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Exchange rate depreciation, Dollarization and Uncertainty: A Comparison of Bolivia and Peru

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Author Info
McNelis, P.D.
Rojas-Suarez, L.

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Abstract

This paper examines the persistence of dollarization in two of the most dollarized countries in Latin America, Bolivia and Puru. Dollarization is related not only to the expected rate or devaluation but also to devaluation uncertainty, proxied by the conditional variance of the rate of devaluation, through an application of the capital asset-pricing model (CAPM) to currency substitution.

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Publisher Info
Paper provided by Inter-American Development Bank, Research Department in its series RES Working Papers with number 325.

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Length: 21 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:idb:wpaper:325

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Related research
Keywords: EXCHANGE RATE FINANCIAL POLICY

Find related papers by JEL classification:
E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
O19 - Economic Development, Technological Change, and Growth - - Economic Development - - - International Linkages to Development; Role of International Organizations

Cited by:
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  1. Ilan Goldfajn & Roberto Rigobon, 2000. "Hard currency and financial development," Textos para discussão 438, Department of Economics PUC-Rio (Brazil). [Downloadable!]
  2. Carlos Arteta, 2006. "Exchange Rate Regimes and Financial Dollarization: Does Flexibility Reduce Bank Currency Mismatches?," Center for International and Development Economics Research, Working Paper Series 1021, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
  3. Carlos O. Arteta, 2002. "Exchange rate regimes and financial dollarization: does flexibility reduce bank currency mismatches?," International Finance Discussion Papers 738, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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This page was last updated on 2008-10-11.


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