𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Volatility of Real Exchange Rates: The Australian Case

✍ Scribed by Olan T. Henry; Peter M. Summers

Book ID
108521825
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
301 KB
Volume
38
Category
Article
ISSN
0004-900X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The economics of exchange rate volatilit
The economics of exchange rate volatility asymmetry
✍ Michael McKenzie πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 151 KB

## Abstract One commonly observed feature of financial market volatility is the presence of asymmetry whereby shocks to the market do not generate equal responses. This phenomenon has been attributed to the leverage effect for stock markets. For exchange rates, asymmetry has also been documented wi

Forecast Evaluation of Nonlinear Models:
Forecast Evaluation of Nonlinear Models: The Case of Long-Span Real Exchange Rates
✍ Efthymios G. Pavlidis; Ivan Paya; David A. Peel πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 133 KB πŸ‘ 1 views

## ABSTRACT This paper deals with the nonlinear modeling and forecasting of the dollar–sterling and franc–sterling real exchange rates using long spans of data. Our contribution is threefold. First, we provide significant evidence of smooth transition dynamics in the series by employing a battery o

Fertility and the real exchange rate
Fertility and the real exchange rate
✍ Andrew K. Rose; Saktiandi Supaat; Jacob Braude πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 452 KB