Results 291 to 300 of about 691,501 (336)
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2003
In chapter 2 we have considered a monetary model with completely flexible prices and in chapter 3 contrasted this model type with a fixed price model where quantities rather than prices adjusted in order to clear the markets for the domestically produced and the foreign good.
Toichiro Asada +3 more
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In chapter 2 we have considered a monetary model with completely flexible prices and in chapter 3 contrasted this model type with a fixed price model where quantities rather than prices adjusted in order to clear the markets for the domestically produced and the foreign good.
Toichiro Asada +3 more
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Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach
, 2020We utilize a fundamentals-based component volatility model to forecast the short-run volatility of exchange rate changes using monetary fundamentals quoted at different frequencies.
Yu You, Xiaochun Liu
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Forecasting exchange rate volatility
Economics Letters, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Causes of Exchange Rate Volatility
Asian Journal of Economics, Business and Accounting, 2023This study examined the determinants of exchange rate volatility basing evidence on 7 African countries; Niger, Sudan, Cameron, Equatorial Guinea, Tunisia, Congo, and Cote D’Ivoire from 1990-2023. The study conducted the Autoregressive Distributive Lag (ARDL) bounds testing for co-integration and also estimated the error correction model.
Umoru, David +2 more
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Asymmetric effect of exchange rate volatility on trade in sub-Saharan African countries
Journal of economic and administrative sciences, 2020PurposeThe purpose of this study is to examine the effect of asymmetric structure inherent in exchange rate volatility on trade in sub-Saharan African countries from 2005 to 2017.Design/methodology/approach17 countries in sub-Saharan African Countries ...
J. Dada
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Nominal exchange rate volatility, relative price volatility, and the real exchange rate
Journal of International Money and Finance, 2010Abstract We model real exchange rate, nominal exchange rate, and relative price volatility using real and nominal factors. We analyze these volatility measures across developing and industrialized countries. We find that the inclusion of nominal factors achieves a sizable reduction in the real exchange rate volatility spread between developing and ...
Srideep Ganguly, Janice Boucher Breuer
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The Impact of COVID-19 on Exchange Rate Volatility: Evidence Through GARCH Model
Social Science Research Network, 2020This paper employs a GARCH (1,1) model to investigate the impact of COVID-19 cases and related deaths in the US exchange rate volatility. Results show that an increase of the number of cases and the deaths (both in logs) in the US has a positive impact ...
Lamia Benzid, K. Chebbi
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Exchange Rate, Exchange Rate Volatility and Foreign Direct Investment
The World Economy, 2004In the light of the importance of foreign direct investment (FDI) for the promotion of economic development, this paper examines the impact of the changes in the real exchange rate and its volatility on FDI. Examining Japan's FDI by industries, we found that the depreciation of the currency of the host country attracted FDI, while the high volatility ...
Kozo Kiyota, Shujiro Urata
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Exchange Rate Volatility and International Trade-in
The International Journal of Management Science and Business Administration, 2020This study investigates the impact of exchange rate volatilities on international trade in Nigeria. The research is carried under the assumption that exchange rate volatilities are deemed to impact on the volume of export and import trading activities ...
Kanu Success Ikechi, Nwadiubu Anthony
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Economic policy uncertainty and dollar-pound exchange rate return volatility
Journal of International Money and Finance, 2019The extent to which economic policy uncertainty (EPU) amplifies exchange rate volatility has been an important research question for at least a decade. Previous research has investigated this relationship using monthly data, concluding that EPU imparts ...
Zachary Bartsch
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