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 …

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 studies the effect of instrumental and institutional stabilization of exchange rate volatility on the …

positive) correlation between exchange rate volatility and the level of investment …

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

This paper presents a method to test the volatility predictions of the textbook asset-pricing exchange rate model … builds on existing tests of excess volatility in asset prices, combining them with a procedure that extracts unobservable … 1984 and find broad evidence of excess exchange rate volatility with respect to the predictions of the canonical asset …

for primary commodities, the volatility of relative commodity prices rises when exchange rate uncertainty increases. If …This paper investigates the relationship between the nominal exchange rate regime and the volatility of relative … demand for manufactured goods is intertemporally dependent, even a small increase in exchange rate uncertainty can result in …

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

Estimation and simulation of sustainable real exchange rates in some of the new EU accession countries point to …