Similar Search Results

The effect of exchange rate uncertainty on the prices and volume of international trade

Hooper, Peter; Kohlhagen, Steven W. - 1976

Persistent link: https://www.econbiz.de/10000780350

Essays on exchange rates, prices and interest rates

Alexius, Annika - 1997

Persistent link: https://www.econbiz.de/10000961609

On exchange rate regimes, exchange rate fluctuations, and fundamentals

Dedola, Luca; Leduc, Sylvain - 1999

Persistent link: https://www.econbiz.de/10001428398

The application of multivariate GARCH models to turbulent financial markets

Zahnd, Edy - 2002 - Als Ms. gedr.

Persistent link: https://www.econbiz.de/10001659873

Exchange Rate Volatility and International Prices

Feenstra, Robert C. - 1991

. Our theory implies a connection between the estimated risk premium equation, and the influence of exchange rate volatility … covering. By taking account of forward covering, we are able to derive an expression for the risk premium in the foreign … on export prices. In particular, we argue that if there is no risk premium, then exchange rate variance can only have a …

Persistent link: https://www.econbiz.de/10012475370

On Exchange Rate Regimes, Exchange Rate Fluctuations, and Fundamentals

Leduc, Sylvain - 2019

We develop a two-country, two-sector general equilibrium business cycle model with nominal rigidities featuring deviations from the law of one price. The paper shows that a model with these features can quantitatively account for the empirical fact that of the statistical properties of most...

Persistent link: https://www.econbiz.de/10014150163