The yen is an important barometer for the Japanese economy. Depreciations are typically associated with favorable … underlying drivers of rapid yen appreciations, highlighting the key role of carry-trade and the zero lower bound as important …

volatility in determining a firm's debt currency composition, among other channels. Furthermore, the effect of exchange rate … volatility becomes statistically insignificant beyond an estimated threshold credit-to-GDP ratio of 100 percent …

interactions to examine the nominal effective exchange rates of the German mark, Japanese yen, and U.S. dollar for the recent …

movement in nominal exchange rate by studying the behavior of yen/DM exchange rate, using cointegration method. Results support … auto-regressive property. These findings imply that movements in the nominal yen/DM exchange rate is actually predictable …

standard estimation technique of exchange rate pass-through to inflation is extended to incorporate exchange rate volatility …Does the South African rand's relatively large volatility affect inflation? To shed some light on this question, a …. Estimated results suggest that higher exchange rate volatility tends to increase core inflation but to a relatively limited …

This paper investigates the consequences of exchange rate volatility on the variability of export prices and quantities …