This study investigates the effect of real exchange rate volatility on the distribution of income between labour and … exchange rate volatility is negative. Moreover, high exchange rate volatility impacts negatively on labour's income share …, while low exchange rate volatility impacts positively on labour income. As the magnitude of the effect of high exchange rate …

examines the consistency, persistency, and severity (degree) of volatility in exchange rate of Nigerian currency (naira) vis … were used to examine the degree or severity of volatility based on the first difference, standard deviation and coefficient … of deviation estimated volatility series for the nominal and real exchange rate of naira vis-a-vis the U.S dollar. The …

that divergence in monetary policy regimes affects forex volatility spillovers but that adding oil to a forex portfolio … shocks dominate forex volatility connectedness, positive shocks prevail when oil and forex markets are assessed jointly …