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Time-series dynamics of Baltic trade flows : structural breaks, regime shifts, and exchange-rate volatility
Hegerty, Scott W. - In: Journal of economics & management 44 (2022) 1, pp. 96-118
. Because these events may have been "priced into" exchange rates or increased these rates' volatility, connections between … nominal and real effective exchange rates, both in log changes and as a GARCH-based volatility measure, show whether regimes … exchange-rate returns and volatility do not match those of trade balances, and correlations between returns and trade balances …
Persistent link: https://www.econbiz.de/10014324856
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The impact of external debt and exchange rate on foreign direct investment in emerging investment markets : new evidence using a PMG-ARDL panel data analysis
Sultana, Munira; Rahman, Md. Hasanur; Zimon, Grzegorz - In: Cogent economics & finance 12 (2024) 1, pp. 1-18
The primary goal of this research is to examine the impact of external debt, exchange rates, economic growth inflation and tax revenue on foreign direct investment (FDI) in the Next-11 (N-11) countries where tax revenue used as a control variable. FDI plays an important role in boosting economic...
Persistent link: https://www.econbiz.de/10015375213
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The impact of the EU’s generalized system of preferences plus status on companies and fiscal policy of Pakistan : a case of the textile industry
Choudhary, Mazhar Hussain - In: Financial internet quarterly 20 (2024) 4, pp. 72-84
This paper's main goal is to evaluate the before and after effects of EU's GSP plus on Pakistani company's tax payment of textile sector and suggesting the Fiscal policy. In fact, the study address what effect does the Generalized System of Preferences (GSP) plus Status of the EU have on the...
Persistent link: https://www.econbiz.de/10015334481
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Do the RMB exchange rate and global commodity prices have asymmetric or symmetric effects on China's stock prices?
Long, Shaobo; Zhang, Mengxue; Li, Keaobo; Wu, Shuyu - In: Financial innovation : FIN 7 (2021), pp. 1-21
With the rapid expansion of the RMB exchange rate's floating range, the effects of the RMB exchange rate and global commodity price changes on China's stock prices are likely to increase. This study uses both auto regressive distributed lag (ARDL) and nonlinear ARDL (NARDL) approaches to explore...
Persistent link: https://www.econbiz.de/10012594552
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Volatility spillovers among developed and developing countries : the global foreign exchange markets
Mohammed, Walid Abass - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-30
In this paper, we investigate the "static and dynamic" return and volatility spillovers’ transmission across developed …-directional return and volatility spillovers between developed and developing countries. However, unidirectional volatility spillovers …-directional volatility spillovers within the European region (Eurozone and non-Eurozone currencies) with the British pound sterling (GBP) and …
Persistent link: https://www.econbiz.de/10012605811
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Volatility integration of crude oil, gold, and interest rates on the exchange rate : DCC GARCH and BEKK GARCH applications
Rastogi, Shailesh; Kanoujiya, Jagjeevan; Doifode, Adesh - In: Cogent business & management 11 (2024) 1, pp. 1-17
conditional volatility association of gold, crude oil and yield (or IR) on the ER (the price of US$ in Indian rupee). The daily … theories of market connectivity. The results are as expected (from the previous literature) for conditional volatility, whereas … findings regarding volatility spillover effects (VSE) and are surprising. The findings of the study imply the separation of …
Persistent link: https://www.econbiz.de/10014543455
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Islamic equities and COVID-19 pandemic : measuring Islamic stock indices correlation and volatility in period of crisis
Abdullahi, Shafiu Ibrahim - In: Islamic economic studies 29 (2021) 1, pp. 50-66
Purpose The purpose of the study is to measure cross-country stock market correlation and volatility transmission … dynamic causality, stock market cointegration, correlation and volatility transmission between Islamic stock indices. Findings … subgroups are cointegrated except the low COVID-19 subgroup. Based on MGARCH findings, the possibility of volatility …
Persistent link: https://www.econbiz.de/10012666779
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The dynamic relationship among domestic stock returns volatility, oil prices, exchange rate and macroeconomic factors of investment
Shabbir, Malik Shahzad; Said, Laila Refiana; Pelit, Irem; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 3, pp. 560-565
Persistent link: https://www.econbiz.de/10014368310
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Using short time series of monofractal synthetic fluctuations to estimate the foreign exchange rate : the case of the US Dollar and the Chilean Peso (USD-CLP)
López, Juan L.; Morales-Salinas, David; Toral-Acosta, … - In: Economies : open access journal 12 (2024) 10, pp. 1-15
estimation between the US dollar (USD) and the Chilean peso (CLP) for a short period, from 2 August 2021 to 31 August 2022, is …
Persistent link: https://www.econbiz.de/10015197516
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Foreign exchange rate uncertainty in Korea
Lee, Seojin - In: East Asian economic review 24 (2020) 2, pp. 165-184
Persistent link: https://www.econbiz.de/10012239677