... Finally, we put ideas into future research studies that can evaluate the exchange rate volatility in the future presented in Table 6. Andersen et al, (2003), Bekaert (1992), Betts (2000), Dumas (1992), Diebold (1989), Evans & Lyons (2002), Jorion (1990), Jorion (1995), Lothian & Taylor (1996), Muller (1990) 2 Exchange rate volatility using autoregressive model Bates (1996), Diebold (1990), Domowitz (1985), Engle (1990), Froot (1990), Hsieh (1989), Meese (1983), Patton (2006) 3 Relationship between exchange rate and interest rate Devereux (2003), Frenkel (1976), Gali & Monacelli (2005), Kim & Roubini, (2000), Meese & Rogofp (1988), Zhou (1996) 4 Impact of exchange rate volatility on growth, trade and investment Aghion et al. (2009), Kouri (1976, Levy-yeyati (2003), Levyyeyati (2005), Mussa (1979) 5 ...