A re-examination of the impacts of macroeconomic and financial shocks on real exchange rate fluctuation : evidence from G7 and Asian countries
Year of publication: |
2020
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Authors: | Wong, Douglas Kai Tim |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 50, p. 5491-5515
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Subject: | Exchange rate | expectation shock | currency risk premium shock | sign restrictions | Schock | Shock | Wechselkurs | Kaufkraftparität | Purchasing power parity | Risikoprämie | Risk premium | Schätzung | Estimation | Volatilität | Volatility | Währungsrisiko | Exchange rate risk | Wirkungsanalyse | Impact assessment | Asien | Asia | Japan |
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