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Exchange Rate Volatility in Emerging Economies By Abdulkader M. Aljandali
Paperback: $36.55
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EXCHANGE RATE VOLATILITY IN EMERGING ECONOMIES by Abdulkader M. ALJANDALI is a contribution to the knowledge concerning the volatility and forecasting of exchange rates in the emerging markets. It... More > focuses on the exchange rates of the leading trading blocs in that part of the world and examines exchange rates of selected emerging countries across continents in order to explain local and regional variations in exchange rates and the determinants of fluctuations in selected countries in Africa, Asia, Central and Latin America. Exchange rates of countries from the four different regions are investigated separately, followed by an analysis within and across regions to identify common patterns of exchange rates fluctuations. Monthly forecasts are generated for a period of 24 months to test the performance of the times series, cointegration and combination techniques used in this book. The results show that exchange rates of countries in the same region behave similarly following a shock to the system.< Less

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