... exchange rate is denoted by r_t, t ≥ 0, which is driven by the SDE: (2.3) d r t = a ( t , r t , ξ t ) d t + b ( t , r t , ξ t ) d W t , where W_t is the standard Brownian motion defined on (Ω, F , P...

... and exchange rates of Ukraine's neighboring states. Design/methodology/approach The authors focused on the neighboring countries that share a western border with Ukraine and have received the highest number of refugees: Hungary, Poland, Romania and Slovakia. The analysis covered the period from April 24...

... exchange rate (CHEER) approach. Further, this study tests whether the CHEER results are data frequency-dependent. Design/methodology/approach The present study uses monthly data ranging from 1997M01 to 2016M12 and considers the US economy as the representative foreign country. The study uses structural...

...Malepati Jayashankar; Badri Narayan Rath Purpose The purpose of this study is to examine linkage between exchange rate, stock return and interest rate for India. Design/methodology/approach Using monthly data from January 2000 to December 2014, this study has scrutinized the linkage between...

...Mulatu Fekadu Zerihun; Martinus C. Breitenbach; Francis Kemegue Purpose This paper explores the possibilities for policy coordination in the Southern African Development Community (SADC) as well as real effective exchange rate (REER) stability as a prerequisite towards sensible monetary...