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FX funding risks and exchange rate volatility : Korea’s case
Ree, Jack Joo K.; Yoon, Kyoungsoo; Park, Hail - 2012
This paper examines how exchange rate volatility and Korean banks' foreign exchange liquidity mismatches interacted …
Persistent link: https://www.econbiz.de/10009679020
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IMF's Reserves Template and Nominal Exchange Rate Volatility.
Cady, John - 2006
Persistent link: https://www.econbiz.de/10012690966
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Common Volatility Trends in the Central and Eastern European Currencies and the Euro.
Pramor, Marcus - 2006
Intro -- Contents -- I. INTRODUCTION -- II. METHODOLOGY AND DATA -- III. VOLATILITY DYNAMICS IN CENTRAL AND EASTERN …
Persistent link: https://www.econbiz.de/10012691001
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Global Volatility and Forex Returns in East Asia
Kalra, Sanjay - 2008
During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian … increase in mature market equity volatility generated an exchange rate depreciation of up to ½ percent. This sensitivity rose …
Persistent link: https://www.econbiz.de/10012677655
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Dollar Exchange Rate volatility and Productivity Growth in Emerging Markets: Evidence from Firm Level Data
Eklou, Kodjovi - 2023
This paper examines the impact of Dollar exchange rate volatility on firm productivity in Emerging Markets economies … volatility reduces firm productivity growth. Exploring channels, its finds that the results are driven by countries with low … impact on firm productivty. Further, exploiting firm level data, the paper shows that dollar exchange rate volatility …
Persistent link: https://www.econbiz.de/10015059411
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How effective is monetary transmission in low-income countries? : a survey of the empirical evidence
Mishra, Prachi; Montiel, Peter - 2012
This paper surveys the evidence on the effectiveness of monetary transmission in low-income countries. It is hard to come away from this review with much confidence in the strength of monetary transmission in such countries. We distinguish between the ""facts on the ground"" and ""methodological...
Persistent link: https://www.econbiz.de/10009618588
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Exchange rate fluctuations and international portfolio rebalancing in Thailand
Gyntelberg, Jacob; Loretan, Mico; Subhanij, Tientip - 2012
We present empirical evidence that the Thai baht's value is driven in part by investors' cross-border equity portfolio rebalancing decisions. Our results are based on comprehensive datasets of FX and stock market transactions undertaken by nonresident investors in Thailand in 2005 and 2006....
Persistent link: https://www.econbiz.de/10009621634
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Private information, capital flows, and exchange rates
Gyntelberg, Jacob; Loretan, Mico; Subhanij, Tientip - 2012
We demonstrate empirically that not all capital flows influence exchange rates equally: Capital flows induced by foreign investors' stock market transactions have both an economically significant and a permanent impact on exchange rates, whereas capital flows induced by foreign investors'...
Persistent link: https://www.econbiz.de/10009621637
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Exchange rate and foreign interest rate linkages for Sub-Saharan Africa floaters
Thomas, Alun - 2012
The paper considers the determinants of exchange rate movements among sub-Saharan countries that have flexible exchange rate regimes. The determinants are based on the law of one price and interest parity conditions. Results indicate that the exchange rates have responded significantly to...
Persistent link: https://www.econbiz.de/10009621648
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How Robust are Estimates of Equilibrium Real Exchange Rates : The Case of China
Dunaway, Steven Vincent - 2006
Intro -- Contents -- I. INTRODUCTION -- II. THE MACROECONOMIC BALANCE APPROACH -- III. THE EXTENDED PPP APPROACH: SINGLE-COUNTRY ESTIMATES -- IV. THE EXTENDED PPP APPROACH: PANEL DATA ESTIMATES -- V. CONCLUDING REMARKS -- APPENDIX. METHODOLOGICAL DIFFICULTIES OF DEALING WITH SLOPE HETEROGENEITY...
Persistent link: https://www.econbiz.de/10012690973