Grossmann, Axel; Love, Inessa; Orlov, Alexei G. - In: Journal of International Financial Markets, … 33 (2014) C, pp. 1-27
financial variables to the overall volatility vis-à-vis the high-frequency components thereof. The feedback effects from … exchange rate volatility to macroeconomic and financial variables are found to be much stronger for developing countries … methodology. While our investigation reveals interesting dynamic interrelationships between macroeconomic as well as financial …