메뉴 건너뛰기




Volumn 18, Issue 1, 1999, Pages 133-151

Exchange rate regime, volatility and international correlations on bond and stock markets

Author keywords

C22; Exchange rate regime; F31; F33; G15; International correlation; Volatility

Indexed keywords


EID: 0001692870     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(98)00042-4     Document Type: Article
Times cited : (76)

References (21)
  • 1
    • 0001349781 scopus 로고
    • The stabilizing effect of the ERM on exchange rates and interest rates
    • Artis M.J., Taylor M.P. The stabilizing effect of the ERM on exchange rates and interest rates. Int. Monet. Fund Staff Pap. 41:1994;123-148.
    • (1994) Int. Monet. Fund Staff Pap. , vol.41 , pp. 123-148
    • Artis, M.J.1    Taylor, M.P.2
  • 2
    • 45149143904 scopus 로고
    • Business cycles and the exchange rate regime: Some international evidence
    • Baxter M., Stockman A.C. Business cycles and the exchange rate regime: some international evidence. J. Monet. Econ. 23:1989;377-400.
    • (1989) J. Monet. Econ. , vol.23 , pp. 377-400
    • Baxter, M.1    Stockman, A.C.2
  • 3
    • 0001023182 scopus 로고
    • Modelling the coherence in short-run nominal exchange rates: A multivariate generalized approach
    • Bollerslev T. Modelling the coherence in short-run nominal exchange rates: a multivariate generalized approach. Rev. Econ. Stat. 72:1990;498-505.
    • (1990) Rev. Econ. Stat. , vol.72 , pp. 498-505
    • Bollerslev, T.1
  • 5
    • 0004257837 scopus 로고
    • Commission of the European Communities European Economy 44
    • Commission of the European Communities, 1990. One Market, One Money. European Economy 44.
    • (1990) One Market, One Money
  • 7
    • 38249039134 scopus 로고
    • Real aspects of exchange rate regime choice with collapsing fixed rates
    • Flood R.P., Hodrick R.J. Real aspects of exchange rate regime choice with collapsing fixed rates. J. Int. Econ. 21:1986;215-232.
    • (1986) J. Int. Econ. , vol.21 , pp. 215-232
    • Flood, R.P.1    Hodrick, R.J.2
  • 8
    • 58149364107 scopus 로고
    • Fixing exchange rates: A virtual quest for fundamentals
    • Flood R.P., Rose A.K. Fixing exchange rates: a virtual quest for fundamentals. J. Monet. Econ. 36:1995;3-37.
    • (1995) J. Monet. Econ. , vol.36 , pp. 3-37
    • Flood, R.P.1    Rose, A.K.2
  • 9
    • 0001222668 scopus 로고
    • The efficiency of foreign exchange markets and measures of turbulence
    • Frenkel J.A., Mussa M.L. The efficiency of foreign exchange markets and measures of turbulence. Am. Econ. Assoc. Pap. Proc. 70:1980;374-381.
    • (1980) Am. Econ. Assoc. Pap. Proc. , vol.70 , pp. 374-381
    • Frenkel, J.A.1    Mussa, M.L.2
  • 11
    • 0000776405 scopus 로고
    • A comparison of some basic monetary policy regimes for open economies: Implications of different degrees of instrument adjustment and wage persistence
    • Henderson D.W., McKibbin W.J. A comparison of some basic monetary policy regimes for open economies: implications of different degrees of instrument adjustment and wage persistence. Carnegie Rochester Conf. Ser. Public Pol. 39:1993;221-318.
    • (1993) Carnegie Rochester Conf. Ser. Public Pol. , vol.39 , pp. 221-318
    • Henderson, D.W.1    McKibbin, W.J.2
  • 12
    • 0043043382 scopus 로고
    • International Monetary Fund International Capital Markets, World Economic and Financial Surveys, 2-9
    • International Monetary Fund, 1994. Bond Market Turbulence and the Role of Hedge Funds. International Capital Markets, World Economic and Financial Surveys, 2-9.
    • (1994) Bond Market Turbulence and the Role of Hedge Funds
  • 13
    • 0004088309 scopus 로고
    • Cambridge University Press, Cambridge MA
    • Isard, P., 1995. Exchange Rate Economics. Cambridge University Press, Cambridge MA.
    • (1995) Exchange Rate Economics
    • Isard, P.1
  • 14
    • 0003151378 scopus 로고
    • Transmission of volatility between stock markets
    • King M., Wadhwani S. Transmission of volatility between stock markets. Rev. Fin. Stud. 3:1990;5-33.
    • (1990) Rev. Fin. Stud. , vol.3 , pp. 5-33
    • King, M.1    Wadhwani, S.2
  • 15
    • 84992529786 scopus 로고
    • Volatility and links between stock markets
    • King M., Sentana E., Wadhwani S. Volatility and links between stock markets. Econometrica. 62:1994;901-933.
    • (1994) Econometrica , vol.62 , pp. 901-933
    • King, M.1    Sentana, E.2    Wadhwani, S.3
  • 17
    • 0003389448 scopus 로고
    • Price volatility and volume spillovers between the Tokyo and the New York stock markets
    • In: Frankel, J.A. (Ed.) University of Chicago Press, Chicago
    • Lin, W.-L., Ito, T., 1994. Price volatility and volume spillovers between the Tokyo and the New York stock markets. In: Frankel, J.A. (Ed.), The Internationalization of Equity Markets. University of Chicago Press, Chicago, pp. 309-333.
    • (1994) The Internationalization of Equity Markets , pp. 309-333
    • Lin, W.-L.1    Ito, T.2
  • 18
    • 0002525307 scopus 로고
    • Is the correlation in international equity returns constant: 1960-1990?
    • Longin F., Solnik B. Is the correlation in international equity returns constant: 1960-1990? J. Int. Money Fin. 14:1995;3-26.
    • (1995) J. Int. Money Fin. , vol.14 , pp. 3-26
    • Longin, F.1    Solnik, B.2
  • 19
    • 77956830174 scopus 로고
    • Stabilization policies in open economies
    • In: Jones, R.W., Kenen, P.B. (Eds.) North-Holland, Amsterdam
    • Marston, R.C., 1985. Stabilization policies in open economies. In: Jones, R.W., Kenen, P.B. (Eds.), Handbook of International Economics, vol. 2. North-Holland, Amsterdam, pp. 859-916.
    • (1985) Handbook of International Economics , vol.2 , pp. 859-916
    • Marston, R.C.1
  • 20
    • 0002426754 scopus 로고
    • After the deluge: Do fixed exchange rates allow inter-temporal volatility tradeoffs?
    • Rose A.K. After the deluge: do fixed exchange rates allow inter-temporal volatility tradeoffs? Int. J. Fin. Econ. 1:1995;47-54.
    • (1995) Int. J. Fin. Econ. , vol.1 , pp. 47-54
    • Rose, A.K.1
  • 21
    • 43949149017 scopus 로고
    • European exchange rate credibility before the fall
    • Rose A.K., Svensson L.E.O. European exchange rate credibility before the fall. Eur. Econ. Rev. 38:1994;1185-1216.
    • (1994) Eur. Econ. Rev. , vol.38 , pp. 1185-1216
    • Rose, A.K.1    Svensson, L.E.O.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.