This paper investigated the impact of exchange rate volatility on the automotive industry exports of Korea using a … traditional long-run export demand model. In measuring the exchange rate volatility this study employed the General Autoregressive … Conditional Heteroscedasticity [GARCH(1,1)] model and the standard deviation approach. To this end, the panel cointegration …

, institutional, political and social underpinnings to uncover the “missing” determinants of exchange rate volatility over time and … across countries. Based on a balanced panel dataset comprising 115 countries during the period 1996–2011, the empirical … volatility, especially in emerging market economies. After controlling for standard macroeconomic factors, we find that the “soft …

Using a panel of 80 developing and developed countries for the period 1990-2015, this studyanalyses the relationship … between exchange rate volatility and foreign direct investment (FDI)inflows. The results reveal a negative relationship … between de facto exchange rate volatility andFDI. Reducing exchange rate volatility by 10 percent over one-year can boost FDI …

Volatility in financial markets is a highly explored area of research for the last few decades. Possible reasons for … macroeconomic variables as determinants of financial markets (stock market and exchange rate) volatility. It also aims to analyse … the contribution of the volatility of one financial market to the volatility of another financial market before and after …

This paper examines the link between real exchange rate volatility and domestic investment by using panel data … cointegration techniques. We study the empirical connection between real effective exchange rate volatility and investment for 51 … exchange rate volatility predicts that the effects of exchange rate uncertainty on profits are ambiguous. The empirical results …