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Exchange rates and interest rates : (Record no. 50629)

MARC details
000 -LEADER
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
Holdings
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
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