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Exchange rate misalignments in frequency domain

  • Published:2012-10 Issue: Volume:24 Page:185-199
  • ISSN:1059-0560
  • Container-title:International Review of Economics & Finance
  • language:en
  • Short-container-title:International Review of Economics & Finance

Author:

Grossmann Axel,Orlov Alexei G.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference53 articles.

1. Exchange rate volatility and productivity growth: The role of financial development;Aghion;Journal of Monetary Economics,2009

2. The economic and policy implications of the NATREX approach;Allen,1995

3. Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility;Andersen;Review of Economics and Statistics,2007

4. Exchange-rate volatility, exchange-rate regime and trade volume: Evidence from the UK–US export function (1889–1999);Aristotelous;Economics Letters,2001

5. Exchange-rate volatility in Latin America and its impact on foreign trade;Arize;International Review of Economics and Finance,2008

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4. The dynamics of exchange rate volatility: A panel VAR approach;Journal of International Financial Markets, Institutions and Money;2014-11

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