the equation of the international reserved funds and the equation of exchange rate (baht per dollar) possesses the short term equilibrium implied relationship. In the mean time the equation of pressure market exchange is not implied. |
| Subject Heading |
ตลาดเงิน การเงินระหว่างประเทศ การเคลื่อนย้ายเงินทุน มาตรฐานทองคำ อัตราแลกเปลี่ยนล่วงหน้า การเงิน ตลาดเงินตราต่างประเทศ ดุลการชำระเงิน เงินบาท ปริวรรตเงินตรา - ไทย |
| Is CEO MBA | วิทยานิพนธ์/รายงานการวิจัยทั่วไป |
| Full Text | Full Text  |
| ส่วนประกาศลิขสิทธิ์ | สำนักหอสมุดกลาง มหาวิทยาลัยหอการค้าไทย, 2551 |