Effects of Monetary Policy Shocks on Exchange Rate in Emerging Countries
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Cited by:- Soyoung Kim, 2014. "Effects of Monetary Policy Shocks on the Exchange Rate in the Republic of Korea: Capital Flows in Stock and Bond Markets," Asian Development Review, MIT Press, vol. 31(1), pages 121-135, March.
More about this item
Keywords
VAR; Monetary Policy Shocks; Exchange Rate; UIP Condition; Delayed Overshooting;JEL classification:
- F3 - International Economics - - International Finance
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2017-02-19 (Central Banking)
- NEP-MAC-2017-02-19 (Macroeconomics)
- NEP-MON-2017-02-19 (Monetary Economics)
- NEP-OPM-2017-02-19 (Open Economy Macroeconomics)
- NEP-SEA-2017-02-19 (South East Asia)
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