Results 21 to 30 of about 691,501 (336)
Exchange Rate Volatility and Euro Area Imports [PDF]
SSRN Electronic Journal, 2001 This paper estimates an import demand function for the euro area vis--vis its main extra-area trading partners which takes into account the possible impact of both intra- and extra-euro area exchange rate uncertainty. We derive a theoretical model which captures various mechanisms by which exchange rate volatility may influence the demand for extra ...
Anderton, Robert, Skudelny, Frauke
openaire +5 more sources
Volatility Spillover among Exchange Rate, Inflation and Liquidity in Iran’s Economy: A TVP-VAR-BK Approach [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2023 The present study aimed to examine the transfer, reception, and the spillover of volatility from March 1982 to September 2022, using the time-varying parameter vector autoregression model based on Barunik-Krehlik (TV-VAR-BK) with monthly frequency.
Sohail Rudari +2 more
doaj +1 more source
Asymmetric effects of exchange rate volatility on trade flows in Nigeria
Journal of Enterprise and Development, 2023 Purpose — This study assesses the symmetric and asymmetric effects of exchange rate volatility on trade flows in Nigeria. Method — The study employs quarterly data and covers the period 1995q1 to 2020q4.
Mutiu G. Rasaki, Elizabeth O. Oyedepo
doaj +1 more source
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
openaire +1 more source
Asia-Pacific Financial Markets, 2023 This paper investigated exchange rate and stock price volatility connectedness and spillover in Brazil, Russia, India, China, and South Africa (BRICS) during pandemic-induced crises.
Engr. Dr. Muntazir Hussain +2 more
semanticscholar +1 more source
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
doaj +1 more source
Economies, 2022 In the Southern African Development Community, the relationships between exchange rate instability, inflation and economic growth remain at the forefront of economic debate because of the historical antecedent and economic clustering of member countries.
Ebenezer Olamide +2 more
semanticscholar +1 more source
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
semanticscholar +1 more source
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
doaj +1 more source
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
openaire +2 more sources