Intra-Day Interest Rates and Exchange Rate De-Stabilization

The paper shows how any introduction of interest payments for intra-day holdings of local and foreign currency reserves could have the unexpected side-effect of destabilising and increasing volatility in associated exchange rates

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Year of publication:	[2011]
Authors:	Macey-Dare, Rupert
Publisher:	[2011]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (-1 p)
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2008 erstellt
Other identifiers:	10.2139/ssrn.1089048 [DOI]
Classification:	E37 - Forecasting and Simulation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E47 - Forecasting and Simulation ; E58 - Central Banks and Their Policies ; F31 - Foreign Exchange ; F41 - Open Economy Macroeconomics ; G12 - Asset Pricing ; G15 - International Financial Markets ; G28 - Government Policy and Regulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012714295