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Exchange rate dynamics in a peripheral monetary economy
(M E Sharpe IncArmonkEUA, 2013)
LONG TERM EXCHANGE RATE RISK AND HEDGING WITH QUANTITY UNCERTAINTY IN A MARKET THAT ONLY PROVIDES SHORT TERM FUTURES CONTRACTS
(CONSEJO LATINOAMERICANO ESCUELAS ADM-CLADEA, 2012)
This paper analyzes the problem faced by an investor expecting to receive an uncertain amount of cash flow in a foreign currency on a certain future date T. The investor is also assumed to be exposed to long-term exchange ...
The impact of exchange rate volatility on economic growth and international tradeThe impact of exchange rate volatility on economic growth and international trade
(Pontifical Catholic University of Argentina, 2022)
Real exchange rate uncertainty and economic performance in México, 1971-1996
(Centro de Investigación y Docencia Económicas, 2011)
Real exchange rate uncertainty and economic performance in México, 1971-1996
(Centro de Investigación y Docencia Económicas, 2011)
Exchange rate uncertainty and cereal exports: a panel VAR approach
(Udelar. FCEA.Iecon, 2019)
This paper investigates empirically the effect of exchange rate uncertainty on cereal export flows for a broad sample of countries during the period 2010/01 – 2016/12. To do this, we first estimate the exchange rate ...
The Exchange rate cycle in Argentina
(Taylor & Francis, 2016-12)
This article discusses the secular volatility of output, inflation, the exchange rate, and poverty in Argentina. Inflation, currency devaluation and a wide gross domestic product (GDP) cycle have been recurrent problems ...
Especulative (sic) attack on exchange rate target zone regime : the uncertainty case
(Escola de Pós-Graduação em Economia da FGV, 1995-05-25)
We present a continuous time target zone model of speculative attacks. Contrary to most of the literature that considers the certainty case, i.e., agents know for sure the Central Bank behavior in the future, we build ...
Multipollutant markets
(RAND, 2001)
I study the optimal design of marketable permit systems to regulate various pollutants (e.g., air pollution in urban areas) when the regulator lives in a real world of imperfect information and incomplete enforcement. I ...