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Maud Korley and Evangelos Giouvris
Research proposes that economic policy uncertainty (EPU) leads to exchange rate fluctuations. Given that African countries experience higher levels of uncertainty in developed/emerging markets, we examine the extent to which domestic and foreign EPU affe...
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Steve HANKE
Pág. 271 - 278
JEL. F31; F33; O47.
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Joel Hinaunye Eita and Charles Raoul Tchuinkam Djemo
This paper attempted to apply an EVT-based pairwise copula method for modelling risk interaction between foreign exchange rates and equity indices of the Johannesburg Stock Exchange (JSE) and to model the dependence structure of the underlying assets wit...
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Ali Trabelsi Karoui,Aida Kammoun
Pág. 89 - 106
This paper represents a new approach in the exchange rate determination by using microstructural and macroeconomic variables. We test a combination of fundamentals and microstructure variables in cointegrated relationship of the USD/JPY and USD/GBP curre...
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Siphat Lim
Pág. 146 - 153
The purchasing power parity (PPP) is generally accepted as the exchange rate projection between two countries relative to their inflation rate. However, despites many researches in the past years, the answer to whether the PPP holds, remains an on-going ...
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Abdullahi Osman Ali
Pág. 35 - 39
The main aim of this investigation was to model the volatility of Somali shilling against US dollar by using monthly data covering from 1950 to 2010. Further to that, this finding has adopted both symmetric and asymmetric generalized autoregressive condi...
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Mela Yila Dogo,Osman Nuri Aras
Pág. 68 - 73
We analyzed the effect of volatility in the Naira-Dollar exchange rate on the volume of imports to and exports from Nigeria between 1990 and 2019. Data for all variables, except volatility, were sourced from the Central Bank of Nigeria (CBN), the Nationa...
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Mohammed Ershad HUSSAIN,Mahfuzul HAQUE
Pág. 162 - 179
JEL. C15, E31, F31, F41.
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Mirzosaid Sultonov
Information about the possibilities of changes in national and international macroeconomic variables affects the expectations and behavior of individuals and firms more quickly than real changes in those macroeconomic variables. In this research, we inve...
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Mariam Abbas Soharwardi,Mumtaz Ahmad,Muhammad Nouman Shafique
Pág. 215 - 219
This paper inspected the exchange rate volatility in Pakistan within the time of 1981m07 to 2013m04 at that point discover its impacts on trade deficit. ARCH and GARCH models are developing for catching the unpredictability impact of exchange rate ...
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