dynamics of oil price volatility by examining interactions between oil market and exchange rate in selected MENA countries …) to examine the presence of volatility spillover between oil prices and exchange rates return series. The econometric … rates, and ii) there is significant evidence of volatility spillovers from oil markets to exchange rate markets in the …

cointegration analysis and error-correction models. Two measures of exchange rate volatility are used in this study. According to …This paper analyzes the effects of real exchange rate volatility on the United States’ exports to BRICS. It focuses on … the top 20 export products (defined by the 2-digit Harmonized System codes) from the United States to Brazil, Russia …