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Noise trading and the effects of monetary policy shocks on nominal and real exchange rates

Pierdzioch, Christian - 2003

monetary policy shocks. This result is puzzling. Economic theory suggests that the overshooting should occur immediately after …A number of empirical studies have reported the result that exchange rates show a delayed overshooting in response to … whether the assumption of noise trading in the foreign exchange market helps to resolve the delayed overshooting puzzle. The …

Persistent link: https://www.econbiz.de/10001732246

Aspects of exchange-rate economics

Lan, Yihui - 2003

Persistent link: https://www.econbiz.de/10001775896

The role of heterogeneity in price rigidities for delayed nominal exchange rate overshooting

Cooke, Dudley; Kara, Engin - In: Journal of international money and finance 120 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013417390

Performance of CHEERs based equilibrium exchange rate of Pakistan

Bhatti, Muhammad Awais; Arshed, Noman; Haseeb, Muhammad - In: Inventi impact: international trade (2014) 1, pp. 4-30

Persistent link: https://www.econbiz.de/10010344920

China, Hong Kong, and Taiwan : a quantitative assessment of real and financial integration

Cheung, Yin-Wong; Chinn, Menzie David; Fujii, Eiji - 2003

The status of real and financial integration of China, Hong Kong, and Taiwan is investigated using monthly data on one-month interbank rates, exchange rates, and prices. Specifically, the degree of integration is assessed based on the empirical validity of real interest parity, uncovered...

Persistent link: https://www.econbiz.de/10011514149