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Nominal Exchange Rate Dynamics for the Taka

Author

Listed:
  • Thomas M. FULLERTON
  • Dipanwita BARAI
  • Adam G. WALKE

Abstract

This paper analyzes the nominal exchange rate behavior of the Bangladeshi Taka using time series econometric techniques. It investigates volatility patterns and macroeconomic determinants influencing exchange rate movements.

Suggested Citation

  • Thomas M. FULLERTON & Dipanwita BARAI & Adam G. WALKE, 2025. "Nominal Exchange Rate Dynamics for the Taka," Journal of Social and Administrative Sciences, EconSciences Journals, vol. 12(3), pages 64-86, September.
    • Handle: RePEc:cvv:journ4:v:12:y:2025:i:3:p:64-86
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    2. Dipanwita Barai & Thomas M. Fullerton, Jr. & Adam G. Walke, 2018. "Exchange Rate Forecast Futility For The Taka," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 6(2), pages 1-7.

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    JEL classification:

    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies

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