Academic literature on the topic 'Exchange Rate and Interest rate'

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Journal articles on the topic "Exchange Rate and Interest rate"

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Cherubini, Umberto, Massimo Ciampolini, Rony Hamaui, and Agnese Sironi. "Exchange rate and interest rate polarization." Review of World Economics 129, no. 4 (1993): 651–61. http://dx.doi.org/10.1007/bf02707875.

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Sulistyowati, Novita Denik, and Chandra Kartika. "EFFECT OF OVERSEAS DEBT AND INTEREST RATE RATE OF EXCHANGE RATE RATE (EXCHANGE RATE)." Develop 2, no. 2 (2018): 36. http://dx.doi.org/10.25139/dev.v2i2.1073.

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Perdagangan internasional melibatkan suatu negara dengan negara lain dan menjadikan negara-negara di dunia menjadi lebih terikat.Oleh karena itu, interaksi dengan dunia luar negeri merupakan hal yang tidak bisa dihindari oleh negara manapun, termasuk Indonesia.Memperlancar transaksi perdagangan internasional, penggunaan uang dalamperekonomian terbuka tersebut ditetapkan dengan menggunakan mata uang yang telah disepakati.Tujuan dari penelitian ini untuk mengetahui Utang Luar Negeri dan Tingkat SukuBunga berpengaruh terhadap Nilai Tukar Rupiah periode 2017-2018.Jenis data dalam penelitian ini ad
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Rauf, Rashid, and Abdul Rashid. "Interlinkages among Exchange Rate, Interest Rate, Consumer Price Index, and Output Volatilities." Forman Journal of Economic Studies 15 (December 30, 2019): 115–36. http://dx.doi.org/10.32368/fjes.20191505.

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Kim, Min-Joon. "Real Exchange Rates And The Korea-Us Real Interest Rate Differential: A New Approach." GLOBAL BUSINESS FINANCE REVIEW 30, no. 7 (2025): 107–18. https://doi.org/10.17549/gbfr.2025.30.7.107.

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Benigno, Gianluca, and Pierpaolo Benigno. "Exchange rate determination under interest rate rules." Journal of International Money and Finance 27, no. 6 (2008): 971–93. http://dx.doi.org/10.1016/j.jimonfin.2008.04.009.

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ANDERSEN, TORBEN M., and JAN ROSE SØRENSEN. "INTEREST RATE SPREADS AND EXCHANGE RATE VARIABILITY." Manchester School 62, no. 2 (1994): 151–66. http://dx.doi.org/10.1111/j.1467-9957.1994.tb01373.x.

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Mauleón, Ignacio. "Interest rate expectations and the exchange rate." International Advances in Economic Research 4, no. 2 (1998): 179–91. http://dx.doi.org/10.1007/bf02295489.

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Fu, Tze‐Wei, and Monli Lin. "Interest rate, unemployment rate and China's exchange rate regime." International Journal of Emerging Markets 7, no. 2 (2012): 177–90. http://dx.doi.org/10.1108/17468801211209947.

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Mohammad, Noor Salim, and Anugrah Pratama Gabriel. "Analysis of Determinants of Stock Transaction Volume and Its Effect on the LQ45 Stock Price Index on IDX 2010-2020 Period." Economics and Business Quarterly Reviews 4, no. 2 (2021): 134–50. https://doi.org/10.31014/aior.1992.04.02.351.

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The LQ45 stock index is a stock index that concerns investors in monitoring the development of company performance that is included in the LQ45 index calculation. Several factors that can cause the movement of the LQ45 stock index include BI interest rates, exchange rates, and global stock exchanges such as the Shanghai Composite Index. The study was conducted to determine the effect of the BI interest rate, dollar exchange rate, yuan exchange rate and the Shanghai Composite Index (SSE) on the LQ45 stock index. The study was conducted using 121 samples consisting of monthly data for all variab
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Okechukwu, Izunobi Anthony, Nzotta Samuel Mbadike, Ugwuanyim Geoffrey, and Benedict Anayochukwu Ozurumba. "Effects of Exchange Rate, Interest Rate, and Inflation on Stock Market Returns Volatility in Nigeria." INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE AND BUSINESS ADMINISTRATION 5, no. 6 (2019): 38–47. http://dx.doi.org/10.18775/ijmsba.1849-5664-5419.2014.56.1005.

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This study employed GARCH (1.1) techniques to evaluate the existence of high stock market returns volatility, and the impact of the exchange rate, interest rate and inflation on stock market returns in Nigeria, using monthly series data from 1995 – 2014. Excessive volatility hinders the stock market from playing its role of Mobilizing, financial resources from surplus units to deficit units and may cause a financial crisis. The research finding shows that interest rate has a negative relationship with stock market returns, while the inflation rate and exchange rate have a positive relationship
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Dissertations / Theses on the topic "Exchange Rate and Interest rate"

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Bottazzi, Laura. "Essays on exchange rate targets and interest rates." Thesis, Massachusetts Institute of Technology, 1992. http://hdl.handle.net/1721.1/12879.

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Al-Zoubi, Haitham. "New Evidence on Interest Rate and Foreign Exchange Rate Modeling." ScholarWorks@UNO, 2003. http://scholarworks.uno.edu/td/467.

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This dissertation empirically and theoretically investigates three interrelated issues of market anomalies in interest rates derivatives and foreign exchange rates. The first essay models the spot exchange rate as a decomposition of permanent and transitory components. Unlike extant analysis, the transitory component could be stationary or explosive. The second essay examines the market efficiency hypothesis in the foreign exchange markets and relates the rejection of forward rate unbiasedness hypothesis to the existence of risk premium not to the failure of rational expectation. The
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Nikolaou, Kleopatra. "Essays on exchange rate and interest rate fluctuations." Thesis, University of Warwick, 2007. http://wrap.warwick.ac.uk/61950/.

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The aim of this thesis is to further investigate new empirical methods, results and implications on major topics relating to foreign exchange and interest rate markets. To this end, this thesis is organised in three chapters. The first chapter focuses on nominal exchange rates. It extends the literature of foreign exchange unbiasedness by including information from different derivatives markets. For the purpose of this thesis, it also implicitly provides a lead on the behaviour of interest rate differentials. The second chapter uses innovative econometric methodologies to add new insights in t
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Chui, Hiu-fai Sam. "Evaluation of measures taken by financial institutes under the interest rate swing caused by the currency attack /." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19882117.

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Can, Mutan Oya. "Real Exchange Rates And Real Interest Rate Differentials: An Empirical Investigation." Master's thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/2/12606669/index.pdf.

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This study investigates the validity of the real exchange rate-real interest rate differential (RERI) relationship for a sample of twenty-three developing and developed countries. The results based on the Johansen cointegration analysis suggest the validity of the long-run RERI relationship only for a small number of countries including Canada, Italy, Switzerland, Belgium, Chile, Israel and Norway. Real interest rate differentials are found to be positively associated with real exchange rates in the long-run for every country except Israel. The results of the weak exogeneity tests suggest that
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Galindo-Paliza, Luis Miguel Alejandro. "The demand for money, interest rates and the exchange rate in Mexico." Thesis, University of Newcastle Upon Tyne, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.241548.

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Olugbode, Mojisola. "The exchange rate and interest rate exposure of UK non-financial firms and industries." Thesis, University of Plymouth, 2010. http://hdl.handle.net/10026.1/380.

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Exchange rate and interest rate risk have been documented as the most managed financial risks by most UK non-financial firms and industries. This is probably because of the severe adverse effects that contrary movements in these financial risks can have on the value of the firm or industry. Nevertheless, empirical studies on these risks have been very few and predominantly limited in scope. Therefore, using a sample of 402 UK non-financial firms from 31 industries, over the period January 1990 to December 2006, this study examines the relevance of these financial risks on the stock returns of
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Unger, Julian. "A small open economy’s view on interest rate differential’s relation to the nominal exchange rate." Thesis, Linnéuniversitetet, Institutionen för nationalekonomi och statistik (NS), 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-65487.

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The characteristics of interest rate differentials’ relationships with the change in nominal exchange rates are here investigated from the small open economy Sweden’s pointof view. We assume rational expectations and risk neutrality. However, these are solelysufficient but not necessary conditions. The only necessary condition is that the deviationsfrom rational expectations and risk neutrality are uncorrelated with the interestrate differential (Chinn and Meredith 2004, p. 412). We find no evidence for the interestrate differentials to be unbiased predictors of the percentage change in nomina
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Wang, Zhiyuan. "Study the relationship between real exchange rate and interest rate differential – United States and Sweden." Thesis, University of Skövde, School of Technology and Society, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-83.

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<p>This paper uses co-integration method and error-correction model to re-examine the relationship between real exchange rate and expected interest rate differentials, including cumulated current account balance, over floating exchange rate periods. As indicated by the dynamic model, I find that there is a long run relationship among the variables using Johansen co-integration method. Final conclusion is that the empirical evidence is provided to show that our error-correction model leads to a good real exchange rate forecast.</p>
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Ryou, Hyunjoo. "Exchane Rate Dynamics under Financial Market Frictions- Exchange rate regime, capital market openness and monetary policy -Electoral cycle of exchange rate in Korea : The Trilemma in Korea." Phd thesis, Université de Cergy Pontoise, 2012. http://tel.archives-ouvertes.fr/tel-00838836.

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-Exchange Rate Dynamics under Financial Market FrictionsThis paper extends Dornbusch's overshooting model by proposing "generalized interest parity condition", which assumes sluggish adjustment on the asset market. The exchange rate model under the generalized interest parity condition is able to reproduce the delayed overshooting of nominal exchange rates and the hump-shaped response to monetary shocks of both nominal and real exchange rates.-Electoral Cycle of Exchange Rate in KoreaThis paper empirically investigates the real exchange rate behavior around elections in Korea. We find that the
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Books on the topic "Exchange Rate and Interest rate"

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R, Beidleman Carl, and Beidleman Carl R, eds. Interest rate swaps. Business One Irwin, 1991.

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Kenen, Peter B. Forward rates, interest rates, and expectations under alternative exchange rate regimes. Princeton University, International Finance Section, 1986.

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Kenen, Peter B. Forward rates, interest rates, and expectations under alternative exchange rate regimes. International Finance Section, Dept. of Economics, Princeton University, 1986.

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Flood, Robert P. An interest rate defence of a fixed exchange rate? Centre for Economic Policy Research, 2000.

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Vikøren, Birger M. Interest rate differential, exchange rate expectations and capital mobility: Norwegian evidence. Norges Bank, Information Division, 1994.

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Geert, Bekaert. Uncovered interest rate parity and the term structure. National Bureau of Economic Research, 2002.

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Gourinchas, Pierre-Olivier. Exchange rate dynamics and learning. National Bureau of Economic Research, 1996.

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Obstfeld, Maurice. Pricing-to-market, the interest-rate rule, and the exchange rate. National Bureau of Economic Research, 2006.

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Basurto, Gabriela. The interest rate-exchange rate nexus in the Asian crisis countries. International Monetary Fund, Policy Development and Review Dept., 2000.

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Reinhart, Carmen M. What hurts most?: G-3 exchange rate or interest rate volatility. National Bureau of Economic Research, 2001.

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Book chapters on the topic "Exchange Rate and Interest rate"

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Floyd, John E. "Exchange Rate Overshooting." In Interest Rates, Exchange Rates and World Monetary Policy. Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-10280-6_6.

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Sawyer, W. Charles, and Richard L. Sprinkle. "Money, interest rates, and the exchange rate." In Applied International Economics. Routledge, 2020. http://dx.doi.org/10.4324/9780429425547-15.

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Bohn, Frank. "Interest and Exchange Rate Impulses." In Monetary Union and Fiscal Stability. Physica-Verlag HD, 2000. http://dx.doi.org/10.1007/978-3-642-57639-3_6.

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De Grauwe, Paul, Michele Fratianni, and Mustapha K. Nabli. "Interest Rate Parity and Imperfect Substitutability." In Exchange Rates, Money and Output. Palgrave Macmillan UK, 1985. http://dx.doi.org/10.1007/978-1-349-17699-1_4.

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Floyd, John E. "Issues Regarding Exchange Rate Determination." In Interest Rates, Exchange Rates and World Monetary Policy. Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-10280-6_7.

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Vlaar, Peter J. G. "German Interest Rates and the European Monetary System." In Exchange Rate Policy in Europe. Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-25755-3_6.

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Simamora M, Pernando, Nisrul Irawati, and Chairul Muluk. "The Effect of Macroeconomic Variables on Kompas 100 Indeks on the Indonesia Stock Exchange." In Proceedings of the 19th International Symposium on Management (INSYMA 2022). Atlantis Press International BV, 2022. http://dx.doi.org/10.2991/978-94-6463-008-4_31.

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Abstract This study aims to determine the effect of macroeconomic variables, inflation, economic growth, interest rate, exchange rate, and unemployment rate on the KOMPAS 100 Index on the Indonesia Stock Exchange. The sample in this study used the KOMPAS 100 Stock Price Index data from 2015 to 2020 with monthly data. The data type used was secondary data and multiple linear regression analysis was used for data analysis. This study’s results show that macroeconomic variables: inflation, economic growth, interest rates, exchange rates, and unemployment rate significantly influence the KOMPAS 10
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Floyd, John E. "Efficient Markets and Exchange Rate Forecasts." In Interest Rates, Exchange Rates and World Monetary Policy. Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-10280-6_9.

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Priester, Charles, and Jincheng Wang. "Foreign Exchange and Interest Rate Risk Management." In Tsinghua University Texts. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-540-70966-4_10.

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Asada, Toichiro, Carl Chiarella, Peter Flaschel, and Reiner Franke. "Output, Interest and Changing Exchange Rate Regimes." In Open Economy Macrodynamics. Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-540-24793-7_4.

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Conference papers on the topic "Exchange Rate and Interest rate"

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Smolik, Galen R., and J. David Dalton. "Materials Evaluation in a Low-Level Radioactive Waste Incinerator." In CORROSION 1989. NACE International, 1989. https://doi.org/10.5006/c1989-89207.

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Abstract Performances of alloys in a low-level radioactive, combustible waste incinerator were evaluated. These evaluations support the operations of the Waste Experimental Reduction Facility (WERF) at the Idaho National Engineering Laboratory (INEL) which is operated by EG&amp;G Idaho, Inc. Test coupons and an extracted heat exchanger tube were examined to provide information on alloy behavior in the off-gas system of this facility. Type 316 stainless steel, the alloy of which the heat exchanger is constructed, was most extensively examined. Coupons exposed upstream of the heat exchanger exhi
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Vajrapatkul, Adirek. "Exchange Rate, Interest Rates, and Stock Market Cointegration." In ICEME 2023: 2023 the 14th International Conference on E-business, Management and Economics. ACM, 2023. http://dx.doi.org/10.1145/3616712.3616749.

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You, Chaozhong. "Views on marketization reform direction of China's interest rate and exchange rate." In 2014 International Conference on Advanced ICT (ICAICTE-2014). Atlantis Press, 2014. http://dx.doi.org/10.2991/icaicte-14.2014.31.

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He, Chengying, Kaijiang Yu, and Zuoyin Shao. "Effects of RMB Interest Rate and Exchange Rate Adjustment on Trade Balance." In 2011 Fourth International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2011. http://dx.doi.org/10.1109/bife.2011.53.

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Shuangqing, Pan. "Study on the restricting factors of interest rate and exchange rate linkage effect." In 2015 International Conference on Social Science and Technology Education. Atlantis Press, 2015. http://dx.doi.org/10.2991/icsste-15.2015.252.

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Dhamotharan, Lalitha, Mohd Tahir Ismail, Joshua Ignatius, and Xue Pengxiang. "Exchange rate and interest rate differential: A conundrum re-examined via wavelet analysis." In 2015 International Conference on Wavelet Analysis and Pattern Recognition (ICWAPR). IEEE, 2015. http://dx.doi.org/10.1109/icwapr.2015.7295929.

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Sekmen, Fuat, and Galip Afsin Ravanoglu. "The Effects of the Interest Rate and Foreign Exchange Rates on Kyrgyzstan Export." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c09.02012.

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In the Keynesian models, such as Mundell-Fleming model, it is accepted that there is a significant relationship between interest rates and the value of national currency. When interest rate increases, demand for assets in terms of national currency rises and the value of national currency ascends, but in this case because of diminishing exports, the balance of trade deteriorates. In this study, it is stressed that the value of national currency is determined by productivity and output increasing. This study analysis export, interest rate, exchange rate and inflation relationship for Kyrgyzstan
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Pratama, Bangkit, Eeng Ahman, and Elis Mediawati. "Vector Autoregression Analysis on Inflation Rate, Interest Rate and Rupiah Exchange Rate with Indonesia Sharia Stock Index." In 1st International Conference on Islamic Ecnomics, Business and Philanthropy. SCITEPRESS - Science and Technology Publications, 2017. http://dx.doi.org/10.5220/0007077300870091.

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Fan, Lingfeng. "Analysis of Influencing Factors of Foreign Exchange Interest Rate." In 2022 2nd International Conference on Enterprise Management and Economic Development (ICEMED 2022). Atlantis Press, 2022. http://dx.doi.org/10.2991/aebmr.k.220603.147.

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Ji, Tengjie, Minglu Yu, and Ao Zhang. "Federal Reserve Interest Rate Policy and US-RMB Exchange Rate: Evidence from ARIMA Model." In Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China. EAI, 2023. http://dx.doi.org/10.4108/eai.28-10-2022.2328411.

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Reports on the topic "Exchange Rate and Interest rate"

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Fair, Ray. Interest Rate and Exchange Rate Determination. National Bureau of Economic Research, 1986. http://dx.doi.org/10.3386/w2105.

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Hnatkovska, Viktoria, Amartya Lahiri, and Carlos Vegh. Interest Rates and the Exchange Rate: A Non-Monotonic Tale. National Bureau of Economic Research, 2008. http://dx.doi.org/10.3386/w13925.

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Parrado, Eric. An Exchange Rate Policy Rule. Inter-American Development Bank, 2023. http://dx.doi.org/10.18235/0005491.

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This paper introduces a novel monetary policy framework where the exchange rate becomes the central instrument. Using Singapore as a case study, it explores the Monetary Authority's adoption of the exchange rate as the primary tool since 1981, diverging from conventional approaches centered on interest rates or monetary aggregates. The estimated exchange rate reaction function aligns well with actual deviations, supporting the hypothesis that Singapore's forward-looking policy rule effectively responds to inflation and output volatility, especially during economic crises. This framework offers
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Engel, Charles. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. National Bureau of Economic Research, 2011. http://dx.doi.org/10.3386/w17116.

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Reinhart, Carmen, and Vincent Reinhart. What Hurts Most? G-3 Exchange Rate or Interest Rate Volatility. National Bureau of Economic Research, 2001. http://dx.doi.org/10.3386/w8535.

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Obstfeld, Maurice. Pricing-to-Market, the Interest-Rate Rule, and the Exchange Rate. National Bureau of Economic Research, 2006. http://dx.doi.org/10.3386/w12699.

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Parrado, Eric, and Rodrigo Heresi. Trade Openness and Exchange Rate Management. Inter-American Development Bank, 2023. http://dx.doi.org/10.18235/0005490.

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Singapore's unique monetary policy consists of a managed exchange rate framework that can be characterized as a Taylor-like reaction function with the nominal devaluation rate instead of the nominal interest rate as the main policy instrument. We build a small open economy New Keynesian model to estimate and characterize such a monetary rule from a welfare perspective. Welfare gains under an exchange rate rule (ERR) relative to the more standard interest rate-based Taylor rule (IRR) are unambiguously increasing in the degree of trade openness (defined as exports plus imports as a share of GDP)
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Rowland, Peter. Uncovered interest parity and the USD/COP exchange rate. Banco de la República, 2003. http://dx.doi.org/10.32468/be.227.

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Galí, Jordi. Uncovered Interest Parity, Forward Guidance, and the Exchange Rate. National Bureau of Economic Research, 2020. http://dx.doi.org/10.3386/w26797.

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Engel, Charles, Dohyeon Lee, Chang Liu, Chenxin Liu, and Steve Pak Yeung Wu. The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules. National Bureau of Economic Research, 2017. http://dx.doi.org/10.3386/w24059.

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