relatively higher volatility of nominal exchange rate than previous regime. Economic theories on volatility suggests that trade … of volatility on the RMG exports of Bangladesh. The result shows that RMG exports is negatively affected due to the … exchange rate volatility and the estimated figure shows that on Bangladesh's average RMG exports has been lessened to the USA …

cointegrated, and the Marshall-Lerner condition still holds in the case of United States. Real exchange rate volatility generated …

This paper proposes an explanation of the shifts in the volatility of exchange rate returns that relies on standard … may lead agents to focus excessively on a subset of fundamental variables. As a result, exchange rate volatility is mainly … determined by the dynamics of this subset of fundamentals. As agents switch between models the nominal exchange rate volatility …

exchange rate volatility. Eventually, the model offers a solution to the exchange rate disconnection puzzle. …

This paper examines co-movements and volatility spillovers in the returns of the euro, the British pound, the Swiss … significant co-movements and volatility spillovers across the four exchange returns, but their extend is, on average, lower in the … latter period. Return co-movements and volatility spillovers show large variability though, and are positively associated …

. -- High frequency data ; long memory ; volatility persistence ; structural breaks …

focuses on the effects of a currency union on exchange rate volatility following similar approach by Scrimgeour (2002 …: Australia, New Zealand, USA and Japan. The main findings showed that both short-term and cyclical exchange rate volatility are … currency baskets. Choosing a single common anchor currency based solely on exchange rate volatility may not be conclusive …