Results 11 to 20 of about 404,142 (356)
Asymmetric effects of exchange rate volatility on trade flows in Nigeria
Journal of Enterprise and Development, 2023 Purpose — This study assesses the symmetric and asymmetric effects of exchange rate volatility on trade flows in Nigeria. Method — The study employs quarterly data and covers the period 1995q1 to 2020q4.
Mutiu G. Rasaki, Elizabeth O. Oyedepo
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Exchange Rate Volatility and Trade: External Exchange Rate Volatility Matters [PDF]
Journal of International Commerce, Economics and Policy, 2020 We investigate the role of external exchange rate volatility in export in addition to the effect of bilateral exchange rate volatility using country-, sector-, and destination-specific detailed export data of the World Bank Exporter Dynamics Database. The results show that while the bilateral exchange rate volatility has a depressing effect on export,
Cengiz Tunc +3 more
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Asia-Pacific Financial Markets, 2023 This paper investigated exchange rate and stock price volatility connectedness and spillover in Brazil, Russia, India, China, and South Africa (BRICS) during pandemic-induced crises.
Engr. Dr. Muntazir Hussain +2 more
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Is Exchange Rate Volatility An Important Determinant Of Tax Revenues? Evidence From Turkey
Romanian Economic Journal, 2021 Is exchange rate volatility an important determinant of tax revenues? This study seeks, in the light of this question, empirical evidence on the relationship between volatility in exchange rates and tax revenues in the case of Turkey.
Sinem Koçak
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Economies, 2022 In the Southern African Development Community, the relationships between exchange rate instability, inflation and economic growth remain at the forefront of economic debate because of the historical antecedent and economic clustering of member countries.
Ebenezer Olamide +2 more
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Some Further Evidence on Exchange-Rate Volatility and Exports
Social Science Research Network, 2022 The relationship between exchange-rate volatility and aggregate export volumes for 12 industrial economies is examined using a model that includes real export earnings of oil-producing economies as a determinant of industrial-country export volumes.
G. Hondroyiannis +4 more
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VOLATILITY SPILLOVER OF INTRADAY EXCHANGE RATES ON SOME SELECTED ASEAN COUNTRIES
Buletin Ekonomi Moneter dan Perbankan, 2021 In this paper, we use hourly exchange rate data for selected ASEAN countries (Singapore, Indonesia, Malaysia, Thailand and the Philippines) to test the hypothesis that exchange rate own shocks dominate exchange rate volatility.
Neluka Devpura +2 more
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Journal of Risk and Financial Management, 2022 This paper analyzes the effects of real exchange rate volatility on the United States’ exports to BRICS. It focuses on the top 20 export products (defined by the 2-digit Harmonized System codes) from the United States to Brazil, Russia, India, China, and
E. Ekanayake, Amila A Dissanayake
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Robustness and exchange rate volatility [PDF]
Journal of International Economics, 2013 Abstract This paper studies exchange rate volatility within the context of the monetary model of exchange rates. We assume that agents regard this model as merely a benchmark, or reference model, and attempt to construct forecasts that are robust to model misspecification. We show that revisions of robust forecasts are more volatile than revisions of
Edouard Djeutem, Ken Kasa
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Forecasting stock market volatility: the role of gold and exchange rate
AIMS Mathematics, 2020 The objective of our paper is to show that gold and exchange rate volatility is predictive of stock volatility from both in-sample and out-of-sample perspectives. There exists very significant predictability from gold and exchange rate volatility to Hang
Zhifeng Dai, Huiting Zhou, Xiaodi Dong
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