/Dollar return volatility. We highlight and analyze the pre-announcement, contemporaneous and postannouncement reactions. Using high …-frequency intraday data and within the framework of ARCH-type and realized volatility models, we show that volatility increases in the … volatility as expected by the theoretical literature on order flow. …

contradicted by practical cases. This analysis starts from well-known cases in this domain from around the world. Volatility of …This paper aims to establish particularities for the relationship between exchange rate volatility and the … exchange rate on international trade is debated on Romania’s example using econometric methods. The volatility of exchange rate …

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 …

exchange market volatility. Due to increases in market uncertainty, crisis periods exhibit abnormally high levels of volatility …. By studying short-term changes in volatility dynamics, it is possible to identify the start- and end-dates of crisis … the volatility of rand returns between January 1994 and March 2009. Dummy variables controlling for the detected shifts in …

Obtaining reliable estimates of the volatility of interest rates and exchange rates is a necessary condition to … for structural breaks in the volatility dynamics in order to assess monetary independence in the Czech Republic, Hungary … and Poland. Our results indicate that the explicit modelling of structural breaks in volatility estimates can lead to …

breaks. One is based on a single time series and the other is based on a panel of multiple series. For the estimation of the …

, estimation of the trade balance models is more superior that complementary China effects are better captured for Malaysia trading …

, during the recent float. Most previous studies used data from the developed world. This study examines the validity of the …