scholarly journals Geopolitical risks and historical exchange rate volatility of the BRICS

2022 ◽  
Vol 77 ◽  
pp. 179-190
Author(s):  
Afees A. Salisu ◽  
Juncal Cuñado ◽  
Rangan Gupta
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Volatility ◽  
Geopolitical Risks

Exchange rate volatility, prices and trade flows

1991 ◽  
Vol 55 (1) ◽  
pp. 25-38 ◽  
Author(s):  
Giorgia Giovannetti
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Volatility ◽  
Trade Flows

Exchange Rate Volatility in Emerging Markets:The Chilean Case

2007 ◽  
pp. 87-100
Author(s):  
Juan R. Castro
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Regime ◽  
External Debt ◽  
Exchange Rate Volatility ◽  
Arch Model ◽  
Macroeconomic Shocks ◽  
Domestic Debt ◽  
Domestic Credit ◽  
The Face ◽  
The Exchange Rate

The document conducts an empirical investigation on the volatility of the Chilean exchange rate regime, using a model of Objective Zones. Through the use of the ARCH model, the document tests the volatility of the exchange rate in the presence of different levels of international reserves and other macroeconomic shocks. The results show that domestic credit, domestic debt and external debt have the greatest impact on the volatility of the variables studied, especially when compared with other fundamental variables. The variance of the exchange rate is heterosedastic but it is not persistent, which implies that the exchange rate is stable, probably when it oscillates between two bands. The volatility of the exchange rate fluctuates to a greater extent in the face of changes in internal and external debt, than with the other variables used.

Impact of the Exchange Rate Volatility on the Romanian Exports to the Euro Area

2009 ◽  
Author(s):  
Ramona Dumitriu ◽  
Razvan Stefanescu ◽  
Costel Nistor
Keyword(s):  
Exchange Rate ◽  
Euro Area ◽  
Exchange Rate Volatility ◽  
The Exchange Rate

The Reserve Bank of Australia Intervention: Exchange Rate Volatility from FIGARCH Modelling

2003 ◽  
Author(s):  
Ahdi Noomen Ajmi ◽  
Ahmed Ghorbel ◽  
Abdelwahed Trabelsi
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Volatility ◽  
Reserve Bank
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