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Ponomarev, Jurij; Trunin, Pavel V.; Uljukaev, Aleksej V. - 2014

assessments on different sub-periods and exchange rate volatility effect on pass-through are also provided. …

Persistent link: https://www.econbiz.de/10011398366

Do flexible exchange rates facilitate external adjustment? : a dynamic approach with time-varying and asymmetric volatility

Habimana, Olivier - In: International economics and economic policy : IEEP 14 (2017) 4, pp. 625-642

Persistent link: https://www.econbiz.de/10011878117

Modeling the volatility of exchange rate and international trade in Ghana : empirical evidence from GARCH and EGARCH

Yussif, Abdul-Razak Bawa; Onifade, Stephen Taiwo; Ay, Ahmet - In: Journal of economic and administrative sciences 40 (2024) 2, pp. 308-324

Persistent link: https://www.econbiz.de/10014632182

Exchange rate shocks and trade : a multivariate GARCH-M approach

Grier, Kevin; Smallwood, Aaron D. - In: Journal of international money and finance 37 (2013), pp. 282-305

Persistent link: https://www.econbiz.de/10010209078

Central bank information shocks and exchange rates

Franz, Thorsten - 2020 - This version: February 2020

The dynamic effects of ECB announcements, disentangled into pure monetary policy and central bank information shocks, on the euro (EUR) exchange rate are examined using a Bayesian Proxy Vector Autoregressive (VAR) model fed with high-frequency data. Contractionary monetary policy shocks result...