Estimating the effect of currency substitution on exchange rate volatility: Evidence from Ghana
Cogent Social Sciences, 2023 This paper investigates the impact of currency substitution on exchange rate volatility using monthly data from January 1990 to May 2019. The paper applies the exponential generalized autoregressive conditional heteroscedastic in mean (EGARCH-M) model as
Hadrat Yusif +2 more
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Currency attribution for bilateral exchange rates: A decomposition of the moments
Social Sciences and Humanities Open, 2023 A bilateral exchange rate is the price of a base currency in terms of a quote currency. In this situation, how do international investors decide the contributions of both the base currency and the quote currency to the mean, variance, skewness, and ...
Michael Kunkler
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Assessment of an Exchange Rate’s Fluctuations Impact on the Foreign Exchange Market
Journal of Vasyl Stefanyk Precarpathian National University, 2022 The article analyzes the foreign exchange market functioning under the influence of exchange rate fluctuations. The main factors determining the exchange rate in the existing conditions have been determined.
Tetiana Solodzhuk, Tetiana Myhovych
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EXCHANGE RATE - REGIMES AND POLICIES [PDF]
Zbornik Radova Ekonomskog Fakulteta u Istočnom Sarajevu, 2014 Exchange rate of one currency is the price of the currency expressed in units of other currency. It is formed by the interaction of supply and demand in the foreign exchange market.
Novak Lučić
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Modern exchange rate formation in a resource-oriented economy: the institutional dimension
RUDN Journal of Economics, 2021 There is an increasing need for in-depth theoretical and applied studies of the essence, structure and features of the formation of the exchange rate, the development of the mechanism of currency regulation in the Russian Federation, determining the ...
Konstantin G. Bunevich +1 more
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Non-linear Effect of Exchange Rate on Economic Growth in OECD Countries——Panel data analysis based on PSTR model [PDF]
E3S Web of Conferences, 2021 Based on the panel data of 35 OECD countries from 2001 to 2019, this paper empirically analyzes the nonlinear effect of exchange rate on economic growth of countries through PSTR model.
Kong Shuning
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The Determinants of the Expansion of the Exchange Rate on The Black Market in The Maghreb [PDF]
Financial Markets, Institutions and Risks, 2020 The shadow economy has recently grown significantly in the overall national economy. In the Maghreb countries (Morocco, Algeria, Tunisia, Libya, Mauritania), the informal economy is the result of the introduction of a managed economy, which gradually ...
Said El Bouazizi
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FORECASTING THE EXCHANGE RATE OF THE UKRAINIAN HRYVNIA USING MACHINE LEARNING METHODS
Компютерні системи та інформаційні технології, 2023 This article describes the concept of currency exchange rate and the typology of various factors that influence it. A multifactor regression model was constructed to investigate the influence of factors on the exchange rate of the Ukrainian hryvnia and ...
Vasyl Pryimak +2 more
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On floating exchange rates, currency depreciation and effective demand
PSL Quarterly Review, 2012 This paper discusses the relative advantages of floating exchange rates vis-a-vis a pegged exchange rate regime, with special emphasis on the implications foreffective demand.
Julio Lopez, Ignocio Perrotini Perrotini
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On floating exchange rates, currency depreciation and effective demand: a comment
PSL Quarterly Review, 2012 I certainly agree with the authors on the main point, which is that flexible exchange rates do not result in an automatic adjustment that brings equilibrium with full employment.
Mario Sarcinelli
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