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How Does Abrupt Economic Shock Impact Exchange Rate Movement : Empirical Evidences from Bangladesh
Hasan, Kazi - 2016
The primary focus of this research is to study the impact of Foreign Exchange Reserve changes on key economic indicators, namely Inflation and the Exchange Rate of Bangladesh. In addition, the article seeks to illustrate the effects of recent theft from Bangladesh Bank's reserve on Bangladeshi...
Persistent link: https://www.econbiz.de/10012980159
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Calming the tide : private investment and macroeconomic uncertainty in Nigeria
Orji, Anthony; Onyia, Arinze Matthew; Ani, Emeka Gabriel - In: Asian Journal of Empirical Research 3 (2013) 5, pp. 633-653
This study is undertaken to determine the relative impacts of the uncertainty of macroeconomic variables on investment and make policy recommendations that may help dampen their fluctuations. In the study, generalized autoregressive conditional heteroscedasticity (GARCH) model was applied in the...
Persistent link: https://www.econbiz.de/10009779165
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Determinants of real exchange rate movements in 15 emerging market economies
Goda, Thomas; Priewe, Jan - 2019
that although "commodity" and "industrial" EME are heterogeneous, REER volatility tends to be higher among the former. Yet …, REER volatility between emerging and advanced countries does not differ very much, apart from a few EME countries …
Persistent link: https://www.econbiz.de/10012107936
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The Evolution of Household Income Volatility
Dynan, Karen E. - 2012
and transfer payments have both become more volatile over time. The rise in the volatility of men's earnings appears to … reflect greater volatility in earnings per hour and in hours worked …
Persistent link: https://www.econbiz.de/10013101305
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An Empirical Analysis of the Relationship between Multiple Exchange Rate Volatilities and Macroeconomic Performance in Palestine
Sleibi, Yacoub - 2016
This paper analyzes the relationship between exchange rate fluctuations and macroeconomic performance. It is presumed that exchange rate fluctuation effects on real GDP are mainly channeled via trade through: exports and imports. The present study applies this presumption empirically to the...
Persistent link: https://www.econbiz.de/10012984892
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Foreign Exchange Volatility Under Inflation Targeting in Uganda : An SVAR Approach
Lukwago, Stephen - 2016
In July 2011, Uganda reformed its monetary policy framework citing “challenges of macroeconomic management and the rapid growth and diversification of the financial system” MPC July (2011). This paper reviews the effect of foreign exchange interventions on the inflation target policy in...
Persistent link: https://www.econbiz.de/10012985181
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Volatility linkages between agricultural commodity prices, oil prices and real USD exchange rate : the case of Colombia
Guellil, Mohammed Seghir; Belmokaddem, Mostéfa; … - In: Revista de métodos cuantitativos para la economía y … 26 (2018), pp. 71-83
This study examines the dynamic nexus betwixt oil prices, twenty-two world agricultural commodity prices and given the evolution of the relative strength of the US dollar in a panel setting. We use panel cointegration and Panel Granger causality methods for a panel of twenty-two agricultural...
Persistent link: https://www.econbiz.de/10012023904
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Causal Influence of Macroeconomics Factors Shock on Indian Stock Market : Evidence from BSE Index
S, Baranidharan - 2022
This research paper has analyzed the spillover of BSE stock returns by the regime ofmacroeconomic variables. The study selected sample macroeconomic indicators such as FII, IFT,M3, Production Index and WPI from the period of 1-01-2010 to 31.12.2019 from the RBI websiteand www.bseindia.com. The...
Persistent link: https://www.econbiz.de/10014238335
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The Macroeconomic Determinants of Commodity Futures Volatility : The Evidence from Chinese and Indian Markets
Mo, Di; Gupta, Rakesh; Li, Bin; Singh, Tarlok - 2023
This paper examines the macroeconomic determinants of volatility of commodity futures. The focus of this paper is on … decomposes the volatility series into short-run and long-run, and allows to incorporate data with mixed frequencies. Taking … advantage of this model, we include the daily price volatility and low-frequency macroeconomic variables directly in the model …
Persistent link: https://www.econbiz.de/10014353333
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The Impact of the Real Effective Exchange Rate Volatility on Domestic Labor Demand and Exports : Bangladesh Perspective
Amin, Syed Fahad Al; Ahmed, Monir U. - 2023
The main objective of this study is to assess the impact of real effective exchange rate volatility on domestic labor …, exchange rate volatility, and international trade. In this study, we estimate Bangladesh's domestic labor demand based on a … volatility using the Autoregressive Conditional Heteroskedasticity (ARCH) models. Using that information, this study examines the …
Persistent link: https://www.econbiz.de/10014255583