Effects of real effective exchange rate volatility on export earnings in Ethiopia: Symmetric and asymmetric effect analysis [PDF]
Heliyon, 2023 The 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
doaj +3 more sources
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
doaj +3 more sources
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 +5 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 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
core +5 more sources
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
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
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
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
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