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Can I read A New Approach to Identifying Exchange Rate Regimes on EtoBox?
A New Approach to Identifying Exchange Rate Regimes by Gerald Fugger is a Economics, Econometrics and Finance article available to read on EtoBox.
What is A New Approach to Identifying Exchange Rate Regimes about?
Abstract This publication identifies de facto exchange rate regimes. The study takes into account multiple specifications for the exchange rate regimes, both effective and non-effective. The regimes are classified by means of a three-dimensional clustering approach, that takes the exchange rate volatility, the volatility of exchange rate changes and the volatility of reserves into account. The regimes are classified as floating, dirty floating, crawling peg or fixed. The analysis comprises 90 countries and a span of 35 years. JEL classifications: E42 Keywords: de facto exchange rate regimes, clustering techniques, effective exchange rates
Who reads A New Approach to Identifying Exchange Rate Regimes?
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Gerald Fugger
- Publisher
- Duncker & Humblot GmbH
- Published
- 2018
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)