ARTÍCULO
TITULO

Influence ?f ?xch?ng? R?t? Risk ?n ?xp?rts in BRICS

S?l?khiddin Sh?kh?biddin?vich ?v?zkh?dj??v    
Dilsh?d Nurill?kh?n?vich Mur?d?v    

Resumen

This study inv?stig?t?s hyp?th?sis th?t ?xch?ng? r?t? risk m?y h?v? an ?ff?ct ?n ?xp?rts f?r several ?m?rging m?rk?t ?c?n?mi?s namely, Br?zil, Russi?, Indi?, Chin? ?nd S?uth ?fric?, which ?r? ?ls? c?ll?d th? BRICS. W? employ th? multiv?ri?t? G?RCH-in-m??n m?d?l t? ?ss?ss th? imp?ct ?f ?xch?ng? r?t? risk ?n ?xp?rts. Importantly, this modelling approach follows a singl?-st?p pr?c?dur? which succ?ssfully ?v?rc?m?s g?n?r?t?d r?gr?ss?r pr?bl?m. Th? findings reveal th?t th? r??l ?xch?ng? r?t? v?l?tility has a signific?nt n?g?tiv? imp?ct ?n ?xp?rts in Br?zil, Indi?, Chin? ?nd S?uth ?fric? whereas the impact has been found to be positive in Russia. C?mput?d g?n?r?liz?d impuls? r?sp?ns? functi?n suggests that th? ?ff?cts ?f un?xp?ct?d sh?cks of r??l ?xch?ng? r?t? v?l?tility ?n ?xp?rt gr?wth are more protracted. The innovation sh?cks ?f Br?zil, Russi? ?nd Chin? ?c?n?mi?s (?xc?pt Indi?) ?xch?ng? r?t? volatility has ? p?sitiv? imp?ct ?n ?xp?rt uncertainty while f?r?ign inc?m? volatility has ?mbigu?usly ?xp?sing to S?uth ?fric? ?c?n?my.K?yw?rds: Exch?ng? R?t? Risk, ?xp?rt Growth, Multiv?ri?t? G?RCH-in-Mean, GIRFJ?L Cl?ssific?ti?ns: C32, F19, F31DOI: https://doi.org/10.32479/ijefi.6986

 Artículos similares

       
 
Darus Altin,(Universitas Bangka BelitungIndonesia)Ridwan Nurazi,(Bengkulu UniversityIndonesia)Fitri Santi,(Bengkulu UniversityIndonesia)Syaiful Syaiful,(Bengkulu UniversityIndonesia)     Pág. 57 - 63
Goals of this research to prove influence board_diversity on the risk-taking behaviour of Indonesian banks. Sample is used 53 bank commercial with periode from 2000-2018. We find  effect positive from board diversity on risk taking commercial bank i... ver más

 
Augusty Tae Ferdinand,Raras Sekar Kinasih,Amie Kusumawardhani,Idris Idris,Irene Rini Demi Pangestuti,Hersugondo Hersugondo     Pág. 369 - 381
Since there are inconsistent findings on the influence of entrepreneurial orientation on business performance, we aim to develop a conceptual model to explain how an entrepreneurial orientation has the potential to enhance business performance. We develo... ver más

 
Belicia Viola,Josephine Aryanto,Nany Chandra Marsetio,Retno Yuliati     Pág. 255 - 272
This study examines how board characteristics (gender, education, and age) and board size can impact corporate risk disclosure (CRD) in quantity and coverage. This research differs from previous studies because we use the newest COSO framework (2017) to ... ver más

 
Lilik Handajani, University of Mataram, Indonesia Lalu Hamdani Husnan, University of Mataram, Indonesia Endar Pituringsih, University of Mataram, Indonesia  10.21831/economia.v18i2.42883     Pág. 221 - 239
AbstractThis research investigates the effect of sustainability performance and firm characteristics on risk and corporate value by applying a structural equation model. The focus of the analysis is on Indonesian companies that received sustainability ra... ver más
Revista: Jurnal Economia

 
Marsha Caesarani, Gusganda Suria Manda     Pág. 1179 - 1186
The role of the banking system uses more of the financial system. The financial system has a very positive impact on bank performance. This study is to understand the risk of influence on banking which is analyzed using NPL, NIM, LDR ratios related to fi... ver más