Intervention and Foreign Exchange Volatility. New evidence from Developed and Emerging Countries

Language: English

Published by GRIN Verlag, GRIN Verlag Feb 2018, 2018

3668628610 / 9783668628618

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This item is printed on demand - Print on Demand Titel. 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.Books on Demand GmbH, Überseering 33, 22297 Hamburg 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, 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

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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AbeBooks seller since January 23, 2017

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Impressum Thorsten Retsch Buchversand Mimpf2000 Oberölschnitz 16 95517 Emtmannsberg Deutschland Telefon: 09209-2023188 Email: mimpf2000@online.de USt-ID-Nr.: DE 235096871 Wir führen gebrauchte Bücher aus allen Sparten der Literatur

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