A Better Measure of Relative Volatility
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Bibliographic InfoPaper provided by Department of Economics, UC Santa Barbara in its series University of California at Santa Barbara, Economics Working Paper Series with number qt3tp6j494.
Date of creation: 09 Mar 2002
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Measure of Relative Volatility;
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- Parsley, David C. & Wei, Shang-Jin, 2001.
"Explaining the border effect: the role of exchange rate variability, shipping costs, and geography,"
Journal of International Economics,
Elsevier, vol. 55(1), pages 87-105, October.
- David C. Parsley & Shang-Jin Wei, 2000. "Explaining the Border Effect: The Role of Exchange Rate Variability, Shipping Costs, and Geography," NBER Working Papers 7836, National Bureau of Economic Research, Inc.
- Charles Engel & John H. Rogers, 2000.
"Deviations from purchasing power parity: causes and welfare costs,"
International Finance Discussion Papers
666, Board of Governors of the Federal Reserve System (U.S.).
- Engel, Charles & Rogers, John H., 2001. "Deviations from purchasing power parity: causes and welfare costs," Journal of International Economics, Elsevier, vol. 55(1), pages 29-57, October.
- Charles Engel & John H. Rogers, 1999. "Deviations from Purchasing Power Parity:Causes and Welfare Costs," Discussion Papers in Economics at the University of Washington 0038, Department of Economics at the University of Washington.
- Charles Engel & John H. Rogers, 1999. "Deviations from Purchasing Power Parity:Causes and Welfare Costs," Working Papers 0038, University of Washington, Department of Economics.
- Leonardo Bartolini & Gordon M. Bodnar, 1996.
"Are Exchange Rates Excessively Volatile? And What Does "Excessively Volatile" Mean, Anyway?,"
IMF Staff Papers,
Palgrave Macmillan, vol. 43(1), pages 72-96, March.
- Leonardo Bartolini & Gordon M. Bodnar, 1996. "Are exchange rates excessively volatile? And what does "excessively volatile" mean, anyway?," Research Paper 9601, Federal Reserve Bank of New York.
- Gordon M. Bodnar & Leonardo Bartolini, 1995. "Are Exchange Rates Excessively Volatile? and What Does "Excessively Volatile" Mean, Anyway?," IMF Working Papers 95/85, International Monetary Fund.
- Jacob A. Frenkel & Morris Goldstein, 1989.
"Exchange Rate Volatility and Misalignment: Evaluating Some Proposals for Reform,"
NBER Working Papers
2894, National Bureau of Economic Research, Inc.
- Jacob A. Frenkel & Morris Goldstein, 1988. "Exchange rate volatility and misalignment: evaluating some proposals for reform," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 185-231.
- Kenneth D. West, 1988.
"Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation,"
NBER Working Papers
2574, National Bureau of Economic Research, Inc.
- West, Kenneth D, 1988. " Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation," Journal of Finance, American Finance Association, vol. 43(3), pages 639-56, July.
- Isard,Peter, 1995. "Exchange Rate Economics," Cambridge Books, Cambridge University Press, number 9780521460477, October.
- Paul De Grauwe & Guy Verfaille, 1988. "Exchange Rate Variability, Misalignment, and the European Monetary System," NBER Chapters, in: Misalignment of Exchange Rates, pages 77-104 National Bureau of Economic Research, Inc.
- Bui, Nhuong & Pippenger, John, 1990. "Commodity prices, exchange rates and their relative volatility," Journal of International Money and Finance, Elsevier, vol. 9(1), pages 3-20, March.
- Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-76, December.
- Isard,Peter, 1995. "Exchange Rate Economics," Cambridge Books, Cambridge University Press, number 9780521466004, October.
- Bleaney, Michael, 1992. "Comparisons of Real Exchange Rate Volatility across Exchange Rate Systems," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(4), pages 557-65, November.
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