Showing 1 - 10 of 695
This paper examines the impact of Dollar exchange rate volatility on firm productivity in Emerging Markets economies … volatility reduces firm productivity growth. Exploring channels, its finds that the results are driven by countries with low … impact on firm productivty. Further, exploiting firm level data, the paper shows that dollar exchange rate volatility …
Persistent link: https://www.econbiz.de/10015059411
This paper examines how exchange rate volatility and Korean banks' foreign exchange liquidity mismatches interacted …
Persistent link: https://www.econbiz.de/10009679020
Intro -- Contents -- I. INTRODUCTION -- II. DATA AND ESTIMATION METHODOLOGY -- III. CONCLUSION -- APPENDIX I: DATA …
Persistent link: https://www.econbiz.de/10012690966
Intro -- Contents -- I. INTRODUCTION -- II. METHODOLOGY AND DATA -- III. VOLATILITY DYNAMICS IN CENTRAL AND EASTERN …
Persistent link: https://www.econbiz.de/10012691001
During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian … increase in mature market equity volatility generated an exchange rate depreciation of up to ½ percent. This sensitivity rose …
Persistent link: https://www.econbiz.de/10012677655
Intro -- Contents -- I. INTRODUCTION -- II. THE MACROECONOMIC BALANCE APPROACH -- III. THE EXTENDED PPP APPROACH: SINGLE-COUNTRY ESTIMATES -- IV. THE EXTENDED PPP APPROACH: PANEL DATA ESTIMATES -- V. CONCLUDING REMARKS -- APPENDIX. METHODOLOGICAL DIFFICULTIES OF DEALING WITH SLOPE HETEROGENEITY...
Persistent link: https://www.econbiz.de/10012690973
-- IV. ANALYTICAL FRAMEWORK -- V. ESTIMATION RESULTS -- VI. DISCUSSION -- VII. CONCLUSION -- EXPERIENCES OF OTHER COUNTRIES …
Persistent link: https://www.econbiz.de/10012691183
The significant real exchange rate appreciation in Armenia and Georgia since 2003, coupled with persistent current account deficits, raises the question of whether real exchange rates have become overvalued. This paper seeks to identify possible exchange rate misalignment by applying the...
Persistent link: https://www.econbiz.de/10012677593
Persistent link: https://www.econbiz.de/10012690971
This paper examines the mechanisms through which output volatility is related to trade openness using an industry … appreciable impact on aggregate volatility. Added together they imply that the relationship between trade openness and …
Persistent link: https://www.econbiz.de/10012677612