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DOES DOLLARIZATION ALLEVIATE OR AGGRAVATE EXCHANGE RATE VOLATILITY?
16 references·0 citing·42 second hop
DOES DOLLARIZATION ALLEVIATE OR AGGRAVATE EXCHANGE RATE VOLATILITY? (2013)DOES DOLLARIZATION ALLEVIATE OR AGGRAVATE…Financial dollarization: evaluating the consequences (2006)Financial dollarization: eval…A New Look at Exchange Rate Volatility and Trade Flows (2004)A New Look at Exchange Rate V…Understanding bilateral exchange rate volatility (2003)Understanding bilateral excha…On the determinants of Original Sin: an empirical investigation (2003)On the determinants of Origin…Addicted to Dollars (2003)Addicted to DollarsWhy do countries float the way they float? (2001)Why do countries float the wa…Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…Fear of Floating (2000)Fear of FloatingExchange Rate Fluctuations and Trade Flows: Evidence from the European Union (1999)Exchange Rate Fluctuations an…A test for independence based on the correlation dimension (1996)A test for independence based…Currency Substitution in Developing Countries (1992)Currency Substitution in Deve…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Measuring and Analyzing the Effects of Short-Term Volatility in Real Exchange Rates (1986)Measuring and Analyzing the E…DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)DIAGNOSTIC CHECKING ARMA TIME…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Theory and Implications of Currency Substitution (1981)Theory and Implications of Cu…Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The effect of exchange rate uncertainty on the prices and volume of international trade (1978)The Impact of Exchange Rate Uncertainty on the Level of Investment (1999)Currency Unions (2002)Exchange rate volatility and trade flows: a review article (2007)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Time Series Analysis: Forecasting and Control (1977)Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)The monetary dynamics of hyperinflation (1956)Seigniorage and the Case for a National Money (1982)THE CAPITAL INFLOWS PROBLEM: CONCEPTS AND ISSUES (1994)Financial dollarization (2003)Balance Sheets, the Transfer Problem, and Financial Crises (1999)Fear of Floating (2002)Making Finance Work for Africa (2007)Regulating Capital Flows to Emerging Markets: An Externality View (2009)Fear of appreciation (2012)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Purchasing Power Parity Debate (2004)Exchange Rates and Fundamentals (2005)Multiproduct Firms and Trade Liberalization (2011)Rules, discretion and reputation in a model of monetary policy (1983)Optimum Currency Areas (1991)Optimal Currency Areas (2002)Excessive Dollar Debt: Financial Development and Underinsurance (2003)Stories of the Twentieth Century for the Twenty-First (2011)A Theory of Optimum Currency Areas (1961)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Staggered Prices in a Utility-Maximizing Framework (1996)Distinguished Lecture on Economics in Government—Exchange Rate Regimes: Is the Bipolar View Correct? (2001)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)Stories of the Twentieth Century for the Twenty-First (2012)Econometric Analysis of Cross Section and Panel Data (2001)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 2000Fear of Floating2,063 cited
  • 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
  • 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
  • 2001Why do countries float the way they float?502 cited
  • 1986Measuring and Analyzing the Effects of Short-Term Volatility in Real Exchange Rates442 cited
  • 2006Financial dollarization: evaluating the consequences388 cited
  • 1992Currency Substitution in Developing Countries349 cited
  • 2003On the determinants of Original Sin: an empirical investigation288 cited
  • 2004A New Look at Exchange Rate Volatility and Trade Flows281 cited
  • 1981Theory and Implications of Currency Substitution265 cited
  • 1999Exchange Rate Fluctuations and Trade Flows: Evidence from the European Union249 cited
  • 2003Addicted to Dollars243 cited

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  • 2003Understanding bilateral exchange rate volatility240 cited
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