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Impact of exchange rate volatility on exports : the case of Morocco
El Menyari, Younesse - In: African review of economics & finance : AREF : (a … 10 (2018) 1, pp. 108-135
Persistent link: https://www.econbiz.de/10011978754
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Exchange rate volatility and India-U.S. export at commodity level : evidence from an autoregressive distributed lag approach
Gupta, Mohini; Varshney, Sakshi - In: Iranian economic review : journal of University of Tehran 26 (2022) 4, pp. 853-875
Persistent link: https://www.econbiz.de/10013531083
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Volatility spillovers among Islamic countries and geopolitical risk
Rajput, Suresh Kumar Oad; Memon, Amjad Ali; Siyal, … - In: Journal of Islamic accounting and business research 15 (2024) 5, pp. 729-745
Persistent link: https://www.econbiz.de/10015064086
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Monetary policy response on exchange rate volatility in Indonesia
Syarifuddin, Ferry; Achsani, Noer Azam; Hakim, Dedi Budiman - In: Journal of contemporary economic and business issues 1 (2014) 2, pp. 35-54
reveals that, USD/IDR volatility in Indonesia is obviously persistent. This study also presents the outcomes of effectiveness … research measures how persistent the exchange rate fluctuation in Indonesia is, and how are thus the central banks able to … intervention to stabilize the exchange rate. In this study, USD/IDR volatility is investigated using TGARCH approach. The result …
Persistent link: https://www.econbiz.de/10011533477
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Asymmetric effects of exchange rate volatility on bilateral trade between Taiwan and Indonesia
Chien, Mei-Se; Setyowati, Nur; Cheng, Chih-Yang - In: The Singapore economic review : journal of the Economic … 65 (2020) 4, pp. 857-888
Persistent link: https://www.econbiz.de/10012509315
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ARCH models and an application on exchange rate volatility : ARCH and GARCH models
Kantar, Lokman - In: Handbook of research on emerging theories, models, and …, (pp. 287-300). 2021
currencies and financial assets of the countries. These sudden movements are called volatility. Sudden price changes in financial … accurate determination of volatility. Since the changes in asset prices are not linear, volatilities in prices are determined … by nonlinear methods. This chapter discusses the GARCH models (GARCH, GJR, EGARCH), which are nonlinear models, and tests …
Persistent link: https://www.econbiz.de/10012604258
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Volatility transmission between stock market and foreign exchange returns : evidence from Botswana, Kenya and South Africa
Braha, Emmanuel Anoruo Habtu - In: African journal of business and economic research : AJBER 6 (2011) 2/3, pp. 73-91
Persistent link: https://www.econbiz.de/10009707921
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Volatility spillovers between foreign exchange markets of India and China
Kumar, Surender; Dublish, Puneet; Haque, Moon Moon - In: Asia-Pacific journal of management research and … 12 (2016) 2, pp. 134-144
Persistent link: https://www.econbiz.de/10011720265
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The influence of crude oil prices volatility, the internet and exchange rate on the number of foreign tourist arrivals in Indonesia
Heppi Millia; Adam, Pasrun; Saenong, Zainuddin; Balaka, … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 6, pp. 280-287
Persistent link: https://www.econbiz.de/10012542700
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Sign asymmetry and exchange rate market volatility : empirical evidence from two developing countries
Osei-Assibey, Kwame - In: International journal of monetary economics and finance 7 (2014) 2, pp. 107-121
Persistent link: https://www.econbiz.de/10010531307