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Do uncertainty and technology drive exchange rates?
Guerron-Quintana, Pablo A. - Federal Reserve Bank of Philadelphia - 2009
This paper investigates the extent to which technology and uncertainty contribute to fluctuations in real exchange rates. Using a structural VAR and bilateral exchange rates, the author finds that neutral technology shocks are important contributors to the dynamics of real exchange rates....
Persistent link: https://www.econbiz.de/10008627181
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Informational events that trigger currency attacks
Morris, Stephen; Shin, Hyun Song - Federal Reserve Bank of Philadelphia - 1995
Persistent link: https://www.econbiz.de/10005717395
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Time-varying consumption betas and the foreign exchange market
Hopper, Gregory P. - Federal Reserve Bank of Philadelphia - 1994
Persistent link: https://www.econbiz.de/10005717396
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A quantitative welfare analysis of the trade-off between the current regime and macroeconomic stabilization
Dedola, Luca; Leduc, Sylvain - Federal Reserve Bank of Philadelphia - 2001
Persistent link: https://www.econbiz.de/10005717405
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Can a time-varying risk premium explain the failure of uncovered interest parity in the market for foreign exchange?
Hopper, Gregory P. - Federal Reserve Bank of Philadelphia - 1992
Persistent link: https://www.econbiz.de/10005512315
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Returns and risks of U.S. bank foreign currency activities
Grammatikos, Theoharry; Saunders, Anthony; Swary, Itzhak - Federal Reserve Bank of Philadelphia - 1986
Persistent link: https://www.econbiz.de/10005387518