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(with causal feedback), and that they affect the exchange rate volatility. Finally, with weekly data we highlight that the … euro/dollar volatility "Granger-cause" the rate of return on stocks. …
Persistent link: https://www.econbiz.de/10009643213
Several studies considered oil price as exchange rate determinants. The novelty of our paper is to test if the lagged oil price are statistically significant predictors of Moroccan and Tunisian exchange rate. We consider a stricter GARCH specifications (linear versus nonlinear, symmetric versus...
Persistent link: https://www.econbiz.de/10011108802
the effects of oil price, external reserves and interest rate on exchange rate volatility in Nigeria using annual data … exchange rate volatility in Nigeria; which implies that exchange rate is susceptible to changes in oil price. The study … rate volatility significantly in Nigeria. …
Persistent link: https://www.econbiz.de/10011109692
in the market. This paper evaluates the day of the week effect on the daily returns on US dollar and its volatility in …
Persistent link: https://www.econbiz.de/10011111910
of exchange returns on changes in exports depends on time varying between low and high volatility in real terms (i …
Persistent link: https://www.econbiz.de/10011112517
What should be the appropriate macroeconomic policy to minimize the volatility of output in a resource-based economy, i … sources of volatility of output in Russia as compared to other countries and concludes that in 1994-2004 volatility of Russian … countries that export resources with highly volatile prices, like Russia, volatility of economic growth is associated with …
Persistent link: https://www.econbiz.de/10008804697
This paper aims to establish particularities for the relationship between exchange rate volatility and the … contradicted by practical cases. This analysis starts from well-known cases in this domain from around the world. Volatility of … exchange rate on international trade is debated on Romania’s example using econometric methods. The volatility of exchange rate …
Persistent link: https://www.econbiz.de/10008833274
Connection between interest rate and foreign exchange is important because of the economic volatility of the two … aims to establish a series of characteristics regarding the impact of interest rate in exchange rate volatility. This kind …
Persistent link: https://www.econbiz.de/10008833281
This paper reviews a part of the most important literature on the impact of exchange rate volatility over exports. The … second part reviews the effects of exchange rate volatility over exports volume in different circumstances. Currency …
Persistent link: https://www.econbiz.de/10008833289
volatility impact. Then, we apply it on three Tunisian exchange rate series between 1994 and 2006. As Beine, Laurent and Lecourt …
Persistent link: https://www.econbiz.de/10008836445