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Understanding bilateral exchange rate volatility
16 references·16 citing·42 second hopsampled
Understanding bilateral exchange rate volatility (2003)Understanding bilateral exchange rate vol…Interest and Prices (2004)Interest and PricesFear of Floating (2002)Fear of FloatingCurrency Unions (2002)Currency UnionsCurrency Unions and International Integration (2002)Currency Unions and Internati…Why do countries float the way they float? (2001)Why do countries float the wa…The new open economy macroeconomics: a survey (2001)The new open economy macroeco…Currency crises and monetary policy in an economy with credit constraints (2001)Currency crises and monetary …Fear of Floating (2000)Fear of FloatingNew Directions for Stochastic Open Economy Models (1999)New Directions for Stochastic…Exchange Rates and Financial Fragility (1999)Exchange Rates and Financial …Balance Sheets, the Transfer Problem, and Financial Crises (1999)Balance Sheets, the Transfer …Balance Sheets, the Transfer Problem, and Financial Crises (1999)Balance Sheets, the Transfer …The Endogeneity of the Optimum Currency Area Criteria (1996)The Endogeneity of the Optimu…Exchange Rate Dynamics Redux (1995)Exchange Rate Dynamics ReduxEmpirical exchange rate models of the seventies (1983)Empirical exchange rate model…A Theory of Optimum Currency Areas (1961)A Theory of Optimum Currency …Macroeconomic Fundamentals and the Exchange Rate Volatility: Empirical Evidence From Somalia (2020)Macroeconomic Fundamentals an…The dynamics of exchange rate volatility: A panel VAR approach (2014)The dynamics of exchange rate…What lies beneath the euro's effect on financial integration? Currency risk, legal harmonization, or trade? (2010)What lies beneath the euro's …Do trade costs in goods market lead to home bias in equities? (2008)Do trade costs in goods marke…The dynamics of exchange rate regimes: Fixes, floats, and flips (2007)The dynamics of exchange rate…Government Bonds in Domestic and Foreign Currency: the Role of Institutional and Macroeconomic Factors* (2007)Government Bonds in Domestic …Exchange rate volatility and growth in small open economies at the EMU periphery (2007)Exchange rate volatility and …Capital flows to central and Eastern Europe (2007)Capital flows to central and …Exchange Rate Volatility and Productivity Growth: The Role of Financial Development (2006)Exchange Rate Volatility and …International Financial Integration (2005)International Financial Integ…Global Bond Portfolios and Emu (2005)Global Bond Portfolios and EmuCan Higher Reserves Help Reduce Exchange Rate Volatility? (2004)Can Higher Reserves Help Redu…International Financial Integration (2003)International Financial Integ…International Financial Integration (2003)International Financial Integ…Business Cycles and Macroeconomic Policy in Emerging Market Economies (2003)Business Cycles and Macroecon…When to Dollarize (2002)When to DollarizeDomestic Saving and International Capital Flows (1980)Legal Determinants of External Finance (1997)Law and Finance (1998)Distinguished Lecture on Economics in Government—Exchange Rate Regimes: Is the Bipolar View Correct? 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(1997)Optimal Currency Areas (2002)Bank Runs, Deposit Insurance, and Liquidity (1983)Credit Cycles (1997)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Short-Term Capital Flows (1999)Balance Sheets and Exchange Rate Policy (2004)Leverage Cycles and the Anxious Economy (2008)Aggregate Dynamics and Staggered Contracts (1980)Optimal monetary policy with staggered wage and price contracts (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)A model of unconventional monetary policy (2010)Goods Prices and Exchange Rates: What Have We Learned? (1996)The Purchasing Power Parity Puzzle (1996)A Simple Framework for International Monetary Policy Analysis (2002)Monetary Policy in the Open Economy Revisited: Price Setting and Exchange-Rate Flexibility (2003)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Staggered Prices in a Utility-Maximizing Framework (1996)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)Stories of the Twentieth Century for the Twenty-First (2012)Rules, discretion and reputation in a model of monetary policy (1983)Classifying exchange rate regimes: Deeds vs. words (2004)The Quarterly Journal of Economics (2024)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)The Economics of Exchange Rates (2003)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)
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References

  • 1961A Theory of Optimum Currency Areas4,546 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 2004Interest and Prices2,583 cited
  • 1995Exchange Rate Dynamics Redux2,110 cited
  • 2000Fear of Floating2,063 cited
  • 2002Fear of Floating1,675 cited
  • 1999Exchange Rates and Financial Fragility1,432 cited
  • 1999Balance Sheets, the Transfer Problem, and Financial Crises991 cited
  • 1999New Directions for Stochastic Open Economy Models884 cited
  • 1996The Endogeneity of the Optimum Currency Area Criteria829 cited
  • 2001The new open economy macroeconomics: a survey675 cited
  • 2001Currency crises and monetary policy in an economy with credit constraints528 cited
  • 2001Why do countries float the way they float?502 cited
  • 1999Balance Sheets, the Transfer Problem, and Financial Crises311 cited
  • 2002Currency Unions299 cited
  • 2002Currency Unions and International Integration271 cited

Cited by

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2010
What lies beneath the euro's effect on financial integration? Currency risk, legal harmonization, or trade?
195 cited
  • 2003International Financial Integration193 cited
  • 2008Do trade costs in goods market lead to home bias in equities?190 cited
  • 2007The dynamics of exchange rate regimes: Fixes, floats, and flips157 cited
  • 2007Government Bonds in Domestic and Foreign Currency: the Role of Institutional and Macroeconomic Factors*152 cited
  • 2006Exchange Rate Volatility and Productivity Growth: The Role of Financial Development140 cited
  • 2003Business Cycles and Macroeconomic Policy in Emerging Market Economies139 cited
  • 2014The dynamics of exchange rate volatility: A panel VAR approach126 cited
  • 2007Exchange rate volatility and growth in small open economies at the EMU periphery110 cited
  • 2005Global Bond Portfolios and Emu110 cited
  • 2007Capital flows to central and Eastern Europe97 cited
  • 2020Macroeconomic Fundamentals and the Exchange Rate Volatility: Empirical Evidence From Somalia89 cited
  • 2005International Financial Integration87 cited
  • 2002When to Dollarize78 cited
  • 2004Can Higher Reserves Help Reduce Exchange Rate Volatility?77 cited
  • 2003International Financial Integration70 cited