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Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity. (2005). Demetriades, Panicos ; cipollini, andrea ; Caporale, Guglielmo Maria.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:24:y:2005:i:1:p:39-53.

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  1. Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence. (2022). Kaplan, Spagnolo Nicola ; Peren, Arin Kerim.
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  4. Exchange rates, foreign currency exposure and sovereign risk. (2021). Herwartz, Helmut ; Bernoth, Kerstin.
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  5. Interest rate as the last link of chain during crisis. (2021). Kudar, Alibey.
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  6. RELATIONSHIP BETWEEN INTEREST RATE AND EXCHANGE RATE IN NIGERIA: DOES THE BANKING SECTOR DEBT LEVEL MATTER?. (2021). Sanusi, Aliyu Rafindadi ; Musa, Abdulhamid Auyo.
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  7. Exchange rates, foreign currency exposure and sovereign risk. (2021). Bernoth, Kerstin ; Herwartz, Helmut.
    In: Journal of International Money and Finance.
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  8. Macroprudential policy, monetary policy and Eurozone bank risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien.
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  9. Unconventional monetary policy and bank risk taking. (2020). Vander Vennet, Rudi ; Meuleman, Elien ; Matthys, Thomas.
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  10. Modeling Dynamic Causalities between the Indonesian Rupiah and Forex Markets of ASEAN, Japan and Europe. (2019). Sofyan, Hizir ; Abd. Majid, M. Shabri ; Rahmanda, Moh Rizky.
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  11. Exchange Rates, Foreign Currency Exposure and Sovereign Risk. (2019). Bernoth, Kerstin ; Herwartz, Helmut.
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  12. Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets. (2017). Arestis, Philip ; Phelps, Peter .
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  21. Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand. (2014). Vithessonthi, Chaiporn.
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  22. Interest Rates, Exchange Rates and Macroeconomic Performance. (2013). Alpaslan, Bar ; Erdoan, Seyfettin ; Karacan, Rdvan .
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  23. Exchange rate volatility and exchange rate uncertainty in Nigeria: a financial econometric analysis (1970- 2012). (2013). ifionu, Ebele ; nnamdi, Kelechi .
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  24. On detection of volatility spillovers in overlapping stock markets. (2013). Kohonen, Anssi.
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  25. Transmission of Government Default Risk in the Eurozone. (2012). Kohonen, Anssi.
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  26. Identification in structural vector autoregressive models with structural changes. (2012). .
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  27. Identification through heteroskedasticity: a likelihood-based approach. (2011). .
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  28. Monetary policy, default risk and the exchange rate in Brazil. (2011). guimaraes, bernardo ; Goncalves, Carlos ; Gonalves, Carlos Eduardo .
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  29. Responding to the global financial crisis: Vietnamese exchange rate policy, 2008–2009. (2011). Pham, Thi Hoang Anh, ; Takagi, Shinji.
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  31. Volatility and causality in Asia Pacific financial markets. (2010). Weber, Enzo.
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  32. A Double-edged Sword: High Interest Rates in Capital-control Regimes. (2010). Zoega, Gylfi.
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  34. Exchange Rate Changes and Inflation in Post‐Crisis Asian Economies: Vector Autoregression Analysis of the Exchange Rate Pass‐Through. (2008). Sato, Kiyotaka ; Ito, Takatoshi.
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  35. Do high interest rates defend currencies during speculative attacks New evidence. (2008). Ioannidou, Vasso ; Goderis, Benedikt.
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  36. The Effect of Monetary Policy on Exchange Rates during Currency Crises: the Role of Debt, Institutions, and Financial Openness. (2008). Goderis, Benedikt ; Eijffinger, Sylvester.
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  41. Monetary Policy, Default Risk and the Exchange Rate. (2007). guimaraes, bernardo ; Goncalves, Carlos ; Guimares, Bernardo ; Soares Gonçalves, Carlos Eduardo, .
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  42. The Effect of Monetary Policy on Exchange Rates During Currency Crises: The Role of Debt, Institutions and Financial Openness. (2007). Goderis, Benedikt ; Eijffinger, Sylvester.
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  44. Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through. (2006). Ito, Takatoshi ; Sato, Kiyotaka .
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  50. Once Again, is Openness Good for Growth?. (2004). International Monetary Fund, .
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    RePEc:imf:imfwpa:2002/137.

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  28. The Theory of Credibility and the Reputation-bias of Policy. (2001). Forder, James.
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  29. The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials. (2001). Tillmann, Peter.
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  30. Monetary policy regimes and beliefs. (2001). Gomme, Paul ; Andolfatto, David.
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  31. Credibility of a new monetary regime: The currency board in Bulgaria. (2001). Valev, Neven ; Carlson, John A..
    In: Journal of Monetary Economics.
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  35. Expectations, credibility, and disinflation in a small macroeconomic model. (2000). Lansing, Kevin ; Huh, Chan G..
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  38. Capital Flows to Emerging Markets: Liberalization, Overshooting and Volatility. (1998). van Wincoop, Eric ; Bacchetta, Philippe.
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  42. Debt, Cash Flow and Inflation Incentives: A Swedish Example. (1996). Svensson, Lars ; Persson, Mats.
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  43. Credibilidad, Problema Peso y Comportamiento de las Tasas de Interés: Chile 1979-1982. (1991). Hernandez, Le onardo.
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  44. Signalling, Wage Controls and Monetary Disinflation Policy. (1989). van Wijnbergen, Sweder ; Persson, Torsten.
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