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. The findings confirm that a strategy that depreciates Vietnam’s currency appears to enhance manufacturing exports in the …
Persistent link: https://www.econbiz.de/10011961540
This paper analyzes the effects of real exchange rate volatility on the United States’ exports to BRICS. It focuses on …, India, China, and South Africa, and uses quarterly data for period from 1993Q1 to 2021Q2. The specified panel regression … model was first estimated using three estimation methods, namely, the Panel Least Squares, the Panel Fully Modified Least …
Persistent link: https://www.econbiz.de/10012821337
This paper investigates the impact of exchange rate volatility on exports in Vietnam using quarterly data from the … testing approach to the analysis of level relationships between effective exchange rate volatility and exports. Using the … demand function of exports, the paper also considers the effect of depreciation and foreign income on exports of Vietnam. The …
Persistent link: https://www.econbiz.de/10011961686
-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging … the US and China to the Asian stock markets during the US financial crisis and the Chinese stock market crash, and the … volatility was transmitted from the USA to the majority of the Asian stock markets during the Chinese stock market crash …
Persistent link: https://www.econbiz.de/10012388066
(USA and China) and four emerging Latin American stock markets over the global financial crisis of 2008 and the crash of …, the results indicate a unidirectional return transmission from China to the Brazil, Chile, Mexico, and Peru stock markets … stock markets. Furthermore, the volatility spillover is unidirectional from China to the Brazil stock market during the …
Persistent link: https://www.econbiz.de/10012309325
there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …
Persistent link: https://www.econbiz.de/10013397677
Persistent link: https://www.econbiz.de/10001213042
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Persistent link: https://www.econbiz.de/10011627292
The informed options trading hypothesis posits that option prices lead stock prices. In this paper, we extended the research on this hypothesis to open-market share repurchases. Empirical tests showed that the implied volatility spread was not significantly related to buy-and-hold abnormal stock...
Persistent link: https://www.econbiz.de/10012171287