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ArticleExchange Rate Regimes and Volatility

Charles Engel1993

Article1993

Exchange Rate Regimes and Volatility

Charles Engel · Craig S. Hakkio

39 citations·0/0 files stored·RePEc: Research Papers in Economics

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Global Financial Crisis and Policies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

Abstract

European Monetary System (Organization); Foreign exchange rates

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References

1986Generalized autoregressive conditional heteroskedasticity 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1985A Theory of the Term Structure of Interest Rates 1977An equilibrium characterization of the term structure 1993Measuring and Testing the Impact of News on Volatility 1984Forward and spot exchange rates 1994Autoregressive conditional heteroskedasticity and changes in regime 1991Target Zones and Exchange Rate Dynamics

Cited by

2024Cryptocurrency volatility: A review, synthesis, and research agenda 1998THE EFFECTS OF EXCHANGE RATE VOLATILITY ON U.S. IMPORTS: AN EMPIRICAL INVESTIGATION 2018Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach

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Year1993

Typearticle

Published1993-07-01

VenueRePEc: Research Papers in Economics

Languageen

Citations39

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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openalex_workW1587091591

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