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Exchange Rate Movements and International Interdependence of Stock Markets

International Monetary Fund - 1989

This paper investigates linkages between stock markets in seven industrialized countries since 1974. Empirical evidence shows that both nominal and real stock prices (and returns) are strongly positively correlated across countries, and that nominal exchange rate changes do not have systematic...

Persistent link: https://www.econbiz.de/10014396348

Entrepreneurial incentives in stock market economies

Acharya, Viral V. (contributor); Bisin, Alberto (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700350

Exchange rate volatility and international trade : a general equilibrium analysis

Sercu, Piet (contributor); Uppal, Raman (contributor) - 1998 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001777045

Return dynamics when persistence is unobservable

Johnson, Timothy C. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700337

The price of a smile : hedging and spanning in option markets

Buraschi, Andrea (contributor); … - 1999 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700533

Volatility, momentum, and time-varying skewness in foreign exchange returns

Johnson, Timothy C. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700601

Forecast dispersion and the cross-section of expected returns

Johnson, Timothy C. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001778923

Exchange Rate Volatility and World Trade

International Monetary Fund - 1984

In View of the continuation of substantial movements in exchange rate relationships among major currencies, the recent increase in protectionist pressures, and the disappointing performance of world trade, renewed concern has been expressed about the possible adverse effects of exchange rate...

Persistent link: https://www.econbiz.de/10014406218

Trade Costs and Real Exchange Rate Volatility : The Role of Ricardian Comparative Advantage

International Monetary Fund - 2005

This paper examines the impact of trade costs on real exchange rate volatility. We incorporate a multi … exchange rate volatility depends on relative technological differences and trade costs. These differences highlight a new … volatility. We then test the importance of this channel using a large panel of cross-country data over 1970-97, and find strong …

Persistent link: https://www.econbiz.de/10014399797

Remoteness and Real Exchange Rate Volatility

International Monetary Fund - 2005

This paper examines the impact of trade costs on real exchange rate volatility. The channel is examined by constructing … higher trade costs result in a larger nontradable sector. This, in turn, leads to higher real exchange rate volatility. We …

Persistent link: https://www.econbiz.de/10014404193