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Some Further Evidence on Exchange-Rate Volatility and Exports
Hondroyiannis, G.; Swamy, P.A.V.B; Tavlas, G. S.; Ulan, … - 2022
, including a generalized method of moments (GMM) and random coefficient (RC) estimation, are employed on panel data covering the … estimation period 1977:1-2003:4 using three measures of volatility. In contrast to recent studies employing panel data, we do not … find a single instance in which volatility has a negative and significant impact on trade …
Persistent link: https://www.econbiz.de/10014080676
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International investment positions and exchange rate dynamics
Binder, Michael; Offermanns, Christian J. - 2014
dynamic panel data models. In particular, in our model the long-run relationship between effective exchange rates and domestic …
Persistent link: https://www.econbiz.de/10010414236
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What is the investment loss due to uncertainty?
Panagiōtidēs, Theodōros; Printzis, Panagiotis - Leibniz-Institut für Ost- und Südosteuropaforschung - 2019
We investigate the effect of uncertainty on investment. We employ a unique dataset of 25000 Greek firms' balance sheets for 14 years covering the period before and after the eurozone crisis. A dynamic factor model is employed to proxy uncertainty. The investment performance of 14 sectors is...
Persistent link: https://www.econbiz.de/10012060122
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Uncertainty and Exchange Rate Volatility : The Case of Mexico
Bush, G. - 2019
Davis global economic policy uncertainty index (EPU). A trade uncertainty index based on Google trends is incorporated in … the model to analyze if uncertainty regarding NAFTA and Mexico's trade liberalization policies has had an impact on the …
Persistent link: https://www.econbiz.de/10012897453
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Wave Function Method to Forecast Foreign Currencies Exchange Rates at Ultra High Frequency Electronic Trading in Foreign Currencies Exchange Markets
Ledenyov, Dimitri - 2015
The accurate forecast of the foreign currencies exchange rates at the ultra high frequency electronic trading in the foreign currencies exchange markets is a main topic of our research: 1) the present state of the foreign currencies exchange markets in Asia, Europe and North America; 2) the...
Persistent link: https://www.econbiz.de/10013013057
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Currency substitution and exchange rate volatility in Nigeria : an autoregressive distributed lag approach
Ajibola, Isaiah O.; Udoette, Sylvanus U.; Muhammad, Rabia A. - In: CBN journal of applied statistics 11 (2020) 2, pp. 1-28
This study investigates the relationship between exchange rate volatility and cur-rency substitution in Nigeria, using Autoregressive Distributed Lag (ARDL) model.After accounting for the presence of structural breaks, evidence from the findingsshows that domestic interest rate and expected...
Persistent link: https://www.econbiz.de/10012513264
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Fickle Emerging Market Flows, Stable Euros, and the Dollar Risk Factor
Adriaan Boermans, Martijn; Burger, John D. - 2021
Policymakers fear the potentially destabilizing impact of fickle global investors on emerging markets. Euro area investors are significant participants in emerging bond markets and exhibit volatile flows, but their fickleness does not result in indiscriminate periods of surge and flight....
Persistent link: https://www.econbiz.de/10013240814
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Factors Explaining Exchange Rate Volatility in Nigeria : Theory and Empirical Evidence
Aigheyisi, Oziengbe - 2021
The study empirically investigated the factors explaining the volatility of the bilateral exchange rate of the naira to the U.S. dollar, using data for 1970-2013 period. The EGARCH (1,1) modeling technique was used. The empirical evidence indicated that volatility of the naira exchange rate was...
Persistent link: https://www.econbiz.de/10013228105
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International investment positions and exchange rate dynamics: a dynamic panel analysis
Binder, Michael; Offermanns, Christian J. - 2007
heterogeneous dynamic panel data models. In particular, in our model the long-run relationship between effective exchange rates and …
Persistent link: https://www.econbiz.de/10010295860
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International investment positions and exchange rate dynamics: A dynamic panel analysis
Binder, Michael; Offermanns, Christian J. - 2007
heterogeneous dynamic panel data models. In particular, in our model the long-run relationship between effective exchange rates and …
Persistent link: https://www.econbiz.de/10010298372