Exchange rates and asymmetric shocks in small open economies

A Alexius, E Post - Empirical Economics, 2008 - Springer
We study the stabilizing properties of exchange rates in five small open economies during to
periods of floating exchange rates and inflation targeting. In the cases of Sweden and …

Rational speculative bubbles and duration dependence in exchange rates: an analysis of five currencies

B Jirasakuldech, R Emekter, P Went - Applied Financial Economics, 2006 - Taylor & Francis
We investigate the presence of rational speculative bubbles in the exchange rates of the
British pound, the Canadian dollar, the Danish krone, the Japanese yen and the South …

Exchange rate misalignments in frequency domain

A Grossmann, AG Orlov - International Review of Economics & Finance, 2012 - Elsevier
This research uses spectral methodology to study how the volatility of spot exchange rate
misalignments changed as a result of (1) signing of the Plaza Accord and (2) introduction of …

Reduced macroeconomic volatility after adoption of inflation targeting: Impulses or propagation?

CJ Cruz - International Review of Economics & Finance, 2022 - Elsevier
This paper asks whether the notable decline in macroeconomic volatility after countries
adopted inflation targeting can be attributed to a more stable structure (the propagation …

From Where Does it Come? An Analysis of Currency Market Volatility in Sri Lanka

ST Wanaguru - Staff Studies, 2015 - account.ss.sljol.info
Exchange rate volatility is a key concern of policy makers. Existing literature has identified a
large set of variables as the determinants of exchange rate volatility. However, it is argued …

Kształtowanie się kursu liry tureckiej wobec podstawowych walut światowych

S Gędek - Metody Ilościowe w Badaniach Ekonomicznych, 2014 - ceeol.com
Zmienność kursów walutowych jest przedmiotem intensywnych badań, jednakże badania
wzajemnego wpływu kursów walutowych podejmowane są bardzo rzadko. Gospodarka …

[PDF][PDF] Dynamics of Relationship Between Macroeconomic Fundamentals and Exchange Rate: A Comparison of Advanced and Least Developed Countries

A Fakher, M Akbar, REA Khan - Asian Journal of Economic …, 2021 - researchgate.net
Theories of exchange rate established relationship between macroeconomic indicators and
exchange rate behavior but empirically the role of macroeconomic indicators in exchange …

Sources of output volatility from financial crisis in emerging markets

K Pattanachak, JM Lee - Applied Financial Economics, 2010 - Taylor & Francis
We investigate how output fluctuates before and after these financial crises hit the E-7
countries by excluding the crisis period defined earlier from the sample. The E-7 is referred …

[PDF][PDF] Sources of exchange rate volatility in Thailand

A Wanaset - Development Economic Review, 2009 - stou.ac.th
This study aims to examine the pass-through effects of key macroeconomic variables on the
exchange rate in Thailand by using a Vector Autoregressive (VAR) analysis. The …

[PDF][PDF] Analiza wpływu cen ropy naftowej na kurs korony norweskiej

S Gędek - Modern Management Review, 2013 - researchgate.net
Celem artykułu była analiza wpływu cen ropy naftowej na kurs korony norweskiej wobec
euro i dolara amerykańskiego. Potwierdzenie hipotezy o wpływie cen ropy na kursy dało …