As the volatility of exchange rates significantly influences international trade, understanding
their complex interplay is paramount. In the face of a burgeoning body of knowledge that …

Purpose-In the literature the effect of exchange rate volatility on various macroeconomic
variables has been extensively studied but there are not enough studies about the reasons …

We utilize a fundamentals-based component volatility model to forecast the short-run
volatility of exchange rate changes using monetary fundamentals quoted at different …

Since the collapse of the Bretton Woods in the late 1970's, the international monetary system
has been dominated by the floating exchange rate system. The currencies around the world …

The aim of this paper is to contribute to the existing literature by exploring the relationship
between the real commodity price volatilities and the real effective exchange rate (REER) of …

This paper examines the volatility interconnection between the main cryptocurrencies and
traditional currencies during the period of February 2014-September 2018 using both a …

Real exchange rate volatility is an important contributor to risks in the financial world. During
periods of excessive fluctuations in exchange rates, foreign trade and investments could be …

This paper investigates the determinants of exchange rate volatil'ity in South Africa for the
period 1986t2013 using the New Open Economy Macroeconomics model by Obstfeld & …

This study examines whether Google Trends can improve hedging performance by
incorporating 15 search queries provided by Bulut (2018) into the exchange rate volatility …

Economic policy uncertainty (EPU) reflects more information related to exchange rate
volatility than traditional macroeconomic variables do, and thus may have stronger …