Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment

SSRN Electronic Journal ◽

10.2139/ssrn.3414966 ◽

2019 ◽

Author(s):

Philippe Bacchetta ◽

Eric van Wincoop

Keyword(s):

Exchange Rate ◽

Exchange Rate Dynamics ◽

Portfolio Adjustment

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Puzzling exchange rate dynamics and delayed portfolio adjustment

Journal of International Economics ◽

10.1016/j.jinteco.2021.103460 ◽

2021 ◽

pp. 103460

Author(s):

Philippe Bacchetta ◽

Eric van Wincoop

Keyword(s):

Exchange Rate ◽

Exchange Rate Dynamics ◽

Portfolio Adjustment

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Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment

10.3386/w26259 ◽

2019 ◽

Cited By ~ 1

Author(s):

Philippe Bacchetta ◽

Eric van Wincoop

Keyword(s):

Exchange Rate ◽

Exchange Rate Dynamics ◽

Portfolio Adjustment

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Exchange rate dynamics under gradual portfolio adjustment

Journal of Macroeconomics ◽

10.1016/0164-0704(88)90050-x ◽

1988 ◽

Vol 10 (4) ◽

pp. 565-589 ◽

Cited By ~ 5

Author(s):

Girol Karacaoglu ◽

Heinrich W. Ursprung

Keyword(s):

Exchange Rate ◽

Exchange Rate Dynamics ◽

Portfolio Adjustment

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Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think

SSRN Electronic Journal ◽

10.2139/ssrn.231165 ◽

2000 ◽

Cited By ~ 3

Author(s):

Sassan Alizadeh ◽

Michael W. Brandt ◽

Francis X. Diebold

Keyword(s):

Exchange Rate ◽

Stochastic Volatility ◽

Stochastic Volatility Models ◽

Exchange Rate Dynamics ◽

Volatility Models

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Multinational Firms' Geographic Segmentation and Exchange-Rate Dynamics

SSRN Electronic Journal ◽

10.2139/ssrn.2606197 ◽

2015 ◽

Author(s):

Afonso V. Januario

Keyword(s):

Exchange Rate ◽

Multinational Firms ◽

Exchange Rate Dynamics

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Can Exchange Rate Dynamics in Krugman's Target-Zone Model Be Directly Tested?

SSRN Electronic Journal ◽

10.2139/ssrn.2875630 ◽

2016 ◽

Author(s):

C. H. Hui ◽

Chi-Fai Lo ◽

Po-Hon Chau

Keyword(s):

Exchange Rate ◽

Zone Model ◽

Target Zone ◽

Exchange Rate Dynamics

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Exchange Rate Dynamics Under a Currency Board When Policy Rates are Zero

SSRN Electronic Journal ◽

10.2139/ssrn.3038732 ◽

2017 ◽

Author(s):

Cho-Hoi Hui ◽

Ka-Fai Li ◽

Chi-Fai Lo

Keyword(s):

Exchange Rate ◽

Currency Board ◽

Exchange Rate Dynamics

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Order Flow and Exchange Rate Dynamics in Brazil

SSRN Electronic Journal ◽

10.2139/ssrn.638641 ◽

2004 ◽

Cited By ~ 2

Author(s):

Otavio Ribeiro de Medeiros

Keyword(s):

Exchange Rate ◽

Order Flow ◽

Exchange Rate Dynamics

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Explaining Exchange Rate Dynamics at Short Horizons: The Role of Financial Markets

SSRN Electronic Journal ◽

10.2139/ssrn.668251 ◽

2004 ◽

Author(s):

Lorenzo Cappiello ◽

Roberto A. De Santis

Keyword(s):

Exchange Rate ◽

Financial Markets ◽

Exchange Rate Dynamics

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The Impact of Chartists on Exchange Rate Dynamics

SSRN Electronic Journal ◽

10.2139/ssrn.893104 ◽

2007 ◽

Author(s):

Stefan Klocker ◽

Christian Wagner

Keyword(s):

Exchange Rate ◽

Exchange Rate Dynamics ◽

The Impact

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