Foreign Exchange Intervention and Exchange Rate Volatility in Peru
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- Alberto Humala & Gabriel Rodriguez, 2010. "Foreign exchange intervention and exchange rate volatility in Peru," Applied Economics Letters, Taylor & Francis Journals, vol. 17(15), pages 1485-1491.
References listed on IDEAS
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Citations
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Cited by:
- Olivier Blanchard & Gustavo Adler & Irineu de Carvalho Filho, 2015.
"Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks?,"
NBER Working Papers
21427, National Bureau of Economic Research, Inc.
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- Daniel Ordoñez‐Callamand & Mauricio Villamizar‐Villegas & Luis F. Melo‐Velandia, 2018.
"Foreign exchange intervention revisited: A new way of estimating censored models,"
International Finance, Wiley Blackwell, vol. 21(2), pages 195-213, June.
- Daniel Ordoñez-Callamand & Mauricio Villamizar-Villegas & Luis F. Melo-Velandia, 2016. "Foreign Exchange Intervention Revisited: A New Way of Estimating Censored Models," Borradores de Economia 972, Banco de la Republica de Colombia.
- Edgar Ventura Neyra & Gabriel Rodríguez, 2015.
"Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 61(3), pages 261-292.
- Edgar Ventura & Gabriel Rodríguez, 2012. "Explaining The Determinants Of The Frequency Of Exchange Rate Interventions In Peru Using Count Models," Documentos de Trabajo / Working Papers 2012-340, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Yasin Kursat Onder & Mauricio Villamizar-Villegas, 2018.
"The Effects of Monetary and Exchange Rate Policy Shocks: Evidence from an Emerging Market Economy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 159-199, January.
- Yasin Kursat Onder & Mauricio Villamizar-Villegas, 2015. "Simultaneous Monetary Policies in the Context of the Trilemma: Evidence from the Central Bank of Turkey," Borradores de Economia 13203, Banco de la Republica.
- Yasin Kursat Onder & Mauricio Villamizar-Villegas, 2015. "Simultaneous Monetary Policies in the Context of the Trilemma: Evidence from the Central Bank of Turkey," Borradores de Economia 893, Banco de la Republica de Colombia.
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"The effectiveness of forex interventions in four Latin American countries,"
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"Unveiling the effects of foreign exchange intervention: A panel approach,"
Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
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The World Economy, Wiley Blackwell, vol. 36(9), pages 1187-1208, September.
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- Anton Grui, 2020. "Uncovered interest parity with foreign exchange interventions under exchange rate peg and inflation targeting: The case of Ukraine," IHEID Working Papers 14-2020, Economics Section, The Graduate Institute of International Studies.
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More about this item
Keywords
Foreign Exchange Intervention; Exchange Rate Volatility; Markov-Switching Models.;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2009-08-16 (International Finance)
- NEP-MON-2009-08-16 (Monetary Economics)
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