Results 311 to 320 of about 688,537 (340)

Exchange rate comovements, hedging and volatility spillovers on new EU forex markets

Journal of international financial markets, institutions, and money, 2019
We analyze time-varying exchange rate co-movements and volatility spillovers between the Czech koruna, the Polish zloty, the Hungarian forint and the dollar/euro from 1999 to 2016. We apply the dynamic conditional correlations (DCC) model and the Diebold
E. Kočenda, Michala Moravcová
semanticscholar   +1 more source

Impact of Exchange Rate Volatility on the US Exports: A New Evidence From Multiple Threshold Nonlinear ARDL Model

Journal of International Commerce Economics and Policy, 2019
This study extends previous literature by examining the effect of extremely large to extremely small changes in the exchange rate volatility on the US exports to developing countries such as Brazil, India, Mexico, and South Africa.
B. Chang, S. Rajput, N. Bhutto
semanticscholar   +1 more source

Are exchange rates ‘excessively’ volatile?

Journal of International Economics, 1987
This paper applies standard variance bounds tests to assess whether the Dornbusch overshooting model can explain the volatility of exchange rates. The violation of some of the inequalities is consistent with the hypothesis that exchange rates are ‘excessively’ volatile.
openaire   +1 more source

Government Makes Exchange Rates Volatile

Economic Affairs, 1983
The foreign exchanges operate in markets that are widely distrusted as unpredictable and destabilising for international trade. Roy Batchelor and Geoffrey Wood argue that history and argument show that it is government that makes the exchanges more volatile, because it adds a range of uncertainty which is the most unpredictable.
ROY A. BATCHELOR, GEOFFREY E. WOOD
openaire   +1 more source

Information arrivals and intraday exchange rate volatility

Journal of International Financial Markets, Institutions and Money, 2001
This paper investigates the link between information arrivals and intraday DEM/$ volatility. Information arrivals are measured by the numbers of news items that appeared in the Reuters News Service. We separate news stories into different categories and find that total headline news counts have the most significant impact on DEM/$ volatility, following
Chang, Y, Taylor, S J
openaire   +2 more sources

Uncertainty and exchange rate volatility: Evidence from Mexico

, 2021
G. Bush, Gabriela López Noria
semanticscholar   +1 more source

Exchange Rate Volatility and Trade [PDF]

, 1994
This paper provides an extensive survey of the literature on exchange rate volatility and trade, examining both the theory that underlies the work in this area and the results of empirical studies published since 1988. Despite the widespread view that an increase in volatility will reduce the level of trade, this review reveals that the effects of ...
openaire  

Asymmetric volatility spillovers and dynamic correlations between crude oil price, exchange rate and gold price in BRICS

Resources Policy, 2022
Yufeng Chen
exaly  

Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes

Energy Economics, 2022
Fenghua Wen
exaly  

On the Causes and Effects of Exchange Rate Volatility on Economic Growth: Evidence from Ghana

, 2017
P. Alagidede, Muazu Ibrahim
semanticscholar   +1 more source