𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Understanding Exchange Rate Volatility Without the Contrivance of Macroeconomics

✍ Scribed by Robert P. Flood; Andrew K. Rose

Book ID
108557244
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
373 KB
Volume
109
Category
Article
ISSN
0013-0133

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

The Distribution of Realized Exchange Ra
The Distribution of Realized Exchange Rate Volatility
✍ Andersen, Torben G; Bollerslev, Tim; Diebold, Francis X; Labys, Paul πŸ“‚ Article πŸ“… 2001 πŸ› American Statistical Association 🌐 English βš– 425 KB