Results 41 to 50 of about 11,035 (257)
Modeling moneyness volatility in measuring exchange rate volatility [PDF]
2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr), 2011 PurposeThe purpose of this paper is to introduce a model to measure foreign exchange (FX) rate volatility accurately. The FX rate volatility forecasting is a crucial endeavour in financial markets and has gained the attention of researchers and practitioners over the last several decades. The implied volatility (IV) measure is widely believed to be the
Ariful Hoque, Chandra Krishnamurti
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Impact of Oil Price Shocks and Exchange Rate Volatility on Stock Market Behavior in Nigeria
Binus Business Review, 2016 The impact of exchange rate and oil prices fluctuation on the stock market has been a subject of hot debate among researchers. This study examined the impact of both the exchange rate volatility and oil price volatility on stock market volatility in ...
Adedoyin I. Lawal +2 more
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Trade openness and real effective exchange rate volatility: The case of Vietnam [PDF]
Banks and Bank Systems, 2022 2004–2020. The study was conducted in the context that Vietnam’s trade openness is increasing, causing significant challenges in macro management, including exchange rate management.
Nguyen Thi Kim Lien +2 more
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An Empirical Investigation into Exchange Rate Regime Choice And Exchange Rate Volatility [PDF]
SSRN Electronic Journal, 2000 We test a simple model of exchange rate regime choice with data for 65 non-OECD countries covering the period 1980-94.We find that the variance of output at home and in potential target c ountries as well as the correlation between home and foreign real activity are powerful and robust predictors of exchange rate regime choice.
Helge Berger +2 more
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Exchange rate sensitivity influencing the economy: The case of Sri Lanka.
PLoS ONE, 2022 This particular study investigated the possibility of modelling the exchange rate volatility of the USD/LKR currency pair and analysed whether macroeconomic factors influence the exchange rate.
Presant Thevakumar, Ruwan Jayathilaka
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Exchange Rate Volatility and Investment: A Panel Data Cointegration Approach [PDF]
Expert Journal of Economics, 2015 This paper examines the link between real exchange rate volatility and domestic investment by using panel data cointegration techniques. We study the empirical connection between real effective exchange rate volatility and investment for 51 developing ...
Ibrahima Amadou DIALLO
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The effects of the volatilities in global determinants on the Istanbul stock exchange [PDF]
PanoeconomicusThis study investigates the impact of the VIX, volatility in the oil price, gold price, exchange rate, interest rate, and traded value on volatility in the Istanbul stock exchange.
Köse Nezir, Ünal Emre
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Exchange rate volatility and Nigeria crude oil export market
Scientific African, 2020 This paper examined the effect of exchange rate volatility on Nigerian crude oil export to its trading partners (UK, USA, Italy, France, Spain, Canada and Brazil) using monthly data from the first month in 2006 (M01) to the last month in 2019 (M12).
Lateef Adewale Yunusa
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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
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Scientific Annals of Economics and Business, 2017 This paper examines the volatility of the Bangladesh stock market returns in response to the volatility of the macroeconomic variables employing monthly data of general index of Dhaka Stock Exchange (DSE) and four macroeconomic variables (Call Money Rate,
Hasan Md. Abu, Zaman Anita
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