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Dependence between foreign trade performance and exchange rate volatility : panel ARDL approach

Oyinlola, Abimbola M.; Adeniyi, Oluwatosin A.; Kumeka, … - In: Croatian review of economic, business and social … 9 (2023) 1, pp. 1-15

) 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 … conditional variances as proxy for volatility. Our empirical results are distinguished into export model and import model, and …

Persistent link: https://www.econbiz.de/10014372926

Asymmetric effects of exchange rate volatility on trade flows in BRICS economies

Anyikwa, Izunna; Domela, Lehlohonolo - In: Journal for studies in economics and econometrics : SEE 46 (2022) 3, pp. 224-247

Persistent link: https://www.econbiz.de/10013482403

Falling oil price, exchange rate volatility and macro-economic variables in Nigeria

Michael, Olure Bank Adeyinka; Salako, Gbadebo; … - In: Journal of investment and management : JIM 4 (2015) 1, pp. 25-33

Persistent link: https://www.econbiz.de/10011391507

A state space approach to estimating the integrated variance under the existence of market microstructure noise

Nagakura, Daisuke; Watanabe, Toshiaki - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 45-82

Persistent link: https://www.econbiz.de/10010519663

Bidirectional volatility spillover effect between the exchange rate and stocks in the presence of structural breaks in selected Eastern European economies

Živkov, Dejan; Njegić, Jovan; Milenković, Ivan - In: Finance a úvěr 65 (2015) 6, pp. 477-498

Persistent link: https://www.econbiz.de/10011415785

Forecasting exchange rate volatility : GARCH models versus implied volatility forecasts

Pilbeam, Keith; Langeland, Kjell Noralf - In: International economics and economic policy : IEEP 12 (2015) 1, pp. 127-142

Persistent link: https://www.econbiz.de/10011375830

Time-varying world and regional integration in emerging European equity markets

Wang, Ming-chieh; Shih, Feng-ming - In: European financial management : the journal of the … 19 (2013) 4, pp. 703-729

Persistent link: https://www.econbiz.de/10010237360

The impact of monetary regime on the exchange rate pass-through under exchange rate volatility : dynamic panel data approach

Kazerooni, Ali Reza; Salmani, Behzad; Feshari, Majid - In: Iranian economic review : journal of University of Tehran 17 (2013) 2, pp. 34-50

Persistent link: https://www.econbiz.de/10010243185

Dynamics of stock prices and exchange rates relationship : evidence from five Sub-Saharan African financial markets

Ndako, Umar Bida - In: Journal of African business 14 (2013) 1/3, pp. 47-57

Persistent link: https://www.econbiz.de/10010246235

Cointegration between exchange rate volatility and key macroeconomic fundamentals : evidence from Nigeria

Udoh, Edet Joshua; Akpan, Sunday Brownson; John, Daniel Etim - In: Modern economy 3 (2012) 7, pp. 846-855

Persistent link: https://www.econbiz.de/10010201989