Results 21 to 30 of about 6,850,169 (302)
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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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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A cyclical model of exchange rate volatility [PDF]
Journal of Banking & Finance, 2010 In this paper, we investigate the long run dynamics of the intraday range of the GBP/USD, JPY/USD and CHF/USD exchange rates. We use a non-parametric filter to extract the low frequency component of the intraday range, and model the cyclical deviation of the range from the long run trend as a stationary autoregressive process. We find that the long run
Harris, Richard D. F. +2 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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Welfare and excess volatility of exchange rates [PDF]
Economic Theory, 2011 We study the properties of a GEI model with nominal assets, outside money (injected into the economy as in Magill and Quinzii), and multiple currencies. We analyze the existence of monetary equilibria and the structure of the equilibrium set under two different assumptions on the determination of the exchange rates.
Salto M., PIETRA, TITO
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Soft Power and Exchange Rate Volatility [PDF]
IMF Working Papers, 2015 Standard models—based exclusively on macro-financial variables—have made little progress in explaining the behavior of exchange rates. In this paper, we introduce a neglected set of “soft power” factors capturing a country’s demographic, institutional, political and social underpinnings to uncover the “missing” determinants of exchange rate ...
Serhan Cevik +2 more
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PENGARUH VOLATILITAS NILAI TUKAR TERHADAP PERTUMBUHAN EKONOMI INDONESIA
Buletin Ekonomi Moneter dan Perbankan, 2008 This paper investigates the impact of the exchange rate volatility on the economic growth in Indonesia. The model applied considers both the aggregate demand and the aggregate supply interaction and the impact of the exchange rate volatility channeled ...
Sri Liani Suselo +2 more
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The Exchange Rate Volatility Impact on Agricultural Trade: An Evidence From Indonesian Pepper Export
Jurnal Manajemen & Agribisnis, 2022 Pepper (Piper nigrum) is one of the most exported spices in Indonesia followed by cinnamon, cloves, and vanilla. Due to its strong dependency on international trade, Indonesian pepper exports are suspected to be prone to exchange rate volatility risks ...
Bertha Lovita Dwi Intania Permana +2 more
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Hamdard Islamicus, 2021 The focus of the study is to explore the macroeconomic factors contributing towards exchange rate volatility in group of economies segregated on the basis of income.
AMJAD FAKHER, RANA EJAZ ALI KHAN
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Modeling Exchange Rate Volatility in Türkiye: An Empirical Research
İktisat Politikası Araştırmaları Dergisi, 2023 Exchange rate volatility is a concept that corresponds to the fluctuations around the equilibrium value of the exchange rate and is the main source of exchange rate risk as it adversely affects many variables that can disrupt macroeconomic stability ...
Sinem Kutlu Horvath +1 more
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