Intervention and Foreign Exchange Volatility. New evidence from Developed and Emerging Countries
Language: English
Published by GRIN Verlag Feb 2018, 2018
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 24.69
Quantity: 2 available
Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -Master's Thesis from the year 2017 in the subject Economics - Finance, grade: 2:1, Queen Mary University of London, language: English, abstract: This research explores the impact of foreign exchange rate interventions on the behaviour of exchange rate returns and their volatility. In 2017, monetary interventions are actual as they have never been before. However, they have been criticised for not being effective and existing empirical evidence is mixed. The present research applies models from the Garch framework, while using monthly data from 2001 to 2017 on the Usdeur, Gbpreur, Jpyeur and Inreur rate. The results indicate that monetary interventions have a higher impact on developed country currencies than on emerging markets currencies. In addition, evidence is found that the volatility increased after the financial crisis. 48 pp. Englisch.
Seller Inventory # 9783668628618
- Title
- Intervention and Foreign Exchange Volatility. New evidence from Developed and Emerging Countries
- Author
- Marvin Arras
- Publisher
- GRIN Verlag Feb 2018
- Publication year
- 2018
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3668628610
- ISBN 13
- 9783668628618
- Item weight
- 84 grams
- Dimensions
- 210x148x4 mm
"Synopsis" may belong to another edition of this title.
BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
Shipping rates from Germany to U.S.A.
| Item | 5 to 15 business days | 5 to 15 business days |
|---|---|---|
| First item | £ 19.72 | £ 19.72 |
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BuchWeltWeit Ludwig Meier e.K.
Germany
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