Purpose: The study aims to evaluate the impact of exchange rate volatility on indicators stock market, such as returns, capitalization, liquidity, transaction volume, based Nigerian evidence. Theoretical framework: paper considers extant model rate-stock market interactions. Because diversity is important follows suggestions by El-Wassal (2013) examine variety in order offer accurate depiction ...

This study examined oil price influence on the Nigeria exchange rate volatility spanning retro of thirty five (35) years. The Simultaneous equation modeling Granger causality test and Vector Error Correction Model (VECM) techniques were adopted, to analyzed data stream from 1983 – 2019. A dynamic framework analysis that includes unit root, descriptive statistics co-integration preliminary carri...

The relative value of currencies varies considerably over time. These fluctuations bring uncertainty to international traders. As a result, the volatility in exchange rate movements may influence the volume and the price of traded commodities. The volatility of exchange rates was measured by the variance of residuals in a GARCH(1,1) model of the exchange rate. We estimated the effect of this ex...

The present study was conducted to examine the extent and direction of exchange rate volatility and its impact on macroeconomic performance of Pakistan. It is implied that exchange rate volatility has direct bearings on macroeconomic variables and thus on macroeconomic performance. This study also investigates the effect of exchange rate (independent variable) of Pak Rupee to US Dollar on selec...

This paper studies co-evolution of di erent decision rules in an arti cial foreign exchange market. The behavior of the exchange rate depends on the type of decision rules that agents use. Evolution of the moving average and least squares forecasting techniques results in a speculative attack on one of the currencies and that currency's eventual collapse. Addition of the rules that evolve the p...