PENGARUH KEBIJAKAN DIVIDEN, NILAI TUKAR, LEVERAGE, DAN FIRM SIZE TERHADAP VOLATILITAS HARGA SAHAM
Stock price volatility is movement decrease or increase of the stock price. The purpose of this research is to determine impact of dividend policy, exchange rate, leverage, and firm size to stock price volatility. This research was conducted on the stock
Komang Ria Selpiana, Ida Bagus Badjra
doaj +1 more source
Exchange Rate Volatility and Trade Flows [PDF]
After the collapse of Bretton-Woodssystem in 1973, many countries adopted the floating exchange rate regime. Thissituation led to fluctation and uncertainties in the exchange rates.
ALPER, A. E. (Ali)
core +1 more source
A cyclical model of exchange rate volatility [PDF]
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
openaire +4 more sources
Exchange-rate volatility and international trade performance: Evidence from 12 African countries
In this paper, we study a sample of twelve African countries to examine the impact of the real exchange-rate volatility on their trade flows. In order to distinguish the distinct impact of the real exchange-rate volatility on their exports and imports ...
Mohsen Bahmani‐Oskooee, Abera Gelan
semanticscholar +1 more source
From Single Atoms to Nanoparticles: Pathways Toward Efficient and Durable Pt/TiO2 Photocatalysts
Platinum single atoms on TiO2 nanosheets evolve into clusters and nanoparticles under ethanol photoreforming and thermal treatments. By controlling deposition and post‐treatments, particle size and location on specific facets are modulated. The study reveals how stability pathways determine efficiency, guiding the design of more durable photocatalysts.
Juan José Delgado +6 more
wiley +1 more source
Lithium Intercalation in the Anisotropic Van Der Waals Semiconductor CrSBr
We report the lithium intercalation in the layered van der Waals crystal CrSBr, revealing strongly anisotropic ion‐migration dynamics. Optical and electrical characterization of exfoliated CrSBr shows lithium diffusion coefficients that differ by more than an order of magnitude along a‐ and b‐directions, consistent with molecular dynamics simulations ...
Kseniia Mosina +13 more
wiley +1 more source
Volatility dynamics of stock returns, liquidity and exchange rates in ASEAN Countries [PDF]
In this study, we examined the volatility trend of stock return in eight ASEAN stock markets. These includes the Singapore Exchange (SGX), Bursa Malaysia Stock Exchange (YSX), the Stock Exchange of Thailand (SET), Indonesia stock exchange, the Vietnam ...
David Umoru +3 more
doaj +1 more source
Volatility Risk Premia and Exchange Rate Predictability [PDF]
© 2016. We discover a new currency strategy with highly desirable return and diversification properties, which uses the predictive ability of currency volatility risk premia for currency returns. The volatility risk premium-the difference between expected realized volatility and model-free implied volatility-reflects the costs of insuring against ...
Della Corte, P, Ramadorai, T, Sarno, L
openaire +6 more sources
Exchange Rate Volatility and Disaggregated Manufacturing Exports: Evidence from an Emerging Country
The link between export performance and exchange rate policy has been attracting attention from policymakers, academics, and practitioners for some time, particularly for emerging countries.
D. Vo, A. Vo, Zhaoyong Zhang
semanticscholar +1 more source
Will the Secular Decline in Exchange Rate and Inflation Volatility Survive COVID-19?
:Over the twenty-first century, and especially since 2014, global exchange rate volatility has been trending downward, notably among the core G3 currencies (dollar, euro, and the yen), and to some extent the G4 (including China). This stability continued
E. Ilzetzki +2 more
semanticscholar +1 more source

