Search Results - subject:"exchange rate volatility"

The Banking Crisis and Macroprudential Policy: Evidence From Iran

Keshtgar, Nafiseh; Mirjalili, Seyed Hossein - 2026

interest rate as a proxy for monetary policy, as well as the inflation rate and exchange rate volatility as indicators of … inflation and exchange rate volatility suggest that macroeconomic and currency shocks threaten financial stability by …

Persistent link: https://www.econbiz.de/10015635131

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

Barguellil, Achouak; Alnabulsi, Khalil - 2026

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 - 2026

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

Impact of exchange volatility on private- sector credit access in sub-Saharan African

Wajebo, Temesgen Woldamanuel; Alemayehu Geda Fole - 2026

This study investigates the impact of exchange rate volatility on private sector credit supply in Sub-Saharan Africa …-2021, the analysis addresses endogeneity concerns and dynamic panel biases. The results reveal that exchange rate volatility … exchange rate volatility, as heightened volatility amplifies uncertainty and risk, prompting financial institutions to adopt …

Persistent link: https://www.econbiz.de/10015664910

Macroeconomic drivers of exchange rate volatility in Uganda : evidence from a VECM approach

Peter, Ssali Bernard; Emmanuel, Ssentongo - 2026

Persistent link: https://www.econbiz.de/10015675639

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

Panggabean, Sondang Marsinta Uli; Ekananda, Mahjus; … - 2025

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

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

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, … - 2025

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

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

Panggabean, Sondang Marsinta Uli; Ekananda, Mahjus; … - 2025

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

Exchange rate volatility and ESG performance : an international empirical analysis

Al Amosh, Hamzeh - 2025

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