Kadri Alaeddine – Lecturer prof – Djillali Liabes University – Algeria
Mokhtaria Bouziane – PhD student – Djillali Liabes University – Algeria
Democratic Arab Center
Journal of Afro-Asian Studies : Fifth Issue – April 2020
A Periodical International Journal published by the “Democratic Arab Center” Germany – Berlin. The journal deals with the field of Afro-Asian strategic, political and economic studies
The global financial crisis has lent new impetus to discussions of the Dollar behavior during the 2008 crisis, the appreciation of dollar make a paradox Whether the crisis has an impact on the Dollar exchange rate. This article aims to analyse the volatility of the Dollar exchange rate during 2008 financial crisis using various volatility models such as Autoregressive Integrated Moving Average Autoregressive Integrated Moving Average and Autoregressive Conditional Heteroskedasticity models During the period from (01- 01- 2005to 01- 12 -2014); the results shows that there is a positive statistically significant effect of the crisis on volatility of dollar exchange rate.