Please use this identifier to cite or link to this item: http://hdl.handle.net/1822/60818

Full metadata record
DC FieldValueLanguage
dc.contributor.authorBleaney, Michaelpor
dc.contributor.authorFrancisco, Maria Manuela Rosáriopor
dc.date.accessioned2019-07-08T12:25:24Z-
dc.date.available2019-07-08T12:25:24Z-
dc.date.issued2016-
dc.identifier.urihttp://hdl.handle.net/1822/60818-
dc.description.abstractReal effective exchange rate volatility is examined for 90 countries using monthly data for the period January 1990 to June 2006. Volatility increases with country size and the inflation rate, and is greater in developing countries. Volatility is particularly high in sub-Saharan Africa after controlling for these factors. Exchange rate regime effects, as identified by the IMF’s current de facto methodology, are significant. Free floats have higher volatility than other regimes, and crawling pegs/bands appear to be a form of real exchange rate targeting. The results are robust to alternative volatility measures.por
dc.description.sponsorshipCOMPETE, QREN, Fundação para a Ciência e Tecnologia (FCT)por
dc.language.isoengpor
dc.publisherUniversidade do Minho. Núcleo de Investigação em Políticas Económicas (NIPE)por
dc.rightsopenAccesspor
dc.subjectExchange rate regimespor
dc.subjectInflationpor
dc.subjectVolatilitypor
dc.titleReal exchange rate volatility: is Sub-Saharan Africa different?por
dc.typeworkingPaperpor
dc.peerreviewednopor
dc.relation.publisherversionhttps://www.eeg.uminho.pt/pt/investigar/nipe/Paginas/publicacoes.aspxpor
oaire.citationVolume3por
sdum.journalNIPE Working Paperpor
Appears in Collections:NIPE - Documentos de Trabalho

Files in This Item:
File Description SizeFormat 
NIPE_WP_03_2016.pdfReal Exchange Rate Volatility: Is Sub-Saharan Africa Different?598,45 kBAdobe PDFView/Open

Partilhe no FacebookPartilhe no TwitterPartilhe no DeliciousPartilhe no LinkedInPartilhe no DiggAdicionar ao Google BookmarksPartilhe no MySpacePartilhe no Orkut
Exporte no formato BibTex mendeley Exporte no formato Endnote Adicione ao seu ORCID