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Incomes, exchange rates and the US trade deficit, once again
Chinn, Menzie David - In: International finance 7 (2004) 3, pp. 451-469
Persistent link: https://www.econbiz.de/10002570097
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The effect of real exchange rate volatility on income distribution in South Africa
Aye, Goodness C.; Harris, Laurence - 2019
This study investigates the effect of real exchange rate volatility on the distribution of income between labour and … exchange rate volatility is negative. Moreover, high exchange rate volatility impacts negatively on labour's income share …, while low exchange rate volatility impacts positively on labour income. As the magnitude of the effect of high exchange rate …
Persistent link: https://www.econbiz.de/10011997494
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Testing for long memory in volatility in the Indian Forex market
Kumar, Anoop S. - In: Economic annals 59 (2014) 203, pp. 75-90
Persistent link: https://www.econbiz.de/10010510863
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Volatility transmission between stock market and foreign exchange returns : evidence from Botswana, Kenya and South Africa
Braha, Emmanuel Anoruo Habtu - In: African journal of business and economic research : AJBER 6 (2011) 2/3, pp. 73-91
Persistent link: https://www.econbiz.de/10009707921
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Growth and exchange rate volatility : a panel data analysis
Vieira, F. V.; Holland, M.; Gomes da Silva, Cleomar; … - In: Applied economics 45 (2013) 25/27, pp. 3733-3741
Persistent link: https://www.econbiz.de/10010345868
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Exchange rate uncertainty and FDI inflows : the case of Turkey
Polat, Burçak; Payaslıoğlu, Cem - In: Asia-Pacific journal of accounting & economics : APJAE 23 (2016) 1, pp. 112-129
Persistent link: https://www.econbiz.de/10011437715
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Empirical model for forecasting exchange rate dynamics : the GO-GARCH approach
Isenah, Godknows M.; Olubusoye, Olusanya E. - In: CBN journal of applied statistics 7 (2016) 1, pp. 179-208
The study aimed at determining a set of superior generalized orthogonal-GARCH (GO-GARCH) models for forecasting time-varying conditional correlations and variances of five foreign exchange rates vis-à-vis the Nigerian Naira. Daily data covering the period 02/01/2009 to 19/03/2015 was used, and...
Persistent link: https://www.econbiz.de/10011534717
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Exchange rate influences on stock market returns and volatility dynamics : empirical evidence from the Australian stock market
Karunanayake, Indika - In: Review of applied economics 10 (2014) 1/2, pp. 83-97
Persistent link: https://www.econbiz.de/10010506487
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The impact of exchange rate volatility on trade : a panel study on Pakistan's trading partners
Khan, Abdul Jalil; Azim, Parvez; Syed, Shabib Haider - In: The Lahore journal of economics 19 (2014) 1, pp. 31-66
Persistent link: https://www.econbiz.de/10010391826
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Exchange rate volatility in Nigeria : consistency, persistency & severity analyses
Adeoye, Babatunde W.; Atanda, Akinwande A. - In: CBN journal of applied statistics 2 (2011) 2, pp. 29-49
examines the consistency, persistency, and severity (degree) of volatility in exchange rate of Nigerian currency (naira) vis … were used to examine the degree or severity of volatility based on the first difference, standard deviation and coefficient … of deviation estimated volatility series for the nominal and real exchange rate of naira vis-a-vis the U.S dollar. The …
Persistent link: https://www.econbiz.de/10011477452