A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates
This paper concentrates upon the short-term changes in the exchange rate that might be considered as 'clouding' more fundamental changes. We focus on week to week changes in nominal bilateral exchange rates. The main concern of this paper is an attempt to identify the sources of exchange rate volatility over the past decade. Specifically, the paper tries to separate international causes of volatility from those associated with a specific country.
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|Date of creation:||1997|
|Date of revision:|
|Contact details of provider:|| Postal: THE AUSTRALIAN NATIONAL UNIVERSITY, DEPARTMENT OF ECONOMICS, RESEARCH SCHOOL of PACIFIC STUDIES, RESEARCH SCHOOL OF SOCIAL SCIENCES, G.P.O. 4, CANBERRA ACT 2601 AUSTRALIA..O. BOX 4 CANBERRA 2601 AUSTRALIA.|
Web page: http://economics.anu.edu.au/economics.htm
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