of a Tobin tax on volatility would be slightly context-dependent and always negative. A Tobin tax would have been … explain the role of trading volume on exchange rate volatility (Mixture Distribution Hypothesis), taking into account non … and the volume are high, the relationship between trading volume and volatility tends to increase. Linking this result …

We study whether the accuracy of news announcements matters for the impact of news on exchange rate volatility. We use … precise news increases volatility significantly more than imprecise news. Also, news on indicators that are in general more … precise increase volatility more than news on typically imprecise indicators. Finally, we use real time data to measure the …

purchasing power parity (PPP) theory of exchange rates for the Pak-rupee vis-à-vis the US-dollar exchange rate over the period …

This study tests the theory that currency crises are associated with sudden large changes in the structure of foreign … exchange market volatility. Due to increases in market uncertainty, crisis periods exhibit abnormally high levels of volatility …. By studying short-term changes in volatility dynamics, it is possible to identify the start- and end-dates of crisis …

This paper aims to establish particularities for the relationship between exchange rate volatility and the … contradicted by practical cases. This analysis starts from well-known cases in this domain from around the world. Volatility of … exchange rate on international trade is debated on Romania’s example using econometric methods. The volatility of exchange rate …

volatility impact. Then, we apply it on three Tunisian exchange rate series between 1994 and 2006. As Beine, Laurent and Lecourt …

, many types of instruments can be used:futures market,spot market, and forward market.However, the degree of volatility …

What are the causes of exchange rate volatility? When second moments implications of theories of exchange rates … determination are considered, long-term fundamental linkages between macroeconomic and exchange rate volatility can be envisaged … macroeconomic volatility, with causality direction stronger from macroeconomic volatility to exchange rate volatility than the other …

- 1998, namely FX-rates measured against the US dollar (USD) and the Japanese yen (JPY). Ta account for volatility e1ustering … prices. Having identified subperiods of homogeneous volatility dynamics we concentrate on stylized facts to distinguish these … volatility regimes. The bottom level of estimated volatility turns out be considerably higher during the second part of the …