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Investigating contagion effect of the recent Turkey currency crisis
Narinder Pal Singh; Dsouza, Suzan - In: International journal of monetary economics and finance … 15 (2022) 2, pp. 118-137
Persistent link: https://www.econbiz.de/10013414875
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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
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Regime switching, exchange rate volatility and intervention in BRICS currency markets
Das, Suman; Roy, Saikat Sinha - 2020
Persistent link: https://www.econbiz.de/10013361933
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Currency crisis, financial crisis, and large output loss
Flaschel, Peter; Semmler, Willi - In: Quantitative and empirical analysis of nonlinear …, (pp. 385-414). 2006
Persistent link: https://www.econbiz.de/10003324060
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Crisis and volatility in Asian versus Latin American real exchange rates
Mollick, André Varella - In: International economics : a journal published by CEPII … 117 (2009) 1, pp. 5-29
Persistent link: https://www.econbiz.de/10003885909
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Three essays on monetary economics
Chen, Shiu-sheng - 2004
Persistent link: https://www.econbiz.de/10003386775
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Optimal monetary policies in emerging markets
Ganapolsky, Eduardo - 2003
Persistent link: https://www.econbiz.de/10003564798
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Aspects of the economics of exchange rates
Edwards, Sebastian - 1981
Persistent link: https://www.econbiz.de/10003569755
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The Asia financial crises and exchange rates : had there been volatility shifts for Asian currencies?
Oga, Takashi; Polasek, Wolfgang - 2010
We analyse the volatility structure of Asian currencies against the U.S. dollar (USD) for the Thai Baht THB, the … volatility dynamics have changed in a K-state switching AR(1)-GARCH(1,1) model in the last decade 1995-2008 covering the Asian … crisis. We estimate the model of Haas et al. (2003) with MCMC and we find that for the four currencies the volatility …
Persistent link: https://www.econbiz.de/10009733810
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Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the Asian crisis vs. the global crisis
Han, Young Wook - In: Journal of East Asian economic integration 18 (2014) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10010347752