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.
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"Are Exchange Rates Excessively Volatile? And What Does "Excessively Volatile" Mean, Anyway?,"
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"Deviations from purchasing power parity: causes and welfare costs,"
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666, Board of Governors of the Federal Reserve System (U.S.).
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- Charles Engel & John H. Rogers, 1999. "Deviations from Purchasing Power Parity:Causes and Welfare Costs," Working Papers 0038, University of Washington, Department of Economics.
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Federal Reserve Bank of Kansas City, pages 185-231.
- 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.
- 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.
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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.
- 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 9780521460477, October.
- 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.
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