The impact of exchange rate volatility on Indonesia's top exports to the five main export markets
L Sugiharti, MA Esquivias, B Setyorani - Heliyon, 2020 - cell.com
This study examines the impact of exchange rate volatility on Indonesia's primary export
commodities to the top five export destination countries, namely China, India, Japan, South …
commodities to the top five export destination countries, namely China, India, Japan, South …
Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model
Z Zhou, Z Fu, Y Jiang, X Zeng, L Lin - Finance Research Letters, 2020 - Elsevier
This paper investigates the impact of relative economic policy uncertainty between China
and the United States (the Sino-US EPU ratio) on the Chinese exchange rate volatility by …
and the United States (the Sino-US EPU ratio) on the Chinese exchange rate volatility by …
Can stale oil price news predict stock returns?
PK Narayan - Energy Economics, 2019 - Elsevier
We hand-collect time-series data on positive and negative oil price news from 100 news
sources from around the world, covering 59,129 news articles on oil prices. Using time …
sources from around the world, covering 59,129 news articles on oil prices. Using time …
Uncertainty and exchange rate volatility: Evidence from Mexico
G Bush, GL Noria - International Review of Economics & Finance, 2021 - Elsevier
This paper analyzes the effect of different types of uncertainty by implementing an in-depth
case study of Mexican peso US dollar exchange rate volatility. The paper exploits unique …
case study of Mexican peso US dollar exchange rate volatility. The paper exploits unique …
[PDF][PDF] The impact of COVID-19 on bank stability: Do bank size and ownership matter?
S Maria, R Yudaruddin… - Banks and Bank …, 2022 - businessperspectives.org
During the COVID-19 pandemic, bank stability became a priority for the Indonesian
Financial Services Authority and the government. Economic activity is expected to be …
Financial Services Authority and the government. Economic activity is expected to be …
Navigating the interconnected risks in currency valuation: unveiling the role of climate policy uncertainty
Given the significance of fostering sustainable climate conditions for long-term economic
stability and financial resilience, this study probes the connection between climate-related …
stability and financial resilience, this study probes the connection between climate-related …
Which is the best: A comparison of asset pricing factor models in Chinese mutual fund industry
Y Sha, R Gao - Economic Modelling, 2019 - Elsevier
Factor models are commonly used in estimating risk-adjusted fund performance. We
compare the commonly used factor models in empirical asset pricing studies and find that …
compare the commonly used factor models in empirical asset pricing studies and find that …
Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets
Abstract Uncertainty regarding Chinese and American economic policies impacts major
investable asset classes in politically contestable geographic regions such as Southeast …
investable asset classes in politically contestable geographic regions such as Southeast …
[HTML][HTML] Exchange rate volatility and Nigeria crude oil export market
LA Yunusa - Scientific African, 2020 - Elsevier
This paper examined the effect of exchange rate volatility on Nigerian crude oil export to its
trading partners (UK, USA, Italy, France, Spain, Canada and Brazil) using monthly data from …
trading partners (UK, USA, Italy, France, Spain, Canada and Brazil) using monthly data from …
Exchange rate effects of US government shutdowns: Evidence from both developed and emerging markets
We examine the exchange rate effects of US government shutdowns using historical
exchange rate data covering 19 episodes of government shutdowns. We find that major …
exchange rate data covering 19 episodes of government shutdowns. We find that major …