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 …

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 1⁄2 percent. This sensitivity rose …"" volatility in forex markets. Long-run forex volatility declined as Asian economies settled down with generally stronger …

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

the United States, Germany and Japan is not inconsistent with exchange rate volatility implied by consumption … for the period 1970–92. Simulation results indicate that the observed volatility of multilateral real exchange rates for …

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

evidence supporting the nonneutrality hypothesis of nominal exchange regime on RER volatility. Also, regime shifts play an …

This paper analyzes the effects of exchange rate volatility on bilateral trade flows. Through use of a gravity model … attention is reserved for problems of simultaneous causality. The negative correlation between trade and bilateral volatility …

This paper investigates possible drivers of volatility in the South African rand since the onset of the global … financial crisis. We assess the role played by local and international economic surprises, commodity price volatility, global … market risk perceptions, and local political uncertainty. As a measure of rand volatility, the study uses a market …