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Explain the random walk model for exchange rate forecasting. Can it be consistent along with the technical analysis?Answer: The random walk model assumes that the current exchange rate will be the extremely best predictor of the future exchange rate. A suggestion of the model is that past history of the exchange rate is of no value in predicting future exchange rate. So the model is inconsistent with the technical analysis that tries to utilize past history in predicting the future exchange rate.
This case provides the opportunity to match financing alternatives with the needs of different companies. It allows the reader to demonstrate a familiarity with different types of
WORKING CAPITAL MANAGEMENT Working capital relates to the capital required for daily operations of a business enterprise. The requirement for Working Capital is omnipresent fo
Functions of a Stock Exchange The stock exchange is a market place where investors trade in securities. It is a competitive market involving large numbers of buyers and sellers
Japanese banks borrow in yen and purchase spot dollars from their Western counterparties. Therefore the Western banks are left holding the yen for the time of the loan (three month
Working of FSA The FSA Board is responsible for the management of FSA. It is appointed by the Treasury. It consists of a chairman, a chief executive officer, three managing dir
Floria Scarpia believes that many of her clients could benefits from using international investments to diversify their portfolios but many are reluctant to invest abroad -especial
State the term nature of financial instruments. Nature of financial instruments (securities): Financial instruments (termed as securities) can be classifies in two broad
Question 1: (i) Critically explain and analyse the Lewis model of economic development. (ii) Compare and contrast the neoclassical growth model and the new growth theory.
A mortgage, is sold to the SPV at the discretion of the bank to securitize it into a mortgage backed security, that is, the mortgage is said to
(a) Let's presume that the firm may default only on last coupon payment date and that when this take place stock price would be less than some predetermined price K at the expira
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