oil prices may be having a direct and indirect effect through the exchange rate on the price of agricultural commodities. in this paper, the impact of world oil prices and exchange rate shocks on prices of specific agricultural commodities including wheat, corn, soybeans and sunflowers in iran is discussed. for this purpose, vector autoregressive model with monthly data over the period 2010-199...

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...

The exchange rate plays an essential role for firms which export goods and import raw materials. In this paper, the effects of real specific exchange rate fluctuations in imports, exports and aggregate trade on industry sector, chemical and transportation industries outputs in 49 OIC countries were investigated by using a panel data model over 1990-2014. Particularly, this paper presents eviden...

I n this paper, the evaluation of the real exchange rate transfer and the asymmetric transmission of real exchange rate fluctuations to the export prices of food products for the country during the period (2001-2015) was studied using two approaches of PMG and GMM systems. The TGARCH method was used to calculate the real exchange rate fluctuation index and the Markov Switching method was u...

exchange rate has the fundamental role as one of the economy key variables in determining the domestic price. so it is important to know how is the empirical relationship between the exchange rate and domestic prices and the factors influencing this relationship. the main objective of this study is to determine the effect of vehichel imports share on the exchange rate pass – through on domestic...

This study investigates the effects of  macroeconomic variables and their role in development of foreign exchange market. The foreign exchange market is the mechanism by which a person of firm transfers purchasing power form one country to another, obtains or provides credit for international trade transactions, and minimizes exposure to foreign exchange risk. The foreign exchange transaction i...

The aim of this study was to investigate the asymmetric effects of exchange rate fluctuations on Stock index of Tehran Stock Exchange. For this purpose, we first calculated the exchange rate fluctuations using model General Autoregressive Conditional Heteroskedastic (GARCH), and then the effect of these fluctuations on the Stock index of Tehran Stock Exchange was estimated using the Generalized...

convertibility is an important factor in international trade where instruments valued in different currencies will be exchanged. convertibility can be either total manner or a partial manner. however, whatever the type of convertibility, there will be advantages and disadvantages to  the economy of a country of which has  made a convertibility of its national currency. convertibility was studie...

â â â  given companies’ dynamic responses to expected exchange rate changes, this article improves on current methods of measuring exposure to foreign exchange rate changes by breaking down the spot exchange rate changes into expected changes and unexpected changes. the currency risk exposure coefficients resulting from an empirical analysis of shanghai stock exchange a share listed companies...