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The long-run volatility puzzle of the real exchange rate
Hausmann, Ricardo; Panizza, Ugo; Rigobón, Roberto - 2004
Persistent link: https://www.econbiz.de/10002259830
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The long-run volatility puzzle of the real exchange rate
Hausmann, Ricardo; Panizza, Ugo; Rigobón, Roberto - In: Journal of international money and finance 25 (2006) 1, pp. 93-124
Persistent link: https://www.econbiz.de/10003274937
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The Long-Run Volatility Puzzle of the Real Exchange Rate
Hausmann, Ricardo - 2004
This paper documents large cross-country differences in the long run volatility of the real exchange rate. In … exchange rate in industrial countries. The paper tests whether this difference in volatility can be explained by the fact that … the difference in RER volatility between developing and industrial countries. Results from ARCH estimations confirm that …
Persistent link: https://www.econbiz.de/10012467939
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Trade openness and real exchange rate volatility : panel data evidence
Calderón, César A. - 2004
Persistent link: https://www.econbiz.de/10002887478
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On the empirics of sudden stops : the relevance of balance-sheet effects
Calvo, Guillermo; Izquierdo, Alejandro; Mejía, … - 2004
Persistent link: https://www.econbiz.de/10002096416
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On the empirics of sudden stops : the relevance of balance-sheet effects
Calvo, Guillermo (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003138680
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On the Empirics of Sudden Stops : The Relevance of Balance-Sheet Effects
Calvo, Guillermo A. - 2004
Using a sample of 32 developed and developing countries we analyze the empirical characteristics of sudden stops in capital flows and the relevance of balance sheet effects in the likelihood of their materialization. We find that large real exchange rate (RER) fluctuations coming hand in hand...
Persistent link: https://www.econbiz.de/10012468173
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On the Empirics of Sudden Stops : The Relevance of Balance-Sheet Effects
Calvo, Guillermo A. - 2011
Using a sample of 32 developed and developing countries we analyze the empirical characteristics of Sudden Stops in capital flows and the relevance of balance-sheet effects in the likelihood of their occurrence. We find that large real exchange rate (RER) fluctuations accompanied by Sudden Stops...
Persistent link: https://www.econbiz.de/10013126356
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On the Empirics of Sudden Stops : The Relevance of Balance-Sheet Effects
Calvo, Guillermo A.; Izquierdo, Alejandro; Mejia, … - 2021
Using a sample of 32 developed and developing countries we analyze the empirical characteristics of sudden stops in capital flows and the relevance of balance sheet effects in the likelihood of their materialization. We find that large real exchange rate (RER) fluctuations coming hand in hand...
Persistent link: https://www.econbiz.de/10013210631
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Real financial market exchange rate volatility and portfolio flows
Ozimkovska, Valentyna - In: Essays on the common currency, real financial market …, (pp. 39-71). 2016
Persistent link: https://www.econbiz.de/10011621602