Country-Specific Risk Premium, Taylor Rules, and Exchange Rates
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- Barbara Annicchiarico & Alessandro Piergallini, 2011. "Country‐Specific Risk Premium, Taylor Rules, and Exchange Rates," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 40(1-2), pages 1-27, February.
- Barbara Annicchiarico & Alessandro Piergallini, 2010. "Country-Specific Risk Premium, Taylor Rules, and Exchange Rates," CEIS Research Paper 174, Tor Vergata University, CEIS, revised 08 Nov 2010.
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Cited by:
- Regős, Gábor, 2013. "Kockázattal kiegészített Taylor-szabályok becslése Magyarországra [Estimation of risk-augmented Taylor rules for Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 670-702.
- Yutaka Kurihara, 2017. "Taylor Rule During the Zero or Low Interest Rate Era: The Recent Japanese Case," Applied Economics and Finance, Redfame publishing, vol. 4(1), pages 1-8, January.
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More about this item
Keywords
Risk Premium on Foreign Debt; Taylor Rules; Exchange Rate Dynamics;All these keywords.
JEL classification:
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- 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-2009-02-28 (International Finance)
- NEP-MAC-2009-02-28 (Macroeconomics)
- NEP-MON-2009-02-28 (Monetary Economics)
- NEP-OPM-2009-02-28 (Open Economy Macroeconomics)
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