[PDF][PDF] Symmetric and asymmetric effects of financial innovation and FDI on exchange rate volatility: Evidence from South Asian Countries

M Qamruzzaman, AM Mehta, R Khalid… - The Journal of Asian …, 2021 - academia.edu
The study explores the nexus between foreign direct investment (FDI), financial innovation,
and exchange rate volatility in selected South Asian countries for 1980 to 2017. The study …

Effect of inflation and interest rates on foreign exchange rates in Kenya

M Muchiri - 2017 - erepository.uonbi.ac.ke
Exchange rates, inflation rates and rates of interest are indispensable variables of
macroeconomic, which can change the growth pattern and direction of economic stability …

[HTML][HTML] Forecasting exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach

PE Eniayewu, GT Samuel, JD Joshua, BT Samuel… - Scientific African, 2024 - Elsevier
The study examines the power of monetary fundamentals (interest rate and money supply
growth) in forecasting daily exchange rate volatility in South Africa and Nigeria. The …

Relationship between foreign direct investment inflows and selected macroeconomic variables in Kenya

TM Ogero - 2023 - repository.rongovarsity.ac.ke
Foreign direct investment (FDI) emerges as a critical strategy in the pursuit of long standing
financial growth and advancement within the majority of evolving nations. This is primarily …

[PDF][PDF] Multivariate Analysis of East African Currency Exchange Rate Dynamics.

YA Shiferaw - Annals of Economics & Finance, 2019 - down.aefweb.net
The main aim of this paper is to investigate the conditional correlations between daily
returns of 6 currencies of East African countries relative to the US dollar. We fitted the CCC …

Interbank Rates, Foreign Exchange Rates and the Stock Market in Nigeria: Some stylized facts

C Amuchie, R Ajikobi, M Lawan… - … Exchange Rates and …, 2024 - papers.ssrn.com
The study analyzes the trends and relationships between Nigeria's interbank (OBB) rates,
exchange rates, and stock market performance from 2018 to May 2024. It identifies a …

Nonparametric Prediction Interval for Conditional Expected Shortfall Admitting a Location-Scale Model using Bootstrap Method

E Torsen, PN Mwita, JK Mung'atu - 2021 - 210019.fd6au1zn.asia
In financial risk management, the expected shortfall is a popular risk measure which is often
considered as an alternative to Value-at-Risk. It is defined as the conditional expected loss …

[PDF][PDF] Examining the Empirical Effect of Public Debt on Export Earning of Flower Firms in Kenya.

RJ Cheruiyot - academia.edu
Flower firms play significant role in Kenya economic growth; however, they face uncertain
future on their operations due to overreliance on export earning which is affect by exchange …

Determinants of exchange rate volatility in Ghana: Evidence from Glosten, Jagannathan and Runkle model and quantile regression.

EK Odoom - 2019 - ir.ucc.edu.gh
Exchange rate volatility is a major problem facing developing countries, especially Ghana.
The issue of exchange rate volatility is too disturbing and over the years has become a …

[引用][C] Infrastructure growth, external debt and exchange rate nexus in Africa

FN Akplehey - 2019 - University of Ghana