Medium-term macroeconomic determinants of exchange rate volatility
Year of publication: |
2009
|
---|---|
Authors: | Morana, Claudio |
Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 25.2009, p. 55-64
|
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Makroökonomik | Macroeconomics | VAR-Modell | VAR model | Strukturbruch | Structural break | Kausalanalyse | Causality analysis | EU-Staaten | EU countries | USA | United States | Japan | Großbritannien | United Kingdom | Kanada | Canada |
-
Is the exchange rate a shock absorber or a source of shocks? : New empirical evidence
Farrant, Katie, (2006)
-
Is the exchange rate a shock absorber or a source of shocks? : New empirical evidence
Farrant, Katie, (2005)
-
Rethinking long memory and structural breaks in the forward premium
Li, Xiaoming, (2014)
- More ...
-
Measuring core inflation in the euro area
Morana, Claudio, (2000)
-
Monetary policy and the stock market in the euro area
Cassola, Nuno, (2002)
-
Volatility of interest rates in the euro area: evidence from high frequency data
Cassola, Nuno, (2003)
- More ...