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Exchange rates, foreign currency exposure and sovereign risk
Bernoth, Kerstin; Herwartz, Helmut - In: Journal of international money and finance 117 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013284855
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Exchange rates and sovereign risk
Della Corte, Pasquale; Sarno, Lucio; Schmeling, Maik; … - In: Management science : journal of the Institute for … 68 (2022) 8, pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
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Taxonomy of global risk, uncertainty, and volatility measures
Datta, Deepa Dhume; Londono, Juan M.; Sun, Bo; Beltran, … - 2017
calculated. Therefore, in this paper, we review the literature on global risk, uncertainty, and volatility measures drawing on …
Persistent link: https://www.econbiz.de/10011780277
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Langfristige Trends der Wechselkursvolatilität unter alternativen Währungsregimes
Frömmel, Michael - 2005
Persistent link: https://www.econbiz.de/10002977273
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The impact of exchange rate volatility on international trade flows
McKenzie, Michael D. - In: Journal of economic surveys 13 (1999) 1, pp. 71-106
Persistent link: https://www.econbiz.de/10001255597
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The Effects of Exchange Rate Volatility on International Trade Flows : Evidence from Panel Data Analysis and Fuzzy Approach
Nuroglu, Elif - 2013
The aim of this paper is to analyze the effects of exchange rate volatility on international trade flows by using two … in order to determine the effects of exchange rate volatility on bilateral trade flows of EU15 countries. The estimated … impact is clearly negative, which indicates that exchange rate volatility has a negative influence on bilateral trade flows …
Persistent link: https://www.econbiz.de/10013082345
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Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, Chia-Lin - 2010
for Taiwan, comprising a high proportion of world tourist arrivals to Taiwan, are Japan and USA, which are sources of … international tourist arrivals, daily data from 1 January 1990 to 31 December 2008 are used to model the world price and US$ - New … Taiwan $ and Yen - New Taiwan $ exchange rates, and tourist arrivals from the world, USA and Japan to Taiwan, as well as …
Persistent link: https://www.econbiz.de/10013147805
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Is gold a safe haven for the dynamic risk of foreign exchange?
Wang, Kuan Min; Thi, Thanh-binh Nguyen; Lee, Yuan-Ming - In: Future Business Journal 7 (2021), pp. 1-17
This paper uses the panel data of 15 countries from 2009 to 2020 to construct the time-varying parameter panel vector error correction model for testing the hypothesis of dynamic hedging characteristics of gold on exchange rate. As the existing literature has never considered that the foreign...
Persistent link: https://www.econbiz.de/10012668314
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Currency exposure, second-moment exchange rate exposure and asymmetric volatility of stock returns : the effects of financial crises on Taiwanese firms
Varga, René Ferenc Franck - In: Journal of applied finance & banking 3 (2013) 2, pp. 15-37
- and second-moment exchange rate exposure on individual firm value and the stock return volatility underlying exchange rate … equity financing cost. -- exchange rate exposure ; asymmetric currency exposure ; financial crises ; asymmetric volatility …
Persistent link: https://www.econbiz.de/10009743539
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Conditioning carry trades : less risk, more return
Mulder, Arjen; Tims, Ben - In: Journal of international money and finance 85 (2018), pp. 1-19
Persistent link: https://www.econbiz.de/10012000369