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Foreign earnings repatriation : the effect of exchange rate volatility and the risk of expropriation

Tahir, Muhammad; Haslindar Ibrahim; Khan, Badal; Ahmed, Riaz - In: Journal of economic and administrative sciences 41 (2025) 2, pp. 527-539

Persistent link: https://www.econbiz.de/10015416629

The effect of real exchange rate volatility on income distribution in South Africa

Aye, Goodness C.; Harris, Laurence - 2019

This study investigates the effect of real exchange rate volatility on the distribution of income between labour and … exchange rate volatility is negative. Moreover, high exchange rate volatility impacts negatively on labour's income share …, while low exchange rate volatility impacts positively on labour income. As the magnitude of the effect of high exchange rate …

Persistent link: https://www.econbiz.de/10011997494

Does Bitcoin Reveal New Information About Exchange Rates and Financial Integration?

Pieters, Gina C. - 2017

I show that the prices of the internationally traded crypto-currency bitcoin can be used to estimate a currency's unofficial exchange rate and capital controls at a daily interval. Two important bitcoin features are documented: (1) Bitcoin-based exchange rates approximate the behavior, but not...

Persistent link: https://www.econbiz.de/10012965854

Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls

Pieters, Gina C. - 2017

Many countries manipulate the value of their currency or use some form of capital control, yet the data usually used to detect these manipulations are low frequency, expensive, lagged, and potentially mis-measured. I demonstrate that the price data of the internationally traded cryptocurrency...

Persistent link: https://www.econbiz.de/10012970305

The determinants of official and free-market exchange rates in Albania during transition

Muço, Marta; Papapanagos, Harry; Sanfey, Peter - 1998

This paper uses high-frequency data to examine the relation between official and free-market exchange rates in Albania. We use daily data to test econometrically, first, whether the official and free markets are efficient, in the sense that one cannot use exchange rate movements denominated in...

Persistent link: https://www.econbiz.de/10011529570

Is there an asymmetric effect of exchange rate volatility on exports and imports in the Central, East and Southeast European countries?

Kurtović, Safet; Maxhuni, Nehat; Halili, Blerim; … - In: Post-communist economies 35 (2023) 6, pp. 597-618

Persistent link: https://www.econbiz.de/10014340395

The Q-measure dynamics of forward rates

Rebonato, Riccardo - In: Annual review of financial economics 15 (2023), pp. 493-522

Persistent link: https://www.econbiz.de/10014426352

Dependence between foreign trade performance and exchange rate volatility : panel ARDL approach

Oyinlola, Abimbola M.; Adeniyi, Oluwatosin A.; Kumeka, … - In: Croatian review of economic, business and social … 9 (2023) 1, pp. 1-15

) procedure was employed to investigate the impact volatility in the exchange rate market has on foreign trade in both long- and … short-term with data between 1980 and 2020. To compute volatility, it relied on the GARCH (1, 1) model which predicted the … conditional variances as proxy for volatility. Our empirical results are distinguished into export model and import model, and …

Persistent link: https://www.econbiz.de/10014372926

The relevance of accuracy for the impact of macroeconomic news on exchange rate volatility

Laakkonen, Helinä; Lanne, Markku - In: International journal of finance & economics : IJFE 18 (2013) 4, pp. 339-351

Persistent link: https://www.econbiz.de/10015180012

Exchange rate behaviour in ASEAN countries : a sensitivity analysis

Umoru, David; Igbinovia, Beauty; Aliyu, Mohammed Farid - In: Central European review of economics and management : CEREM 8 (2024) 4, pp. 37-73

regression sensitivity analysis was performed on daily series of exchange rate volatility for 8 ASEAN countries having divided … our sample into two, before and after the financial crisis eras. Periods of low market volatility (2001-2006 plus 2010 …-2017) and high market volatility (1990-2000, 2007-2009, plus 2018-2023) correlate to the periods before and after the financial …

Persistent link: https://www.econbiz.de/10015323451