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The Distribution of Realized Exchange Rate Volatility
, 2000Using high-frequency data on deutschemark and yen returns against the dollar, we construct model-free estimates of daily exchange rate volatility and correlation that cover an entire decade.
T. Andersen +3 more
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On the Causes and Effects of Exchange Rate Volatility on Economic Growth: Evidence from Ghana
, 2017What drives exchange rate volatility, and what are the effects of fluctuations in the exchange rate on economic growth in Ghana? These questions are the subject matter of this study.
P. Alagidede, Muazu Ibrahim
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2012
This vital new Handbook is an authoritative volume presenting key issues in finance that have been widely discussed in the financial markets but have been neglected in textbooks and the usual compilations of conventional academic wisdom.
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This vital new Handbook is an authoritative volume presenting key issues in finance that have been widely discussed in the financial markets but have been neglected in textbooks and the usual compilations of conventional academic wisdom.
openaire +5 more sources
Exchange-rate volatility and Malaysian-Thai bilateral industry trade flows
, 2017Purpose After the fall of fix exchange rate regime in early 1970s, the nexus between the exchange rate volatility and trade flows has been of a great interest to the policy makers and researchers. Resultantly an extensive literature is available
Muhammad Aftab +2 more
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Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Thephlx Deutschemark Options
, 1993An efficient method is developed for pricing American options on combination stochastic volatility/jump-diffusion processes when jump risk and volatility risk are systematic and nondiversifiable, thereby nesting two major option pricing models.
David S. Bates
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Exchange Rate Pass-Through into Import Prices
Review of Economics and Statistics, 2004We provide cross-country and time series evidence on the extent of exchange rate pass-through into the import prices of 23 OECD countries. We find compelling evidence of partial pass-through in the short run, especially within manufacturing industries ...
J. Campa, L. Goldberg
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GHANA: EXCHANGE RATE REFORMS AND THE REAL EXCHANGE RATE
Research Papers in Economics, 1998The dual purpose of the exchange rate (the price of a unit of foreign currency) as a means of allocating scarce foreign currency among competing uses and an important determinant of income distribution through its influence on the returns to those who produce or consume treadables, makes it a prime target as a policy tool, as has been experienced in ...
Asuming-Brempong, Samuel +1 more
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Oil Price Shocks and Exchange Rate Movements
, 2015This study investigates the effects of oil price shocks on exchange rate movements in five major oil-exporting countries: Russia, Brazil, Mexico, Canada, and Norway.
Nikanor Volkov, Ky-hyang Yuhn
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Economic Policy Uncertainty and Exchange Rate Volatility
, 2014type="main" xml:lang="en"> This paper investigates the impact of general economic and economic policy uncertainty on exchange rate volatility for ten industrial and emerging economies since 1990.
R. Król
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The influence of interest rates on the exchange rate and exchange rate volatility [PDF]
Theoretical and Applied Economics, 2014 The dynamic of interest rates has been the subject of attention by both traders and researchers. We see in what manner different factors that depend on the actions of central banks that influence them by using a GARCH type model and we compare its performance with other models to see what approach explains and predicts the movement of the exchange rate.
Florin MAVRIS, Dumitru-Cristian OANEA
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