This paper investigates the impact of exchange rate volatility on exports in Vietnam using quarterly data from the … testing approach to the analysis of level relationships between effective exchange rate volatility and exports. Using the … results show that exchange rate volatility negatively affects the export volume in the long run, as expected. A depreciation …

conditional volatility association of gold, crude oil and yield (or IR) on the ER (the price of US$ in Indian rupee). The daily … theories of market connectivity. The results are as expected (from the previous literature) for conditional volatility, whereas … findings regarding volatility spillover effects (VSE) and are surprising. The findings of the study imply the separation of …

) procedure was employed to investigate the impact volatility in the exchange rate market has on foreign trade in both long- and … short-term with data between 1980 and 2020. To compute volatility, it relied on the GARCH (1, 1) model which predicted the … conditional variances as proxy for volatility. Our empirical results are distinguished into export model and import model, and …