Assessing the Volatility of the Euro on Foreign Exchange Markets: Further Empirical Evidence and Policy Implications
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More about this item
Keywords
Exchange Rate Volatility; Garch Models; Monetary Policy Rules; ECB; Yen/Euro Exchange Rate;All these keywords.
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F31 - International Economics - - International Finance - - - Foreign Exchange
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