A note on interest rate defense policy and exchange rate volatility

Economic Modelling

Volumn 24, Issue 5, 2007, Pages 768-777

  Chen, Shiu Sheng ^a  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

Exchange rates; Interest rates; Noise traders

Indexed keywords

EID: 34250683446     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2007.02.002     Document Type: Article

References (3)

1. Chen S.-S. Revisiting the interest rate-exchange rate nexus: a Markov switching approach. Journal of Development Economics 79 1 (2006) 208-224
2. DeLong J.B., Shleifer A., Summers L.H., and Waldmann R.J. Noise trader risk in financial markets. Journal of Political Economy 98 4 (1990) 703-738
3. Jeanne O., and Rose A.K. Noise trading and exchange rate regimes. Quarterly Journal of Economics 117 2 (2002) 537-569