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Essays on exchange rate volatility and on regional integration
Wei, Shang-jin - 1992
Persistent link: https://www.econbiz.de/10000908842
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Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022 : the role of implied volatility and attention
Lyócsa, Štefan; Plíhal, Tomáš - In: Finance research letters 48 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013464299
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Exchange rates, capital flows, and monetary policy in a changing world economy : proceedings of a Conference, Federal Reserve Bank of Dallas, Dallas, Texas, September 14 - 15, 1995
Gruben, William C. (ed.); Gould, David (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10000626594
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Real exchange rate variability and monetary disturbances
De Grauwe, Paul; Rosiers, Marc - 1984
Persistent link: https://www.econbiz.de/10000036551
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Will European monetary unification force the Fed to change its monetary policy objectives?
Artus, Patrick - 1997
Persistent link: https://www.econbiz.de/10000963341
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Optimal monetary policy in a small open economy with home bias
Faia, Ester; Monacelli, Tommaso - In: Journal of money, credit and banking : JMCB 40 (2008) 4, pp. 721-750
Persistent link: https://www.econbiz.de/10003714557
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Can Central Bank interventions affect the exchange rate volatility? Multivariate GARCH approach using contrained nonlinear programming
C̜as̜kurlu, Tolga; Pinar, Mustafa C̜.; Altay-Salih, … - 2008
Persistent link: https://www.econbiz.de/10003753477
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The high-frequency response of the EUR-US Dollar exchange rate to EBC monetary policy announcements
Conrad, Christian A. (contributor);  … - 2007
We investigate the impact of the European Central Bank's monetary policy announcements on the level and volatility of the EUR-US Dollar exchange rate employing an AR-FIGARCH specification. Using high-frequency data we estimate the individual and complementary effects of the release of the...
Persistent link: https://www.econbiz.de/10003763600
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The volatility of the euro/dollar exchange rate : empirical evidence and policy implications
Tronzano, Marco - In: Economia internazionale 61 (2008) 2/3, pp. 569-596
Persistent link: https://www.econbiz.de/10003775151
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Has globalisation reduced monetary policy independence?
Mohanty, M. S.; Scatigna, Michela - In: Globalisation and monetary policy in emerging markets, (pp. 17-58). 2005
Persistent link: https://www.econbiz.de/10003075006