Results 21 to 30 of about 11,035 (257)
Exchange Rate Volatility and Trade: External Exchange Rate Volatility Matters [PDF]
Journal of International Commerce, Economics and Policy, 2020 We investigate the role of external exchange rate volatility in export in addition to the effect of bilateral exchange rate volatility using country-, sector-, and destination-specific detailed export data of the World Bank Exporter Dynamics Database. The results show that while the bilateral exchange rate volatility has a depressing effect on export,
Cengiz Tunc +3 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
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Is Exchange Rate Volatility An Important Determinant Of Tax Revenues? Evidence From Turkey
Romanian Economic Journal, 2021 Is exchange rate volatility an important determinant of tax revenues? This study seeks, in the light of this question, empirical evidence on the relationship between volatility in exchange rates and tax revenues in the case of Turkey.
Sinem Koçak
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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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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. Sfeir
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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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The euro and the volatility of exchange rates [PDF]
Applied Financial Economics, 2010 This article attempts to determine whether or not the introduction of the euro affected the volatility of major bilateral exchange rates. To this end, we examine the exchange rate behaviour for a set of Organization for Economic Co-operation and Development (OECD) and non-OECD countries during the period 1993 to 2010.
Amalia Morales-Zumaquero +1 more
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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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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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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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