Narrow search
Showing 1 - 10 of 74
Cover Image
To what extent do exchange rates and their volatility affect trade ?
Huchet-Bourdon, Maryline; Korinek, J. - HAL - 2011
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 …
Persistent link: https://www.econbiz.de/10010899210
Cover Image
A multi-horizon scale for volatility
Subbotin, Alexander - HAL - 2008
We decompose volatility of a stock market index both in time and scale using wavelet filters and design a probabilistic …
Persistent link: https://www.econbiz.de/10010750636
Cover Image
Convergent trends in aggregate and firm volatility
Pollack, Joseph Richard - HAL - 2013
This article unearths the determinants of the volatility of aggregate and firm-level production proxied by output and … volatility. Similarly to their conclusions, I establish that firm volatility is not driven by a compositional bias in my sample …-level and aggregate level volatility due in part to the 2007 financial crisis. …
Persistent link: https://www.econbiz.de/10010820876
Cover Image
Euro-Crisis and Spillover Effects on the Emerging Economies
Tabarraei, Hamidreza - HAL - 2014
I present some evidence showing that the advanced economies' banks were contributing in spreading the Euro-crisis to the emerging economies. For this purpose, I test the common lender channel among other channels of contagion, by using international banking flows data. Based on a constructed...
Persistent link: https://www.econbiz.de/10010751024
Cover Image
Domestic Debt Structures in Emerging Markets : New Empirical Evidence
Mehl, Arnaud; Reynaud, Julien - HAL - 2008
This paper explains why public domestic debt composition in emerging economies can be risky, namely in foreign currency, with a short maturity or indexed. It analyses empirically the determinants of these risk sources separately, developing a new large dataset compiled from national sources for...
Persistent link: https://www.econbiz.de/10010738563
Cover Image
El marco de la Cooperación Económica entre Brasil y África Subsahariana: Angola, Mozambique y Sudáfrica
Menes, Danthe Damián Valderrama - HAL - 2012
The study of the southern economies, among which emerging countries such as Brazil and several of Africa stand out, has acquired increasing international importance. In this article south-south cooperation between the South American giant and Sub-Saharan Africa is analyzed, focusing on the...
Persistent link: https://www.econbiz.de/10010820522
Cover Image
STRATEGIES FOR AND IMPLICATIONS OF THE IFRS FOR SMES IMPLEMENTATION IN EMERGING ECONOMIES
Albu, Nadia; Albu, Catalin Nicolae - HAL - 2012
L'IASB a émis en 2009 l'IFRS pour les PME pour accroître la comparabilité des informations financières publiées par celles-ci. L'objectif de cet article est d'analyser les potentiels scenarios d'implémentation de l'IFRS pour les PMEs et leurs implications dans les économies émergentes,...
Persistent link: https://www.econbiz.de/10010820805
Cover Image
China's new energy vehicles: value and innovation
Kimble, Chris; Wang, Hua - HAL - 2013
Purpose The overarching theme is the importance of innovations that are created within the emerging economies. More specifically, the article looks at the development of various alternatives to vehicles powered by the internal combustion engine, new energy vehicles (NEVs) within China....
Persistent link: https://www.econbiz.de/10010898538
Cover Image
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates
Truchis, Gilles De; Keddad, Benjamin - HAL - 2014
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 …
Persistent link: https://www.econbiz.de/10010933834
Cover Image
Inflation Targeting, Exchange Rate and Financial Globalization
Tahir, Muhammad Naveed - HAL - 2011
In this paper we investigate the impact of financial globalization on the behaviour of inflation targeting emerging market economies with respect to exchange rate - do central banks respond to exchange rate movements or not. We use quarterly data for six emerging market inflation targeting...
Persistent link: https://www.econbiz.de/10009372685