Exchange Rate Volatility Before and After the Float
This paper provides a descriptive analysis of broad features of major exchange rates since the early 1970s and compares these features with those of the 1960s. The analysis is then extended to investigate whether these features are manifested in interest rates and in commodity prices. The results in...
| Main Authors: | , |
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| Format: | Journal Article |
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Wiley-Blackwell Publishing Ltd.
2013
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| Online Access: | http://hdl.handle.net/20.500.11937/17987 |
| _version_ | 1848749615893970944 |
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| author | Wali, Muammer Manzur, Meher |
| author_facet | Wali, Muammer Manzur, Meher |
| author_sort | Wali, Muammer |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | This paper provides a descriptive analysis of broad features of major exchange rates since the early 1970s and compares these features with those of the 1960s. The analysis is then extended to investigate whether these features are manifested in interest rates and in commodity prices. The results indicate that while the exchange rates have become more volatile during the current floating rate regime, the moments are comparable with those for interest rates and commodity prices. |
| first_indexed | 2025-11-14T07:23:46Z |
| format | Journal Article |
| id | curtin-20.500.11937-17987 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:23:46Z |
| publishDate | 2013 |
| publisher | Wiley-Blackwell Publishing Ltd. |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-179872017-09-13T15:44:54Z Exchange Rate Volatility Before and After the Float Wali, Muammer Manzur, Meher Interest Rate Commodity Price Exchange rate volatility This paper provides a descriptive analysis of broad features of major exchange rates since the early 1970s and compares these features with those of the 1960s. The analysis is then extended to investigate whether these features are manifested in interest rates and in commodity prices. The results indicate that while the exchange rates have become more volatile during the current floating rate regime, the moments are comparable with those for interest rates and commodity prices. 2013 Journal Article http://hdl.handle.net/20.500.11937/17987 10.1111/twec.12058 Wiley-Blackwell Publishing Ltd. restricted |
| spellingShingle | Interest Rate Commodity Price Exchange rate volatility Wali, Muammer Manzur, Meher Exchange Rate Volatility Before and After the Float |
| title | Exchange Rate Volatility Before and After the Float |
| title_full | Exchange Rate Volatility Before and After the Float |
| title_fullStr | Exchange Rate Volatility Before and After the Float |
| title_full_unstemmed | Exchange Rate Volatility Before and After the Float |
| title_short | Exchange Rate Volatility Before and After the Float |
| title_sort | exchange rate volatility before and after the float |
| topic | Interest Rate Commodity Price Exchange rate volatility |
| url | http://hdl.handle.net/20.500.11937/17987 |