Narrow search
Showing 1 - 10 of 7,378
Cover Image
International shocks and domestic prices : how large are strategic complementarities?
Amiti, Mari; Itskhoki, Oleg; Konings, Jozef - 2016
Persistent link: https://www.econbiz.de/10011453734
Cover Image
International shocks and domestic prices : how large are strategic complementarities?
Amiti, Mari; Itskhoki, Oleg; Konings, Jozef - 2016
How strong are strategic complementarities in price setting across firms? In this paper, we provide a direct empirical estimate of firm price responses to changes in prices of their competitors. We develop a general framework and an empirical identification strategy to estimate the elasticities...
Persistent link: https://www.econbiz.de/10011584149
Cover Image
Volatility and asymmetry of the USD/GHS exchange rate : monetary policy implications in Ghana
Akosah, Nana Kwame - In: Ghanaian journal of economics : GJE ; a journal of the … 2 (2014), pp. 154-175
Persistent link: https://www.econbiz.de/10011455150
Cover Image
A note on the asymmetry and persistency of shocks in Malaysian exchange rate volatility
Alom, Fardous - In: Malaysian journal of economic studies 53 (2016) 2, pp. 227-238
Persistent link: https://www.econbiz.de/10011672414
Cover Image
Multi-dimensional monetary policy shocks based on heteroscedasticity
Burri, Marc; Kaufmann, Daniel - 2024
We propose a two-step approach to estimate multi-dimensional monetary policy shocks and their causal effects requiring only daily financial market data and policy events. First, we combine a heteroscedasticity-based identification scheme with recursive zero restrictions along the term structure...
Persistent link: https://www.econbiz.de/10015052047
Cover Image
Nexus between exchange rate volatility and oil price fluctuations : evidence from Pakistan
Ahmed, Rabia; Qaiser, Imran; Yaseen, Muhammad Rizwan - In: Pakistan journal of commerce and social sciences 10 (2016) 1, pp. 122-148
Exchange Rate and analyze the impact of Real Oil Price Volatility on Real Exchange Rate Volatility in Pakistan over 1983-Q1 to … exchange reserves volatility, CPI volatility and Real Oil Price Volatility have positive and NEWS has a negative effect on Real … Exchange Rate Volatility. Volatility results through EGARCH (1, 1) shows the presence of leverage effect in Real Oil Price …
Persistent link: https://www.econbiz.de/10011929215
Cover Image
The recent effects of exchange rate on international trade
Choi, Myoung Shik - In: Prague economic papers : a bimonthly journal of … 26 (2017) 6, pp. 661-689
Persistent link: https://www.econbiz.de/10011780227
Cover Image
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz; Umar, Zaghum; Gubareva, Mariya; … - In: Applied economics 54 (2022) 54, pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Cover Image
Decomposition of the sources of real exchange rate misalignment in Egypt : evidence from the ARDL model
Hosni, Rana - In: Organizations and markets in emerging economies 12 (2021) 2, pp. 305-331
This paper examines the behavior of the real exchange rate in Egypt over the period 1965-2018 by attempting to pursue three interrelated purposes. The first is to investigate the extent of deviations between the actual exchange rate and its equilibrium level and illustrate the magnitude of any...
Persistent link: https://www.econbiz.de/10012814968
Cover Image
Exchange rate and Chinese financial market : variance decomposition under vector autoregression approach
Ahalawat, Shweta; Patro, Archana - In: Cogent economics & finance 7 (2019) 1, pp. 1-14
The foremost objective of the manuscript is to predict dynamic behaviour of economic and financial time series i.e. exchange rate and price of stock market in China and also to determine if there is a interrelation between the two. Monthly time series data of 10 years have been taken, from...
Persistent link: https://www.econbiz.de/10012024051