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Real exchange rate variations, nontraded goods and disaggregated CPI data

Hernandez Vega, Marco A. - 2012

sticky prices. This study provides new empirical evidence on nontraded goods importance in real exchange volatility by using … real exchange rate volatility. In addition, the results show that the nontraded component is negatively correlated with the …

Persistent link: https://www.econbiz.de/10009580815

Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999-2000?

Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001

This paper analyzes the factors underlying the weakness of the euro. For this purpose, the framework advocated by Clarida and Gali (1994) is used. Within this model, three structural shocks drive the dynamics of the endogenous variables: aggregate supply shocks, aggregate spending shocks, and...

Persistent link: https://www.econbiz.de/10011473872

Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions

Santos, André; Guerra, João - In: The journal of futures markets 35 (2015) 7, pp. 655-678

Persistent link: https://www.econbiz.de/10011405462

Regime linkages in the US/UK real exchange rate-real interest differential relation

Kanas, Angelos - In: Journal of international money and finance 24 (2005) 2, pp. 257-274

Persistent link: https://www.econbiz.de/10002635914

Real exchange rate volatility and US exports : an ARDL bounds testing approach

DeVita, Glauco; Abbott, Andrew J. - In: Economic issues 9 (2004) 1, pp. 69-78

Persistent link: https://www.econbiz.de/10001989206

How puzzling is the PPP puzzle? : An alternative half-life measure of convergence to PPP

Chortareas, Georgios E. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002403125

Modelling the US, UK real exchange rate-real interest rate differential relation : a multivariate regime switching approach

Kanas, Angelos - In: The Manchester School 73 (2005) 2, pp. 123-140

Persistent link: https://www.econbiz.de/10002719150

US exports and time-varying volatility of real exchange rate

Sukar, Abulhamid Ibrahim; Hassan, Seid Y. - In: Global finance journal 12 (2001) 1, pp. 109-119

Persistent link: https://www.econbiz.de/10001601053

Essays in open economy macroeconomics

Frois, Christian David - 2000

Persistent link: https://www.econbiz.de/10001613620

The effect of real exchange rate volatility on bilateral sector exports

Rapp, Tammy; Reddy, Nallapu N. - In: The journal of economics 26 (2000) 1, pp. 87-104

Persistent link: https://www.econbiz.de/10001504887

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