Monetary policy and the exchange rate during the Asian crisis : identification through heteroscedasticity
Guglielmo Maria Caporale; Andrea Cipollini; Panicos O. Demetriades
Year of publication: |
2005
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Authors: | Caporale, Guglielmo Maria ; Cipollini, Andrea ; Demetriades, Panicos O. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 24.2005, 1, p. 39-53
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Subject: | Geldpolitik | Monetary policy | Wechselkurs | Exchange rate | VAR-Modell | VAR model | Thailand | Südkorea | South Korea | Philippinen | Philippines | Indonesien | Indonesia | Malaysia | Finanzkrise | Financial crisis | 1997-1998 |
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