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Determinants of Real Exchange Rate Movements in 15 Emerging Market Economies
Goda, Thomas - 2019
although “commodity” and “industrial” EME are heterogeneous, REER volatility tends to be higher among the former. Yet, REER … volatility between emerging and advanced countries does not differ very much, apart from a few countries. EME that had more …
Persistent link: https://www.econbiz.de/10012861949
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Determinants of real exchange rate movements in 15 emerging market economies
Goda, Thomas; Priewe, Jan - In: Brazilian journal of political economy 40 (2020) 2, pp. 214-237
Persistent link: https://www.econbiz.de/10012386806
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Relationships between exchange rate regime, real exchange rate volatility and currency structure of government bonds in emerging markets
Dudzich, Viktar - In: Národohospodářský obzor : časopis věnovaný … 20 (2020) 1, pp. 3-22
exchange rate regime type (both de jure and de facto) and real exchange rate volatility serving as explanatory variables. The … findings reveal that fixed exchange rate regime and high real exchange rate volatility is promoting the foreign currency …
Persistent link: https://www.econbiz.de/10012242309
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External stability, real exchange rate adjustment and the exchange rate regime in emerging-market economies
Gervais, Olivier; Schembri, Lawrence; Suchanek, Lena - 2011
In emerging-market economies, real exchange rate adjustment is critical for maintaining a sustainable current account position and thereby for helping to reduce macroeconomic and financial instability. The authors examine empirically two related hypotheses: (i) that real exchange rate...
Persistent link: https://www.econbiz.de/10009154820
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Commodity price fluctuations and unemployment in a dependent economy
Sengupta, Jonaki; Nag, Ranjanendra Narayan; Goswami, Bhaskar - In: Contemporary economics 11 (2017) 3, pp. 315-326
The interconnected issues of commodity price fluctuation, unemployment and balance of trade developments are of critical importance in times of globalization. The present paper addresses these issues in terms of a monetary dependent economy macro model that applies to a large class of emerging...
Persistent link: https://www.econbiz.de/10011760559
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Currency Regimes, Volatility Risks, and Carry Trades : The Option Value of Government Currency Intervention in Emerging Markets
Guo, Wenliang - 2019
volatility risk. During periods of high volatility innovations, the average carry trade returns on emerging markets are higher …
Persistent link: https://www.econbiz.de/10012898580
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Does central bank transparency deter the exchange rate volatility? : new evidence from Asian emerging markets
Shamsi, Muhammad Aftab; Mehmood, Ahsan - In: Journal of central banking theory and practice 12 (2023) 2, pp. 133-163
Exchange rate volatility has emerged as a significant chal-lenge for Asian emerging markets since the adoption of the … liberalization process. This study examines the influence of central banktransparency on exchange rate volatility using a sample of … has a stabilizing effect onexchange rate volatility, and this effect remains even after controlling for various internal …
Persistent link: https://www.econbiz.de/10014316656
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Collateral Damage : Dollar Strength and Emerging Markets’ Growth
Druck, Pablo - 2015
We document that, historically, although stronger growth in the U.S. increases growth in emerging markets, U.S. dollar appreciation (depreciation) cycles - which are highly persistent - mitigate (amplify) the impact on real GDP growth in emerging markets. We argue that the main transmission...
Persistent link: https://www.econbiz.de/10013015605
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Sources of real exchange rate volatility and international financial integration : a dynamic GMM panel approach
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2011
The aim of this paper is to provide some new empirical evidence on the determinants of volatility of real exchange … and monetary) can account for volatility of real exchange rates in emerging economies, with international financial … emerging countries. -- emerging economies ; real exchange rate ; volatility ; financial integration ; GMM method ; dynamic …
Persistent link: https://www.econbiz.de/10009378390
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Periodic business and exchange rate cycles : evidence from 7 emerging markets
Köhler, Karsten; Stockhammer, Engelbert - 2020
The paper investigates exchange rate cycles and their relationship to the business cycle in 7 major emerging market economies. We document the presence of periodic cycles in nominal US-dollar exchange rates and show that these are closely aligned with cycle frequencies in real output. Joint...
Persistent link: https://www.econbiz.de/10012660709