Results 21 to 30 of about 688,537 (340)
Geopolitical risks and historical exchange rate volatility of the BRICS
International Review of Economics and Finance, 2022 This paper examines the vulnerability of BRICS exchange rates to geopolitical risks (GPR) using alternative measures ranging from global (historical and recent) GPR data to country-specific GRP data.
Afees A. Salisu +2 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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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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Interest rate and exchange rate volatility and the performance of the Nigerian informal sector: Evidence from small and medium-sized enterprises [PDF]
Economic Horizons, 2021 This paper investigates the joint impact of interest rate and exchange rate volatility on the performance of the informal sector in Nigeria, focusing on Small and Medium-sized Enterprises (SMEs).
Henry Osahon Osazevbaru
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Estimating the effect of currency substitution on exchange rate volatility: Evidence from Ghana
Cogent Social Sciences, 2023 This paper investigates the impact of currency substitution on exchange rate volatility using monthly data from January 1990 to May 2019. The paper applies the exponential generalized autoregressive conditional heteroscedastic in mean (EGARCH-M) model as
Hadrat Yusif +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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Reaction of the USD/PLN currency pair exchange rate to the published macroeconomic data
Financial Internet Quarterly, 2023 The results of the research presented in the article regard the importance of publication of macroeconomic data from the United States for the short-term USD/PLN currency pair exchange rate volatility.
Pasionek Jolanta
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Turkish Journal of Agriculture: Food Science and Technology, 2021 This study aims to reveal the impact of exchange rate volatility on agricultural exports of Turkey by using the Autoregressive Distributed Lag Model. While quarterly time series data covering period of 2001: Q1 to 2018: Q4 were used to carry out analyses,
Turgut Orman, İlkay Dellal
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Modelling exchange rate volatility [PDF]
International Journal of Systems Science, 1997 Two types of statistical models are empirically applied to test the pattern of volatility in the exchange rate markets. One considers the autoregressive models and tests the random walk hypothesis. The other considers the conditional variance process and tests the hypothesis of chaotic dynamics.
JATI K. SENGUPTA, RAYMOND E. SFEJR
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Revista de Análisis Económico y Financiero, 2021 Policymakers need accurate forecasts about the future values of exchange rates. This is due to the fact that exchange rate volatility is a useful measure of uncertainty about a country's economic environment.
Victor Chung Alva
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