Growth and exchange rate volatility: a panel data analysis

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

The Analysis of Real Exchange Rate Volatility and Stock Exchange Return with PANEL-GARCH Approach (Case Study: D8 Countries)

S tock returns of companies listed on the stock exchange is one of the most important criteria in assessing the macroeconomic. This study investigates the effect of exchange rate Volatility on the stock exchange Returns of D8 countries. It takes monthly data during the period (2008:1-2015:6) constituting 90 observations. At first we used Panel-GARCH model to estimate Exchange Rate Vo...

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 ...

Financial Development and Economic Growth: Panel Data and Trilateral Analysis

A large body of literatures links financial development to economic growth, yet the channels through which inflation and economic development affect this relationship have been less thoroughly explored. This research takes econometric and trilateral graphic approaches to examine these channels using 99 developing and developed countries during the years 1960-2009. Findings prove that respecti...

the impact of monetary regime on the exchange rate pass-through under exchange rate volatility (dynamic panel data approach)