Asymmetry effects of exchange rate changes on domestic production in Japan

2017 ◽  
Vol 31 (6) ◽  
pp. 774-790 ◽  
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Amirhossein Mohammadian
Keyword(s):  
Exchange Rate ◽  
Domestic Production ◽  
Asymmetry Effects ◽  
Exchange Rate Changes

Asymmetry Effects of Exchange Rate Changes on Domestic Production in Emerging Countries

2018 ◽  
Vol 54 (6) ◽  
pp. 1442-1459 ◽  
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Amirhossein Mohammadian
Keyword(s):  
Exchange Rate ◽  
Emerging Countries ◽  
Domestic Production ◽  
Asymmetry Effects ◽  
Exchange Rate Changes

Asymmetry Effects of Exchange Rate Changes on Domestic Production: Evidence from Nonlinear ARDL Approach

2016 ◽  
Vol 55 (3) ◽  
pp. 181-191 ◽  
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Amirhossein Mohammadian
Keyword(s):  
Exchange Rate ◽  
Domestic Production ◽  
Nonlinear Ardl ◽  
Ardl Approach ◽  
Asymmetry Effects ◽  
Exchange Rate Changes

On the asymmetric effects of exchange rate changes on domestic production in Turkey

2017 ◽  
Vol 51 (2) ◽  
pp. 97-112 ◽  
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Ferda Halicioglu ◽  
Amirhossein Mohammadian
Keyword(s):  
Exchange Rate ◽  
Domestic Production ◽  
Asymmetric Effects ◽  
Exchange Rate Changes

Asymmetric response of domestic production to exchange rate changes: evidence from Africa

2018 ◽  
Vol 53 (1) ◽  
pp. 1-24 ◽  
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Augustine C. Arize
Keyword(s):  
Exchange Rate ◽  
Domestic Production ◽  
Asymmetric Response ◽  
Exchange Rate Changes

An Empirical Analysis of Foreign Exchange Exposure of CNX 100 Companies

GIS Business ◽  
2017 ◽  
Vol 12 (5) ◽  
pp. 1-9 ◽  
Author(s):  
Sriram Mahadevan
Keyword(s):  
Exchange Rate ◽  
Stock Returns ◽  
Foreign Exchange ◽  
Foreign Exchange Rate ◽  
Future Research ◽  
Export Ratio ◽  
Exchange Rate Exposure ◽  
Ratio Size ◽  
Foreign Exchange Exposure ◽  
Exchange Rate Changes

The present study has empirically examined the level of foreign exchange exposure and its determinants of CNX 100 companies. For the purpose of study, the relationship between exchange rate changes and stock returns for a sample of 82 companies was determined for the period April 2011-March 2016. The study finds that 49% of the sample companies had significant positive foreign exchange rate exposure and the found that the companies could be exporters or net importers. To explore factors determining foreign exchange rate exposure, variables such as export ratio, import ratio, size of a company, hedging activities were regressed against the exchange exposure and the study found that none of the factors was influencing the exchange rate exposure. The study concludes that the reasons for insignificant influence of the variables could be the natural hedging practices of companies, offsetting of exports and imports and heterogeneous of the sample size. The study offers few directions for future research in this area.

scholarly journals Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?

2006 ◽  
Vol 96 (3) ◽  
pp. 552-576 ◽  
Author(s):  
Philippe Bacchetta ◽  
Eric van Wincoop
Keyword(s):  
Exchange Rate ◽  
Empirical Evidence ◽  
Rational Expectations ◽  
Exchange Rate Volatility ◽  
Order Flow ◽  
Macroeconomic Variables ◽  
Symmetric Information ◽  
Macroeconomic Fundamentals ◽  
The Exchange Rate ◽  
Exchange Rate Changes

Empirical evidence shows that most exchange rate volatility at short to medium horizons is related to order flow and not to macroeconomic variables. We introduce symmetric information dispersion about future macroeconomic fundamentals in a dynamic rational expectations model in order to explain these stylized facts. Consistent with the evidence, the model implies that (a) observed fundamentals account for little of exchange rate volatility in the short to medium run, (b) over long horizons, the exchange rate is closely related to observed fundamentals, (c) exchange rate changes are a weak predictor of future fundamentals, and (d) the exchange rate is closely related to order flow.

Estimating daily seasonality in foreign exchange rate changes

1994 ◽  
Vol 13 (6) ◽  
pp. 519-528 ◽  
Author(s):  
Laurence S. Copeland ◽  
Peijie Wang
Keyword(s):  
Exchange Rate ◽  
Foreign Exchange ◽  
Foreign Exchange Rate ◽  
Exchange Rate Changes
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