Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 37 for “"Exchange rate volatility"”.
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Essays on expectations and exchange rate volatility
Thesis. 1980. Ph.D.--Massachusetts Institute of Technology. Dept. of Economics.
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Exchange rate volatility, employment and macroeconomic dynamics in South Africa
This thesis focuses on the effects and causes of exchange rate volatility in South Africa. These issues are analysed in three stand-alone but related papers. The first paper (Chapter 2) investigates the impact of real exchange rate volatility on employment growth in the manufacturing sector. The …
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Analysis of the determinants of exchange rate volatility in the SACU region
… the five SACU countries have experienced notable volatility in the last decade. The purpose of this study therefore, was to identify the determinants of exchange rate volatility in the SACU region and also to determine ifthere is a long run relationship between exchange rate volatility and its …
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The determinants of the exchange rate volatility: A case study for South Africa
… countries to shift from fixed to flexible exchange rate regimes, resulting in increased exchange rate volatility. In line with this global trend, South Africa adopted a free-floating exchange rate system in the mid-1990s and implemented an explicit inflation-targeting framework in the early …
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The effect of exchange rate volatility on the volume of South African exports
… a relationship between export volumes and exchange rate volatility exists as suggested in the ASGISA document. It goes about this by first investigating the theoretical channels that predict the relationship between export volumes and exchange rate volatility. The theoretical prediction …
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The effect of exchange rate volatility on bond market development in emerging markets
This paper examines the effect of exchange rate volatility on bond market development in 13 emerging markets for the period 2000 to 2020 as well as whether the investor base moderates the relationship between exchange rate volatility and bond market development for the period 2004 to 2020. Using a …
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The effects of exchange rate volatility on private capital inflows in Zambia,1992-2012
… the empirical evidence on the effect of exchange volatility on private capital inflows in Zambia. The investigation used monthly time series data for the period 1992-2012 relating to exchange rate, gross domestic product, foreign direct investment and foreign portfolio investment. …
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The effects of exchange rate volatility on private capital inflows in Zambia,1992-2012
… the empirical evidence on the effect of exchange volatility on private capital inflows in Zambia. The investigation used monthly time series data for the period 1992-2012 relating to exchange rate, gross domestic product, foreign direct investment and foreign portfolio investment. …
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Exchange rate volatility in LDCs: some findings from the Ghanaian, Mozambican and Tanzanian markets
… post Bretton Woods era, the volatile nature of exchange rates has been the focus of many researchers. Although some previous studies suggest that variations in an exchange rate has the potential to affect a country’s economic performance, LDC’s (Less Developed Countries’) have received less …
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An emprical investigation into the relationship between exchange rate volatility and economic growth in Liberia (1980 TO 2012)
… study investigated the relationship between the exchange rate volatility and economic growth in Liberia from 1980 to 2012. Empirical literature shows conflicting results. The study used the generalised autoregressive conditional heteroskedasticity model to estimate volatility. The order of …
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Exchange Rate Volatility and Bilateral Trade Flows: An Analysis of U.S. Demand for Certain Steel Products from Canada and Mexico
… econometric modeling to forecast real exchange rate volatility and examine how expected and unexpected volatility affect bilateral trade flows of certain steel products between Canada, Mexico and the United States using monthly data for the seven-year period 1996-2002. The results of …
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Dynamic analysis of an open economy and foreign exchange risk management using path-dependent options
… arenas. Recession, inflation, interest rates and exchange rates in a foreign nation impact multinational firms with business interests in that nation, and ultimately affect the domestic economies of such firms. For example, foreign interest rate shocks or exchange rate volatility …
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Impact of transaction costs on intra Southern African migrants remittances
… variables: Real GDP per Capita, Dual exchange rates dummy, exchange rates, dollarization dummy, stock of migrants, volume of remittances, Exchange Control Restrictiveness Index, and the bank concentration. The study found that the main factors explaining the high costs of officially …
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AN EMPIRICAL ANALYSIS OF THE DETERMINANTS OF NIGERIA’S INWARD FOREIGN DIRECT INVESTMENT (FDI) FLOWS: A COINTEGRATION ANALYSIS
… for many variables, such as the interest rate, external debt, oil rents, the Gross Domestic Product (GDP) growth rate, trade and exchange rate volatility. The analysis of FDI determinants in the Nigerian economy yielded reliable, robust and economically meaningful results thereby offering …
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EMPIRICAL ESSAYS ON ECONOMIC POLICIES
… monetary growth tends to lower interest rates at first, but later on, the resulting acceleration in spending and inflation produces a rise in demand for loans, which tends to raise interest rates. The purpose of this study is to test Friedman's proposition empirically for 12 selected …
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Three essays on automation, trade, and inequality
… choice of production location. The model generates several predictions that are consistent with stylized facts and existing empirical evidence: larger cities have greater agglomerations of firms and grow larger when firms can automate more tasks in the production process. The model predicts …
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Export growth, economic growth and real exchange rate in Indonesia
… the export growth, economic growth and real exchange rate in Indonesia. The research is a piece of empirical studies mainly covering the period from 1974 to 1993. Indonesia is an oil-exporting country. Economic recession with high inflation rate in the early eighties prompted the government …
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The determinants of foreign direct investment in Turkey: an empirical analysis
… government stability, infrastructure, bilateral exchange rate, exchange rate volatility and openness to trade play an important role in determining the amount of FDI in Turkey. Moreover, this study finds that high relative unit labour costs and corruption provide stimuli to FDI. Using an …
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Determinants of the development of a local currency bond market: the significance of macroeconomic stability
… of macroeconomic stability proxied by exchange rate volatility. The empirical analysis focuses on government bond capitalisation, while the corporate bond market analysis focuses on seven of these economies for the period of 2004 to 2015. Possible explanatory factors are identified from …
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A Comparison of Implied Standard Deviations and Historical Estimates of Volatility During and After the Participation of the British Pound in the ERM
… that the qualities of different forecasts of exchange rate volatility depend on the underlying exchange rate regime. By examining the British pound during and after its withdrawal from the European Monetary System (EMS), this analysis compares "backward-looking" historical forecasts of future …
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