policymakers in terms of its impact on tax revenue performance is exchange rate volatility. Using macrodata spanning 1984 to 2017 … exchange rate volatility is directly harmful to tax revenue performance, and indirectly through trade openness …

exchange rate volatility. Coming from the background of volatility in Ghana’s exchange rate, could it be the reason for the … rate volatility on tax revenue, the study employed the Auto Regressive Distributed Lag (ARDL) technique after the yearly … volatility has a deleterious effect on tax revenue both in the short-run and long-run but the effect is more pronounced in the …

This paper analyzes the relation between nominal exchange rate volatility and several macroeconomic variables, namely … rate volatility is associated with higher growth, higher stocks of FDI, higher current account deficits, and higher excess …

This paper analyzes the relation between nominal exchange rate volatility and several macroeconomic variables, namely … rate volatility is associated with higher growth, higher stocks of FDI, higher current account deficits, and higher excess …

This paper investigates the effect of domestic and global uncertainty on the volatility of the Mexican peso US dollar … derive an exchange rate volatility measure by estimating a univariate GARCH(1,1) model. In the second stage, we regress the … estimated exchange rate volatility on domestic and global uncertainty proxies, built with data from the survey of professional …

Purpose – This paper examines the recently realized continuous volatility and discrete jumps of US Dollar/Euro returns … filters. Design/Methodology – This paper adopts the nonparametric estimation. The realized volatility and Realized Outlying … Weighted variations show non-Gaussian, fat-tailed, and leptokurtic distributions. Some significant volatility jumps in returns …

This paper analyzes the relation between exchange rate volatility and several macroeconomic variables, namely real per … find that lower exchange rate volatility is associated with higher growth (for relatively less financially developed …