... of exchangerate volatility on exports and linked it to the imperfect markets and the very cost hedging (Kumar and Dhawan (1991), Arize (1996, 1997), Arize et ...higher exchangerate ...
... income uncertainty, found that it could be optimal for average household consumption behaviour to mimic the average household income for most part of the life cycle, conditional on the household’s income and its ...
... significantly exchangerate volatility and has any influence on exports, consistent results may be ...between exchangerateuncertainty and exports, an instrument that affects exports ...
... on exchangerateuncertainty, we include a proxy for currency substitution in the variance equation of the EGARCH model ...foreign exchange based accounts to the sum of currency in circulation ...
... the exchangerateuncertainty effect on rate of return is negative at first two periods and then became positive, ...in exchangerateuncertainty, the companies’ return ...
... fixed exchangerate system, researchers studying the effects of exchangerateuncertainty on trade flows have arrived at mixed ...of exchangerateuncertainty on ...
... of exchangerate volatility on ...imperfect exchangerate and trade markets and to the hedging ...averse, exchangerateuncertainty acts as an incentive to exporters to ...
... examines exchangerate volatility over time (1970-2012) using the Generalized Autoregressive Conditional Heteroscedasticity (AR GARCH) model of the Maximum Likelihood ...year) exchangerate is ...
... of exchangerateuncertainty on imports is still controversial because there is no consensus on whether the impact is negative or positive as evidenced from the results of previous studies for both ...
... real exchangerateuncertainty, or (iv) a different estimation approach? We attempt to verify this question in this ...of exchangerateuncertainty has a positive impact on ...
... of exchangerate volatility on trade ...foreign exchange options. In general, in exchangerate volatility studies, a GDP series is used to control for the size of an ...foreign ...
... of exchangerateuncertainty on bilateral trade between Turkey and 10 major trading partners, using FMOLS panel cointegration analysis and recently developed Westerlund panel cointegration test with ...
... and exchangerate ...of exchangerateuncertainty is indicative of a negative impact of exchangerateuncertainty on FDI flows into developing economies (such ...
... inflation rateuncertainty on the leverage and to our knowledge the influence of uncertainty of other macroeconomic variables have been neglected in the previous ...inflation rate ...
... (policy) uncertainty can have significant implications for the exchange ...which exchangerateuncertainty can effect various aspects of the economy and international ...The ...
... of exchangerateuncertainty as the sample includes only the most successful firms, which must have acquired or developed the means to survive such negative ...
... by exchangerate ...that exchangerate volatility has short-run effects on imports and exports of majority of the industries for which data was available (60% of the ...Alternatively, ...
... substantial exchangerate misalignment can create severe macroeconomic disequilibria and the correction of external balance will require both exchangerate devaluation and demand management ...
... Tables 4a and 4b report the optimal portfolio share allocated by a US investor, averaged through the nineties and early 2000’s, over the investment horizons H = 1, 3, 6, 12, 24, 36, 48 and for three different values of ...
... could not be taken to avoid their impending costs. To the knowledge of this study, no work has been done to model currency crises in Nigeria, especially after the 2008/09 global financial crisis which led the government ...