Search Results - subject:"Exchange Rate Volatility"

Economic policy uncertainty and exchange rate volatility : an asymmetric GARCH-MIDAS approach with simulation-based validation

Barguellil, Achouak; Alnabulsi, Khalil - In: Economies : open access journal 14 (2026) 2, pp. 1-22

This paper examines the asymmetric impact of economic policy uncertainty (EPU) on exchange rate volatility across a … directional patterns indicating that economic policy uncertainty influences exchange rate volatility, often appearing to align …

Persistent link: https://www.econbiz.de/10015628443

Bilateral trade and exchange rate volatility : evidence from a multiple-threshold nonlinear ARDL model

Kim, Min-Joon - In: Economies : open access journal 14 (2026) 2, pp. 1-14

asymmetric impact of real exchange rate volatility on Vietnam's exports and imports with its three leading trading partners … indicate the presence of asymmetric long-run adjustment dynamics in the relationship between real exchange rate volatility and … provide valuable insights into the complex effects of exchange rate volatility, enabling policymakers to more effectively …

Persistent link: https://www.econbiz.de/10015628462

Steadying the ship: Can export proceeds repatriation policy stabilize Indonesian exchange rates amid short-term capital flow fluctuations?

Panggabean, Sondang Marsinta Uli; Ekananda, Mahjus; … - In: Economies 13 (2025) 6, pp. 1-26

This paper investigates the impact of repatriated export proceeds on exchange rate volatility in Indonesia. By applying … influence of export proceeds on exchange rate volatility varies over time, with no evidence supporting its ability to dampen the … to evaluate policies aimed at dampening short-term capital flow impacts on exchange rate volatility. Our results are …

Persistent link: https://www.econbiz.de/10015469907

Modeling exchange rate volatility in India in relation to COVID-19 and lockdown stringency : a wavelet coherence and quantile causality approach

Syed, Aamir Aijaz; Ullah, Assad; Grima, Simon; Kamal, … - In: Risks : open access journal 13 (2025) 9, pp. 1-26

of the global economy. This study examines the impact of COVID-19 and lockdown stringency on exchange rate volatility in … India using three core variables, i.e., COVID-19 cases, the lockdown stringency index, and exchange rate volatility. To … indicates that the initial outbreak of COVID-19 increased the exchange rate volatility, while the enforcement of stringent …

Persistent link: https://www.econbiz.de/10015467540

Economic policy uncertainty and exchange market pressure : panel evidence

Gilal, Muhammad Akram; Abdul Rahman Nizamani; Khushik, … - In: Review of Economic Analysis : REA 17 (2025) 3, pp. 297-328

Controlling for macroeconomic indicators and trade openness, this study examined the impact of economic policy uncertainty on exchange market pressure for a panel of 25 countries from 2003Q2 to 2021Q3. The pooled mean group estimator, which allows for variation in short-run estimates and error...

Persistent link: https://www.econbiz.de/10015481195

Exchange rate volatility and ESG performance : an international empirical analysis

Al Amosh, Hamzeh - In: The journal of corporate accounting & finance 36 (2025) 3, pp. 14-28

Persistent link: https://www.econbiz.de/10015462025

Steadying the ship : can export proceeds repatriation policy stabilize Indonesian exchange rates amid short-term capital flow fluctuations?

Panggabean, Sondang Marsinta Uli; Ekananda, Mahjus; … - In: Economies : open access journal 13 (2025) 6, pp. 1-26

Persistent link: https://www.econbiz.de/10015439154

Exchange rate volatility under sanctions : the moderating role of FDI

Alwadeai, Ahmed; Amin, Maaz; Vlasova, Nataliia; Wei, Na - In: Journal of applied economics 28 (2025) 1, pp. 1-26

examines how sanctions-specifically export, import, and financial sanctions-affect exchange rate volatility, and explores the … Moments (GMM). The results show that sanctions considerably increase exchange rate volatility, particularly in smaller …

Persistent link: https://www.econbiz.de/10015625412

Deglobalization and foreign exchange volatility : the role of supply chain pressures

Segnon, Mawuli; Schulte-Tillmann, Björn; Demirer, Rıza; … - 2025

Persistent link: https://www.econbiz.de/10015205838

Currency pegs and volatility in West African Economic and Monetary Union during COVID-19

Zuoping, Xiao; Zonon, Babatounde Ifred Paterne; Wang, … - In: Journal of applied economics 28 (2025) 1, pp. 1-17

This study examines how the COVID-19 pandemic affected the CFA franc (XOF) compared to the euro (EUR) within the West African Economic and Monetary Union (WAEMU). It is among the first to assess both currencies under systemic stress by combining event studies, risk metrics, and ARDL regressions....

Persistent link: https://www.econbiz.de/10015625322