Oil prices and exchange rate volatility in Arab countries
Author
Abstract
Suggested Citation
DOI: 10.1080/13504851.2012.674200
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Guillermo A. Calvo & Carmen M. Reinhart, 2002.
"Fear of Floating,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 117(2), pages 379-408.
- Guillermo A. Calvo & Carmen M. Reinhart, 2000. "Fear of Floating," NBER Working Papers 7993, National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Calvo, Guillermo, 2002. "Fear of floating," MPRA Paper 14000, University Library of Munich, Germany.
- Reinhart, Carmen, 2001. "Fear of Floating: Exchange Rate Flexibility Indices," MPRA Paper 13196, University Library of Munich, Germany.
- Glosten, Lawrence R & Jagannathan, Ravi & Runkle, David E, 1993.
"On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks,"
Journal of Finance, American Finance Association, vol. 48(5), pages 1779-1801, December.
- Lawrence R. Glosten & Ravi Jagannathan & David E. Runkle, 1993. "On the relation between the expected value and the volatility of the nominal excess return on stocks," Staff Report 157, Federal Reserve Bank of Minneapolis.
- Bollerslev, Tim, 1986.
"Generalized autoregressive conditional heteroskedasticity,"
Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
- Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
- John Williamson, 2000. "Exchange Rate Regimes for Emerging Markets: Reviving the Intermediate Option," Peterson Institute Press: All Books, Peterson Institute for International Economics, number pa60, January.
- Maurice Obstfeld & Kenneth Rogoff, 1995.
"The Mirage of Fixed Exchange Rates,"
Journal of Economic Perspectives, American Economic Association, vol. 9(4), pages 73-96, Fall.
- Maurice Obstfeld & Kenneth S. Rogoff, 1995. "The mirage of fixed exchange rates," Working Papers in Applied Economic Theory 95-08, Federal Reserve Bank of San Francisco.
- Maurice Obstfeld & Kenneth Rogoff, 1995. "The Mirage of Fixed Exchange Rates," NBER Working Papers 5191, National Bureau of Economic Research, Inc.
- Lawrence H. Summers, 2000. "International Financial Crises: Causes, Prevention, and Cures," American Economic Review, American Economic Association, vol. 90(2), pages 1-16, May.
- Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-370, March.
- Stanley Fischer, 2001. "Exchange Rate Regimes: Is the Bipolar View Correct?," Journal of Economic Perspectives, American Economic Association, vol. 15(2), pages 3-24, Spring.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Heidari, Hassan & Babaei Balderlou, Saharnaz & Ebrahimi Torki, Mahyar, 2016. "بررسی اثرگذاری واردات کالاهای مصرفی، واسطهای و سرمایهای در روند انتقال نوسانات قیمت نفت خام به بخش صنعت و معدن در ایران [Effects of the Import of Consumption, Intermediate and Capital Goods on Tr," MPRA Paper 79236, University Library of Munich, Germany.
- Ahmad, A.H. & Moran Hernandez, Ricardo, 2013. "Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 306-317.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Esaka, Taro, 2010. "Exchange rate regimes, capital controls, and currency crises: Does the bipolar view hold?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(1), pages 91-108, February.
- Esaka, Taro, 2010. "De facto exchange rate regimes and currency crises: Are pegged regimes with capital account liberalization really more prone to speculative attacks?," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1109-1128, June.
- Ali, Syed Zahid & Anwar, Sajid, 2011. "Supply-side effects of exchange rates, exchange rate expectations and induced currency depreciation," Economic Modelling, Elsevier, vol. 28(4), pages 1650-1672, July.
- Apanard Angkinand & Eric Chiu & Thomas Willett, 2009. "Testing the Unstable Middle and Two Corners Hypotheses About Exchange Rate Regimes," Open Economies Review, Springer, vol. 20(1), pages 61-83, February.
- Mohamed Sfia, 2011. "The choice of exchange rate regimes in the MENA countries: a probit analysis," International Economics and Economic Policy, Springer, vol. 8(3), pages 275-305, September.
- Lin, Shu, 2006. "Does it pay to go to the corners? An empirical evaluation of the bipolar view of exchange rate regimes," Economics Letters, Elsevier, vol. 92(3), pages 342-347, September.
- X. Fernández, Bernardo & Fernández Q, Vladimir & Aldazosa, E. René, 2018.
"Una subasta doble de divisas para la determinación del tipo de cambio en Bolivia,"
Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 29, pages 152-189, May.
- X. Fernández, Bernardo & Fernández Q., Vladimir & Aldazosa, E. Rene, 2017. "Una Subasta Doble de Divisas para la Determinación del Tipo de Cambio en Bolivia," Documentos de trabajo 4/2017, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
- Fujiki, Hiroshi & Otani, Akira, 2002. "Do Currency Regimes Matter in the 21st Century? An Overview," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(S1), pages 47-79, December.
- Barry Eichengreen, 2002. "International Monetary Options for the Twenty-First Century," The ANNALS of the American Academy of Political and Social Science, , vol. 579(1), pages 11-25, January.
- Jin, Sainan, 2009. "Discrete choice modeling with nonstationary panels applied to exchange rate regime choice," Journal of Econometrics, Elsevier, vol. 150(2), pages 312-321, June.
- Kuttner, Kenneth N & Posen, Adam S, 2001.
"Beyond Bipolar: A Three-Dimensional Assessment of Monetary Frameworks,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(4), pages 369-387, October.
- Kenneth N. Kuttner, 2001. "Beyond Bipolar: A Three-Dimensional Assessment of Monetary Frameworks," Working Papers 52, Oesterreichische Nationalbank (Austrian Central Bank).
- Kenneth N. Kuttner & Adam S. Posen, 2001. "Beyond Bipolar: A Three-Dimensional Assessment of Monetary Frameworks," Working Paper Series WP01-7, Peterson Institute for International Economics.
- Rehim Kilic, 2011. "A conditional variance tale from an emerging economy's freely floating exchange rate," Applied Economics, Taylor & Francis Journals, vol. 43(19), pages 2465-2480.
- Agnès Bénassy-Quéré & Benoit Coeuré, 2002.
"The Survival of Intermediate Exchange Rate Regimes,"
Working Papers
2002-07, CEPII research center.
- A. Bénassy-Quéré & B. Cœuré, 2002. "The Survival of Intermediate Exchange rate Regimes," THEMA Working Papers 2002-11, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Edwards, Sebastian, 2002.
"The great exchange rate debate after Argentina,"
The North American Journal of Economics and Finance, Elsevier, vol. 13(3), pages 237-252, December.
- Sebastian Edwards, 2002. "The Great Exchange Rate Debate After Argentina," NBER Working Papers 9257, National Bureau of Economic Research, Inc.
- Sebastian Edwards, 2002. "The Great Exchange Rate Debate after Argentina," Working Papers 74, Oesterreichische Nationalbank (Austrian Central Bank).
- Giancarlo Marini & Giovanni Piersanti, 2012. "Models of Speculative Attacks and Crashes in International Capital Markets," CEIS Research Paper 245, Tor Vergata University, CEIS, revised 24 Jul 2012.
- Assaf Razin & Yona Rubinstein, 2004.
"Growth Effects of the Exchange-Rate Regime and the Capital-Account Openness in A Crisis-Prone World Market: A Nuanced View,"
NBER Working Papers
10555, National Bureau of Economic Research, Inc.
- Razin, Assaf & Rubinstein, Yona, 2004. "Growth Effects of the Exchange-Rate Regime and the Capital Account Openness in A Crisis-Prone World Market: A Nuanced View," CEPR Discussion Papers 4475, C.E.P.R. Discussion Papers.
- Klaus Schmidt-Hebbel, 2006. "La Gran Transición de Regímenes Cambiarios y Monetarios en América Latina," Economic Policy Papers Central Bank of Chile 17, Central Bank of Chile.
- Alexis Cruz-Rodriguez, 2013.
"Choosing and Assessing Exchange Rate Regimes: a Survey of the Literature,"
Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 28(2), pages 37-61, October.
- Cruz Rodriguez, Alexis, 2009. "Choosing and assessing exchange rate regimes: A survey of the literature," MPRA Paper 16314, University Library of Munich, Germany.
- Coudert, Virginie & Dubert, Marc, 2005.
"Does exchange rate regime explain differences in economic results for Asian countries?,"
Journal of Asian Economics, Elsevier, vol. 16(5), pages 874-895, October.
- Virginie Coudert & Marc Dubert, 2004. "Does Exchange Rate Regime Explain Differences in Economic Results for Asian Countries?," Working Papers 2004-05, CEPII research center.
- Jean-Pierre Allegret & Mohamed Ayadi & Leila Haouaoui, 2007. "Volatility of Shocks and Degree of Exchange Rate Flexibility," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 54(3), pages 271-301, September.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:apeclt:v:20:y:2013:i:1:p:41-47. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/RAEL20 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.