Unpacking the asymmetric impact of exchange rate volatility on trade flows: A study of selected developed and developing Asian economies. [PDF]
PLoS ONE, 2023 Maintaining a stable exchange rate is a challenging task for the world, especially for developing economies. This study examines the impact of asymmetric exchange rates on trade flows in selected Asian countries and finds that the effects of increased ...
Umar Nawaz Kayani +4 more
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Effects of real effective exchange rate volatility on export earnings in Ethiopia: Symmetric and asymmetric effect analysis [PDF]
HeliyonThe exchange rate is one of the key monetary policy instruments used to dictate the economy. However, the effect of exchange rate volatility on macroeconomic outcomes has been a subject of debate in previous research.
Obsa Urgessa
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Exchange rate volatility, corruption, and economic growth. [PDF]
Heliyon, 2022 This study assesses the impact of exchange rate volatility on economic growth using a panel of 194 countries for the period 1995-2019. We resort to dynamic panel data models considering the exchange rate volatility estimated based on GARCH models as an explanatory variable, along with some control variables such as the level of economic openness and ...
Ramoni-Perazzi J, Romero H.
europepmc +4 more sources
The impact of exchange rate volatility on Indonesia's top exports to the five main export markets [PDF]
Heliyon, 2020 This study examines the impact of exchange rate volatility on Indonesia's primary export commodities to the top five export destination countries, namely China, India, Japan, South Korea, and the United States.
Lilik Sugiharti +2 more
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Exchange rate volatility and COVID-19 effects on Indonesia's food products' trade: Symmetric and asymmetric approach [PDF]
HeliyonThis study aims to determine the symmetric and asymmetric effects of exchange rate volatility and other explanatory variables (real exchange rate, industrial production index, and COVID-19) on sixteen (16) food products traded between Indonesia and the ...
Kabiru Hannafi Ibrahim +8 more
doaj +2 more sources
Understanding bilateral exchange rate volatility [PDF]
Journal of International Economics, 2003 Abstract This paper develops an empirical model of bilateral exchange rate volatility. We conjecture that for developing economies, external financial liabilities have an important effect on desired bilateral exchange rate volatility, above and beyond the standard optimal currency area (OCA) factors.
Michael B. Devereux, Philip R. Lane
openalex +3 more sources
Hamdard Islamicus, 2021 The focus of the study is to explore the macroeconomic factors contributing towards exchange rate volatility in group of economies segregated on the basis of income.
AMJAD FAKHER, RANA EJAZ ALI KHAN
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EXCHANGE RATE VOLATILITY AND MANUFACTURING OUTPUT IN ECOWAS ECONOMIES [PDF]
Management of Sustainable Development, 2022 This study examined the impact of exchange rate volatility on manufacturing output in the ECOWAS, using time series data spanning from 1970 to 2019. The study employed panel data analysis to examine the relationship between exchange rate volatility and ...
IHEZIE Okwuchukwu Ezra
doaj +1 more source
Volatility Spillover among Exchange Rate, Inflation and Liquidity in Iran’s Economy: A TVP-VAR-BK Approach [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2023 The present study aimed to examine the transfer, reception, and the spillover of volatility from March 1982 to September 2022, using the time-varying parameter vector autoregression model based on Barunik-Krehlik (TV-VAR-BK) with monthly frequency.
Sohail Rudari +2 more
doaj +1 more source
Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect [PDF]
Journal of Monetary Economics, 2002 Abstract This paper explores the hypothesis that high volatility of real and nominal exchange rates may be due to the fact that local currency pricing eliminates the pass-through from changes in exchange rates to consumer prices. Exchange rates may be highly volatile because in a sense they have little effect on macroeconomic variables.
Michael B. Devereux, Charles Engel
openaire +3 more sources