unequivocally clear picture of the trade impacts of changes in exchange rates. The impact of exchange rate volatility on trade also … their volatility on trade flows in China, the Euro area and the United States in two broadly defined sectors, agriculture on … the one hand and manufacturing and mining on the other. It finds that exchange volatility impacts trade flows only …

New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some … of the volatility with respect to the forecasted trendline, are provided. $\mathcal{Z}$-transform and differential …

This article examines the volatility dependence between the crude oil price and four US dollar exchange rates using … both fractional cointegration and copula techniques. The former exploits the long memory behavior of the volatility … to explore whether the volatility of the markets are linked in the short run. The cointegration results conclude in favor …

In this article, we examine the intradaily Euro-dollar exchange rate volatility persistence result from the …. It is found that, unlike the equity market, the best volatility predictions are derived from the EGARCH(1,1) process. …