Several studies considered oil price as exchange rate determinants. The novelty of our paper is to test if the lagged … oil price are statistically significant predictors of Moroccan and Tunisian exchange rate. We consider a stricter GARCH … contemporaneous oil price have a predictive content for future exchange rates. Our results show that the effects of shoks to oil price …

This paper investigates maize price volatility in Swaziland as offered by NMC, an organization with a mandate of … stabilizing prices in the country. Price volatility is analyzed using ARCH/GARCH modeling techniques. Results show that the … control persistence in volatility. Asymmetric analysis of the prices shows that prices have not reacted unequally to shock …

the effects of oil price, external reserves and interest rate on exchange rate volatility in Nigeria using annual data … exchange rate volatility in Nigeria; which implies that exchange rate is susceptible to changes in oil price. The study … Nelson (1991). These models were used to estimate the relationship between oil price changes and exchange rate. Relevant …

The volatility of exchange rates leads to a reduction of international trade volumes, especially in emerging economies … flows, which comes timely after the increased volatility between the Euro and Arab national currencies during the last few … exchange rate volatility on trade using monthly time series for the last ten years from 2000 up to 2011. By means of a Vector …

When regulating the financial system, the volatility phenomenon seems to emerge, practically, as a phenomenon which is … volatility of prices and returns. At the same time, the leverage has also got a role at both levels: the capital structure of the … firm and the investors’ strategy. We examine the return and volatility in relation to leverage by considering different …

leverage in affecting the returns and the firm‘s share price volatility in relation to an Islamic finance perspective (IFP … theory, that a portfolio with a higher capital structure has higher volatility and lower returns compared to a portfolio with … return and volatility in portfolios with high and low capital structure. To ensure the robustness of results, the business …

The study of volatility transmission across markets commonly termed “volatility spillover” provides useful insights … volatility and information transmission across the Gulf Cooperation Council (GCC) markets. The model separates direct volatility … portfolio managers. Findings of the study show that effects of indirect volatility transmission are more prominent than direct …

well as the size of its volatility. In particular, the model shows clearly that if the flows of foreign capital induce … volatility in the economy, the bulk of remittances from the diaspora seems to have the opposite effect, it tends to play a …

and TGARCH are used to obtain the volatility of data. in addition , continuous time GARCH (COGARCH) model that is the … extansion and analogue of the discrete time GARCH process, is the new approach for volatility and derivative pricing. COGARCH … Process is replaced with the innovations in the discrete time. in this study, the proper model for the volatility is shown to …

This study investigates the effect of terms of trade and its volatility on economic growth in India by using the annual … between terms of trade and economic growth. On the other hand, volatility of terms of trade has negative and significant … exports to minimize the volatility in terms of trade to ensure economic growth in the country. …