Asymmetric Effects of Won Exchange Rate Changes
نویسندگان
چکیده
منابع مشابه
Asymmetric Effects of Exchange Rate Changes in Iran
One of the main issues in international finance is the ratio of exchange rate pass through to consumer prices. The main objective of this study is to examine the exchange rate fluctuations and its asymmetric effect on consumer prices in Iran’s economy. In the present study, the effects of positive and negative impacts of the exchange rate on inflation rate and other macroeconomic variables of I...
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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...
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The purpose of this study is to find an accurate estimate of the exchange rate-CPI relationship in Iran over the past three decades. The results of the Granger causality test in the frequency domain demonstrate a strong causation from the exchange rate to CPI especially in the long run. The results of the wavelet analysis show that in the currency crisis periods, the exchange rate-CPI correlati...
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Due to the structure of exchange rate regime in Iran and its dependence on oil revenues in recent decades, it is expected that exchange rate changes can be regarded as a consequence of major changes in oil price. In this regard, the exchange rate increases and decreases can influence the level of employment of firms by affecting the amount of their profitability, and of course, this kind of inf...
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ژورنال
عنوان ژورنال: East Asian Economic Review
سال: 2002
ISSN: 2508-1640,2508-1667
DOI: 10.11644/kiep.jeai.2002.6.1.89