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What Makes Currencies Volatile? An Empirical Investigation

  • Michael Bleaney

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  • Manuela Francisco
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    File URL: http://hdl.handle.net/10.1007/s11079-009-9121-0
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    Article provided by Springer in its journal Open Economies Review.

    Volume (Year): 21 (2010)
    Issue (Month): 5 (November)
    Pages: 731-750

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    Handle: RePEc:kap:openec:v:21:y:2010:i:5:p:731-750
    Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=100323

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    1. Flood, R.P. & Rose, A.K., 1992. "Fixing Exchange Rates: A Virtual Quest for Fundamentals," Papers 529, Stockholm - International Economic Studies.
    2. Michael Bleaney, 2008. "Openness and Real Exchange Rate Volatility: In Search of an Explanation," Open Economies Review, Springer, vol. 19(2), pages 135-146, April.
    3. Bergin, Paul R., 2006. "How well can the New Open Economy Macroeconomics explain the exchange rate and current account?," Journal of International Money and Finance, Elsevier, vol. 25(5), pages 675-701, August.
    4. repec:ebl:ecbull:v:6:y:2007:i:3:p:1-16 is not listed on IDEAS
    5. Barisone, Giacomo & Driver, Rebecca L. & Wren-Lewis, Simon, 2006. "Are our FEERs justified?," Journal of International Money and Finance, Elsevier, vol. 25(5), pages 741-759, August.
    6. Philip R. Lane & Jay C. Shambaugh, 2007. "Financial Exchange Rates and International Currency Exposures," The Institute for International Integration Studies Discussion Paper Series iiisdp229, IIIS.
    7. Ricardo Hausmann & Ugo Panizza & Ernesto H. Stein, 2000. "Why Do Countries Float the Way They Float?," Research Department Publications 4205, Inter-American Development Bank, Research Department.
    8. International Monetary Fund, 2005. "Remoteness and Real Exchange Rate Volatility," IMF Working Papers 05/01, International Monetary Fund.
    9. Philippe Aghion & Philippe Bacchetta & Romain Ranciere & Kenneth Rogoff, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," Working Papers 06.02, Swiss National Bank, Study Center Gerzensee.
    10. Maurice Obstfeld & Kenneth Rogoff, 2001. "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?," NBER Chapters, in: NBER Macroeconomics Annual 2000, Volume 15, pages 339-412 National Bureau of Economic Research, Inc.
    11. Hasan, Shahriar & Wallace, Myles, 1996. "Real exchange rate volatility and exchange rate regimes: Evidence from long-term data," Economics Letters, Elsevier, vol. 52(1), pages 67-73, July.
    12. Bleaney, Michael F., 1996. "Macroeconomic stability, investment and growth in developing countries," Journal of Development Economics, Elsevier, vol. 48(2), pages 461-477, March.
    13. Carmen M. Reinhart & Kenneth S. Rogoff, 2002. "The Modern History of Exchange Rate Arrangements: A Reinterpretation," NBER Working Papers 8963, National Bureau of Economic Research, Inc.
    14. Guillermo A. Calvo & Carmen M. Reinhart, 2002. "Fear Of Floating," The Quarterly Journal of Economics, MIT Press, vol. 117(2), pages 379-408, May.
    15. Jay C. Shambaugh, 2004. "The Effect of Fixed Exchange Rates on Monetary Policy," The Quarterly Journal of Economics, MIT Press, vol. 119(1), pages 300-351, February.
    16. Gonzaga, Gustavo M. & Terra, Maria Cristina T., 1997. "Equilibrium real exchange rate, volatility, and stabilization," Journal of Development Economics, Elsevier, vol. 54(1), pages 77-100, October.
    17. George Tavlas & Harris Dellas & Alan Stockman, 2008. "The Classification and Perfomance of Alternative Exchange-Rate Systems," Working Papers 90, Bank of Greece.
    18. Peter B. Clark & Shang-Jin Wei & Natalia T. Tamirisa & Azim M. Sadikov & Li Zeng, 2004. "A New Look at Exchange Rate Volatility and Trade Flows," IMF Occasional Papers 235, International Monetary Fund.
    19. Michael Bleaney & Manuela Francisco, . "What Makes Currencies Volatile? An Empirical Investigation," Discussion Papers 08/09, University of Nottingham, School of Economics.
    20. Baxter, Marianne & Stockman, Alan C., 1989. "Business cycles and the exchange-rate regime : Some international evidence," Journal of Monetary Economics, Elsevier, vol. 23(3), pages 377-400, May.
    21. Michael Bleaney, & Manuela Francisco, . "Classifying Exchange Rate Regimes: A Statistical Analysis of Alternative Methods," Discussion Papers 07/05, University of Nottingham, CREDIT.
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