[PDF] Top 20 What hurts most?: G 3 exchange rate or interest rate volatility

... However, the surge in FDI flows from the mid-1990s to the present is a significant departure from FDI’s historical behavior that is, no doubt, heavily influenced by the wave of privatization and mergers and acquisitions ... See full document

... and 3 must be implemented gradually, so that lending strategies by bank management have time to adapt to the larger volume of loans, especially in economies where non-performing assets are already negatively ... See full document

... of exchange rate in Sudan and assess their impact on its ...managed exchange rate systems that such systems can be the right choice for small economies, where an independent monetary policy is ... See full document

... The most recent study conducted within the Ethiopian context by Mascagni and Timmis (2014) develops a model of fiscal behaviour encompassing tax and non-tax revenues, government expenditure, grants and loans which ... See full document

... flexible exchange rate regime, and (poor) sound contractual and regulatory ...macroeconomic volatility typical of all known dollarized economies is also a common feature in SSA (Corrales et ... See full document

... the rate of return on equity for the company, and is expressed as a rate of return per month computed from the (continuously compounded) equity rates of return for the company's ...historical ... See full document

... external volatility and vulnerability exacerbated by currency substitution on the domestic economy under a floating exchange rate ...her exchange rate instability since the commencement ... See full document

... daily exchange rates of the Czech crown (CZK) to six major currencies during the period from January 2, 1991, to September 30, ...respective exchange rates over the whole ...The rate of change is ... See full document

... Even though external debts provide resource transfer at the moment they are obtained, resource loss is evident when the interest rate and the capital are repaid. Thus, it is necessary to consider how much ... See full document

... inflation, exchange rate, loan interest rate, stock-exchange rate, export and sector-specific expectations are ...a 3-point Likert scale response was used for the ... See full document

... (equation 3) fitted to investigate the determinants of currency crisis in ...table, most of the coefficients of the logit models are correctly signed and in line with currency crisis ...real exchange ... See full document

... For the same information updating frequency, wage posting model seems to perform better in terms of explaining persistence in the data, but it generates less volatility in the exchange rates compared to the ... See full document

... in interest rates can result in a deprecation of exchange ...currency exchange rate in an Islamic finance point of view using an interactive analysis ...unpredictable exchange ... See full document

... of interest rate determinants developed due to the variability of interest rate in the financial ...Yen interest rate swap ... See full document

... The exchange rate (price of one currency in relation to another) is an important macroeconomic variable, determining a country’s level of trade, international competitiveness, debt servicing costs, and ... See full document

... Table 3. The result in Table 3 reveals that, all of the estimated coefficients in the long-run are statistically significant at critical value 1%, The results suggest that, rise of growth rate of ... See full document

... short-term interest rate displays a martingale behavior over a range between 3% and ...the interest rate seems less predictable and none of the restricted interest rate ... See full document

... euro-dollar exchange rate. Ignoring the short-term interest rates that prevail on those two currencies, we assume for simplicity that two subsequent observations are never ...instantaneous ... See full document

... missing exchange rate, and the top and bottom 1 percentile of the sample, we end up with 386,669 ...both exchange rates and exchange rate ...GDP, exchange rates, and consumer ... See full document

... increased exchange rate volatility is confirmed by De Grauwe (1988), increase in the exchange rate volatility results in the increase in the risk and uncertainty which may ... See full document