Exchange rates and interest rates : (Record no. 50629)
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000 -LEADER | |
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fixed length control field | 02400cam a2200337 a 4500 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | EG-GiCUC |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20250223031220.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 150426s2014 ua f m 000 0 eng d |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | EG-GiCUC |
Language of cataloging | eng |
Transcribing agency | EG-GiCUC |
041 0# - LANGUAGE CODE | |
Language code of text/sound track or separate title | eng |
049 ## - LOCAL HOLDINGS (OCLC) | |
Holding library | Deposite |
097 ## - Thesis Degree | |
Thesis Level | Ph.D |
099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
Classification number | Cai01.03.02.Ph.D.2014.Ra.E |
100 0# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Rasha Mostafa Ahmed Hammam |
245 10 - TITLE STATEMENT | |
Title | Exchange rates and interest rates : |
Remainder of title | An empirical investigation of international fisher effect theory , The case of Egypt 2003 - 2012 / |
Statement of responsibility, etc. | Rasha Mostafa Ahmed Hammam ; Supervised Abla ElKhawaga , Mona Esam |
246 15 - VARYING FORM OF TITLE | |
Title proper/short title | أسعار الصرف و أسعار الفائدة : |
Remainder of title | 2012-2003 دراسة نظرية تأثير فيشر الدولية: الحالة المصرية |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Place of publication, distribution, etc. | Cairo : |
Name of publisher, distributor, etc. | Rasha Mostafa Ahmed Hammam , |
Date of publication, distribution, etc. | 2014 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 103 P. ; |
Dimensions | 25cm |
502 ## - DISSERTATION NOTE | |
Dissertation note | Thesis (Ph.D.) - Cairo University - Faculty of Economics and Political Science - Department of Economics |
520 ## - SUMMARY, ETC. | |
Summary, etc. | This study examines the validity of the international fisher effect (IFE) theory for the Egyptian economy. Two case studies are investigated: Egypt vs. USA and Egypt vs. Germany during the period (2003 - 2012). The long run relationship between nominal changes in exchange rate and nominal interest rate differential for each of the two case studies, is examined using autoregressive distributed lag bounds test approach to co - integration and error correction model. The short run relationship is examined through impulse response function and variance decomposition. Besides, granger causality test is employed to identify the direction of the relationship. The empirical findings revealed partial significance of IFE in the case of Egyptian pound vs. US dollars, while no sign of IFE was detected in the case of Egyptian pound vs. Euro currency. The weak evidence of IFE could be attributed to Egypt{u2019}s limited financial integration with international financial markets, particularly with respect to financial instruments |
530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE | |
Additional physical form available note | Issued also as CD |
653 #4 - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | International fisher effect |
653 #4 - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | Nominal exchange rate changes |
653 #4 - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | Nominal interest rate differential |
700 0# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Abla ElKhawaga , |
Relator term | |
700 0# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Mona Esam , |
Relator term | |
856 ## - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://172.23.153.220/th.pdf">http://172.23.153.220/th.pdf</a> |
905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
Cataloger | Nazla |
Reviser | Revisor |
905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
Cataloger | Samia |
Reviser | Cataloger |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Dewey Decimal Classification |
Koha item type | Thesis |
Source of classification or shelving scheme | Not for loan | Home library | Current library | Date acquired | Full call number | Barcode | Date last seen | Koha item type | Copy number |
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Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | قاعة الرسائل الجامعية - الدور الاول | 11.02.2024 | Cai01.03.02.Ph.D.2014.Ra.E | 01010110065458000 | 22.09.2023 | Thesis | ||
Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | مخـــزن الرســائل الجـــامعية - البدروم | 11.02.2024 | Cai01.03.02.Ph.D.2014.Ra.E | 01020110065458000 | 22.09.2023 | CD - Rom | 65458.CD |