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Implications of exchange rate volatility on international trade (The case of Romania)
Ghiba, Nicolae - Volkswirtschaftliche Fakultät, … - 2010
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
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Modèls Garch à la mémoire longue: application aux taux de change tunisiens
Lahiani, Amine; Yousfi, Ouidad - Volkswirtschaftliche Fakultät, … - 2007
volatility impact. Then, we apply it on three Tunisian exchange rate series between 1994 and 2006. As Beine, Laurent and Lecourt …-t based maximum likelihood estimation. This estimation improves the goodness of �t properties of this model and may lead to di …
Persistent link: https://www.econbiz.de/10008836445
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The determinants of australian exchange rate: a time series analysis
Atif, Syed Muhammad; Sauytbekova, Moldir; Macdonald, James - Volkswirtschaftliche Fakultät, … - 2012
The paper analyzes Australian exchange rate and its determinants by providing an insight into the economic and non-economic factors. By drawing a comparison between quarterly and annual data over the period of 1975 to 2012, it is suggested that Australia’s trade components and macroeconomic...
Persistent link: https://www.econbiz.de/10011260142
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Exchange rate variation and fiscal balance in Nigeria: a time series analysis
Sangosanya, Awoyemi O.; Atanda, Akinwande A. - Volkswirtschaftliche Fakultät, … - 2012
Exchange rate remains one of the principal determinants of a nation’s external balance and fiscal status of most emerging economies. How better its fluctuation is managed has a long way to go with the performance of major macroeconomic variables in a country. It is behind this backdrop that...
Persistent link: https://www.econbiz.de/10011260824
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Economic Shocks and Exchange Rate as a Shock Absorber in Indonesia and Thailand
Goo, Siwei; Siregar, Reza Y. Siregar - Volkswirtschaftliche Fakultät, … - 2009
This study investigates the requirement for the exchange rate to be a shock absorber in Indonesia and Thailand from 1986 to 2007. In general, we find that the economic shocks have predominantly been asymmetric relative to the US and the Japanese economies. Yet, the weights attached to the US...
Persistent link: https://www.econbiz.de/10005019447
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Conflict of Exchange Rates
Das, Rituparna; Daga, U R - Volkswirtschaftliche Fakultät, … - 2004
Conflict between economic interests of two or more countries can take place in the inflation prone floating exchange regime and thus affect monetary policies of each other. This paper tries to examine whether the exchange rates of the currencies of the industrial countries are affecting...
Persistent link: https://www.econbiz.de/10008506112
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Monetary exchange rate model as a long-run phenomenon: evidence from Nigeria
Adawo, Monday A.; Effiong, Ekpeno L. - Volkswirtschaftliche Fakultät, … - 2013
How well does the monetary exchange rate model explain exchange rate behaviour in Nigeria? Using the Johansen -Juselius (1990) and Johansen (1991) cointegration technique, this paper examines the long-run validity of the monetary exchange rate model in Nigeria for the flexible exchange rate...
Persistent link: https://www.econbiz.de/10011108296
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Determinants of Foreign Institutional Investment in India: An Empirical Analysis
P., Srinivasan; M., Kalaivani - Volkswirtschaftliche Fakultät, … - 2013
The purpose of the study is to explore the determinants of foreign institutional investments in India through the Autoregressive Distributed Lag (ARDL) bounds testing approach. Using quarterly time series data, the empirical analysis was carried out for the period from January 2004 to December...
Persistent link: https://www.econbiz.de/10011113277
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The Exchange Rate and Interest Rate Differential Relationship: Evidence from Two Financial Crises
Li, Kui-Wai; Wong, Douglas K T - Volkswirtschaftliche Fakultät, … - 2011
This paper examines the contemporaneous and inter-temporal interaction between real exchange rate and real interest rate differential in the two financial crises of 1997 and 2008 by using data from thirteen countries from different world regions. The empirical result shows that negative...
Persistent link: https://www.econbiz.de/10009370852
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Asymmetric information content of the YTL/US$ exchange rate return: new evidence from the post-crisis data using arma-egarch-m modeling
Levent, Korap - Volkswirtschaftliche Fakultät, … - 2008
In this paper, the volatility content of the YTL/US$ exchange rate return has been examined for the post-2001 crisis … period till the early periods of 2008. Using exponential GARCH (EGARCH) methodology, estimation results indicate that … volatility shocks on exchange rate return seem to be persistent so that the forecasts of the conditional variance converge to the …
Persistent link: https://www.econbiz.de/10008497666