This paper assesses the link between exchange volatility and exports in Egypt by combining wavelet analysis with an optimal GARCH model chosen among various extensions. The observed outcomes reveal that this relationship is complex and depends then widely to frequency-to-frequency variation and...

The nexus between inflation and its uncertainty has been a topic of wide dispute. Using wavelet decomposition and with special reference to Egypt for the period 1960-2013, we find that the focal relationship varies substantially among the different frequencies involved. In the short-run,...

To effectively assess the link between exchange rate uncertainty and exports performance in Egypt, this article relies on an optimal GARCH model among decomposed series on a scale-by-scale basis via wavelet approach. The observed outcomes reveal that the focal connection depends substantially on...