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    Exchange Rate Volatility Before and After the Float

    Access Status
    Fulltext not available
    Authors
    Wali, Muammer
    Manzur, Meher
    Date
    2013
    Type
    Journal Article
    
    Metadata
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    Citation
    Wali, Muammer and Manzur, Meher. 2013. Exchange Rate Volatility Before and After the Float. The World Economy. 36 (8): pp. 1091-1097.
    Source Title
    The World Economy
    DOI
    10.1111/twec.12058
    ISSN
    0378-5920
    URI
    http://hdl.handle.net/20.500.11937/17987
    Collection
    • Curtin Research Publications
    Abstract

    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.

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