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On the macroeconomic causes of exchange rate volatility [PDF]

open access: possibleInternational Journal of Forecasting, 2009
Abstract What are the causes of exchange rate volatility? When the second moments implications of theories of exchange rates determination are considered, long-term fundamental linkages between macroeconomic and exchange rate volatility can be envisaged.
Claudio Morana
exaly   +3 more sources
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Volatility, Intermediaries and Exchange Rates

SSRN Electronic Journal, 2016
This paper studies how financial market volatility drives exchange rates through the risk management practice of financial intermediaries. We build a model in which the major participants in the international financial market are levered intermediaries subject to Value-at-Risk constraints.
Xiang Fang, Yang Liu
openaire   +1 more source

Forecasting exchange rate volatility

Economics Letters, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

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