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Exchange rate regimes and volatility

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  • Charles Engel
  • Craig S. Hakkio

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File URL: http://www.kansascityfed.org/PUBLICAT/ECONREV/EconRevArchive/1993/3q93enge.pdf
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Bibliographic Info

Article provided by Federal Reserve Bank of Kansas City in its journal Economic Review.

Volume (Year): (1993)
Issue (Month): Q III ()
Pages: 43-58

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Handle: RePEc:fip:fedker:y:1993:i:qiii:p:43-58:n:v.78no.3

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Keywords: Foreign exchange rates ; European Monetary System (Organization);

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Cited by:
  1. Bahar Erdal, 2001. "Investment Decisions under Real Exchange Rate Uncertainty," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 1(1), pages 25-47.
  2. Christopher J. Neely, 1994. "Realignments of target zone exchange systems: what do we know?," Working Papers 1994-020, Federal Reserve Bank of St. Louis.
  3. Arize, A. C., 1996. "Real exchange-rate volatility and trade flows: The experience of eight European economies," International Review of Economics & Finance, Elsevier, vol. 5(2), pages 187-205.
  4. Kang, In-Bong, 1999. "International foreign exchange agreements and nominal exchange rate volatility: a GARCH application," The North American Journal of Economics and Finance, Elsevier, vol. 10(2), pages 453-472.
  5. Arize, Augustine C., 1998. "The long-run relationship between import flows and real exchange-rate volatility: The experience of eight European economies," International Review of Economics & Finance, Elsevier, vol. 7(4), pages 417-435.
  6. Arize, A. C., 1997. "Foreign trade and exchange-rate risk in the G-7 countries: Cointegration and error-correction models," Review of Financial Economics, Elsevier, vol. 6(1), pages 95-112.
  7. N. T. Laopodis, 2003. "Stochastic behaviour of Deutsche mark exchange rates within EMS," Applied Financial Economics, Taylor & Francis Journals, vol. 13(9), pages 665-676.
  8. Malik, Farooq, 2003. "Sudden changes in variance and volatility persistence in foreign exchange markets," Journal of Multinational Financial Management, Elsevier, vol. 13(3), pages 217-230, July.
  9. Laopodis, N. T., 1998. "Asymmetric volatility spillovers in deutsche mark exchange rates," Journal of Multinational Financial Management, Elsevier, vol. 8(4), pages 413-430, November.

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