IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "Understanding bilateral exchange rate volatility"

by Devereux, Michael B. & Lane, Philip R.

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Philippe Aghion & Philippe Bacchetta & Romain Ranciere & Kenneth Rogoff, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," NBER Working Papers 12117, National Bureau of Economic Research, Inc.
  2. Yin-Wong Cheung & Kon S. Lai, 2009. "A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 5(2), pages 187-218, July.
  3. Lane, Philip R, 2005. "Global Bond Portfolios and EMU," MPRA Paper 654, University Library of Munich, Germany, revised 15 Feb 2006.
  4. Roman Horvath, 2005. "Exchange rate variability, pressures and optimum currency area criteria: some empirical evidence from the 1990s," Applied Economics Letters, Taylor & Francis Journals, vol. 12(15), pages 919-922.
  5. Christopher Bowdler & Adeel Malik, 2005. "Openness and inflaton volatility: Cross-country evidence," Economics Series Working Papers 2005-W14, University of Oxford, Department of Economics.
  6. Chrysost BANGAKE, 2007. "Exchange Rate Volatility and Optimum Currency Area Index : Evidence from Africa," Working Papers 603, Orleans Economic Laboratorys, University of Orleans.
  7. Brahima Coulibaly, 2012. "Monetary policy in emerging market economies: what lessons from the global financial crisis?," International Finance Discussion Papers 1042, Board of Governors of the Federal Reserve System (U.S.).
  8. Victor Pontines, 2011. "The Nexus Between Inflation Targeting and Exchange Rate Volatility," Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number sp84.
  9. Aleš Bulíø, 2005. "Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(5-6), pages 206-231, May.
  10. Humyra Jabeen Bristy, 2014. "Impact of Financial Development on Exchange Rate Volatility and Long-Run Growth Relationship of Bangladesh," International Journal of Economics and Financial Issues, Econjournals, vol. 4(2), pages 258-263.
  11. Munazza Jabeen & Saud Ahmad Khan, 2014. "Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in Pakistan," International Econometric Review (IER), Econometric Research Association, vol. 6(2), pages 58-76, September.
  12. Rebecca Hellerstein, 2004. "Who Bears the Cost of a Change in the Exchange Rate?," Econometric Society 2004 North American Summer Meetings 589, Econometric Society.
  13. Hiroshi Fujiki & nd Akiko Terada-Hagiwara, 2007. "Financial Integration in East Asia," IMES Discussion Paper Series 07-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
  14. Thomas Plümper & Eric Neumayer, 2008. "Exchange rate regime choice with multiple key currencies," LSE Research Online Documents on Economics 25164, London School of Economics and Political Science, LSE Library.
  15. Calderon, Cesar & Kubota, Megumi, 2009. "Does higher openness cause more real exchange rate volatility ?," Policy Research Working Paper Series 4896, The World Bank.
  16. Philip R. Lane & G.M. Milesi-Ferretti, 2003. "International Financial Integration," Trinity Economics Papers 20031, Trinity College Dublin, Department of Economics.
  17. Gunther Schnabl, 2004. "De jure versus de facto Exchange Rate Stabilization in Central and Eastern Europe," International Finance 0404013, EconWPA.
  18. Carlos Vieira & Isabel Vieira, 2013. "Monetary Integration In Eastern And Southern Africa: Choosing A Currency Peg For Comesa," South African Journal of Economics, Economic Society of South Africa, vol. 81(3), pages 356-372, 09.
  19. Steven Globerman, 2004. "Regional Economic Integration: The Canada-U.S. Experience," International Trade 0406003, EconWPA.
  20. Schnabl, Gunther, 2008. "Exchange rate volatility and growth in small open economies at the EMU periphery," Economic Systems, Elsevier, vol. 32(1), pages 70-91, March.
  21. Gerlach-Kristen, Petra, 2006. "Internal and external shocks in Hong Kong: Empirical evidence and policy options," Economic Modelling, Elsevier, vol. 23(1), pages 56-75, January.
  22. Vithessonthi, Chaiporn & Tongurai, Jittima, 2014. "The spillover effects of unremunerated reserve requirements: Evidence from Thailand," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 338-351.
  23. Philip R. Lane & Jay C. Shambaugh, 2007. "Financial Exchange Rates and International Currency Exposures," The Institute for International Integration Studies Discussion Paper Series iiisdp229, IIIS.
  24. Gunther Schnabl, 2004. "International Capital Markets, Macroeconomic Stability, and Exchange Rate Stabilization in the CIS and East Asia," International Finance 0410009, EconWPA, revised 01 Mar 2005.
  25. Ganguly, Srideep & Breuer, Janice Boucher, 2010. "Nominal exchange rate volatility, relative price volatility, and the real exchange rate," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 840-856, September.
  26. Michael Bleaney, . "Fundamentals And Exchange Rate Volatility," Discussion Papers 06/03, University of Nottingham, School of Economics.
  27. John D. Burger & Francis E. Warnock, 2006. "Foreign Participation in Local Currency Bond Markets," NBER Working Papers 12548, National Bureau of Economic Research, Inc.
  28. Lane, Philip R, 2003. "Business Cycles and Macroeconomic Policy in Emerging Market Economies," International Finance, Wiley Blackwell, vol. 6(1), pages 89-108, Spring.
  29. Mark J. Holmes & Sayeeda Bano, 2008. "On openness and real exchange rate volatility," Economics Bulletin, AccessEcon, vol. 6(14), pages 1-12.
  30. S. Pelin Berkmen & Eduardo Cavallo, 2010. "Exchange Rate Policy and Liability Dollarization: What do the Data Reveal about Causality?," Review of International Economics, Wiley Blackwell, vol. 18(5), pages 781-795, November.
  31. Narayan, Paresh Kumar, 2008. "Estimating exchange rate responsiveness to shocks," Review of Financial Economics, Elsevier, vol. 17(4), pages 338-351, December.
  32. Martin Melecky, 2012. "Choosing The Currency Structure Of Foreign‐Currency Debt: A Review Of Policy Approaches," Journal of International Development, John Wiley & Sons, Ltd., vol. 24(2), pages 133-151, 03.
  33. Philip R. Lane & Gian Maria Milesi-Ferretti, 2006. "Capital Flows to Central and Eastern Europe," The Institute for International Integration Studies Discussion Paper Series iiisdp161, IIIS.
  34. repec:ebl:ecbull:v:6:y:2008:i:14:p:1-12 is not listed on IDEAS
  35. Christopher Bowdler & Adeel Malik, 2005. "Openness and inflation volatility: Cross-country evidence," Economics Papers 2005-W14, Economics Group, Nuffield College, University of Oxford.
  36. Slavov, Slavi T., 2008. "Measuring and modeling the effects of G-3 exchange rate fluctuations on small open economies: A natural experiment," Economic Systems, Elsevier, vol. 32(3), pages 253-273, September.
  37. Vithessonthi, Chaiporn & Tongurai, Jittima, 2013. "Unremunerated reserve requirements, exchange rate volatility, and firm value," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 358-378.
  38. Melecky, Martin, 2008. "An alternative framework for foreign exchange risk management of sovereign debt," Policy Research Working Paper Series 4458, The World Bank.
  39. Jesus Gonzalez-Garcia & John Cady, 2006. "The IMF's Reserves Template and Nominal Exchange Rate Volatility," IMF Working Papers 06/274, International Monetary Fund.
  40. Siok Kun, Sek, 2009. "The impacts of economic structures on the performance of simple policy rules in a small open economy," MPRA Paper 25065, University Library of Munich, Germany.
  41. Nikolaos Giannellis & Athanasios Papadopoulos, 2009. "What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries," Working Papers 1004, University of Crete, Department of Economics, revised 08 Jan 2010.
  42. Antonakakis, Nikolaos & Darby, Julia, 2012. "Forecasting Volatility in Developing Countries' Nominal Exchange Returns," MPRA Paper 40875, University Library of Munich, Germany.
  43. Ales Bulir, 2003. "Some Exchange Rates Are More Stable than Others: Short-Run Evidence from Transition Countries," Working Papers 2003/05, Czech National Bank, Research Department.
  44. Michael Bleaney & Mo Tian, 2012. "Currency Networks, Bilateral Exchange Rate Volatility and the Role of the US Dollar," Open Economies Review, Springer, vol. 23(5), pages 785-803, November.
  45. Choudhary, M. Ali & Hanif, M. Nadim & Khan, Sajawal & Rehman, Muhammad, 2010. "Procyclical Monetary Policy and Governance," MPRA Paper 27022, University Library of Munich, Germany.
  46. Roman Horvath, 2005. "Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Lessons for the Central and Eastern European Countries," Working Papers 2005/08, Czech National Bank, Research Department.
  47. Barry Eichengreen & Alan M. Taylor, 2003. "The Monetary Consequences of a Free Trade Area of the Americas," NBER Working Papers 9666, National Bureau of Economic Research, Inc.
  48. repec:ebl:ecbull:v:6:y:2008:i:12:p:1-10 is not listed on IDEAS
  49. Michael Bleaney, 2008. "Openness and Real Exchange Rate Volatility: In Search of an Explanation," Open Economies Review, Springer, vol. 19(2), pages 135-146, April.
  50. M. Nowak & Ketil Hviding & Luca Antonio Ricci, 2004. "Can Higher Reserves Help Reduce Exchange Rate Volatility?," IMF Working Papers 04/189, International Monetary Fund.
  51. Lane, P.R. & Ganelli, G., 2002. "Dynamic General Equilibrium Analysis: The Open Economy Dimension," CEG Working Papers 20026, Trinity College Dublin, Department of Economics.
  52. Klein, Michael W. & Shambaugh, Jay C., 2008. "The dynamics of exchange rate regimes: Fixes, floats, and flips," Journal of International Economics, Elsevier, vol. 75(1), pages 70-92, May.
  53. Vithessonthi, Chaiporn & Tongurai, Jittima, 2013. "The perils of a central bank's capital control: How substantial is the effect on firm value?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 111-135.
  54. Maria Grydaki & Stilianos Fountas, 2010. "What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries," Discussion Paper Series 2010_10, Department of Economics, University of Macedonia, revised Jul 2010.
  55. Michael B. Devereux, 2003. "A Macroeconomic Analysis of EU Accession under Alternative Monetary Policies," Journal of Common Market Studies, Wiley Blackwell, vol. 41(5), pages 941-964, December.
  56. Grossmann, Axel & Love, Inessa & Orlov, Alexei G., 2014. "The dynamics of exchange rate volatility: A panel VAR approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 1-27.
  57. Ghiath Shabsigh & Nadeem Ilahi, 2007. "Looking Beyond the Fiscal; Do Oil Funds Bring Macreconomic Stability?," IMF Working Papers 07/96, International Monetary Fund.
  58. Xu, Jane Jing & Yip, Tsz Leung & Marlow, Peter B., 2011. "The dynamics between freight volatility and fleet size growth in dry bulk shipping markets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 47(6), pages 983-991.
  59. Nicholas Apergis & Alexandros Panethimitakis, 2011. "Stylised facts of Greek business cycles: new evidence from aggregate and across regimes data," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 3(2), pages 147-165.
  60. Ricardo Caballero & César Calderón & Luis Felipe Céspedes, 2006. "External Vulnerability and Preventive Policies: An Overview," Central Banking, Analysis, and Economic Policies Book Series, in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus Sc (ed.), External Vulnerability and Preventive Policies, edition 1, volume 10, chapter 1, pages 001-014 Central Bank of Chile.
  61. John D. Burger & Francis E. Warnock, 2003. "Diversification, original sin, and international bond portfolios," International Finance Discussion Papers 755, Board of Governors of the Federal Reserve System (U.S.).
  62. Chrysost Bangaké, 2008. "Exchange Rate Volatility and Optimum Currency Area: Evidence from Africa," Economics Bulletin, AccessEcon, vol. 6(12), pages 1-10.
  63. Thomas Plümper & Eric Neumayer, 2011. "Fear of floating and de facto exchange rate pegs with multiple key currencies," LSE Research Online Documents on Economics 40052, London School of Economics and Political Science, LSE Library.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.