Results 301 to 310 of about 688,537 (340)

The impacts of economic sanctions on exchange rate volatility

Economic Modelling, 2019
This research empirically analyzes the impact of various instruments of economic sanctions on official exchange rate volatility by employing data from a panel of 23 target countries covering the period 1996–2015 and using the Least Squares Dummy Variable
Yiwei Wang, Ke Wang, Chun-ping Chang
semanticscholar   +1 more source

Exchange Rate Volatility and International Trade-in

The International Journal of Management Science and Business Administration, 2020
This 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
semanticscholar   +1 more source

Exchange Rate, Exchange Rate Volatility and Foreign Direct Investment

The World Economy, 2004
In 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
openaire   +1 more source

The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices

, 2020
Using daily data from March 16, 2011, to September 9, 2019, we explore the dynamic impact of the oil implied volatility index (OVX) changes on the Chinese stock implied volatility index (VXFXI) changes and on the USD/RMB exchange rate implied volatility ...
Meiyu Tian, Wanyang Li, Fenghua Wen
semanticscholar   +1 more source

Economic policy uncertainty and dollar-pound exchange rate return volatility

Journal of International Money and Finance, 2019
The 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
semanticscholar   +1 more source

Forecasting Exchange Rate Volatility

SSRN Electronic Journal, 2004
The relative out-of-sample forecasting quality of symmetric and asymmetric conditional volatility models of an exchange rate differs according to the symmetric and asymmetric evaluation criteria. Both symmetric and asymmetric forecast competitors of currency volatility are biased and systematically overpredict volatility.
openaire   +1 more source

MODEL UNCERTAINTY AND EXCHANGE RATE VOLATILITY*

International Economic Review, 2012
This article proposes an explanation for shifts in the volatility of exchange‐rate returns. Agents are uncertain about the true data generating model and deal with this uncertainty by making inference on the models and their parameters' approach, I call model learning.
openaire   +2 more sources

Exchange rate and volatility: A bibliometric review

International Journal of Finance and Economics, 2020
The exchange rate is one of the most important prices in open economies. Exchange rate volatility (ERV) has been studied in terms of its measurement, forecast and impact and relationship with other variables. This article proposes a bibliometric analysis
Martha Flores-Sosa, Ezequiel Avilés-Ochoa, J. Merigó   +2 more
semanticscholar   +1 more source

Comment on: Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect

Journal of Monetary Economics, 2002
The Devereux–Engel paper addresses two long-standing puzzles in international economics: exchange rate volatility and its disconnect. Solutions to these puzzles have eluded standard macroeconomic models, which typically underpredict the magnitude of exchange rate volatility and predict strong counterfactual relationships between exchange rates and ...
Margarida Duarte, Alan C Stockman
openaire   +1 more source

Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico

Resources policy, 2019
This study investigates the dynamic relationship among international oil prices, international gold prices, exchange rate and stock market index in Mexico.
Shelly Singhal, Sangita Choudhary, P. Biswal   +2 more
semanticscholar   +1 more source