Similar Search Results

Foreign output shocks, monetary rules and macroeconomic volatilities in small open economies

Alba, Joseph D.; Zheng, Su; Chia, Wai-mun - In: International review of economics & finance : IREF 20 (2011) 1, pp. 71-81

Persistent link: https://www.econbiz.de/10009304223

Exchange rate intervention in small open economies : the role of risk premium and commodity price shocks

García, Carlos José; González, Wildo D. - In: International review of economics & finance : IREF 25 (2013), pp. 424-447

Persistent link: https://www.econbiz.de/10009693281

Does exchange rate intervention trigger volatility?

Vadivel, A.; Ramachandran, Marudarajan - 2013

Persistent link: https://www.econbiz.de/10010192749

The impact of FX central bank intervention in a noise trading framework

Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Exchange rates and global financial policies, (pp. 189-216). 2014

Persistent link: https://www.econbiz.de/10010350406

Exchange rate dynamics, speculation and localization of monetary policy

Gagnon, Gregory - In: Exchange rates in developed and emerging markets : …, (pp. 11-40). 2013

Persistent link: https://www.econbiz.de/10010212676

Interventions and expected exchange rates in emerging market economies

García-Verdú, Santiago; Ramos-Francia, Manuel - 2014

We study variations in the risk-neutral distributions of the exchange rates in Brazil, Chile, Colombia, Mexico, and Peru due to interventions implemented by these countries. For this purpose, we first estimate the risk-neutral densities of the exchange rates based on derivatives market data, for...

Persistent link: https://www.econbiz.de/10010370897