conditional variances as proxy for volatility. Our empirical results are distinguished into export model and import model, and …) procedure was employed to investigate the impact volatility in the exchange rate market has on foreign trade in both long- and … short-term with data between 1980 and 2020. To compute volatility, it relied on the GARCH (1, 1) model which predicted the …

policymakers in terms of its impact on tax revenue performance is exchange rate volatility. Using macrodata spanning 1984 to 2017 … exchange rate volatility is directly harmful to tax revenue performance, and indirectly through trade openness. …

This paper investigates the impact of price and real exchange rate volatility on Foreign Direct Investment (FDI … volatility series are estimated through the Generalized Autoregressive Conditional Heteroscedasticity model (GARCH). Our results … statistically significant negative effect of exchange rate volatility on FDI is found. Price volatility, instead, turns out to be …