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Understanding Bilateral Exchange Rate Volatility
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Cited by:
- Pels, 2010. "International Asset Holdings and the Euro," The Institute for International Integration Studies Discussion Paper Series iiisdp331, IIIS.
- N. Antonakakis & J. Darby, 2013.
"Forecasting volatility in developing countries' nominal exchange returns,"
Applied Financial Economics, Taylor & Francis Journals, vol. 23(21), pages 1675-1691, November.
- Antonakakis, Nikolaos & Darby, Julia, 2012. "Forecasting Volatility in Developing Countries' Nominal Exchange Returns," MPRA Paper 40875, University Library of Munich, Germany.
- Mutiu Gbade Rasaki, 2017. "A Bayesian Estimation of DSGE Model for the Nigerian Economy," EuroEconomica, Danubius University of Galati, issue 2(36), pages 145-158, November.
- Philip R. Lane & Jay C. Shambaugh, 2010.
"Financial Exchange Rates and International Currency Exposures,"
American Economic Review, American Economic Association, vol. 100(1), pages 518-540, March.
- Philip R Lane & Jay C Shambaugh, 2007. "Financial exchange rates and international currency exposures," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 90-127, Bank for International Settlements.
- Philip Lane & Jay C. Shambaugh, 2007. "Financial Exchange Rates and International Currency Exposures," NBER Working Papers 13433, National Bureau of Economic Research, Inc.
- Lane, Philip R. & Shambaugh, Jay C., 2008. "Financial exchange rates and international currency exposures," Discussion Paper Series 1: Economic Studies 2008,22, Deutsche Bundesbank.
- Philip R. Lane & Jay C. Shambaugh, 2007. "Financial Exchange Rates and International Currency Exposures," The Institute for International Integration Studies Discussion Paper Series iiisdp229, IIIS.
- Lane, Philip & Shambaugh, Jay, 2007. "Financial Exchange Rates and International Currency Exposures," CEPR Discussion Papers 6473, C.E.P.R. Discussion Papers.
- Kalemli-Ozcan, Sebnem & Papaioannou, Elias & Peydró, José-Luis, 2010.
"What lies beneath the euro's effect on financial integration? Currency risk, legal harmonization, or trade?,"
Journal of International Economics, Elsevier, vol. 81(1), pages 75-88, May.
- Kalemli-Özcan, Sebnem & Papaioannou, Elias & Peydró, José-Luis, 2009. "What Lies Beneath the Euro's Effect on Financial Integration? Currency Risk, Legal Harmonization, or Trade?," CEPR Discussion Papers 7314, C.E.P.R. Discussion Papers.
- Sebnem Kalemli-Ozcan & Elias Papaioannou & José-Luis Peydró, 2009. "What Lies Beneath the Euro's Effect on Financial Integration: Currency Risk, Legal Harmonization, or Trade?," NBER Working Papers 15034, National Bureau of Economic Research, Inc.
- Papaioannou, Elias & Peydró, José-Luis & Kalemli-Ozcan, Sebnem, 2010. "What lies beneath the euro's effect on financial integration? Currency risk, legal harmonization, or trade?," Working Paper Series 1216, European Central Bank.
- Philip R. Lane, 2003.
"Business Cycles and Macroeconomic Policy in Emerging Market Economies,"
International Finance, Wiley Blackwell, vol. 6(1), pages 89-108, March.
- Philip R. Lane, 2003. "Business Cycles and Macroeconomic Policy in Emerging Market Economies," Trinity Economics Papers 20032, Trinity College Dublin, Department of Economics.
- Fritz, Barbara & Mühlich, Laurissa, 2007. "South-south monetary integration: the case for a research framework beyond the theory of optimum currency area," Discussion Papers 2007/20, Free University Berlin, School of Business & Economics.
- Aghion, Philippe & Bacchetta, Philippe & Rancière, Romain & Rogoff, Kenneth, 2009.
"Exchange rate volatility and productivity growth: The role of financial development,"
Journal of Monetary Economics, Elsevier, vol. 56(4), pages 494-513, May.
- Philippe Aghion & Philippe Bacchetta & Romain Ranciere & Kenneth Rogoff, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," NBER Working Papers 12117, National Bureau of Economic Research, Inc.
- Philippe Aghion & Philippe Baccheta & Romain Ranciere & Kenneth Rogoff, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," Swiss Finance Institute Research Paper Series 06-16, Swiss Finance Institute.
- Rogoff, Kenneth & Bacchetta, Philippe & Aghion, Philippe & Rancière, Romain, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," CEPR Discussion Papers 5629, C.E.P.R. Discussion Papers.
- Philippe Aghion & Philippe Bacchetta & Romain Ranciere & Kenneth Rogoff, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," Working Papers 06.02, Swiss National Bank, Study Center Gerzensee.
- Aghion, Philippe & Bacchetta, Philippe & Ranciere, Romain & Rogoff, Kenneth S., 2009. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," Scholarly Articles 12490419, Harvard University Department of Economics.
- Philippe Aghion & Philippe Bacchetta & Romain Rancière & Kenneth Rogoff, 2009. "Exchange rate volatility and productivity growth: The role of financial development," Post-Print halshs-00754377, HAL.
- Lane, Philip R. & Milesi-Ferretti, Gian Maria, 2007.
"Capital flows to central and Eastern Europe,"
Emerging Markets Review, Elsevier, vol. 8(2), pages 106-123, May.
- Mr. Gian M Milesi-Ferretti & Mr. Philip R. Lane, 2006. "Capital Flows to Central and Eastern Europe," IMF Working Papers 2006/188, International Monetary Fund.
- Philip R. Lane & Gian Maria Milesi-Ferretti, 2006. "Capital Flows to Central and Eastern Europe," The Institute for International Integration Studies Discussion Paper Series iiisdp161, IIIS.
- Gunther Schnabl, 2004. "International Capital Markets, Macroeconomic Stability, and Exchange Rate Stabilization in the CIS and East Asia," International Finance 0410009, University Library of Munich, Germany, revised 01 Mar 2005.
- Ganguly, Srideep & Breuer, Janice Boucher, 2010. "Nominal exchange rate volatility, relative price volatility, and the real exchange rate," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 840-856, September.
- Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2018.
"Currency matters: Analyzing international bond portfolios,"
Journal of International Economics, Elsevier, vol. 114(C), pages 376-388.
- John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2017. "Currency Matters: Analyzing International Bond Portfolios," NBER Working Papers 23175, National Bureau of Economic Research, Inc.
- Vahagn Galstyan & Philip Lane, 2010. "The Dynamics of Portfolio Holdings in Emerging Europe," The Institute for International Integration Studies Discussion Paper Series iiisdp346, IIIS.
- MORIKAWA Masayuki, 2016. "Uncertainty over Exchange Rates and Exports: Evidence from dispersion of expectations as a measure of uncertainty," Discussion papers 16010, Research Institute of Economy, Trade and Industry (RIETI).
- Martin Melecky, 2012.
"Choosing The Currency Structure Of Foreign‐Currency Debt: A Review Of Policy Approaches,"
Journal of International Development, John Wiley & Sons, Ltd., vol. 24(2), pages 133-151, March.
- Melecky, Martin, 2010. "Choosing the Currency Structure of Foreign-currency Debt: a Review of Policy Approaches," MPRA Paper 21268, University Library of Munich, Germany.
- Yin-Wong Cheung & Kon S. Lai, 2009.
"A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility,"
Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 5(2), pages 187-218, July.
- Yin-Wong Cheung & Kon S. Lai, 2009. "A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility," Working Papers 212009, Hong Kong Institute for Monetary Research.
- Natalie Chen & Dennis Novy, 2022.
"Gravity and Heterogeneous Trade Cost Elasticities,"
The Economic Journal, Royal Economic Society, vol. 132(644), pages 1349-1377.
- Chen, Natalie & Novy, Dennis, 2021. "Gravity and Heterogeneous Trade Cost Elasticities," The Warwick Economics Research Paper Series (TWERPS) 1385, University of Warwick, Department of Economics.
- Chen, Natalie & Novy, Dennis, 2021. "Gravity and Heterogeneous Trade Cost Elasticities," CAGE Online Working Paper Series 595, Competitive Advantage in the Global Economy (CAGE).
- Novy, Dennis & Chen, Natalie, 2021. "Gravity and Heterogeneous Trade Cost Elasticities," CEPR Discussion Papers 16318, C.E.P.R. Discussion Papers.
- Chen, Natalie & Novy, Dennis, 2022. "Gravity and heterogeneous trade cost elasticities," LSE Research Online Documents on Economics 117630, London School of Economics and Political Science, LSE Library.
- Li, Guangzhong & Zhu, Jiaqing & Li, Jie, 2016. "Understanding bilateral exchange rate risks," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 103-129.
- Maria Grydaki & Stilianos Fountas, 2010. "What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries," Discussion Paper Series 2010_10, Department of Economics, University of Macedonia, revised Jul 2010.
- Hiroshi Fujiki & Akiko Terada-Hagiwara, 2007.
"Financial Integration in East Asia,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(S1), pages 57-100, December.
- Hiroshi Fujiki & Akiko Terada-Hagiwara, 2007. "Financial integration in East Asia," Working Paper Series 2007-30, Federal Reserve Bank of San Francisco.
- Hiroshi Fujiki & Akiko Terada-Hagiwara, 2007. "Financial Integration in East Asia," IMES Discussion Paper Series 07-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
- Curran, Michael & Velic, Adnan, 2019.
"Real exchange rate persistence and country characteristics: A global analysis,"
Journal of International Money and Finance, Elsevier, vol. 97(C), pages 35-56.
- Michael Patrick Curran & Adnan Velic, 2016. "Real Exchange Rate Persistence and Country Characteristics," Villanova School of Business Department of Economics and Statistics Working Paper Series 31, Villanova School of Business Department of Economics and Statistics.
- Michael Curran & Adnan Velic, 2017. "Real Exchange Rate Persistence and Country Characteristics," Trinity Economics Papers tep0917, Trinity College Dublin, Department of Economics.
- Philip R. Lane, 2006.
"Global Bond Portfolios and EMU,"
International Journal of Central Banking, International Journal of Central Banking, vol. 2(2), May.
- Lane, Philip R, 2005. "Global Bond Portfolios and EMU," MPRA Paper 654, University Library of Munich, Germany, revised 15 Feb 2006.
- Lane, Philip R., 2005. "Global bond portfolios and EMU," Working Paper Series 553, European Central Bank.
- Philip R. Lane, 2006. "Global Bond Portfolios and EMU," The Institute for International Integration Studies Discussion Paper Series iiisdp168, IIIS.
- Pelin Berkmen & Eduardo A. Cavallo, 2007. "Exchange Rate Policy and Liability Dollarization: An Empirical Study," IMF Working Papers 2007/033, International Monetary Fund.
- Chrysost BANGAKE, 2007.
"Exchange Rate Volatility and Optimum Currency Area Index : Evidence from Africa,"
LEO Working Papers / DR LEO
603, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Chrysost Bangake, 2008. "Exchange Rate Volatility and Optimum Currency Area Index : Evidence from Africa," Post-Print halshs-00268275, HAL.
- Roman Horvath, 2005. "Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Lessons for the Central and Eastern European Countries," Working Papers 2005/08, Czech National Bank.
- Bosupeng, Mpho & Naranpanawa, Athula & Su, Jen-Je, 2024. "Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach," Economic Modelling, Elsevier, vol. 130(C).
- Richard E. Baldwin, 2008. "Sequencing and Depth of Regional Economic Integration: Lessons for the Americas from Europe," The World Economy, Wiley Blackwell, vol. 31(1), pages 5-30, January.
- Schnabl, Gunther, 2008.
"Exchange rate volatility and growth in small open economies at the EMU periphery,"
Economic Systems, Elsevier, vol. 32(1), pages 70-91, March.
- Schnabl, Gunther, 2007. "Exchange rate volatility and growth in small open economies at the EMU periphery," Working Paper Series 773, European Central Bank.
- Giannellis, Nikolaos & Papadopoulos, Athanasios P., 2011.
"What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries,"
Journal of International Money and Finance, Elsevier, vol. 30(1), pages 39-61, February.
- Nikolaos Giannellis & Athanasios Papadopoulos, 2010. "What Causes Exchange Rate Volatility? Evidence from Selected EMU Members and Candidates for EMU Membership Countries," Working Papers 1004, University of Crete, Department of Economics.
- Carlos Vieira & Isabel Vieira, 2013.
"Monetary Integration In Eastern And Southern Africa: Choosing A Currency Peg For Comesa,"
South African Journal of Economics, Economic Society of South Africa, vol. 81(3), pages 356-372, September.
- Carlos Vieira & Isabel Vieira, 2012. "Monetary integration in Eastern and Southern Africa: choosing a currency peg for COMESA," CEFAGE-UE Working Papers 2012_03, University of Evora, CEFAGE-UE (Portugal).
- Brahima Coulibaly, 2012. "Monetary policy in emerging market economies: what lessons from the global financial crisis?," International Finance Discussion Papers 1042, Board of Governors of the Federal Reserve System (U.S.).
- Eichengreen, Barry & Taylor, Alan M., 2003.
"The Monetary Consequences of A Free Trade Area of the Americas,"
CEPR Discussion Papers
3909, C.E.P.R. Discussion Papers.
- Barry Eichengreen & Alan M. Taylor, 2003. "The Monetary Consequences of a Free Trade Area of the Americas," NBER Working Papers 9666, National Bureau of Economic Research, Inc.
- Vo, Xuan Vinh & Nguyen, Dong Phong & Ho, Viet Tien & Nguyen, Trung Thong, 2017. "Where do the advanced countries invest? An investigation of capital flows from advanced countries to emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 142-154.
- Victor Pontines, 2013. "Inflation Targeting and Exchange Rate Volatility: A Treatment Effect Regression Approach," International Economic Journal, Taylor & Francis Journals, vol. 27(1), pages 25-39, March.
- Kim Karlsson, Hyunjoo & Li, Yushu, 2024. "Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression," Working Papers in Economics and Statistics 10/2024, Linnaeus University, School of Business and Economics, Department of Economics and Statistics.
- Victor Pontines, 2011. "The Nexus Between Inflation Targeting and Exchange Rate Volatility," Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number sp84, April.
- repec:ebl:ecbull:v:6:y:2008:i:12:p:1-10 is not listed on IDEAS
- Huber, Florian & Rabithsc, Katrin, 2019.
"Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach,"
Working Papers in Economics
2019-5, University of Salzburg.
- Florian Huber & Katrin Rabitsch, 2019. "Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach," Department of Economics Working Papers wuwp295, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Rabitsch, Katrin, 2019. "Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach," Department of Economics Working Paper Series 295, WU Vienna University of Economics and Business.
- Aleš Bulíø, 2005.
"Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(5-6), pages 206-231, May.
- Mr. Ales Bulir, 2004. "Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence From Four Transition Countries," IMF Working Papers 2004/035, International Monetary Fund.
- Muhammad Ali Choudhary & Muhammad Nadim Hanif & Sajawal Khan & Muhammad Rehman, 2012.
"Procyclical Monetary Policy and Governance,"
SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 8, pages 33-43.
- Muhammad Ali Choudhary & Muhammad Nadim Hanif & Sajawal Khan & Muhammad Rehman, 2010. "Procyclical Monetary Policy and Governance," SBP Working Paper Series 37, State Bank of Pakistan, Research Department.
- Choudhary, M. Ali & Hanif, M. Nadim & Khan, Sajawal & Rehman, Muhammad, 2010. "Procyclical Monetary Policy and Governance," MPRA Paper 27022, University Library of Munich, Germany.
- Cheong, Calvin W.H. & Sinnakkannu, Jothee & Ramasamy, Sockalingam, 2017. "On the predictability of carry trade returns: The case of the Chinese Yuan," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 358-376.
- Perekunah B. Eregha & Festus O. Egwaikhide & Emeka Osuji, 2020. "Modeling Exchange Rate Volatility in Selected WAMZ Countries: Evidence from Symmetric and Asymmetric GARCH Models," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 70(1-2), pages 58-80, January-J.
- John D. Burger & Francis E. Warnock, 2007.
"Foreign participation in local currency bond markets,"
Review of Financial Economics, John Wiley & Sons, vol. 16(3), pages 291-304.
- Burger, John D. & Warnock, Francis E., 2007. "Foreign participation in local currency bond markets," Review of Financial Economics, Elsevier, vol. 16(3), pages 291-304.
- John D. Burger & Francis E. Warnock, 2004. "Foreign participation in local-currency bond markets," International Finance Discussion Papers 794, Board of Governors of the Federal Reserve System (U.S.).
- John D. Burger & Francis E. Warnock, 2006. "Foreign Participation in Local Currency Bond Markets," NBER Working Papers 12548, National Bureau of Economic Research, Inc.
- Gunther Schnabl, 2004.
"De jure versus de facto Exchange Rate Stabilization in Central and Eastern Europe,"
Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 59(02), pages 171-190, June.
- Schnabl, Gunther, 2003. "De jure versus de facto: Exchange rate stabilization in Central and Eastern Europe," Tübinger Diskussionsbeiträge 269, University of Tübingen, School of Business and Economics.
- Gunther Schnabl, 2004. "De jure versus de facto Exchange Rate Stabilization in Central and Eastern Europe," International Finance 0404013, University Library of Munich, Germany.
- Christopher Bowdler & Adeel Malik, 2005. "Openness and inflaton volatility: Cross-country evidence," Economics Series Working Papers 2005-W14, University of Oxford, Department of Economics.
- Dongwon Lee & Kyungkeun Kim, 2019.
"Asymmetric stabilizing impact of international reserves,"
Applied Economics Letters, Taylor & Francis Journals, vol. 26(1), pages 69-73, January.
- Dongwon Lee & Kyungkeun Kim, 2017. "Asymmetric Stabilizing Impact of International Reserves," Working Papers 201705, University of California at Riverside, Department of Economics.
- Mohamed Ibrahim Nor & Tajul Ariffin Masron, 2018. "Do the Global Oil Price Shocks Affect Somalia s Unregulated Exchange Rate Volatility?," International Journal of Energy Economics and Policy, Econjournals, vol. 8(2), pages 154-161.
- Roman Horvath, 2005. "Exchange rate variability, pressures and optimum currency area criteria: some empirical evidence from the 1990s," Applied Economics Letters, Taylor & Francis Journals, vol. 12(15), pages 919-922.
- Vithessonthi, Chaiporn & Tongurai, Jittima, 2014. "The spillover effects of unremunerated reserve requirements: Evidence from Thailand," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 338-351.
- Michael Bleaney, 2008. "Openness and Real Exchange Rate Volatility: In Search of an Explanation," Open Economies Review, Springer, vol. 19(2), pages 135-146, April.
- Fizza Malik, 2016. "Modeling Dynamics of Exchange Rates Volatility: A Case of Pakistan from 1980-2010," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 5(3), pages 144-161, September.
- Chen, Natalie & Novy, Dennis, 2017.
"Currency unions, trade and heterogeneity,"
LSE Research Online Documents on Economics
88487, London School of Economics and Political Science, LSE Library.
- Natalie Chen & Dennis Novy, 2018. "Currency Unions, Trade, and Heterogeneity," 2018 Meeting Papers 324, Society for Economic Dynamics.
- Chen, Natalie & Novy, Dennis, 2018. "Currency Unions, Trade, and Heterogeneity," CEPR Discussion Papers 12954, C.E.P.R. Discussion Papers.
- Natalie Chen & Dennis Novy, 2018. "Currency Unions, Trade, and Heterogeneity," CESifo Working Paper Series 7123, CESifo.
- Natalie Chen & Dennis Novy, 2018. "Currency unions, trade and heterogeneity," CEP Discussion Papers dp1550, Centre for Economic Performance, LSE.
- Steven Globerman, 2004.
"Regional Economic Integration: The Canada-U.S. Experience,"
International Trade
0406003, University Library of Munich, Germany.
- Steven Globerman, 2004. "Regional Economic Integration: The Canada-U.S. Experience," International Finance 0404007, University Library of Munich, Germany.
- Jorge Carrera & Blaise Gnimassoun & Valérie Mignon & Romain Restout, 2021.
"Currency Misalignments and Exchange Rate Regimes in Latin American Countries: A Trade-Off Issue,"
Annals of Economics and Statistics, GENES, issue 141, pages 71-102.
- Valérie Mignon & Jorge Carrera & Blaise Gnimassoun & Romain Restout, 2020. "Currency misalignments and exchange rate regimes in Latin American countries: a trade-off issue," EconomiX Working Papers 2020-9, University of Paris Nanterre, EconomiX.
- Valérie Mignon & Jorge Carrera & Blaise Gnimassoun & Romain Restout, 2020. "Currency misalignments and exchange rate regimes in Latin American countries: a trade-off issue," Working Papers hal-04159704, HAL.
- Jorge Carrera & Blaise Gnimassoun & Valérie Mignon & Romain Restout, 2020. "Currency Misalignments and Exchange Rate Regimes in Latin American countries: A Trade-Off issue," Working Papers 2020-05, CEPII research center.
- Jorge Carrera & Blaise Gnimassoun & Valérie Mignon & Romain Restout, 2020. "Currency misalignments and exchange rate regimes in Latin American countries: a trade-off issue," Working Papers of BETA 2020-17, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Valérie Mignon & Jorge Carrera & Blaise Gnimassoun & Romain Restout, 2021. "Currency misalignments and exchange rate regimes in Latin American countries: a trade-off issue," Post-Print hal-02919189, HAL.
- Mohamed Ibrahim Nor & Tajul Ariffin Masron & Tariq Tawfeeq Yousif Alabdullah, 2020. "Macroeconomic Fundamentals and the Exchange Rate Volatility: Empirical Evidence From Somalia," SAGE Open, , vol. 10(1), pages 21582440198, January.
- Vithessonthi, Chaiporn & Tongurai, Jittima, 2013. "Unremunerated reserve requirements, exchange rate volatility, and firm value," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 358-378.
- Christopher Bowdler & Adeel Malik, 2005.
"Openness and inflation volatility: Cross-country evidence,"
Economics Papers
2005-W14, Economics Group, Nuffield College, University of Oxford.
- Christopher Bowdler & Adeel Malik, 2005. "Openness and inflation volatility: cross-country evidence," CSAE Working Paper Series 2005-08, Centre for the Study of African Economies, University of Oxford.
- Chrysost Bangaké, 2008. "Exchange Rate Volatility and Optimum Currency Area: Evidence from Africa," Economics Bulletin, AccessEcon, vol. 6(12), pages 1-10.
- Laurissa Mühlich, 2011. "South–South Regional Monetary Cooperation: Potential Gains for Developing Countries and Emerging Markets," Chapters, in: Ulrich Volz (ed.), Regional Integration, Economic Development and Global Governance, chapter 13, Edward Elgar Publishing.
- Gian Maria Milesi-Ferretti, & Philip R. Lane, 2003.
"International Financial Integration,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp03, IIIS.
- Milesi-Ferretti, Gian Maria & Lane, Philip, 2003. "International Financial Integration," CEPR Discussion Papers 3769, C.E.P.R. Discussion Papers.
- Philip R. Lane & G.M. Milesi-Ferretti, 2003. "International Financial Integration," Trinity Economics Papers 20031, Trinity College Dublin, Department of Economics.
- Mr. Philip R. Lane & Mr. Gian M Milesi-Ferretti, 2003. "International Financial Integration," IMF Working Papers 2003/086, International Monetary Fund.
- Lane, P.R. & Ganelli, G., 2002.
"Dynamic General Equilibrium Analysis: The Open Economy Dimension,"
CEG Working Papers
20026, Trinity College Dublin, Department of Economics.
- Lane, Philip & Ganelli, Giovanni, 2002. "Dynamic General Equilibrium Analysis: The Open Economy Dimension," CEPR Discussion Papers 3540, C.E.P.R. Discussion Papers.
- Philip R. Lane & Giovanni Ganelli, 2002. "Dynamic General Equilibrium Analysis: The Open Economy Dimension," Trinity Economics Papers 200212, Trinity College Dublin, Department of Economics.
- Mr. M. Nowak & Mr. Ketil Hviding & Mr. Luca A Ricci, 2004. "Can Higher Reserves Help Reduce Exchange Rate Volatility?," IMF Working Papers 2004/189, International Monetary Fund.
- Siok Kun, Sek, 2009. "The impacts of economic structures on the performance of simple policy rules in a small open economy," MPRA Paper 25065, University Library of Munich, Germany.
- Victor Shevchuk & Roman Kopych, 2021. "Exchange Rate Volatility, Currency Misalignment, and Risk of Recession in the Central and Eastern European Countries," Risks, MDPI, vol. 9(5), pages 1-19, May.
- Melecky, Martin, 2008. "An alternative framework for foreign exchange risk management of sovereign debt," Policy Research Working Paper Series 4458, The World Bank.
- Xu, Jane Jing & Yip, Tsz Leung & Marlow, Peter B., 2011. "The dynamics between freight volatility and fleet size growth in dry bulk shipping markets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 47(6), pages 983-991.
- Sharma, Chandan & Pal, Debdatta, 2018. "Exchange rate volatility and India's cross-border trade: A pooled mean group and nonlinear cointegration approach," Economic Modelling, Elsevier, vol. 74(C), pages 230-246.
- Siti Inayatul Faizah & Uus Ahmad Husaeni, 2018. "Development of Consumption and Supplying Energy in Indonesia s Economy," International Journal of Energy Economics and Policy, Econjournals, vol. 8(6), pages 313-321.
- Weber, Christoph S., 2019.
"The effect of central bank transparency on exchange rate volatility,"
Journal of International Money and Finance, Elsevier, vol. 95(C), pages 165-181.
- Christoph S. Weber, 2017. "The Effect of Central Bank Transparency on Exchange Rate Volatility," Working Papers 174, Bavarian Graduate Program in Economics (BGPE).
- Yahui Yang & Zhe Peng, 2024. "Openness and Real Exchange Rate Volatility: Evidence from China," Open Economies Review, Springer, vol. 35(1), pages 121-158, February.
- Michael Bleaney & Mo Tian, 2012.
"Currency Networks, Bilateral Exchange Rate Volatility and the Role of the US Dollar,"
Open Economies Review, Springer, vol. 23(5), pages 785-803, November.
- Michael Bleaney & Mo Tian, 2011. "Currency Networks, Bilateral Exchange Rate Volatility and the Role of the US Dollar," Discussion Papers 11/06, University of Nottingham, School of Economics.
- Munazza Jabeen & Saud Ahmad Khan, 2014. "Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in Pakistan," International Econometric Review (IER), Econometric Research Association, vol. 6(2), pages 58-76, September.
- Narayan, Paresh Kumar, 2008. "Estimating exchange rate responsiveness to shocks," Review of Financial Economics, Elsevier, vol. 17(4), pages 338-351, December.
- Michael Bleaney, 2006. "Fundamentals And Exchange Rate Volatility," Discussion Papers 06/03, University of Nottingham, School of Economics.
- Michael B. Devereux, 2003. "A Macroeconomic Analysis of EU Accession under Alternative Monetary Policies," Journal of Common Market Studies, Wiley Blackwell, vol. 41(5), pages 941-964, December.
- Jolanta Pasionek, 2021. "Response of the USD/MXN Exchange Rate to Macroeconomic Data," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 914-927.
- Dongzhou Mei & Ting Ji & Liutang Gong, 2020. "Would Currency Appreciation Reduce the Trade Surplus?," Annals of Economics and Finance, Society for AEF, vol. 21(1), pages 85-110, May.
- Andrew Abbott & Joshy Easaw & Tao Xing, 2008. "Trade Integration and Business Cycle Convergence: Is the Relation Robust across Time and Space?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 110(2), pages 403-417, June.
- Thomas Plümper and Eric Neumayer, 2008.
"Exchange Rate Regime Choice with Multiple Key Currencies,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp264, IIIS.
- Plümper, Thomas & Neumayer, Eric, 2008. "Exchange rate regime choice with multiple key currencies," LSE Research Online Documents on Economics 25164, London School of Economics and Political Science, LSE Library.
- Zhu, Jiaqing, 2019. "External financial liabilities and real exchange rate jumps," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 202-220.
- Eichler, Stefan & Littke, Helge C. N., 2017. "Central bank transparency and the volatility of exchange rates," IWH Discussion Papers 22/2017, Halle Institute for Economic Research (IWH).
- Paresh Kumar Narayan, 2008. "Estimating exchange rate responsiveness to shocks," Review of Financial Economics, John Wiley & Sons, vol. 17(4), pages 338-351, December.
- Mr. Ghiath Shabsigh & Mr. Nadeem Ilahi, 2007. "Looking Beyond the Fiscal: Do Oil Funds Bring Macroeconomic Stability?," IMF Working Papers 2007/096, International Monetary Fund.
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