Results 271 to 280 of about 6,850,169 (302)

The European Exchange Rate Mechanism and the Volatility of the Sterling- Deutschemark Exchange Rate

The Economic Journal, 1993
Sterling membership of the ERM focused interest on the sterling-deutsche mark exchange rate, with commentators predicting a reduction in exchange rate volatility. This paper analyzes the sterling-deutsche mark rate pre- and post-ERM entry, and finds that ERM membership significantly reduced volatility.
Pesaran, B, Robinson, G
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MODEL UNCERTAINTY AND EXCHANGE RATE VOLATILITY*

International Economic Review, 2012
This article proposes an explanation for shifts in the volatility of exchange‐rate returns. Agents are uncertain about the true data generating model and deal with this uncertainty by making inference on the models and their parameters' approach, I call model learning.
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The influence of interest rates on the exchange rate and exchange rate volatility [PDF]

Theoretical and Applied Economics, 2014
The dynamic of interest rates has been the subject of attention by both traders and researchers. We see in what manner different factors that depend on the actions of central banks that influence them by using a GARCH type model and we compare its performance with other models to see what approach explains and predicts the movement of the exchange rate.
Florin MAVRIS, Dumitru-Cristian OANEA
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Modeling Exchange Rate Volatility

Review of International Economics, 2010
This paper investigates the impact of the volatility of the underlying macroeconomic fundamentals on exchange rate volatility utilizing the bounds testing approach to cointegration. The results show that, in the long run the volatility of the money supply is the sole determinant, whereas in the short run overshooting is found.
Balg B, Metcalf H
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The predictability of exchange rate volatility

Economics Letters, 2008
Abstract The model-free test procedure used in this paper suggests that exchange rate volatility is hard to predict more than 1 month ahead with time series methods. Moreover, predictability declines rather quickly with horizon.
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Are exchange rates ‘excessively’ volatile?

Journal of International Economics, 1987
This paper applies standard variance bounds tests to assess whether the Dornbusch overshooting model can explain the volatility of exchange rates. The violation of some of the inequalities is consistent with the hypothesis that exchange rates are ‘excessively’ volatile.
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Forecasting Exchange Rate Volatility

2004
The relative out-of-sample forecasting quality of symmetric and asymmetric conditional volatility models of an exchange rate differs according to the symmetric and asymmetric evaluation criteria. Both symmetric and asymmetric forecast competitors of currency volatility are biased and systematically overpredict volatility.
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Exchange rate volatility and international trade

Journal of Business Research, 2023
Weng Marc Lim, Pandey Dharen Kumar, Madan Lal   +2 more
exaly  

Exchange Rate Volatility and Trade [PDF]

, 1994
This paper provides an extensive survey of the literature on exchange rate volatility and trade, examining both the theory that underlies the work in this area and the results of empirical studies published since 1988. Despite the widespread view that an increase in volatility will reduce the level of trade, this review reveals that the effects of ...
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Exchange Rate Volatility

2008
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