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Impact of exchange rate volatility on growth and economic performance : a case study of Pakistan, 1973 - 2003

Azid, Toseef; Jamil, Muhammad; Kousar, Aneela - In: The Pakistan development review : PDR 44 (2005) 4, pp. 749-775

Persistent link: https://www.econbiz.de/10003530046

Further evidence on purchasing power parity and country characteristics

Wu, Jyh-lin; Cheng, Su-yin; Han Hou - In: International review of economics & finance : IREF 20 (2011) 2, pp. 257-266

Persistent link: https://www.econbiz.de/10009304134

Exchange-rates volatility in Nigeria : application of GARCH models with exogenous break

Bala, Dahiru A.; Asemota, Joseph O. - In: CBN journal of applied statistics 4 (2013) 1, pp. 89-116

This paper examines exchange-rate volatility with GARCH models using monthly exchange-rate return series from 1985:1 to … points. Our results reveal presence of volatility in the three currencies and equally indicate that most of the asymmetric … models rejected the existence of a leverage effect except for models with volatility break. Evaluating the models through …

Persistent link: https://www.econbiz.de/10011476095

Conditional exchange rate volatility, unit roots, and international trade

Pattichis, Charalambos - In: The International trade journal 17 (2003) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10001930021

Gold-oil-exchange rate volatility, Bombay stock exchange and global financial contagion 2008 : application of NARDL model with dynamic multipliers for evidences beyond symmetry

Asad, Muzaffar; Tabash, Mosab I.; Sheikh, Umaid A.; … - In: Cogent business & management 7 (2020) 1, pp. 1-30

The primary objective of this research article is to investigate the asymmetrical linkages between gold-oil-exchange rates and Bombay stock indexes by utilizing a nonlinear ARDL approach covering the period from April 2003 to May 2020. Time-series data is divided into three different types of...

Persistent link: https://www.econbiz.de/10012654807

Structural changes in exchange rate-stock returns dynamics in South Africa : examining the role of crisis and new trading platform

Phiri, Andrew - In: Economic change & restructuring 53 (2020) 1, pp. 171-193

Persistent link: https://www.econbiz.de/10012223902

Exchange rate volatility and validity of purchasing power parity : a dynamic panel GARCH model

Çağlayan Akay, Ebru; Ergin, Nursefa - In: The empirical economics letters : a monthly … 16 (2017) 1, pp. 9-18

Persistent link: https://www.econbiz.de/10011718663

Bubbles or Volatility : A Markov-Switching Unit Root Test with Regime-Varying Error Variance

Shi, Shuping - 2011

on the MSADF-RV test, we observe the occurrence of volatility switches in the exchange rate and the consumer price …

Persistent link: https://www.econbiz.de/10014177633

The long memory dynamics of the market quotations of selected Stock Companies and Warsaw Stock Index

Łuczyński, Wiesław - In: The Poznań University of Economics review 7 (2007) 1, pp. 21-55

Persistent link: https://www.econbiz.de/10003567016

The recent effects of exchange rate on international trade

Choi, Myoung Shik - In: Prague economic papers : a bimonthly journal of … 26 (2017) 6, pp. 661-689

Persistent link: https://www.econbiz.de/10011780227