Exchange rate volatility and the demand for money in the U.S.

1995 ◽  
Vol 4 (4) ◽  
pp. 411-425 ◽  
Author(s):  
James M. Mcgibany ◽  
Farrokh Nourzad
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Volatility ◽  
Demand For Money ◽  
The U.S

scholarly journals EXCHANGE-RATE VOLATILITY AND INDUSTRY TRADE BETWEEN THE U.S. AND KOREA

2012 ◽  
Vol 37 (1) ◽  
pp. 1-27 ◽  
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Scott W. Hegerty ◽  
Hanafiah Harvey
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Volatility ◽  
Industry Trade ◽  
The U.S

scholarly journals U.S. Dollar Asymmetry And Exchange Rate Volatility

2011 ◽  
Vol 13 (2) ◽  
pp. 1 ◽  
Author(s):  
Nikiforos T. Laopodis
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Exchange Rate Volatility ◽  
French Franc ◽  
Stochastic Behavior ◽  
High Volatility ◽  
The U.S ◽  
German Mark

<span>he paper explores the stochastic behavior of six exchange rates three EMS and three non-EMS during the U.S. dollar appreciation (before 1985) and depreciation (after 1985) using Exponential GARCH-M model. The results showed that high volatility in all rates was present before 1985, increased dramatically thereafter, and decreased later for the non-EMS rates. In general, U.S. dollar depreciations increased the volatility more than appreciations did for the French franc, the Italian lira, and the German mark.</span>

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