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The effect of exchange rate shocks on the volatility of Australian sector excess returns: a note

✍ Scribed by Fraser, Patricia; Groenewold, Nicolaas

Book ID
126904085
Publisher
Taylor and Francis Group
Year
2000
Tongue
English
Weight
146 KB
Volume
7
Category
Article
ISSN
1350-4851

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The effect of a transaction tax on excha
The effect of a transaction tax on exchange rate volatility
✍ Markku Lanne; Timo Vesala πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 139 KB πŸ‘ 1 views

## Abstract We argue that a transaction tax is likely to amplify, not dampen, volatility in foreign exchange markets. Our argument stems from the decentralized trading practice and the presumable discrepancy between β€˜informed’ and β€˜uninformed’ traders' valuations. Given that the informed valuations