This paper investigates the effect of real exchange rate misalignment and volatility on Malaysian import flows during … Natural Real Exchange Rate (NATREX) equilibrium model, whereas the volatility of real exchange rate is generated from the … the level of Malaysian imports for period of the study. The empirical results also show that the exchange rate volatility …

the central bank of Nigeria and the implications for monetary policy, using the standard deviation measure of volatility … policy committee has operated since 2011 has boosted policy credibility due to the reduction in markets volatility …

up the annual beta’s change attributed to the volatility market effect, the stock volatility effect, the correlation …

The interaction of volatility between the financial markets and gold market is analyzed. The volatility of the price of … of the variables itself. Through these models we proved there is a relationship between the volatility of gold prices and …

volatility from one capital market to another. This study aims to understand the spillover effect between the US, the Japan … capital markets and Indian equity index (Sensex). We analyze whether the volatility spillover is contemporaneous (directly in … the very same day), or dynamic/lagged (with one day lag). A GARCH (1,1) model of modelling volatility has been undertaken …

This paper investigates the volatility and correlations of stock returns of some crisis-hit countries such as, US … following two issues: Firstly, to measure the extent of volatility of the stock indices under study and also the correlation of …

This paper investigates maize price volatility in Swaziland as offered by NMC, an organization with a mandate of … stabilizing prices in the country. Price volatility is analyzed using ARCH/GARCH modeling techniques. Results show that the … control persistence in volatility. Asymmetric analysis of the prices shows that prices have not reacted unequally to shock …

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. …