El tipo de cambio propio: reformulación del concepto y estimación para el caso español
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- José de Hevia Paya, 1991. "Cuantificación de la importancia relativa del tipo de cambio peseta-marco en la política cambiaria española," Investigaciones Economicas, Fundación SEPI, vol. 15(3), pages 645-670, September.
- Hsieh, David A., 1988. "The statistical properties of daily foreign exchange rates: 1974-1983," Journal of International Economics, Elsevier, vol. 24(1-2), pages 129-145, February.
- Levich, Richard M., 1985. "Empirical studies of exchange rates: Price behavior, rate determination and market efficiency," Handbook of International Economics, in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 19, pages 979-1040, Elsevier.
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.- Oscar Bajo-Rubio & Simón Sosvilla Rivero, 1993. "Teorías del tipo de cambio: una panorámica," Documentos de Trabajo del ICAE 9307, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Kathryn M. Dominguez, 1993. "Does Central Bank Intervention Increase the Volatility of Foreign Exchange Rates?," NBER Working Papers 4532, National Bureau of Economic Research, Inc.
- Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2007. "The Forward Premium Puzzle only emerges gradually," Tinbergen Institute Discussion Papers 07-033/2, Tinbergen Institute.
- Charles van Marrewijk, 2004.
"An introduction to international money and foreign exchange markets,"
International Finance
0410006, University Library of Munich, Germany.
- Charles van Marrewijk, 2004. "An Introduction to International Money and Foreign Exchange Markets," School of Economics and Public Policy Working Papers 2004-02, University of Adelaide, School of Economics and Public Policy.
- Charles Van Marrewijk, 2004. "An Introduction to International Money and Foreign Exchange Markets," Centre for International Economic Studies Working Papers 2004-07, University of Adelaide, Centre for International Economic Studies.
- Rustam Jamilov, 2013.
"J-Curve Dynamics and the Marshall–Lerner Condition: Evidence from Azerbaijan,"
Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 19(3), pages 313-323, February.
- Jamilov, Rustam, 2013. "Capital mobility in the Caucasus," Economic Systems, Elsevier, vol. 37(2), pages 155-170.
- Ercan Balaban & Asli Bayar & Ozgur Berk Kan, 2001. "Stock returns, seasonality and asymmetric conditional volatility in world equity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 8(4), pages 263-268.
- Kühl, Michael, 2007. "Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses," University of Göttingen Working Papers in Economics 68, University of Goettingen, Department of Economics.
- Rudiger Dornbusch & Jeffrey Frankel, 1988.
"The Flexible Exchange Rate System: Experience and Alternatives,"
International Economic Association Series, in: Silvio Borner (ed.), International Finance and Trade in a Polycentric World, chapter 7, pages 151-208,
Palgrave Macmillan.
- Rudiger Dornbusch & Jeffrey A. Frankel, 1987. "The Flexible Exchange Rate System: Experience and Alternatives," NBER Working Papers 2464, National Bureau of Economic Research, Inc.
- Dornbusch, Rudiger & Frankel, Jeffrey, 1988. "The Flexible Exchange Rate System: Experience and Alternatives," Department of Economics, Working Paper Series qt5ct1w459, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Rudiger Dornbusch and Jeffrey Frankel., 1988. "The Flexible Exchange Rate System: Experience and Alternatives," Economics Working Papers 8868, University of California at Berkeley.
- Joseph P. Byrne & E. Philip Davis, 2005.
"Investment and Uncertainty in the G7,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 141(1), pages 1-32, April.
- Byrne, Joseph P & Davis, E Philip, 2002. "Investment and Uncertainty in the G7," MPRA Paper 78956, University Library of Munich, Germany.
- Ibrahim Chowdhury & Lucio Sarno, 2004.
"Time‐Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers,"
Journal of Business Finance & Accounting,
Wiley Blackwell, vol. 31(5‐6), pages 759-793, June.
- Ibrahim Chowdhury & Lucio Sarno, 2004. "Time-Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(5-6), pages 759-793.
- Jose A. Lopez & Christian Walter, 1997.
"Is implied correlation worth calculating? Evidence from foreign exchange options and historical data,"
Research Paper
9730, Federal Reserve Bank of New York.
- Jose A. Lopez & Christian Walter, 2000. "Is implied correlation worth calculating? Evidence from foreign exchange options and historical data," Working Paper Series 2000-02, Federal Reserve Bank of San Francisco.
- Pasquariello, Paolo, 2002. "Uncertainty of trading rules in currency markets: an application of non-parametric bootstrapping," Journal of Multinational Financial Management, Elsevier, vol. 12(2), pages 107-133, April.
- Emmanuel Afuecheta & Idika E. Okorie & Saralees Nadarajah & Geraldine E. Nzeribe, 2024. "Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 271-304, January.
- Gencay, Ramazan & Selcuk, Faruk & Ulugulyagci, Abdurrahman, 2003. "High volatility, thick tails and extreme value theory in value-at-risk estimation," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 337-356, October.
- José de Hevia Paya, 1991. "Cuantificación de la importancia relativa del tipo de cambio peseta-marco en la política cambiaria española," Investigaciones Economicas, Fundación SEPI, vol. 15(3), pages 645-670, September.
- P. Chong, 1987. "Does Interest Parity Hold for Australia?," Economics Discussion / Working Papers 87-03, The University of Western Australia, Department of Economics.
- Lucjan T. Orlowski, 1995.
"Recent Developments in International Currency Derivatives Market: Implications for Poland,"
CASE Network Studies and Analyses
0055, CASE-Center for Social and Economic Research.
- Lucjan T. Orlowski, 2005. "Recent Developments in International Currency Derivatives Market: Implications for Poland," International Finance 0502008, University Library of Munich, Germany.
- Ray C. Fair, 1986.
"Interest Rate and Exchange Rate Determination,"
Cowles Foundation Discussion Papers
810, Cowles Foundation for Research in Economics, Yale University.
- Ray C. Fair, 1986. "Interest Rate and Exchange Rate Determination," NBER Working Papers 2105, National Bureau of Economic Research, Inc.
- Amelie Charles & Olivier Darne, 2009.
"Testing for Random Walk Behavior in Euro Exchange Rates,"
Economie Internationale, CEPII research center, issue 119, pages 25-45.
- Amélie Charles & Olivier Darné, 2009. "Testing for random walk behavior in euro exchange rates," Post-Print hal-00771082, HAL.
- Jamilov, Rustam, 2012. "Capital mobility in the Caucasus," MPRA Paper 38184, University Library of Munich, Germany, revised Apr 2012.
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:ucm:doicae:9305. 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: Águeda González Abad (email available below). General contact details of provider: https://edirc.repec.org/data/feucmes.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.