An Analyses of Exchange Rate Volatility: A Case of Sane Countries

@inproceedings{Chile2021AnAO,
  title={An Analyses of Exchange Rate Volatility: A Case of Sane Countries},
  author={Nzeh, Innocent Chile and Akaolisa Chidiogo Jane and Millicent Adanne Eze and Bartholomew O.N. Okaf and Abubakar Yusuf},
  year={2021},
  url={https://api.semanticscholar.org/CorpusID:236652148}
}
Article History Received: 22 February 2021 Revised: 2 April 2021 Accepted: 5 May 2021 Published: 7 June 2021 

Figures and Tables from this paper

Beyond traditional defenses: Unraveling the dynamics of reserves and exchange rate volatility in the face of economic sanctions

This study investigates the impact of economic sanctions on exchange rate volatility, with a specific focus on the role of foreign reserves in mitigating these effects across 21 countries from 2002

Analysing exchange rate volatility in India using GARCH family models

Volatility in foreign exchange market is an important issue of concern for market participants and policy makers as higher the volatility the more unstable the foreign exchange market is. The

The monetary model of exchange rate: evidence from The Philippines

This note examines the empirical validity of the monetary model of exchange rate determination for The Philippines via cointegration and vector error-correction model. It is found that the monetary

Exchange Rate Volatility and Economic Growth

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

Modelling and forecasting exchange rate volatility in Nigeria: does one model fit all?

This study analyses the extent of volatility in exchange rate in Nigeria covering the sustainable democratic transitions between 1999 and 2011 using daily returns. The main innovation of this paper

Exchange-rates volatility in Nigeria: Application of GARCH models with exogenous break

1 Dahiru A. Bala and Joseph O. Asemota This paper examines exchange–rate volatility with GARCH models using monthly exchange–rate return series from 1985:1 to 2011:7 for Naira/US dollar return and

An Inflation Targeting Regime in Egypt: A Feasible Option?

This paper addresses first whether scientific evidence—theoretical and empirical—exists to support the inflation targeting regime and, secondly whether inflation target is worthwhile for Egypt. The

The impact of exchange rate volatility on international trade between South Africa, China and USA: The case of the manufacturing sector

The main objective of this paper is to examine the effect of exchange rate volatility on international trade. We show that the impact of exchange rate volatility on international trade could be

Impacts of Exchange Rate Volatility on Macroeconomic and Financial Variables: Empirical Evidence from PVAR Modeling

In this study, Panel Vector Autoregression (PVAR) models are used to determine the impacts of exchange rate volatility on industrial production growth rate, consumer price inflation, short-term

Portfolio balance approach: An empirical testing

Exchange rate plays vital role in an economy and thus has gained much attention in the literature. The purpose of the study is to test the portfolio balance approach which proposes that money supply

Exchange Rate Volatility and International Trade-in

This study investigates the impact of exchange rate volatilities on international trade in Nigeria. The research is carried under the assumption that exchange rate volatilities are deemed to impact