Results 11 to 20 of about 688,537 (340)
Impact of economic policy uncertainty on exchange rate volatility of China
Finance Research Letters, 2020 This study investigates the impact of economic policy uncertainty (EPU) on China's exchange rate volatility from December 2001 to November 2018. Using the quantile regression, our results show that the impact of EPU on exchange rate volatility in China ...
Liming Chen, Ziqing Du, Zhihao Hu
semanticscholar +3 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
openaire +4 more sources
Future Business Journal, 2016 The insurgence of exchange rate volatility over the years has gained the attention of not only the scholars but also the policy makers around the world.
Isiaq Olasunkanmi OSENI
doaj +3 more sources
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
semanticscholar +1 more source
Tracking Brazilian Exchange Rate Volatility [PDF]
, 2004 This paper examines the relation between dollar-real exchange rate volatility implied in option prices and subsequent realized volatility. It investigates whether implied volatilities contain information about volatility over the remaining life of the ...
Benjamin Miranda Tabak +2 more
core +1 more source
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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FUNDAMENTALS AND EXCHANGE RATE VOLATILITY [PDF]
Fundamentals may determine the range of real exchange rate fluctuation, through signals of misalignment, even if they are not a major influence on the level within that range.
Michael Bleaney
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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
semanticscholar +1 more source