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Nonlinear relationship between exchange rate volatility and economic growth
Phiri, Andrew - 2018
In this paper, we challenge the traditional assumption of a linear relationship between exchange rate volatility and … economic growth in South Africa. By using data collected from 1970 to 2016 applied to a smooth transition regression (STR … volatility positively and significantly influences economic growth when growth in government spending is below 6 percent. Above …
Persistent link: https://www.econbiz.de/10011870188
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IMF support and inter-regime exchange rate volatility
Arnold, Ivo J. M.; MacDonald, Ronald; Vries, Casper G. de - In: Open economies review 23 (2012) 1, pp. 193-211
Persistent link: https://www.econbiz.de/10009630331
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Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries
Bruneau, Gabriel; Moran, Kevin - 2015
We estimate the link between exchange rate fluctuations and the labour input of Canadian manufacturing industries. The analysis is based on a dynamic model of labour demand, and the econometric strategy employs a panel two-step approach for cointegrating regressions. Our data are drawn from a...
Persistent link: https://www.econbiz.de/10011408683
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Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - In: Journal of international money and finance 70 (2017), pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
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Cyclical and persistent carry trade returns and forward premia
Zoubi, Haitham al- - In: The quarterly journal of finance 7 (2017) 4, pp. 1-33
Persistent link: https://www.econbiz.de/10011774154
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Carry trade and foreign exchange rate puzzles
Spronk, Richard; Verschoor, Willem F. C.; Zwinkels, … - In: European economic review : EER 60 (2013), pp. 17-31
Persistent link: https://www.econbiz.de/10009762410
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Explaining exchange rate anomalies in a model with taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - 2014
Persistent link: https://www.econbiz.de/10010407463
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The impacts of global risk and US monetary policy on US Dollar exchange rates and excess currency returns
Bernoth, Kerstin; Herwartz, Helmut; Trienens, Lasse - 2023
We examine the causal relationship between US monetary policy shocks, exchange rates and currency excess returns for a sample of eight advanced countries over the period 1980M1 to 2022M11. We find that the dynamics of the US dollar exchange rate is the main driver of currency excess returns. The...
Persistent link: https://www.econbiz.de/10014305726
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Exchange and interest rates prior to EMU : the case of Greece
Antzoulatos, Angelos A. (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10002007148
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Exchange and interest rates prior to EMU : the case of Greece
Antzulatos, Angelos A. - 2003
Persistent link: https://www.econbiz.de/10013430555