Results 21 to 30 of about 404,142 (356)
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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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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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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The Effect of Exchange Rate Volatility on Economic Growth: Case of the CEE Countries
Journal of Risk and Financial Management, 2020 The exchange rate is a key macroeconomic factor that affects international trade and the real economy of each country. The development of international trade creates conditions where volatility comes with the exchange rate.
Fatbardha Morina +4 more
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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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Extreme volatility dependence in exchange rates
Cuadernos de Economía, 2021 This paper aims to analyse asymmetric volatility dependence in the exchange rate between the British Pound, Japanese Yen, Euro, and Mexican Peso compared to the U.S. dollar during different periods of turmoil and calm sub-periods between (1994-2018).
Magnolia Miriam Sosa Castro +2 more
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Real exchange rate volatility, financial crises and exchange rate regimes [PDF]
Applied Economics, 2014 This paper examines real exchange rate (RER) volatility in eighty countries around the world, during the period 1970 to 2011. Two main questions are raised: are structural breaks in RER volatility related to changes in exchange-rate regimes or financial crises? And do these two events affect the permanent and transitory components of RER volatility? To
Morales-Zumaquero, Amalia +1 more
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Macroeconomic Fundamentals and the Exchange Rate Volatility: Empirical Evidence From Somalia
, 2020 The purpose of this research is to investigate the effect of macroeconomic factors on the volatility of Somalia’s unregulated exchange rates. While utilizing the EGARCH (exponential generalized autoregressive conditional heteroskedastic) model, this ...
M. Nor, T. A. Masron, T. Alabdullah
semanticscholar +1 more source