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Modeling nonlinear Granger causality between the oil price and US dollar : a wavelet based approach
Benhmad, François - In: Economic modelling 29 (2012) 4, pp. 1505-1514
Persistent link: https://www.econbiz.de/10009667309
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Real shock or nominal shock? : exchange rate movements in Cambodia and Lao PDR
Ok, Seiha; Kakinaka, Makoto; Miyamoto, Hiroaki - In: The Singapore economic review : journal of the Economic … 55 (2010) 4, pp. 685-703
Persistent link: https://www.econbiz.de/10009237734
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Towards resolving the exchange rate volatility puzzle
Gaab, Werner; Kempa, Bernd - In: Integration, Währung und Wachstum - Dimensionen …, (pp. 229-242). 2002
Persistent link: https://www.econbiz.de/10001709170
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FEERs : a sensitivity analysis
Driver, Rebecca L.; Wren-Lewis, Simon - In: Equilibrium exchange rates, (pp. 135-162). 1999
Persistent link: https://www.econbiz.de/10001409297
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Foreign exchange rate fluctuations and macroeconomic management : the case of Taiwan
Dawn, Ray B.; Gang, Shyy - In: Exchange rate policies in emerging Asian countries …, (pp. 109-142). 1999
Persistent link: https://www.econbiz.de/10001450069
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Exchange Rates and Oil Prices : A Multivariate Stochastic Volatility Analysis
Vo, Minh - 2011
volatility (MSV) and the multivariate conditional correlation GARCH (CC-MGARCH) framework to investigate the volatility … major findings. First, the volatility in each market is very persistent. It varies over time in a predictable manner …, conditioned on the past information. Second, the volatility in the oil market Granger-causes the volatility in the FX markets but …
Persistent link: https://www.econbiz.de/10013131145
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Determination of Equilibrium Exchange Rate Rupiah Against US Dollar and its Volatility : Application of Asset Approach
Mandeij, Dennij - 2021
The prevailing exchange rate and its volatility has been always an important issue in an open economy and freely … volatility become a crucial variable that must be taken into account by all economic actors. This paper aims to describe the … influence its volatility. The analysis method used is the applied method based on the theory of Uncovered Interest Parity (UIP …
Persistent link: https://www.econbiz.de/10013237642
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Oil price fluctuations and energy commodity prices : an analysis of asymmetric effects
Thai-Ha Le; Youngho, Chang; Park, Donghyun - In: The Singapore economic review 67 (2022) 6, pp. 1811-1833
Persistent link: https://www.econbiz.de/10014240133
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Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999 - 2000
Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001
Persistent link: https://www.econbiz.de/10001584428
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Predictable Movements in Yen/DM Exchange Rates
Kongsamut, Qingying - 2000
This paper examines the relevance of PPP, the adjustment channel of real exchange rate and the predictability of the movement in nominal exchange rate by studying the behavior of yen/DM exchange rate, using cointegration method. Results support PPP and find that the real exchange rate is...
Persistent link: https://www.econbiz.de/10014399967