Reference: | Artus, J. R.(1983).Toward a more orderly exchange rate system,Finance and Development, 20 , 10-13
Akhtar,M.A.,Spence-Hilton,R.(1984).Effects of exchange rate uncertainty on German and U.S. trade,Quarterly Review,(New York:Federal Reserve Bank of New York,Spring), 7-16
Andersen,T.G.,Bollerslev,T.(1998).Answering the sceptics: yes standard volatility models do provide accurate forecasts,International Economic Review, 39 , 885-905.
Cameron,A.C., Pravin K. Trivedi(2005).Microeconometrics: Methods and Applications,Cambridge University Press, 697-778.
Brodasky,D.A.(1984).Fixed versus flexible exchange rates and the measurement of exchange rate instability,Journal of international economics, 16 , 295-306.
Broll,U.(1994).Foreign production and forward markets,Australian Economic Papers, 62 , 1-6
Bayoumi,T.,Eichengreen,B.(1998).Exchange rate volatility and intervention: implications of the theory of optimum currency areas,Journal of International Economics, 45 , 191-209.
Beine,M.,Laurent,S.,Lecourt,C.(2003).Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis,European Economic Review, 47 , 891-911.
Benita,G.and Lauterbach,B.(2007). Policy Factors and Exchange Rate Volatility: Panel Data versus a Specific Country Analysis,International Research Journal of Finance and Economics, 7-23
Berganza,J.C.,Broto,C.(2012).Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries,Journal of International Money and Finance, 31 , 428-444
Carranza,L., Galdon-Sanchez, J.E., Gomez-Biscarri, J.(2009). Exchange rate and inflation dynamics in dollarized economies,Journal of Development Economics, 89 , 98-108.
Dominguez,K.M.(1993).Does Foreign-exchange intervention matter?the portfolio effect,The American Economic Review, 83 , 1356-1369.
Dominguez,K.M.(1998).Central bank intervention and exchange rate voatility.Journal of international money and finance, 17 , 161-190.
Dominguez,K.M.(2003).The market microstructure of central bank intervention,Journal of International Economics, 59 , 25-45.
Dominguez,K.M.(2006).When do central bank interventions influence intra-daily and longer-term exchange rate movements?,Journal of International Money and Finance, 25 , 1051-1071
Edison,H.,Cashin,P.,Liang,H.(2006).Foreign exchange intervention and the Australian dollar:has it mattered?,International Journal of finance and Economics, 11 , 155-171.
Frenkel,M.,Pierdzioch,C.,Stadtmanna,G.(2005).The effects of Japanese foreign exchange market interventions on the yen-U.S. dollar exchange rate volatility,International Review of Economics and Finance, 14 , 27-39.
Gotur(1985).Effect of exchange rate volatility on trade:some further evidence,IMF Staff papers.
Grossmann,A.,Love,I.,Orlov,A.G.(2014).The dynamics of exchange rate volatility: A panel VAR approach,Journal of International Financial Markets, Institutions and Money, 33 , 1-27
Hooper,P,Kohlhagen,S(1978).The effect of exchange rate uncertainty on the price and volume of international trade,Journal of international economics, 8 , 483-511
Hung,J.(1997).Intervention strategies and exchange rate volatility: a noise trading perspective,Journal of International Money and Finance, 16 , 779-793.
Hau,H.(2002).Real exchange rate volatility and economic openness: Theory and evidence,Journal of Money, Credit and Banking, 34 , 611-630
Ho,C., McCauley,R.N.(2003).Living with flexible exchange rates: issues and recent experience in inflation targeting emerging market economies,BIS Working Paper.
Jeffrey M.Wooldridge (2010).Econometric Analysis of Cross Section and Panel Data,MIT Press, 247-338.
Koenker, R. and G. Bassett (1978).Regression Quantiles,Econometrica, 46 , 33-50.
Kumar,V(1992).Real effects of exchange risk on international trade,Working paper, 92-95
Koenker, R. (2004).Quantile Regression for Longitudinal Data,Journal of Multivariate Analysis, 91 , 74-89.
Little, J.S., Romano, T.F.(2009). Inflation targeting-Central bank practice overseas,Federal Reserve Bank of Boston, Public Policy Briefs, 08-1 , 1-30.
Lin, H.(2010). Endogeneity in Panel Data Quantile Regression Models: a Fitted Value Approach,mimeo, National Chengchi University.
Lin, H. Y., and Chen, P. Y., (2010).The relation between inflation and trade openness: the application of panel data quantile regression,Academia Economic Papers, 38:1 , 1-32.
McKenzie and Brooks(1997).The impact of exchange rate volatility on German-U.S. trade flows,Journal of international financial markets,institutions and money, 7 , 73-87.
McKenzie M.D.(1999).The impact of exchange rate volatility on international trade flows,Journal of economic Surveys, 71-106
McKenzie,M.(2002).The economics of exchange rate volatility asymmetry,International Journal of Finance and Economics, 7 , 247-260.
Rose,A.(2007).A stable international monetary system emerges:inflation targeting is Bretton Woods,revisted,Journal of international money and finance, 26 , 663-681.
William H. Greene (2011).Econometric Analysis ,Prentice Hall, 343-431. |