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The Ricardian model of world trade based on comparative advantage is not sufficient to justify equal trade relations.The existing model of trade relations does not explain the distribution of income among trading countries. This paper…

Trading and Market Microstructure · Quantitative Finance 2025-05-12 N. S. Gonchar , O. P. Dovzhyk , A. S. Zhokhin , W. H. Kozyrsky , A. P. Makhort

This paper explores the gain maximization problem of two nations engaging in non-cooperative bilateral trade. Probabilistic model of an exchange of commodities under different price systems is considered. Volume of commodities exchanged…

Theoretical Economics · Economics 2020-01-09 Tsotne Kutalia , Revaz Tevzadze

I propose a new terminology, international trade strength, which is defined as the ratio of a country's total international trade to its GDP. This parameter represents a country's ability to generate international trade by utilizing its…

General Economics · Economics 2023-09-06 Mikrajuddin Abdullah

Using introduced concept of the exchange and inflation rates adequacy, the relevance of them to the determining factors is found. We established close positive relation between hryvnia / dollar exchange and inflation rates, fiscal deficit,…

Mathematical Finance · Quantitative Finance 2025-03-14 N. S. Gonchar , W. H. Kozyrski , A. S. Zhokhin , O. P. Dovzhyk

The cross-correlations between the exchange rate fluctuations of 74 currencies over the period 1995-2012 are analyzed in this paper. The eigenvalue distribution of the cross-correlation matrix exhibits a bulk which approximately matches the…

Statistical Finance · Quantitative Finance 2013-05-02 Sitabhra Sinha , Uday Kovur

This research employs quantitative techniques interpreted through relevant economic theories to analyze a proposed U.S. "Discounted Reciprocal Tariff" structure. Statistical modeling (linear regression) quantifies the policy's consistent…

General Economics · Economics 2025-04-07 Muhammad Sukri Bin Ramli

In this paper, we design two chapters to discuss trade dynamics with heterogeneous fluctuations, contributing new insights to macroeconomic issues related to international trade. In the first chapter, we model general exchange rate…

Econometrics · Economics 2026-03-11 Yongheng Hu

This article extends, in a stochastic setting, previous results in the determination of feasible exchange ratios for merging companies. A first outcome is that shareholders of the companies involved in the merging process face both an upper…

General Finance · Quantitative Finance 2024-01-08 Alessandra Mainini , Enrico Moretto , Daniela Visetti

Trade imbalances significantly alter the welfare implications of tariffs. Using an illustrative model, we show that trade deficits enhance a country's ability to alter its terms of trade, and thereby benefit from tariffs. Greater trade…

General Economics · Economics 2024-12-10 Pau Pujolas , Jack Rossbach

We propose a new methodology to compute equilibria for general equilibrium problems on exchange economies with real financial markets, home-production, and retention. We demonstrate that equilibrium prices can be determined by solving a…

Optimization and Control · Mathematics 2025-06-23 Julio Deride

This paper investigates the evolving dynamics of international trade, emphasizing the strategic interplay between competition and cooperation within the global trade network. It argues that competitive advantages - rather than traditional…

General Economics · Economics 2025-11-25 Xingwei Hu

The paper analyses trade between the most developed economies of the world. The analysis is based on the previously proposed model of international trade. This model of international trade is based on the theory of general economic…

Trading and Market Microstructure · Quantitative Finance 2025-03-24 N. S. Gonchar , O. P. Dovzhyk , A. S. Zhokhin , W. H. Kozyrski , A. P. Makhort

Valuation and parity formulas for both European-style and American-style exchange options are presented in a general financial model allowing for jumps, possibility of default and "bubbles" in asset prices. The formulas are given via…

Pricing of Securities · Quantitative Finance 2014-12-02 Constantinos Kardaras

We investigate a market without money in which agents can offer certain goods (or multiple copies of an agent-specific good) in exchange for goods of other agents. The exchange must be balanced in the sense that each agent should receive a…

Discrete Mathematics · Computer Science 2021-04-02 Pavlos Eirinakis , Ioannis Mourtos , Michalis Samaris

The time dependence of the currency exchange rate K treated as a function of national dividend, investments and difference between total demand for a goods and supply is considered. To do this a proposed earlier general algorithm of…

General Physics · Physics 2007-05-23 L. Ya. Kobelev , O. L. Kobeleva , Ya. L. Kobelev

Using data from a sample of 28 representatives countries, we propose a classification of currency crises consequences based on the ultrametric analysis of the real exchange rate movements time series, without any further assumption. By…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Guillermo J. Ortega , David Matesanz

Selecting an appropriate statistical model to forecast exchange rates is still today a relevant issue for policymakers and central bankers. The so-called Meese and Rogoff puzzle assesses that exchange rate fluctuations are unpredictable. In…

Applications · Statistics 2026-03-09 Raffaele Mattera , Michelangelo Misuraca , Germana Scepi , Maria Spano

This study examined the relationship between trade facilitation and economic growth among the middle-income countries from 2010 to 2020 using 94 countries made up of 48 lower-middle-income countries and 46 upper-middle-income countries. The…

General Economics · Economics 2023-05-25 Victor Ushahemba Ijirshar

We analyze an operational policy for a multinational manufacturer to hedge against exchange rate uncertainties and competition. We consider a single product and single period. Because of long-lead times, the capacity investment must done…

Econometrics · Economics 2018-04-24 Murat Erkoc , Huaqing Wang , Anas Ahmed

An expanding literature articulates the view that Taylor rules are helpful in predicting exchange rates. In a changing world however, Taylor rule parameters may be subject to structural instabilities, for example during the Global Financial…

Statistical Finance · Quantitative Finance 2014-03-05 Joseph Byrne , Dimitris Korobilis , Pinho Ribeiro
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