We examine the relationship between return and volatility as well as the covolatility spillover
for energy, foreign currency, and stock markets using the diagonal BEKK model. Using daily …

This study examines macroeconomic risk factors to investigate how they affect working
capital management (WCM) and, ultimately, firm performance. Additionally, we examine the …

Undocumented in the literature, we show that the effectiveness of firms' hedging activities
depends on the underlying characteristics (eg, direction) of firms' expected exchange rate …

Based on a French firm-level database that combines information on balance-sheet and
destination-specific export information over the period 1995–2009, we document a new …

This paper contributes to the literature on firms' export pricing by assessing whether and to
what extent firms take into account the expected future evolution of the exchange rates while …

We estimate an augmented gravity model using a firm-level database on Turkish firms to
revisit the trade-exchange rate relationship over 2003–2015 at the intensive export margin …

The aim of this study is to determine the causal relationship between the tonnage of
containers handled at the Turkish ports and major exchange rates. Especially the recent …

In this paper, we study the effects of bilateral exchange rate volatility on the extensive margin
of export. More specifically, we explore the effect of bilateral exchange rate volatility on the …

Abstract In this study, Panel Vector Autoregression (PVAR) models are used to determine
the impacts of exchange rate volatility on industrial production growth rate, consumer price …

This research analyses the various components of working capital of selected manufacturing
companies in Pakistan. In this study, a static panel analysis technique is used to examine …