Interest rate volatility prior to monetary union under alternative pre-switch regimes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hamburg
HWWA, Öffentlichkeitsarbeit
2001
|
| Schriftenreihe: | HWWA discussion paper
143 |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 27 S. graph. Darst. 30 cm |
Internformat
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| 100 | 1 | |a Wilfling, Bernd |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Interest rate volatility prior to monetary union under alternative pre-switch regimes |c Bernd Wilfling. [Hamburg Institute of International Economics] |
| 264 | 1 | |a Hamburg |b HWWA, Öffentlichkeitsarbeit |c 2001 | |
| 300 | |a 27 S. |b graph. Darst. |c 30 cm | ||
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents
Summary 6
Zusammenfassung 6
1 Introduction 7
2 Preliminaries, previous results, model setup 9
2.1 Exchange rate dynamics 9
2.2 The interest rate differential 11
3 Regime-comparison and implications 13
3.1 Measuring the volatility of interest rate differentials 13
3.2 Pre-switch regime comparison 15
3.2.1 The free-float regime 15
3.2.2 The managed-float regime 19
3.3 Implications and empirical issues 22
4 Concluding remarks 24
References 26
List of Figures
Figure 1 Infinitesimal variance paths under a free-float pre-switch regime 16
Figure 2 Variance paths under a managed-float pre-switch regime (, low 77-value) 20
Figure 3 Variance paths under a managed-float pre-switch regime (,high //-value) 21
Figure 4 Crossing variance paths with alternative terms 22
Figure 5 Crossing variance paths for alternative 77-values 23
5
|
| adam_txt |
Contents
Summary 6
Zusammenfassung 6
1 Introduction 7
2 Preliminaries, previous results, model setup 9
2.1 Exchange rate dynamics 9
2.2 The interest rate differential 11
3 Regime-comparison and implications 13
3.1 Measuring the volatility of interest rate differentials 13
3.2 Pre-switch regime comparison 15
3.2.1 The free-float regime 15
3.2.2 The managed-float regime 19
3.3 Implications and empirical issues 22
4 Concluding remarks 24
References 26
List of Figures
Figure 1 Infinitesimal variance paths under a free-float pre-switch regime 16
Figure 2 Variance paths under a managed-float pre-switch regime (, low' 77-value) 20
Figure 3 Variance paths under a managed-float pre-switch regime (,high' //-value) 21
Figure 4 Crossing variance paths with alternative terms 22
Figure 5 Crossing variance paths for alternative 77-values 23
5 |
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| author | Wilfling, Bernd |
| author_facet | Wilfling, Bernd |
| author_role | aut |
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| id | DE-604.BV023579737 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:40:41Z |
| indexdate | 2024-07-09T21:24:54Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016895289 |
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| physical | 27 S. graph. Darst. 30 cm |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | HWWA, Öffentlichkeitsarbeit |
| record_format | marc |
| series | HWWA discussion paper |
| series2 | HWWA discussion paper |
| spelling | Wilfling, Bernd Verfasser aut Interest rate volatility prior to monetary union under alternative pre-switch regimes Bernd Wilfling. [Hamburg Institute of International Economics] Hamburg HWWA, Öffentlichkeitsarbeit 2001 27 S. graph. Darst. 30 cm txt rdacontent n rdamedia nc rdacarrier HWWA discussion paper 143 HWWA discussion paper 143 (DE-604)BV014901267 143 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016895289&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Wilfling, Bernd Interest rate volatility prior to monetary union under alternative pre-switch regimes HWWA discussion paper |
| title | Interest rate volatility prior to monetary union under alternative pre-switch regimes |
| title_auth | Interest rate volatility prior to monetary union under alternative pre-switch regimes |
| title_exact_search | Interest rate volatility prior to monetary union under alternative pre-switch regimes |
| title_exact_search_txtP | Interest rate volatility prior to monetary union under alternative pre-switch regimes |
| title_full | Interest rate volatility prior to monetary union under alternative pre-switch regimes Bernd Wilfling. [Hamburg Institute of International Economics] |
| title_fullStr | Interest rate volatility prior to monetary union under alternative pre-switch regimes Bernd Wilfling. [Hamburg Institute of International Economics] |
| title_full_unstemmed | Interest rate volatility prior to monetary union under alternative pre-switch regimes Bernd Wilfling. [Hamburg Institute of International Economics] |
| title_short | Interest rate volatility prior to monetary union under alternative pre-switch regimes |
| title_sort | interest rate volatility prior to monetary union under alternative pre switch regimes |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016895289&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV014901267 |
| work_keys_str_mv | AT wilflingbernd interestratevolatilitypriortomonetaryunionunderalternativepreswitchregimes |