Monetary policy and the exchange rate during the Asian crisis: Identification through heteroscedasticity

Journal of International Money and Finance

Volumn 24, Issue 1, 2005, Pages 39-53

  Caporale, Guglielmo Maria ^a   Cipollini, Andrea ^b   Demetriades, Panicos O ^c  

^a LONDON SOUTH BANK UNIVERSITY   (United Kingdom)

^b QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

^c UNIVERSITY OF LEICESTER   (United Kingdom)

Author keywords

Financial crisis; Identification; Monetary policy

Indexed keywords

EID: 13444267955     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2004.10.005     Document Type: Article

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