Overshooting and Exchange Rate Disconnect Puzzle: A Reappraisal
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Karamé, Frédéric & Patureau, Lise & Sopraseuth, Thepthida, 2008.
"Limited participation and exchange rate dynamics: Does theory meet the data?,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 32(4), pages 1041-1087, April.
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003. "Limited participation and exchange rate dynamics : does theory meet the data ?," Cahiers de la Maison des Sciences Economiques v04013, Université Panthéon-Sorbonne (Paris 1).
- Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Post-Print halshs-00754292, HAL.
- de Blas, Beatriz, 2010.
"Exchange rate dynamics in economies with portfolio rigidities,"
International Review of Economics & Finance,
Elsevier, vol. 19(3), pages 366-382, June.
- Beatriz de-Blas-Pérez, 2005. "Exchange rate dynamics in economies with portfolio rigidities," Working Papers 0532, Banco de España;Working Papers Homepage.
- Patureau, Lise, 2007. "Pricing-to-market, limited participation and exchange rate dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3281-3320, October.
- Murphy, Austin, 2008. "An empirical investigation of investor expectations in the currency market," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 108-133.
- Murphy, Austin & Zhu, Yun (Ellen), 2008. "Unraveling the complex interrelationships between exchange rates and fundamentals," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1150-1160, June.
More about this item
KeywordsExchange rate disconnect puzzle; liquidity effect; overshooting; uncovered interest rate parity;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-10-18 (All new papers)
- NEP-DGE-2004-10-18 (Dynamic General Equilibrium)
- NEP-IFN-2004-10-18 (International Finance)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wpa:wuwpma:0410001. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (EconWPA). General contact details of provider: http://econwpa.repec.org .
We have no references for this item. You can help adding them by using this form .