Exchange rate intervention in small open economies: The role of risk premium and commodity price shocks
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DOI: 10.1016/j.iref.2012.08.012
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- Ahmet Degerli & Salih Fendoglu, 2013. "Reserve Option Mechanism as a Stabilizing Policy Tool : Evidence from Exchange Rate Expectations," Working Papers 1328, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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- Cakici, S. Meral, 2024. "Risk premium in a real business cycle framework," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 111-122.
- Rasaki, Mutiu Gbade & Malikane, Christopher, 2015. "Macroeconomic shocks and fluctuations in African economies," Economic Systems, Elsevier, vol. 39(4), pages 675-696.
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Keywords
Monetary policy rules; Exchange rates; Bayesian econometrics; Risk premium shocks; Ramsey problem;All these keywords.
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