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Persistent Real Exchange Rates [PDF]
Journal of International Economics, 2006 Three well known facts that characterize exchange rate data are: (a) the high correlation between bilateral nominal and real exchange rates; (b) the high degree of persistence in real exchange rate movements; and (c) the high volatility of real exchange ...
Alok Johri, Amartya Lahiri
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Explaining Real Exchange Rates Fluctuations [PDF]
Journal of Applied Economics, 2006 This paper attempts to explain the sources of real exchange rate fluctuations for a set of advanced economies and Central and Eastern European transition economies.
Amalia Morales Zumaquero.
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A real differential view of equilibrium real exchange rates and misalignments [PDF]
, 2000 This paper examines the interaction of G7 real exchange rates with real output and interest rate differentials. Using cointegration methods, we generally find a link between the real exchange rate and the real interest differential.
Hoffmann, Mathias, MacDonald, Ronald
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What determines European real exchange rates? [PDF]
SSRN Electronic Journal, 2010 We study a newly constructed panel data set of relative prices of a large number of consumer goods among 31 European countries. We find that there is a substantial and nondiminishing deviation from PPP at all levels of aggregation, even among euro zone ...
Martin Berka, Michael B. Devereux
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Foreign Exchange Intervention and Equilibrium Real Exchange Rates [PDF]
SSRN Electronic Journal, 2007 Monetary authorities intervene in the currency markets in order to pursue a monetary rule and/or to smooth exchange rate volatility caused by speculative attacks.
Dimitrios A. Sideris
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Consumption Dynamics and Real Exchange Rates
SSRN Electronic Journal, 2001 The Paper investigates the role of the real exchange rate in relationships between consumption growth rates across countries when financial markets are integrated. The real exchange rate introduces a wedge between real marginal utilities of consumption in different countries and this wedge plays a prominent role in a number of new theories of ...
Morten O. Ravn
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The impact of real exchange rates on real stock prices [PDF]
Journal of Economics Finance and Administrative Science, 2022 Purpose – The study examines the impact of real exchange rates and asymmetric real exchange rates on real stock prices in Malaysia, the Philippines, Singapore, Korea, Japan, the United Kingdom (UK), Germany, Hong Kong and Indonesia.
Hock Tsen Wong
doaj +1 more source
Jurnal Ekonomi Pembangunan, 2022 Financial deepening is a benchmark for seeing the role of financial services in the economy, as measured by the ratio between the money supply (M2) and Gross Domestic Product (GDP).
Devi Putri +2 more
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The impact of exchange rate misalignments on manufacturing investment in Brazil
Brazilian Journal of Political Economy, 2022 We analyze the hypothesis that variations on manufacturing investment are influenced by the difference between the real effective and industrial equilibrium exchange rates and by the difference between the current account and industrial equilibrium ...
NELSON MARCONI +2 more
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Real exchange rate misalignments [PDF]
International Review of Economics & Finance, 2010 Abstract This paper investigates episodes of real exchange rate appreciations and depreciations for a sample of 85 countries from 1960 to 1998. A Markov Switching Model is used to characterize real exchange rate misalignment series as stochastic autoregressive processes governed by two states corresponding to different means and variances.
Terra, Maria Cristina T. +1 more
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