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Exchange rate and volatility: A bibliometric review

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  • Martha Flores‐Sosa
  • Ezequiel Avilés‐Ochoa
  • José M. Merigó

Abstract

The exchange rate is one of the most important prices in open economies. Exchange rate volatility (ERV) has been studied in terms of its measurement, forecast and impact and relationship with other variables. This article proposes a bibliometric analysis of ERV compared with two databases Web of Science and Scopus. The number of data obtained reflects the importance of the topic in scientific research. In addition, we identify authors, institutions and countries of great influence studying currency volatility. The evolution of the study through time shows the increase in attention on the topic. VOS viewer software has been used to create graphic maps and visualize the connections existing in the study.

Suggested Citation

  • Martha Flores‐Sosa & Ezequiel Avilés‐Ochoa & José M. Merigó, 2022. "Exchange rate and volatility: A bibliometric review," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1419-1442, January.
    • Handle: RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1419-1442
    DOI: 10.1002/ijfe.2223
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