Explaining the Great Moderation Exchange Rate Volatility Puzzle
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DOI: 10.29412/res.wp.2024.09
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More about this item
Keywords
exchange rates; international finance; volatility trends; risk premia; Fama puzzle;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2024-09-02 (International Finance)
- NEP-MON-2024-09-02 (Monetary Economics)
- NEP-OPM-2024-09-02 (Open Economy Macroeconomics)
- NEP-RMG-2024-09-02 (Risk Management)
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