A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates.

This paper concentrates upon the short-term changes in the exchange rate that might be considered as 'clouding' more fundamental changes. We focus on week to week changes in nominal bilateral exchange rates. The main concern of this paper is an attempt to identify the sources of exchange rate volatility over the past decade. Specifically, the paper tries to separate international causes of volatility from those associated with a specific country.

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Year of publication:	1997
Authors:	Dungey, M.
Institutions:	Research School of Pacific and Asian Studies, College of Asia and the Pacific
Subject:	EXCHANGE RATE \| FINANCIAL MARKET

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Series:	Australian National University - Department of Economics.
Type of publication:	Book / Working Paper
Notes:	39 pages
Classification:	F31 - Foreign Exchange ; C33 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005630785