Exchange Rate Dynamics in a Continuous-time Model of Uncovered Interest Parity with Central Bank Intervention

Exchange Rate Dynamics in a Continuous-time Model of Uncovered Interest Parity with Central Bank Intervention
Author :
Publisher :
Total Pages : 117
Release :
ISBN-10 : OCLC:254539227
ISBN-13 :
Rating : 4/5 (27 Downloads)

Book Synopsis Exchange Rate Dynamics in a Continuous-time Model of Uncovered Interest Parity with Central Bank Intervention by : Young-Kyu Moh

Download or read book Exchange Rate Dynamics in a Continuous-time Model of Uncovered Interest Parity with Central Bank Intervention written by Young-Kyu Moh and published by . This book was released on 2003 with total page 117 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Exchange Rate Dynamics in a Continuous-time Model of Uncovered Interest Parity with Central Bank Intervention Related Books

Exchange Rate Dynamics in a Continuous-time Model of Uncovered Interest Parity with Central Bank Intervention
Language: en
Pages: 117
Continuous-Time Market Dynamics, Arch Effects, and the Forward Premium Anomaly
Language: en
Pages: 34
Authors: Nelson C. Mark
Categories:
Type: BOOK - Published: 2002 - Publisher:

DOWNLOAD EBOOK

We study a simple continuous-time model based on uncovered interest parity (UIP) that endogenously generates conditional heteroskedasticity in exchange rate ret
Explaining Exchange Rate Dynamics
Language: en
Pages: 44
Authors: Lorenzo Cappiello
Categories:
Type: BOOK - Published: 2005 - Publisher:

DOWNLOAD EBOOK

Covered Interest Parity Deviations: Macrofinancial Determinants
Language: en
Pages: 36
Authors: Mr.Eugenio M Cerutti
Categories: Business & Economics
Type: BOOK - Published: 2019-01-16 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

For about three decades until the Global Financial Crisis (GFC), Covered Interest Parity (CIP) appeared to hold quite closely—even as a broad macroeconomic re
Exchange Rates and Uncovered Interest Differentials
Language: en
Pages: 38
Authors: Stephanie Schmitt-Grohe
Categories:
Type: BOOK - Published: 2018 - Publisher:

DOWNLOAD EBOOK

We estimate an empirical model of exchange rates with transitory and permanent monetary shocks. Using monthly post-Bretton-Woods data from the United States, th