This study estimates exchange rate risk between the Albanian Lek (ALL) and the Euro (EUR) using a GARCH(1,1) model and Value at Risk (VaR). Monthly data from January 2012 to October 2024 are used to model time-varying volatility in exchange rate returns. VaR is computed at the 95% and 99% confi - de…

It is widely known that in the exchange rate market there are 3 factors influential to determine the currency exchange rate between the related countries in theory; i.e., the interest rate, inflation, and expectation on the exchange rate. This paper aims to find how the exchange rate between U.S. do…

This paper analyses the post SAP persistence of inflation in Nigeria for the period, 1960-2008 with exchange rate, money supply and trade balance as preferred influential variables. To investigate the effect of policy switch from the period of direct instrument to the period of deregulation occasion…