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We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR …
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We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR …
Persistent link: https://www.econbiz.de/10012195928
Exchange rate volatility has emerged as a significant chal-lenge for Asian emerging markets since the adoption of the … liberalization process. This study examines the influence of central banktransparency on exchange rate volatility using a sample of … has a stabilizing effect onexchange rate volatility, and this effect remains even after controlling for various internal …
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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...
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