Determinants of exchange rate volatility: empirical evidence for Turkey
Purpose- In the literature the effect of exchange rate volatility on various macroeconomic variables has been extensively studied but there are not enough studies about the reasons of exchange rate volatility.
Zerrin Kiliçarslan
semanticscholar +1 more source
Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application
This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong +12 more
wiley +1 more source
Exchange rate volatility and manufacturing commodity exports in ASEAN-5: A symmetric and asymmetric approach. [PDF]
Handoyo RD +4 more
europepmc +1 more source
Home bias in global bond and equity markets: the role of real exchange rate volatility [PDF]
This paper focuses on the role of real exchange rate volatility as a driver of portfolio home bias, and in particular as an explanation for differences in home bias across financial assets.
Fidora, Michael +2 more
core
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
Strain Engineering of Magnetoresistance and Magnetic Anisotropy in CrSBr
Biaxial compressive strain significantly enhances magnetoresistance and critical saturation fields in thin flakes of the 2D magnet CrSBr, along all three crystallographic axes. First‐principles calculations link these effects to strain‐induced increases in exchange interactions and magnetic anisotropy.
Eudomar Henríquez‐Guerra +19 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
Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors [PDF]
Most studies of exchange rate exposure of stock returns do not address three relevant aspects simultaneously. They are, namely: sensitivity of stock returns to exchange rate changes; sensitivity of volatility of stock returns to volatility of changes in ...
Albert K. Tsui, Prabhath Jayasinghe
core
Does Exchange Rate Variability Depress Trade Flows ? Evidence From Error Correction Models [PDF]
This paper examines the impact of exchange rate volatility on the trade flows of the G-7 countries in the context of a multivariate error-correction model. The error-correction models do not show any sign of parameter instability.
Chowdhury, Abdur
core +1 more source

