Showing 21 - 30 of 316,956
This paper aims to quantify the impact of nominal exchange rate volatility on nominal trade flows with a particular …
Persistent link: https://www.econbiz.de/10010235255
In this paper we analyze the effects of the real exchange rate volatility on exports in the Baltic region. The study … estimate the short-run and long-run effects of the real exchange rate volatility on exports. Our results reveal that exports …. However, the exchange rate volatility tends to provide mixed effects. Furthermore, the effects of exchange volatility are …
Persistent link: https://www.econbiz.de/10012926296
This paper explores the influence of the foreign exchange rates variation on the returns and volatility of the stock … of the foreign exchange market on the Bucharest Stock Exchange. During a period of time between the Romania's adhesion to … influenced not only the stock returns but also their volatility. However, between March 2010 and December 2012 the impact of the …
Persistent link: https://www.econbiz.de/10013083322
significant degree of leptokurtosis, thus prevalence of tail-risks, in the conditional volatility series of such variables in the …
Persistent link: https://www.econbiz.de/10003969864
, two main issues are investigated: the impact on international trade of exchange rate volatility and of currency … misalignments. On average, exchange rate volatility has a negative (even if not large) impact on trade flows. The extent of this … consistent across different studies. -- exchange rates ; volatility ; misalignments ; international trade flows …
Persistent link: https://www.econbiz.de/10009571263
, two main issues are investigated: the impact on international trade of exchange rate volatility and of currency … misalignments. On average, exchange rate volatility has a negative (even if not large) impact on trade flows. The extent of this …. -- Exchange rates ; volatility ; misalignments ; international trade …
Persistent link: https://www.econbiz.de/10009376106
This paper examines the impact of intra-Asia exchange rate volatility on intra-Asia trade in primary goods … exchange rate volatility increases, intraregional exports in these goods fall. This adverse impact is even more pronounced in … underline the significant impact of exchange rate volatility on the region's production networks. For South Asia, however …
Persistent link: https://www.econbiz.de/10011283426
I develop a search-theoretic model to study how consumers' search behavior responds to exchange rate volatility. The … model offers two main predictions. First, the number of cross-border travelers is increasing in exchange rate volatility …. Second, the elasticity of cross-border travel with respect to exchange rate volatility is increasing in transportation cost …
Persistent link: https://www.econbiz.de/10013217327
We quantify the effect of exchange rate fluctuations on firm leverage. When home currency appreciates, firms who hold foreign currency debt and local currency assets observe higher net worth as appreciation lowers the value of their foreign currency debt. These firms can borrow more as a result...
Persistent link: https://www.econbiz.de/10013250079
This paper reviews the literature dealing with the effects of exchange rate volatility on trade. The overall evidence … for exchange rate volatility and countries considered (developed vs developing). Numerous empirical studies have been … conducted to investigate whether trade is influenced by exchange rate volatility. It is widely believed that increased exchange …
Persistent link: https://www.econbiz.de/10014218439