Exchange Rate Volatility and Trade: A Panel Data Analysis: A Comparison between Domestic and Foreign Rates through Application of GARCH Models for Pakistan's Trade Partners - Softcover

Khan, Abdul Jalil; Azim, Parvez

 
9783639761481: Exchange Rate Volatility and Trade: A Panel Data Analysis: A Comparison between Domestic and Foreign Rates through Application of GARCH Models for Pakistan's Trade Partners
Softcover
ISBN 10: 3639761480 ISBN 13: 9783639761481
Verlag: Scholars' Press, 2015

Inhaltsangabe

International financial markets are passing through instability and essentially require re-evaluation of their behavior chiefly under the context of foreign currencies ensuring effective forecasting to assess the emerging patterns and structures, otherwise incapacitate the investors to make valid decisions for future participation in growth and development process. This study examines the effects of exchange rate volatility on trade and capital flows both for developed and developing countries that have trade relations with Pakistan. Impact of volatility through various specifications of GARCH based volatility models has been analyzed on trade and capital flows by estimating panel data fixed effect models considering monthly data from 1970 to 2009 for 29 countries. This has allowed us to compare and evaluate variation in both domestic currency (direct financial transactions) and foreign currency (indirect financial transaction by involving third country) values to expose the underlying structures and interconnections among currencies providing an opportunity to strengthened the decision making process of investors and traders.

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Über die Autorin bzw. den Autor

ABDUL JALIL KHAN has completed his Ph.D and MPhil. in Economics from Govt. College University, Lahore. Assistant Professor at Forman Christian College (A Chartered University),Lahore. Pakistan DR PARVEZ AZIM has done his M.A from Roosevelt University & Ph.D from Texas A&M University, USA. Professor at Govt. College University,Faisalabad. Pakistan

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Verlag
Scholars' Press
Erscheinungsdatum
2015
Sprache
Englisch
ISBN 10 
3639761480
ISBN 13 
9783639761481
Einband
Taschenbuch
Anzahl der Seiten
220
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Edicoes Nosso Conhecimento
customerservice@vdm-vsg.de

SIA
Riga
1039
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