scholarly journals Exchange Rate Dynamics, Asset Market Structure and the Role of the Trade Elasticity

2008 ◽  
Author(s):  
Christoph Thoenissen
Keyword(s):  
Exchange Rate ◽  
Market Structure ◽  
Asset Market ◽  
Exchange Rate Dynamics ◽  
Trade Elasticity

scholarly journals EXCHANGE RATE DYNAMICS, ASSET MARKET STRUCTURE, AND THE ROLE OF THE TRADE ELASTICITY

2010 ◽  
Vol 15 (1) ◽  
pp. 119-143 ◽  
Author(s):  
Christoph Thoenissen
Keyword(s):  
Exchange Rate ◽  
Real Exchange Rate ◽  
Exchange Rate Volatility ◽  
Elasticity Of Substitution ◽  
Exchange Rate Dynamics ◽  
The Exchange Rate ◽  
Business Cycle Model ◽  
Trade Elasticity ◽  
Anomalous Relationship

A canonical flexible-price international real–business cycle model with incomplete financial markets can address the exchange rate–volatility puzzle, the exchange rate–persistence puzzle, and the consumption real–exchange rate anomaly, as well as the quantity anomaly. Crucial for the success of the model is the choice of the elasticity of substitution between home and foreign produced goods. The paper shows that the range of this parameter that allows the model to address these international macroeconomics anomalies is very narrow. Furthermore, the paper highlights an anomalous relationship between real–exchange rate persistence and the elasticity of substitution between home- and foreign-produced goods.

Explaining Exchange Rate Dynamics at Short Horizons: The Role of Financial Markets

2004 ◽  
Author(s):  
Lorenzo Cappiello ◽  
Roberto A. De Santis
Keyword(s):  
Exchange Rate ◽  
Financial Markets ◽  
Exchange Rate Dynamics

On the First-Round Effects of International Food Price Shocks: The Role of the Asset Market Structure

2015 ◽  
Author(s):  
Rafael Portillo ◽  
Luis-Felipe Zanna
Keyword(s):  
Market Structure ◽  
Food Price ◽  
Asset Market ◽  
Price Shocks

scholarly journals Real exchange rate dynamics: The role of elastic labor supply

2011 ◽  
Vol 30 (7) ◽  
pp. 1303-1322 ◽  
Author(s):  
A.K.M. Mahbub Morshed ◽  
Stephen J. Turnovsky
Keyword(s):  
Exchange Rate ◽  
Labor Supply ◽  
Real Exchange Rate ◽  
Exchange Rate Dynamics ◽  
Elastic Labor Supply ◽  
Real Exchange Rate Dynamics

scholarly journals On the First-Round Effects of International Food Price Shocks: the Role of the Asset Market Structure

2015 ◽  
Vol 15 (33) ◽  
pp. 1 ◽  
Author(s):  
Rafael Portillo ◽  
Luis-Felipe Zanna ◽  
◽  
Keyword(s):  
Market Structure ◽  
Food Price ◽  
Asset Market ◽  
Price Shocks

Oil Prices and Exchange Rate Dynamics: How Important Is the Role of Asymmetry and Structural Breaks?

2021 ◽  
pp. 1-20
Author(s):  
Ismail O. Fasanya ◽  
Oluwatomisin J. Oyewole ◽  
Ibrahim D. Raheem
Keyword(s):  
Exchange Rate ◽  
Structural Breaks ◽  
Oil Prices ◽  
Exchange Rate Dynamics
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