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system and the current managed float. Panel integration techniques are applied to increase the power of the tests, where …
Persistent link: https://www.econbiz.de/10011518866
system and the current managed float. Panel integration techniques are applied to increase the power of the tests, where …
Persistent link: https://www.econbiz.de/10011374381
system and the current managed float. Panel integration techniques are used to increase the power of the tests. Cross section …
Persistent link: https://www.econbiz.de/10011342531
Persistent link: https://www.econbiz.de/10009267823
system and the current managed float. Panel integration techniques are used to increase the power of the tests. Cross section …
Persistent link: https://www.econbiz.de/10013158584
Persistent link: https://www.econbiz.de/10008903194
system and the current managed float. Panel integration techniques are used to increase the power of the tests. Cross section … interest parity ; nominal exchange rate regime ; panel unit roots ; common factors …
Persistent link: https://www.econbiz.de/10003779164
We examine the causal relationship between US monetary policy shocks, exchange rates and currency excess returns for a sample of eight advanced countries over the period 1980M1 to 2022M11. We find that the dynamics of the US dollar exchange rate is the main driver of currency excess returns. The...
Persistent link: https://www.econbiz.de/10014305726
reversion and assume that relative prices are unchanged. Direct forecasting or panel data techniques are better than the random …
Persistent link: https://www.econbiz.de/10011856403
Using the indexes we developed (Aizenman, Chinn, and Ito, 2008) to measure the degree of the three policy choices countries make with respect to the trilemma: exchange rate stability, monetary independence, and capital account openness, we investigate the normative questions pertaining to the...
Persistent link: https://www.econbiz.de/10003854752