scholarly journals The U. S. Monetary Policy Regime, Interest Differentials and Dollar Exchange Rate Risk Premia

1987 ◽  
Author(s):  
Michael T. Belongia ◽  
Mack Ott
Keyword(s):  
Monetary Policy ◽  
Exchange Rate ◽  
Risk Premia ◽  
Exchange Rate Risk ◽  
Policy Regime ◽  
Dollar Exchange Rate ◽  
Rate Risk ◽  
Interest Differentials

The influence of inflation targeting on the pass-through effect of the exchange rate

2018 ◽  
pp. 70-84
Author(s):  
Ph. S. Kartaev ◽  
Yu. I. Yakimova
Keyword(s):  
Developing Countries ◽  
Monetary Policy ◽  
Exchange Rate ◽  
Inflation Targeting ◽  
Policy Regime ◽  
Short And Long Term ◽  
The Exchange Rate ◽  
Pass Through ◽  
The Impact

The paper studies the impact of the transition to the inflation targeting regime on the magnitude of the pass-through effect of the exchange rate to prices. We analyze cross-country panel data on developed and developing countries. It is shown that the transition to this regime of monetary policy contributes to a significant reduction in both the short- and long-term pass-through effects. This decline is stronger in developing countries. We identify the main channels that ensure the influence of the monetary policy regime on the pass-through effect, and examine their performance. In addition, we analyze the data of time series for Russia. It was concluded that even there the transition to inflation targeting led to a decrease in the dependence of the level of inflation on fluctuations in the ruble exchange rate.

Exchange Rate Risk Related to MICEX and RTS Indices

2015 ◽  
Vol 6 (7) ◽  
pp. 1375-1383
Author(s):  
Hana Florianová ◽  
Barbora Chmelíková
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Risk ◽  
Rate Risk
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