A Better Measure of Relative Volatility
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|Date of creation:||09 Mar 2002|
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- 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.
- David C. Parsley & Shang-Jin Wei, 2000.
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- 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.
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- Kenneth D. West, 1988.
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2574, National Bureau of Economic Research, Inc.
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- 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.
- 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, 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.).
- Charles Engel & John H. Rogers, 1999. "Deviations from Purchasing Power Parity:Causes and Welfare Costs," Working Papers 0038, University of Washington, Department of Economics.
- Isard,Peter, 1995. "Exchange Rate Economics," Cambridge Books, Cambridge University Press, number 9780521466004, December.
- 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.
- 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.
- Isard,Peter, 1995. "Exchange Rate Economics," Cambridge Books, Cambridge University Press, number 9780521460477, December.
- Paul De Grauwe & Guy Verfaille, 1988. "Exchange Rate Variability, Misalignment, and the European Monetary System," NBER Chapters, in: Misalignment of Exchange Rates: Effects on Trade and Industry, pages 77-104 National Bureau of Economic Research, Inc.
- Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-76, December.
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