Exchange rate uncertainty and import prices in the euro area
نویسندگان
چکیده
منابع مشابه
the impact of exchange rate uncertainty on import in iran
foreign trade of any country is considered as one of the major economic sectors of that society as far as some refer to trade as the “engine of growth”. foreign exchange rate and its volatilities is one of the effective factors determining foreign trade. the present paper deals with the impact of real exchange rate uncertainty on imports in iran during 1979-2009. in this respect, first, among v...
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This paper investigates the effect of exchange rate uncertainty on the Iran’s import trade. The exchange rate uncertainty series were generated utilizing the TARCH model. This model analyzes the asymmetric effects. The analysis of uncertainty and asymmetry of the exchange rate shows significant TARCH effect on Iran’s exchange rates. The findings of the study indicate negative shocks (bad ne...
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Failure to timely identify the occurrence of various shocks in the foreign exchange market due to the close relationship with the monetary, macroeconomic, and financial uncertainty can lead to crises and imbalances. In this paper, the effect of exchange rate and investor confidence on monetary and economic uncertainty in Iran is investigated, specifying a Multivariate GARCH model and the Grange...
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ژورنال
عنوان ژورنال: Review of International Economics
سال: 2019
ISSN: 0965-7576,1467-9396
DOI: 10.1111/roie.12434