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Exchange Rate Volatility
16 references·16 citing·43 second hopsampled
Exchange Rate Volatility (2008)Exchange Rate VolatilityThe Quarterly Journal of Economics (2024)The Quarterly Journal of Econ…Sticky Prices in the Euro Area: A Summary of New Micro-Evidence (2006)Sticky Prices in the Euro Are…Global Current Account Imbalances and Exchange Rate Adjustments (2005)Global Current Account Imbala…Some Evidence on the Importance of Sticky Prices (2004)Some Evidence on the Importan…The Unholy Trinity of Financial Contagion (2003)The Unholy Trinity of Financi…Currency Mismatches, Debt Intolerance and Original Sin: Why They Are Not the Same and Why it Matters (2003)Currency Mismatches, Debt Int…Order Flow and Exchange Rate Dynamics (2002)Order Flow and Exchange Rate …No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Banking on currency forecasts: How predictable is change in money? (1995)Banking on currency forecasts…Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Nominal exchange rate regimes…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Rules Rather than Discretion:…The Exchange Rate, the Balance of Payments and Monetary and Fiscal Policy under a Regime of Controlled Floating (1976)The Exchange Rate, the Balanc…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Essays in Positive Economics (1954)Essays in Positive EconomicsThe impact of pre-announced day-to-day interventions on the Colombian exchange rate (2017)The impact of pre-announced d…Monthly Beta Forecasting with Low‐, Medium‐ and High‐Frequency Stock Returns (2016)Monthly Beta Forecasting with…Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee (2016)Modelling volatility and fore…IDENTIFYING THE EFFECTS OF SIMULTANEOUS MONETARY POLICY SHOCKS (2015)IDENTIFYING THE EFFECTS OF SI…Forecasting volatility in developing countries’ nominal exchange returns (2013)Forecasting volatility in dev…Exchange rate shocks and trade: A multivariate GARCH-M approach (2013)Exchange rate shocks and trad…Effects of International Financial and Energy Sanctions on Iran's Informal Economy (2013)Effects of International Fina…Public Debt Sustainability in Developing Asia (2012)Public Debt Sustainability in…IMPLICATIONS OF REAL EXCHANGE RATE MISALIGNMENT IN DEVELOPING COUNTRIES: THEORY, EMPIRICAL EVIDENCE AND APPLICATION TO GROWTH PERFORMANCE IN ZIMBABWE (2012)IMPLICATIONS OF REAL EXCHANGE…Economic and Monetary Uncertainty and the Demand for Money in China (2012)Economic and Monetary Uncerta…Asset Prices and Risk Sharing in Open Economies (2011)Asset Prices and Risk Sharing…Does Real Exchange Rate Volatility Affect Sectoral Trade Flows? (2010)Does Real Exchange Rate Volat…The Interactions of Strength of Governments and Alternative Exchange Rate Regimes in Avoiding Currency Crises (2009)The Interactions of Strength …Impact de la variabilité des taux de change sur le commerce international (2009)Impact de la variabilité des …Financial Crises and International Trade: The Long Way to Recovery (2009)Financial Crises and Internat…Does Real Exchange Rate Volatility Affect Foreign Direct Investment? 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References

  • 1977Rules Rather than Discretion: The Inconsistency of Optimal Plans7,896 cited
  • 2024The Quarterly Journal of Economics7,413 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1983Empirical exchange rate models of the seventies4,153 cited
  • 1954Essays in Positive Economics3,204 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 2004Some Evidence on the Importance of Sticky Prices1,579 cited
  • 2002Order Flow and Exchange Rate Dynamics957 cited
  • 1986Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications860 cited
  • 2003The Unholy Trinity of Financial Contagion619 cited
  • 2005Global Current Account Imbalances and Exchange Rate Adjustments590 cited
  • 2006Sticky Prices in the Euro Area: A Summary of New Micro-Evidence476 cited
  • 2003Currency Mismatches, Debt Intolerance and Original Sin: Why They Are Not the Same and Why it Matters454 cited
  • 1995Banking on currency forecasts: How predictable is change in money?373 cited
  • 1976

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The Exchange Rate, the Balance of Payments and Monetary and Fiscal Policy under a Regime of Controlled Floating
366 cited

Cited by

  • 2013Effects of International Financial and Energy Sanctions on Iran's Informal Economy89 cited
  • 2011Asset Prices and Risk Sharing in Open Economies83 cited
  • 2012Public Debt Sustainability in Developing Asia54 cited
  • 2008Does Real Exchange Rate Volatility Affect Foreign Direct Investment? Evidence from Four Developed Economies53 cited
  • 2013Exchange rate shocks and trade: A multivariate GARCH-M approach42 cited
  • 2009The Interactions of Strength of Governments and Alternative Exchange Rate Regimes in Avoiding Currency Crises38 cited
  • 2012Economic and Monetary Uncertainty and the Demand for Money in China35 cited
  • 2009Financial Crises and International Trade: The Long Way to Recovery33 cited
  • 2016Monthly Beta Forecasting with Low‐, Medium‐ and High‐Frequency Stock Returns32 cited
  • 2010Does Real Exchange Rate Volatility Affect Sectoral Trade Flows?29 cited
  • 2017The impact of pre-announced day-to-day interventions on the Colombian exchange rate26 cited
  • 2016Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee24 cited
  • 2015IDENTIFYING THE EFFECTS OF SIMULTANEOUS MONETARY POLICY SHOCKS23 cited
  • 2009Impact de la variabilité des taux de change sur le commerce international22 cited
  • 2013Forecasting volatility in developing countries’ nominal exchange returns22 cited
  • 2012IMPLICATIONS OF REAL EXCHANGE RATE MISALIGNMENT IN DEVELOPING COUNTRIES: THEORY, EMPIRICAL EVIDENCE AND APPLICATION TO GROWTH PERFORMANCE IN ZIMBABWE16 cited