Analyzing the Effect of Exchange Rate Volatility on South Africa’s Exports to the U.S – Theory and Evidence

2011 ◽  
Author(s):  
Dan Joale

1995 ◽  
Vol 4 (4) ◽  
pp. 411-425 ◽  
Author(s):  
James M. Mcgibany ◽  
Farrokh Nourzad


2011 ◽  
Vol 25 (2) ◽  
pp. 127-155 ◽  
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Hanafiah Harvey






2019 ◽  
Vol 17 (1) ◽  
pp. 67-124 ◽  
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Ridha Nouira ◽  
Sami Saafi


2013 ◽  
Vol 25 ◽  
pp. 70-93 ◽  
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Hanafiah Harvey ◽  
Scott W. Hegerty


2012 ◽  
Vol 37 (1) ◽  
pp. 1-27 ◽  
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Scott W. Hegerty ◽  
Hanafiah Harvey


2011 ◽  
Vol 13 (2) ◽  
pp. 1 ◽  
Author(s):  
Nikiforos T. Laopodis

<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>



Sign in / Sign up

Export Citation Format

Share Document