Results 31 to 40 of about 688,537 (340)
Extreme volatility dependence in exchange rates
Cuadernos de Economía, 2021 This paper aims to analyse asymmetric volatility dependence in the exchange rate between the British Pound, Japanese Yen, Euro, and Mexican Peso compared to the U.S. dollar during different periods of turmoil and calm sub-periods between (1994-2018).
Magnolia Miriam Sosa Castro +2 more
openaire +4 more sources
The Effect of Exchange Rate Volatility on Economic Growth: Case of the CEE Countries
Journal of Risk and Financial Management, 2020 The exchange rate is a key macroeconomic factor that affects international trade and the real economy of each country. The development of international trade creates conditions where volatility comes with the exchange rate.
Fatbardha Morina +4 more
semanticscholar +1 more source
Real exchange rate volatility, financial crises and exchange rate regimes [PDF]
Applied Economics, 2014 This paper examines real exchange rate (RER) volatility in eighty countries around the world, during the period 1970 to 2011. Two main questions are raised: are structural breaks in RER volatility related to changes in exchange-rate regimes or financial crises? And do these two events affect the permanent and transitory components of RER volatility? To
Morales-Zumaquero, Amalia +1 more
openaire +3 more sources
PENGARUH VOLATILITAS NILAI TUKAR TERHADAP PERTUMBUHAN EKONOMI INDONESIA
Buletin Ekonomi Moneter dan Perbankan, 2008 This paper investigates the impact of the exchange rate volatility on the economic growth in Indonesia. The model applied considers both the aggregate demand and the aggregate supply interaction and the impact of the exchange rate volatility channeled ...
Sri Liani Suselo +2 more
doaj +1 more source
The Exchange Rate Volatility Impact on Agricultural Trade: An Evidence From Indonesian Pepper Export
Jurnal Manajemen & Agribisnis, 2022 Pepper (Piper nigrum) is one of the most exported spices in Indonesia followed by cinnamon, cloves, and vanilla. Due to its strong dependency on international trade, Indonesian pepper exports are suspected to be prone to exchange rate volatility risks ...
Bertha Lovita Dwi Intania Permana +2 more
doaj +1 more source
Macroeconomic Fundamentals and the Exchange Rate Volatility: Empirical Evidence From Somalia
SAGE Open, 2020 The purpose of this research is to investigate the effect of macroeconomic factors on the volatility of Somalia’s unregulated exchange rates. While utilizing the EGARCH (exponential generalized autoregressive conditional heteroskedastic) model, this ...
M. Nor, T. A. Masron, T. Alabdullah
semanticscholar +1 more source
Hamdard Islamicus, 2021 The focus of the study is to explore the macroeconomic factors contributing towards exchange rate volatility in group of economies segregated on the basis of income.
AMJAD FAKHER, RANA EJAZ ALI KHAN
doaj +2 more sources
Modeling Exchange Rate Volatility in Türkiye: An Empirical Research
İktisat Politikası Araştırmaları Dergisi, 2023 Exchange rate volatility is a concept that corresponds to the fluctuations around the equilibrium value of the exchange rate and is the main source of exchange rate risk as it adversely affects many variables that can disrupt macroeconomic stability ...
Sinem Kutlu Horvath +1 more
doaj +1 more source
Soft Power and Exchange Rate Volatility [PDF]
IMF Working Papers, 2015 AbstractStandard models—based exclusively on macro‐financial variables—have made little progress in explaining the behaviour of exchange rates. In this paper, we introduce a neglected set of ‘soft power’ factors capturing a country's demographic, institutional, political, and social underpinnings to shed some light on the ‘missing’ determinants of ...
Cevik, S, Harris, RDF, Yilmaz, F
openaire +5 more sources
Exchange Rate Volatility and Export Trade in Nigeria: An Empirical Investigation [PDF]
, 2008 The paper seeks to quantitatively assess the impact of exchange rate volatility on non oil export flows in Nigeria. Theoretically, volatility-trade link is ambiguous, although a strand of studies reported inverse link between export flow and volatility ...
Aliyu, Shehu Usman Rano
core +1 more source