dynamics of oil price volatility by examining interactions between oil market and exchange rate in selected MENA countries … January 1, 2001 to December 29, 2017, we implement the test for asymmetric non-causality of Hatemi-J (2012), the asymmetric …) to examine the presence of volatility spillover between oil prices and exchange rates return series. The econometric …

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. …

We analyze total, asymmetric and frequency connectedness between oil and forex markets using high-frequency, intra … with realized semivariances to account for asymmetric and frequency connectedness, we obtain interesting results. We show … that divergence in monetary policy regimes affects forex volatility spillovers but that adding oil to a forex portfolio …

(2010-11/2013) and the currency intervention period (11/2013-2014). Both symmetric and asymmetric models from the class of … volatility during the 7-year total examined time period. Splitting the time series into 3 individual sub-periods the results … conditional volatility during financial crises. Furthermore, announcements of GDP and ZEW index calm the exchange rate …