WebVolatility, International Trade and Capital Flows ... The expected depreciation might partly be explained by the trade deficit. The real exchange rate reaches its lowest value of -1.8% after almost two years. ... 195–214. Taylor, M.P., 1995, The economics of exchange rates, Journal of Economic Literature, 33, 13–47. Uhlig, H., 1999, A ... WebSep 28, 2024 · The study examined the asymmetric relationship between exchange rate volatility and macroeconomic performance in Nigeria covering the period between 1986Q1 and 2024Q4. The Non-linear Generalised Autoregressive Distributive Conditional Heteroscedasticity (GARCH) model was employed. The study was motivated as a result …
Exchange-Rate Volatility and Foreign Trade - JSTOR
WebThe first aspect of the relationship between exchange rates and trade relates to exchange rate volatility. The basic argument for which an increase in exchange rate volatility would result in ... consequent to movements in exchange rates (Hooper and Marquez, 1995; Bernard and Jensen, 2004). Still, as in the case of volatility, there are a ... WebApr 10, 2024 · Units: Index, Not Seasonally Adjusted. Frequency: Monthly. The Equity Market Volatility tracker moves with the VIX and with the realized volatility of returns on … jefferson county mo gis map
Exchange Rate Volatility and International Trade: A …
WebJul 10, 2013 · The main finding shows that the impact of exchange rate volatility on exports varies considerably, depending on the industry covered and the export destination markets. As a consequence, there is both a sectoral and geographical aggregation bias when estimating the effects of exchange rate variations. WebJan 1, 2012 · This paper examines the effect of exchange rate volatility for a set of three European countries, Germany, Sweden and the U.K., to sectoral exports during the period of 1973 q1-2010 q4. It is often claimed by some researchers that exchange rate volatility causes a reduction in the overall level of trade. Empirical researchers often utilize the ... WebTaking into account the foregoing, recent volatility in world known currencies and given that African countries rely heavily on manufacturing trade for their survival, this paper analyses the impact of exchange rate volatility on manufacturing trade in a sample of 18i African countries spanning the period 1995-2012 using an import-export model ... jefferson county mo fire stations