Showing 1 - 10 of 324
, many types of instruments can be used:futures market,spot market, and forward market.However, the degree of volatility …
Persistent link: https://www.econbiz.de/10005619306
The flexible price monetary model assumes that both the purchasing power parity (PPP) and uncovered interest parity (UIP) hold continuously. In addition, the model posits that money market equilibrium exists, which helps to determine the exchange rate. This paper explores exchange rate...
Persistent link: https://www.econbiz.de/10005620179
This is an empirically study to investigate the exchange rate volatility and it impacts on bilateral exports growth …, ASEAN, and Asia-Pacific regions. To establish the empirical relationship between exchange rate volatility and impact on … investigation, the result shows that the exchange rate volatility has a negative and major effect both in short run and long run …
Persistent link: https://www.econbiz.de/10008567669
What should be the appropriate macroeconomic policy to minimize the volatility of output in a resource-based economy, i … sources of volatility of output in Russia as compared to other countries and concludes that in 1994-2004 volatility of Russian … countries that export resources with highly volatile prices, like Russia, volatility of economic growth is associated with …
Persistent link: https://www.econbiz.de/10008804697
This paper aims to establish particularities for the relationship between exchange rate volatility and the … contradicted by practical cases. This analysis starts from well-known cases in this domain from around the world. Volatility of … exchange rate on international trade is debated on Romania’s example using econometric methods. The volatility of exchange rate …
Persistent link: https://www.econbiz.de/10008833274
Connection between interest rate and foreign exchange is important because of the economic volatility of the two … aims to establish a series of characteristics regarding the impact of interest rate in exchange rate volatility. This kind …
Persistent link: https://www.econbiz.de/10008833281
This paper reviews a part of the most important literature on the impact of exchange rate volatility over exports. The … second part reviews the effects of exchange rate volatility over exports volume in different circumstances. Currency …
Persistent link: https://www.econbiz.de/10008833289
volatility impact. Then, we apply it on three Tunisian exchange rate series between 1994 and 2006. As Beine, Laurent and Lecourt …
Persistent link: https://www.econbiz.de/10008836445
Several studies considered oil price as exchange rate determinants. The novelty of our paper is to test if the lagged oil price are statistically significant predictors of Moroccan and Tunisian exchange rate. We consider a stricter GARCH specifications (linear versus nonlinear, symmetric versus...
Persistent link: https://www.econbiz.de/10011108802
the effects of oil price, external reserves and interest rate on exchange rate volatility in Nigeria using annual data … exchange rate volatility in Nigeria; which implies that exchange rate is susceptible to changes in oil price. The study … rate volatility significantly in Nigeria. …
Persistent link: https://www.econbiz.de/10011109692