Similar Search Results

Firm export dynamics and the exchange rate : a quantitative exploration

Lopez-Martin, Bernabe - 2019

We develop a quantitative theoretical model of firm dynamics to analyze key determinants of the elasticity of exports with respect to the exchange rate. The model incorporates mechanisms that determine the firms? capacity to react when the profitability of exports change due to fluctuations in...

Persistent link: https://www.econbiz.de/10012166285

The effect of real exchange rate uncertainty on Turkey's foreign trade : new evidences from SVAR model

Köse, Nezir; Aslan, Çağlayan - In: Asia-Pacific journal of accounting & economics : … 30 (2023) 2, pp. 553-567

Persistent link: https://www.econbiz.de/10014266898

Asymmetric effects of exchange rate on bilateral tourism trade balance : evidence from Turkey

Ölmez, Fevzi; Durusu-Ciftci, Dilek - In: Journal of international trade & economic development : … 33 (2024) 3, pp. 439-461

Persistent link: https://www.econbiz.de/10014631587

Time-varying parameters error correction model for real ruble exchange rate and oil prices : what has changed due to capital control and sanctions?

Fokin, Nikita D.; Malikova, Ekaterina V.; Polbin, Andrej - In: Russian journal of economics 10 (2024) 1, pp. 20-33

This paper aims to analyze changes in the long-term and short-term oil price elasticities of the real ruble exchange rate, as well as the speed of convergence of the exchange rate to a long-term equilibrium. The analysis is conducted using an error correction model with time-varying parameters....

Persistent link: https://www.econbiz.de/10015394387

The impacts of the dollar-renminbi exchange rate misalignment on the China-United States commodity trade : an asymmetric analysis

Ferjani, Sabrine; Saafi, Sami; Nouira, Ridha; Rault, … - In: Journal of quantitative economics 20 (2022) 3, pp. 507-554

Persistent link: https://www.econbiz.de/10013441682

The asymmetric impact of real exchange rate misalignment on growth dynamics in Turkey

Khalid, Waqar; Civcir, İrfan; Özdeşer, Hüseyin; … - In: Journal of policy modeling : JPMOD ; a social science … 45 (2023) 6, pp. 1184-1203

Persistent link: https://www.econbiz.de/10014559217

The impact of oil price and exchange rate on momentum strategy profits in stock market : evidence from oil-rich developing countries

Zolfaghari, Mehdi; Sahabi, Bahram - In: Review of managerial science : RMS 15 (2021) 7, pp. 1981-2023

Persistent link: https://www.econbiz.de/10012660360

The asymmetric impact of macroeconomic shocks on stock returns in Turkey : a nonlinear ARDL approach

Yacouba, Kassouri; Altintas, Halil - In: Romanian journal of economic forecasting 22 (2019) 2, pp. 98-116

Persistent link: https://www.econbiz.de/10012129032

The asymmetric impact of oil price shocks on sectoral returns in Pakistan : evidence from the non-linear ARDL approach

Ali, Basit; Khan, Dilawar; Shafiq, Muhammad; Magda, Róbert - In: Economies : open access journal 10 (2022) 2, pp. 1-15

Pakistan. For this purpose, the study uses the non-linear autoregressive distributed lag (ARDL) approach based on monthly time … series data for four sectors in the Pakistan Stock Exchange over the period 2005-2018. First, the findings of the unit root … and demand shocks have a cointegration relationship with sectoral stock market returns. Third, the study explored the …

Persistent link: https://www.econbiz.de/10013164260

A re-examination of the impacts of macroeconomic and financial shocks on real exchange rate fluctuation : evidence from G7 and Asian countries

Wong, Douglas Kai Tim - In: Applied economics 52 (2020) 50, pp. 5491-5515

Persistent link: https://www.econbiz.de/10012307745