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Traditional view or revisionist view? The effects of monetary policy on exchange rates in Asia
16 references·0 citing·47 second hop
Traditional view or revisionist view? The effects of monetary policy on exchange rates in Asia (2010)Traditional view or revisionist view? The…Revisiting the interest rate–exchange rate nexus: a Markov-switching approach (2005)Revisiting the interest rate–…Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity (2003)Monetary Policy and the Excha…Monetary Policy in the Aftermath of Currency Crises: The Case of Asia (2002)Monetary Policy in the Afterm…High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views (2002)High Interest Rates and Excha…The Interest Rate-Exchange Rate Nexus in Currency Crises (2001)The Interest Rate-Exchange Ra…The Impact of Monetary Policy on Exchange Rates during Financial Crises (2001)The Impact of Monetary Policy…Recovery from a financial crisis: the case of South Korea (2001)Recovery from a financial cri…The Risk Premium of Volatility Implicit in Currency Options (1998)The Risk Premium of Volatilit…The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The East Asian Financial Cris…Refocusing the IMF (1998)Refocusing the IMFEconomic Crises: Evidence and Insights from East Asia (1998)Economic Crises: Evidence and…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Liquidity and Exchange Rates: Puzzling Evidence from the G-7 Countries (1995)Liquidity and Exchange Rates:…Unobserved-Component Time Series Models With Markov-Switching Heteroscedasticity: Changes in Regime and the Link Between Inflation Rates and Inflation Uncertainty (1993)Unobserved-Component Time Ser…Unobserved component time series models with Arch disturbances (1992)Unobserved component time ser…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)The arbitrage theory of capital asset pricing (1976)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Identification, estimation and testing of conditionally heteroskedastic factor models (2001)Chapter 15 Volatility and Correlation Forecasting (2006)Oil volatility, oil and gas firms and portfolio diversification (2018)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The real exchange rate determination: An empirical investigation (2011)Exchange Rate and Balance of Payment: An Autoregressive Distributed Lag (Ardl) Econometric Investigation on Nigeria (2014)CREDIT RATIONING, RISK AVERSION, AND INDUSTRIAL EVOLUTION IN DEVELOPING COUNTRIES (2015)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)The Econometrics of Financial Markets (1997)Short-Term Capital Flows (1999)Contagion: Understanding How It Spreads (2000)Capital Account Liberalization: What Do Cross-Country Studies Tell Us? 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this work references cited by second hop

References

  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1998The East Asian Financial Crisis: Diagnosis, Remedies, Prospects1,558 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 1998Economic Crises: Evidence and Insights from East Asia1,032 cited
  • 1998Refocusing the IMF529 cited
  • 1992Unobserved component time series models with Arch disturbances329 cited
  • 1993Unobserved-Component Time Series Models With Markov-Switching Heteroscedasticity: Changes in Regime and the Link Between Inflation Rates and Inflation Uncertainty167 cited
  • 1995Liquidity and Exchange Rates: Puzzling Evidence from the G-7 Countries152 cited
  • 2003Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity76 cited
  • 2005Revisiting the interest rate–exchange rate nexus: a Markov-switching approach67 cited
  • 2001The Impact of Monetary Policy on Exchange Rates during Financial Crises61 cited
  • 2002Monetary Policy in the Aftermath of Currency Crises: The Case of Asia58 cited
  • 2002High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views50 cited
  • 2001Recovery from a financial crisis: the case of South Korea

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49 cited
  • 1998The Risk Premium of Volatility Implicit in Currency Options45 cited
  • 2001The Interest Rate-Exchange Rate Nexus in Currency Crises39 cited
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