Browsing by Title

Title:Exchange rate insulation revisited Author(s):CORSETTI, Giancarlo

; KUESTER, Keith; MÜLLER, Gernot J.; SCHMIDT, SebastianDate:2024Type:Working PaperSeries/Number:EUI; RSC; Working Paper; 2024/02; Pierre Werner Chair ProgrammeAbstract:We confront the notion that flexible rates insulate countries from external disturbances with new evidence for the euro area and 20 of its neighbors. First, we verify that the exchange-rate disconnect puzzle holds in our ...

Title:Exchange rate management and the risk premium Author(s):PILBEAM, KeithDate:1988Citation:Florence : European University Institute, 1988Type:Working PaperSeries/Number:EUI Working Papers; 345

Title:Exchange Rate Management: Theory and evidence: The UK experience Author(s):PILBEAM, KeithDate:1991Citation:Basingstoke, Macmillan, 1991Version:Published version of EUI PhD thesis, 1988Type:BookAbstract:This book provides a concise review of the modern literature on exchange rate determination focussing on the implications for the conduct of exchange rate policy. The author examines the economic justification for foreign ...

Title:Exchange rate misalignment and external imbalances : what is the optimal monetary policy response? Author(s):CORSETTI, Giancarlo

; DEDOLA, Luca; LEDUC, SylvainDate:2022Type:Working PaperSeries/Number:EUI RSC; 2022/71; Pierre Werner Chair Programme on Monetary UnionAbstract:How should monetary policy respond to excessive capital inflows that appreciate the currency, widen the external de…cit and cause overheating? Using the workhorse open-macro model, we derive a quadratic approximation of ...

Title:Exchange rate misalignment and external imbalances : what is the optimal monetary policy response? Author(s):CORSETTI, Giancarlo

; DEDOLA, Luca; LEDUC, SylvainDate:2023Citation:Journal of international economics, Vol. 144, No. 103771Type:ArticleAbstract:How should monetary policy respond to excessive capital inflows that appreciate the currency and widen the external deficit? Using the workhorse open-macro model, we derive a quadratic approximation of the utility-based ...

Title:Exchange rate pass-through and market structure Author(s):KIRMAN, Alan; PHLIPS, LouisDate:1992Type:Working PaperSeries/Number:EUI ECO; 1992/83

Title:Exchange Rate Pass-Through in Acceding Countries: The Role of Exchange Rate Regimes Author(s):CORICELLI, Fabrizio; JAZBEC, Bostjan; MASTEN, IgorDate:2004Type:Working PaperSeries/Number:EUI ECO; 2004/16

Title:Exchange rate pegging, transparency, and imports of credibility Author(s):HERRENDORF, BertholdDate:1995Type:Working PaperSeries/Number:EUI ECO; 1995/15

Title:Exchange Rate Policies and Institutional Arrangements in the Transition Process to European Monetary Union Author(s):BOFINGER, PeterDate:2004Type:Working PaperSeries/Number:EUI RSC; 2004/17

Title:Exchange Rate Strategies towards EMU for Accession Countries with Currency Boards Author(s):KATSIMI, MargaritaDate:2004Type:Working PaperSeries/Number:EUI RSC; 2004/18

Title:Exchange rate targets : models and design Author(s):ALBEROLA ILA, EnriqueDate:1995Citation:Florence : European University Institute, 1995Type:ThesisSeries/Number:EUI; ECO; PhD Thesis

Title:Exchange rate uncertainty and foreign trade Author(s):PEREE, EricDate:1987Citation:Florence : European University Institute, 1987Type:Working PaperSeries/Number:EUI Working Papers; 309

Title:Exchange rate volatility : the impact of learning behaviour and the institutional framework, a market microstructure approach Author(s):WUTHE, NorbertDate:1999Type:Working PaperSeries/Number:EUI ECO; 1999/44

Title:Exchange rate volatility : the impact of learning behaviour, competition and the institutional framework Author(s):WUTHE, NorbertDate:1999Citation:Florence : European University Institute, 1999Type:ThesisSeries/Number:EUI; ECO; PhD Thesis

Title:Exchange Rate Volatility and Export Performance: A cointegrated VAR approach Author(s):BOUG, Pål; FAGERENG, AndreasDate:2010Citation:Applied Economics, 2010, 42, 7, 851-864Type:ArticleAbstract:During the last decades Norwegian exporters have-despite various forms of exchange rate targeting-faced a rather volatile exchange rate which may have influenced their behaviour. Recently, the shift to inflation targeting ...

Title:Exchange rate volatility's dependence on different degrees of competition under different learning rules, a market microstructure approach Author(s):WUTHE, NorbertDate:2000Type:Working PaperSeries/Number:EUI ECO; 2000/11

Title:The Exchange Rate Weapon, Macroeconomic Conflict and Shifting Structure of the Global Economy Author(s):HENNING, C. RandallDate:2005Type:Working PaperSeries/Number:EUI RSCAS; 2005/11

Title:Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics Author(s):BEKIROS, Stelios D.

Date:2014Citation:Journal of banking and finance, 2014, Vol 39, pp. 117-134Type:ArticleAbstract:The present study builds upon the seminal work of Engel and West (2005) and in particular on the relationship between exchange rates and fundamentals. The paper discusses the well-known puzzle that fundamental variables ...

Title:Exchange Rates and Fundamentals: Co-movement, long-run relationships and short-run dynamics Author(s):BEKIROS, Stelios D.

Date:2011Type:Working PaperSeries/Number:EUI ECO; 2011/21Abstract:The present study builds upon the seminal work of Engel and West [2005, Journal of Political Economy 113, 485-517] and in particular on the relationship between exchange rates and fundamentals. The paper discusses the ...

Title:Exchange Rates and Oligopoly Author(s):HENS, Thorsten; JAGER, Eckart; KIRMAN, Alan; PHLIPS, LouisDate:1999Citation:European Economic Review, 1999, 43, 3, 621-648Version:The article is a published version of EUI ECO WP; 1991/42Type:ArticleAbstract:The purpose of this paper is to explain empirical observations concerning the impact of exchange rate changes on industrial prices. As exchange rates change the pass-through into industrial prices is often incomplete and ...