Results 31 to 40 of about 11,035 (257)
A cyclical model of exchange rate volatility [PDF]
Journal of Banking & Finance, 2010 In this paper, we investigate the long run dynamics of the intraday range of the GBP/USD, JPY/USD and CHF/USD exchange rates. We use a non-parametric filter to extract the low frequency component of the intraday range, and model the cyclical deviation of the range from the long run trend as a stationary autoregressive process. We find that the long run
Harris, Richard D. F. +2 more
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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
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Revista de Análisis Económico y Financiero, 2021 Policymakers need accurate forecasts about the future values of exchange rates. This is due to the fact that exchange rate volatility is a useful measure of uncertainty about a country's economic environment.
Victor Chung Alva
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Welfare and excess volatility of exchange rates [PDF]
Economic Theory, 2011 We study the properties of a GEI model with nominal assets, outside money (injected into the economy as in Magill and Quinzii), and multiple currencies. We analyze the existence of monetary equilibria and the structure of the equilibrium set under two different assumptions on the determination of the exchange rates.
Salto M., PIETRA, TITO
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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
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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
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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
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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
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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
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Exchange Rate Volatility and Output Volatility: A Theoretical Approach* [PDF]
Review of International Economics, 2009 AbstractThis paper makes an attempt to determine the factors influencing exchange rate and exchange rate uncertainty, as well as output and output variability. In the context of a small open economy under flexible exchange rates regime it is found that the level both of exchange rate and output is affected by monetary and inflationary shocks, as well ...
Grydaki, Maria, Fountas, Stilianos
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