Exchange rate re-examined: The varying impact of import and export on exchange rate volatility

The Impact of Monetary Regime on the Exchange Rate Pass-Through under Exchange Rate Volatility (Dynamic Panel Data Approach)

Iran’s Maize Import Policy Based on the Exchange Rate Volatility and Price Expectation

The present study has made an attempt to discuss the effects of exchange rate volatility and price expectation on maize imports in Iran from 1980 to 2013. In doing so, using the EGARCH technique for time series econometrics, price volatility variables for both exchange rate and final price have been calculated, and the time series for these variables have been extracted. Additionally, in regard...

Exchange rate volatility and its effect on stock market volatility

This paper investigates empirically the effect of volatility of the exchange rate of the U.S. dollar vis-à-vis the euro on U.S. stock market volatility while controlling for a number of drivers of stock return volatility. Using a GARCH(1, 1) model and using weekly data covering the period from the week of January 1, 1999 through the week of January 25, 2010, it is found that the 9/11 terrorist ...

the effect of exchange rate volatility on iran’s raisin export

exchange rate volatility is one of the effective and ambiguous factors in agricultural product export. considering the importance of agricultural trade to avoid single-product economy, the main aim of this study was to investigate the impact of exchange rate volatility on the raisin export of iran during the years1959-2011. for this purpose, exchange rate volatility index was estimated using mo...

The Impact of the Real Exchange Rate Volatility on Non-oil Exports: The Case of Iran

 Up to now, the impact of real exchange rate on the non-oil exports of Iran has been mainly on focus. However, the more important aspect of the fluctuations in exchange rate is its degree of volatility which can have profound effect on the non-oil exports. Hence, the main objective of this paper is to investigate the linkage between non-oil exports and the real exchange rate volatility for Iran...