Exchange Rate Volatility: Asymmetric Effects
This paper studies the evolution of the daily exchange rates volatilities of five european currencies against the US dollar. The aim of this paper is to perform whether there are common factors in the evolution of these exchange rates flexibles during stability and unstability periods.
openaire +2 more sources
Surface Diffusion in SnTe‐PbTe Monolayer Lateral Heterostructures
The lateral heterostructures between 2D materials often suffer from the interdiffusion at the interfaces. Here, a surface diffusion mechanism is found to be dominating at the interfaces between semiconducting SnTe and PbTe monolayers. Atomically sharp interfaces can be achieved by suppressing this diffusion process. ABSTRACT The construction of complex
Jing‐Rong Ji +9 more
wiley +1 more source
Analyzing Rupiah-USD Exchange Rate Dynamics: A Study with ARCH and GARCH Models
The study aims to analyze the volatility of the Rupiah-USD exchange rate and predict future fluctuations using the Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models.
Ansari Saleh Ahmar +2 more
doaj +1 more source
Asymmetric spillover between economic policy uncertainty and exchange rate volatility: A global network connectedness perspective. [PDF]
Wang P, Li Y, Liu X.
europepmc +1 more source
Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models
Policy makers need accurate forecasts about future values of exchange rates. This is due to the fact that exchange rate volatility is a useful measure of uncertainty about the economic environment of a country.
Manamba Epaphra
semanticscholar +1 more source
Upcycling of Disposable Face Masks into Water‐Resistant and Flame Retardant Foams
Disposable mask waste is upcycled into lightweight polypropylene‐based foams with tunable porosity and composite architectures reinforced by ear‐loop fibers. The sustainable solvent‐based process enables upcycling rates of 91% and solvent recovery of >90%.
Jingjing Pan +3 more
wiley +1 more source
Pullulan, a biomass‐derived polysaccharide, is transformed into transparent optical fibers using a solvent‐free borax hydrogel‐spinning method. The fibers outperform PMMA with ≈200 MPa tensile strength and 200 °C stability, while uniquely guiding visible‐to‐NIR light and enabling additive‐free humidity sensing.
Yuya Fukata +4 more
wiley +1 more source
Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis. [PDF]
Afuecheta E +3 more
europepmc +1 more source
Exchange Rate Volatility and Domestic Investment: Evidence from Twelve ECOWAS Countries
Anthony Enisan Akinlo +3 more
openalex +1 more source
Modelling Exchange Rate Volatility [PDF]
Two types of statistical models are empirically applied to test the pattern of volatility in the exchange rate markets. One considers the autoregressive models and tests the random walk hypothesis. The other considers the conditional variance process and tests the hypothesis of chaotic dynamics.
openaire +1 more source

