Examining the asymmetric effects of stock markets and exchange rate volatility on Pakistan’s environmental pollution
Sign Up to like & getrecommendations! Published in 2020 at "Environmental Science and Pollution Research"
DOI: 10.1007/s11356-020-09240-y
Abstract: The purpose of this study is to observe the effects of stock markets and exchange rate volatility on environmental pollution in Pakistan during the period 1985–2018. A nonlinear autoregressive distributed lag (ARDL) model is applied… read more here.
Keywords: stock markets; rate volatility; exchange rate;
What is the exchange rate volatility response to COVID-19 and government interventions?
Sign Up to like & getrecommendations! Published in 2021 at "Economic Analysis and Policy"
DOI: 10.1016/j.eap.2021.01.018
Abstract: Abstract The rapid spread of COVID-19 in 2020 has brought a profound impact on the global economy and forced countries around the world to adopt different intervention measures. Has COVID-19 and these government interventions affected… read more here.
Keywords: government; rate volatility; exchange rate; response ... See more keywords
Exchange rate volatility and India's cross-border trade: A pooled mean group and nonlinear cointegration approach
Sign Up to like & getrecommendations! Published in 2018 at "Economic Modelling"
DOI: 10.1016/j.econmod.2018.05.016
Abstract: This paper offers first-hand commodity-level evidence regarding the effects of exchange rate volatility on India's cross-border trade with the U.S., Germany, Japan, and China. We used autoregressive conditional heteroscedasticity based models to estimate the volatility… read more here.
Keywords: volatility india; rate volatility; exchange; exchange rate ... See more keywords
Impact of economic policy uncertainty on exchange rate volatility of China
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DOI: 10.1016/j.frl.2019.08.014
Abstract: Abstract This study investigates the impact of economic policy uncertainty (EPU) on China's exchange rate volatility from December 2001 to November 2018. Using the quantile regression, our results show that the impact of EPU on… read more here.
Keywords: exchange; impact economic; rate volatility; exchange rate ... See more keywords
International portfolio flows and exchange rate volatility in emerging Asian markets
Sign Up to like & getrecommendations! Published in 2017 at "Journal of International Money and Finance"
DOI: 10.1016/j.jimonfin.2017.03.002
Abstract: This paper investigates the effects of equity and bond portfolio inflows on exchange rate volatility using monthly bilateral data for the US vis-a-vis seven Asian developing and emerging countries (India, Indonesia, Pakistan, the Philippines, South… read more here.
Keywords: portfolio; rate volatility; exchange; exchange rate ... See more keywords
Exchange rate volatility and trade: The role of credit constraints
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DOI: 10.1016/j.red.2018.05.002
Abstract: This study examines the role of credit constraints in determining the trade effect of exchange rate volatility. We first develop a small open economy general equilibrium model with credit constraints. In our model, constrained firms… read more here.
Keywords: trade; credit constraints; rate volatility; exchange rate ... See more keywords
Exchange Rate Volatility, Earnings Uncertainty and Bidirectional Trade Flows: Empirical Evidence on Ghana
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DOI: 10.1080/10168737.2016.1271994
Abstract: ABSTRACT Although the empirical findings on the impact of exchange rate volatility on trade is diverse, the growing consensus in the literature appears to suggest that for developing economies, the theoretically expected negative relationship almost… read more here.
Keywords: rate volatility; trade; exchange; exchange rate ... See more keywords
Exchange Rate Volatility and Economic Growth
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Economic Integration"
DOI: 10.11130/jei.2018.33.2.1302
Abstract: This paper examines the impact of exchange rate volatility on economic growth. An empirical investigation based on a sample of 45 developing and emerging countries over the period of 1985~2015 is conducted using the difference… read more here.
Keywords: rate volatility; economic growth; exchange; exchange rate ... See more keywords