The volatility of exchange rates leads to a reduction of international trade volumes, especially in emerging economies … flows, which comes timely after the increased volatility between the Euro and Arab national currencies during the last few … exchange rate volatility on trade using monthly time series for the last ten years from 2000 up to 2011. By means of a Vector …

This paper examines the impact of real exchange rate volatility on economic growth in Kenyan. The study employed the … changes to measure volatility and Generalized Method Moments (GMM) to assess the impact of the real exchange rate volatility … found that RER was very volatility for the entire study period. Kenya’s RER generally exhibited a appreciating and …

, it is found, has a significant impact on domestic money supply and stock market growth, liquidity and volatility. The …

Utilizing a panel data set for 13 developed economies, this paper examines the volatility of capital flows following … capital volatility is affected by the interaction between de jure financial liberalization (an index of liberalization) and de … found to increase capital volatility as expected. At lower volumes of capital, financial liberalization reduces capital …

While flexible exchange rates facilitate stabilisation, exchange rate fluctuations can cause real volatility. This … gives policy importance to the causal relationship between exchange rate depreciation and its volatility. An exchange rate … this: depreciation makes exchange rate more volatile for all but volatility does not causes depreciation in Tanzania which …

Utilizing a panel data set for 13 developed economies, this paper examines the volatility of capital flows following … capital volatility is affected by the interaction between de jure financial liberalization (an index of liberalization) and de … found to increase capital volatility as expected. At lower volumes of capital, financial liberalization reduces capital …

application to measure the contribution of contagion to the volatilities of exchange rates during the East Asian currency crisis …. The empirical results show evidence of significant contagion. The contribution of contagion is estimated at 9 per cent of … total volatility for the Thai baht and 46 per cent for the South Korean won. Indonesia is found to be the most affected in …