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Le Currency Board : les contraintes de financement et d'ajustement de la convertibilité intégrale
PONSOT, Jean-François - Laboratoire d'Économie de Dijon (LEDI), Université de … - 2000
La communication a pour objet l'évaluation des trajectoires suivies par les économies qui ont adopté récemment un régime de Currency Board. Après avoir identifié les motivations de ce choix et différencié les contextes de mise en application de cet arrangement monétaire institutionnel...
Persistent link: https://www.econbiz.de/10005579067
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The Indian Exchange Rate and Central Bank Action : A GARCH Analysis
Goyal, Ashima; Arora, Sanchit - East Asian Bureau of Economic Research (EABER) - 2010
, intervention and other quantitative measures, and of Central Bank communication on exchange rate volatility. Since India has a …
Persistent link: https://www.econbiz.de/10009363921
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The Indian exchange rate and Central Bank action: An EGARCH analysis
Goyal, Ashima; Arora, Sanchit - In: Journal of Asian Economics 23 (2012) 1, pp. 60-72
quantitative measures, on exchange rate level and volatility, and compare these to the impact of Central Bank communication using … strongly affect the Rupee/Dollar level and volatility. The interest rate differential has strong perverse effects, tending to … increase variance and depreciate the Indian currency. News decreases volatility as it adds to scarce information. Domestic …
Persistent link: https://www.econbiz.de/10010572339
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Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data
Aron, Janine; Creamer, Kenneth; Muellbauer, John; … - C.E.P.R. Discussion Papers - 2013
A sizeable literature examines exchange rate pass-through to disaggregated import prices but very few micro-studies focus on consumer prices. This paper explores exchange rate pass-through to consumer prices in South Africa during 2002-2007, using a unique data set of highly disaggregated data...
Persistent link: https://www.econbiz.de/10011084277
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The Indian exchange rate and central bank action: A GARCH analysis
Goyal, Ashima; Arora, Sanchit - Indira Gandhi Institute of Development Research (IGIDR) - 2010
, intervention and other quantitative measures, and of Central Bank communication on exchange rate volatility. Since India has a …
Persistent link: https://www.econbiz.de/10008461013
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The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations
Beine, Michel; Bénassy-Quéré, Agnès; Lecourt, Christelle - Centre d'études prospectives et d'informations … - 1999
Persistent link: https://www.econbiz.de/10005062891
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The ECB and the Euro
Bénassy-Quéré, Agnès - In: La Lettre du CEPII (1999) 182
Persistent link: https://www.econbiz.de/10005607380
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Towards a Flexible Exchange Rate Policy in Russia
Beck, Roland; Barnard, Geoff - Economics Department, Organisation de Coopération et … - 2009
In the years preceding the onset of the global financial crisis, the Central Bank of Russia (CBR) had two goals: to reduce inflation and limit the real appreciation of the rouble. Given the strength of Russia’s balance of payments during the ten years through the first half of 2008, the de...
Persistent link: https://www.econbiz.de/10008498033
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The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity
Beine, Michel; Bénassy-Quéré, Agnès; Dauchy, Estelle; … - Centre d'études prospectives et d'informations … - 2002
Persistent link: https://www.econbiz.de/10005243463
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exchange market pressure
Jager, Henk; Klaassen, Franc - Palgrave Macmillan
Currencies can be under severe pressure in the foreign exchange market, but in a fixed (or managed) exchange rate regime that is not fully visible via the change in the exchange rate. Exchange market pressure (EMP) is a concept developed to nevertheless measure the pressure in such cases. This...
Persistent link: https://www.econbiz.de/10009395639