Exchange volatility and export performance in Egypt: New insights from wavelet decomposition and optimal GARCH model

J Bouoiyour, R Selmi - The Journal of International Trade & …, 2015 - Taylor & Francis
To assess the link between exchange rate uncertainty and exports performance in Egypt,
this article relies on an optimal GARCH model chosen by information criteria among …

Sürdürülebilir reel döviz kuru Türkiye örneği

AM Alper - 2010 - search.proquest.com
Nominal döviz kuru, gerek sermaye akımları gerekse dış ticaret hacmiüzerinde önemli bir rol
oynamaktadır. Reel döviz kuru ise, tek başınayorumlanamayan nominal döviz kurunun …

[PDF][PDF] Exchange rate regimes and economic growth in developing countries: An empirical study using panel data from 1980 to 2013

Z Guellil, FZ Marouf, M Benbouziane - Management International …, 2017 - hippocampus.si
The ideal exchange rate regime is a crucial element in the process of directing economic
policies in any country because of its impact on economic performance. It plays a clear role …

A common currency area for MENA countries? A VAR analysis of viability

O Ismath Bacha - International Journal of Emerging Markets, 2008 - emerald.com
Purpose–This paper aims to examine the feasibility of a Common Currency Area (CCA)
among ten MENA (Middle East and North Africa) Countries. The ten sample countries …

The single currency for Islamic nations: do heterogeneities matter?

M Agustiar - Journal of Islamic Monetary Economics and Finance, 2018 - jimf-bi.org
The purpose of this study is to assess the readiness of 44 OIC member countries to form a
currency union and to test whether the Optimum Currency Area (OCA) criteria remain …

Heterogeneity of the Maghreb: the results of optimized monetary rules

A Belhadj - 2009 - mpra.ub.uni-muenchen.de
The launch of the euro has fed doubts concerning the constitution of an optimal European
monetary zone. Indeed, the differences in legal, institutional and cultural frameworks… as …

Exchange rate arrangements and price stability in MENA countries

E El-Achkar, W Shahin - Monetary Policy and Central Banking in …, 2009 - taylorfrancis.com
This study aims to examine for the MENA region the impact of the behaviour of exchange
rates and the nature of the de facto exchange rate arrangement on price stability. Several …

Modeling exchange volatility in Egypt using GARCH models

J Bouoiyour, R Selmi - 2012 - mpra.ub.uni-muenchen.de
In this study, we consider the generalized autoregressive conditional heteroscedastic
approach in modeling real effective exchange rate in Egypt using monthly data from 1994 to …

Exchange Uncertainty and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model

J Bouoiyour, R Selmi - 2014 - mpra.ub.uni-muenchen.de
To effectively assess the link between exchange rate uncertainty and exports performance in
Egypt, this article relies on an optimal GARCH model among decomposed series on a scale …

[PDF][PDF] Exchange rate volatility and trade: An empirical investigation from the Egyptian economy

OM Badr, AF El-khadrawi - Applied Economics and Finance, 2018 - core.ac.uk
The main aim of this paper is to assess empirically the impact of exchange rate volatility
(ERV) on the export and import functions in reference to Egypt's major trading partners over …