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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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    Cited by:

    1. Siran Fang & Yunjie Wei & Shouyang Wang, 2024. "30 years of exchange rate analysis and forecasting: A bibliometric review," Journal of Economic Surveys, Wiley Blackwell, vol. 38(3), pages 973-1007, July.
    2. Shifna P. R. & N. Unnikrishnan Nair & S. M. Sunoj, 2024. "Multivariate Leimkuhler Curve: Properties and Applications to Analysis of Bibliometric Data," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 86(2), pages 999-1024, August.
    3. Abdulnasser Hatemi-J, 2024. "On the Asymmetric Volatility Connectedness," Papers 2404.12997, arXiv.org, revised May 2024.

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