Matches in SemOpenAlex for { <https://semopenalex.org/work/W2260886466> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W2260886466 abstract "This study investigates the link between the inflation risk and the exchange rate risk premiums in the six emerging market economies that have abandoned currency pegs and adopted independent monetary policies with flexible exchange rates. These risk premiums are examined in the selected Asian and Central European emerging market economies in the period following the major internatinal financial crisis of 1997-98. The study demonstrates that market interest rates in these countries have in fact responded effectively and proactively to shocks in these two risk premiums. Such responses of short-term market interest rates imply the prevalence of efficient financial markets and prove that monetary policies are capable of providing rational and effective responses to shocks in inflation and exchange rates. A model presenting interactions between both risk premiums is tested with OLS plus ARMA (1,1) as well as TARCH (1,1,1) procedures. The ability to lower these two risk premiums reflects gains in monetary policy credibility and can be viewed as a prerequisite for achieving financial stability in these emerging market economies." @default.
- W2260886466 created "2016-06-24" @default.
- W2260886466 creator A5039682893 @default.
- W2260886466 date "2005-02-09" @default.
- W2260886466 modified "2023-09-24" @default.
- W2260886466 title "Convergence of Exchange Rate and Inflation Risk Premiums in the Asian and Central European Emerging Market Economies" @default.
- W2260886466 hasPublicationYear "2005" @default.
- W2260886466 type Work @default.
- W2260886466 sameAs 2260886466 @default.
- W2260886466 citedByCount "0" @default.
- W2260886466 crossrefType "posted-content" @default.
- W2260886466 hasAuthorship W2260886466A5039682893 @default.
- W2260886466 hasConcept C10138342 @default.
- W2260886466 hasConcept C121087249 @default.
- W2260886466 hasConcept C121332964 @default.
- W2260886466 hasConcept C126285488 @default.
- W2260886466 hasConcept C139719470 @default.
- W2260886466 hasConcept C141121606 @default.
- W2260886466 hasConcept C151541453 @default.
- W2260886466 hasConcept C162324750 @default.
- W2260886466 hasConcept C165705269 @default.
- W2260886466 hasConcept C175025494 @default.
- W2260886466 hasConcept C185824701 @default.
- W2260886466 hasConcept C19244329 @default.
- W2260886466 hasConcept C200941418 @default.
- W2260886466 hasConcept C2776988154 @default.
- W2260886466 hasConcept C33332235 @default.
- W2260886466 hasConcept C536366893 @default.
- W2260886466 hasConcept C556758197 @default.
- W2260886466 hasConcept C82843974 @default.
- W2260886466 hasConceptScore W2260886466C10138342 @default.
- W2260886466 hasConceptScore W2260886466C121087249 @default.
- W2260886466 hasConceptScore W2260886466C121332964 @default.
- W2260886466 hasConceptScore W2260886466C126285488 @default.
- W2260886466 hasConceptScore W2260886466C139719470 @default.
- W2260886466 hasConceptScore W2260886466C141121606 @default.
- W2260886466 hasConceptScore W2260886466C151541453 @default.
- W2260886466 hasConceptScore W2260886466C162324750 @default.
- W2260886466 hasConceptScore W2260886466C165705269 @default.
- W2260886466 hasConceptScore W2260886466C175025494 @default.
- W2260886466 hasConceptScore W2260886466C185824701 @default.
- W2260886466 hasConceptScore W2260886466C19244329 @default.
- W2260886466 hasConceptScore W2260886466C200941418 @default.
- W2260886466 hasConceptScore W2260886466C2776988154 @default.
- W2260886466 hasConceptScore W2260886466C33332235 @default.
- W2260886466 hasConceptScore W2260886466C536366893 @default.
- W2260886466 hasConceptScore W2260886466C556758197 @default.
- W2260886466 hasConceptScore W2260886466C82843974 @default.
- W2260886466 hasLocation W22608864661 @default.
- W2260886466 hasOpenAccess W2260886466 @default.
- W2260886466 hasPrimaryLocation W22608864661 @default.
- W2260886466 hasRelatedWork W1154055389 @default.
- W2260886466 hasRelatedWork W1489488857 @default.
- W2260886466 hasRelatedWork W1524864404 @default.
- W2260886466 hasRelatedWork W1538119020 @default.
- W2260886466 hasRelatedWork W1547421801 @default.
- W2260886466 hasRelatedWork W2024828785 @default.
- W2260886466 hasRelatedWork W2095775586 @default.
- W2260886466 hasRelatedWork W2128628368 @default.
- W2260886466 hasRelatedWork W2216816663 @default.
- W2260886466 hasRelatedWork W2239413243 @default.
- W2260886466 hasRelatedWork W2346776253 @default.
- W2260886466 hasRelatedWork W2364954080 @default.
- W2260886466 hasRelatedWork W2475778546 @default.
- W2260886466 hasRelatedWork W2889695241 @default.
- W2260886466 hasRelatedWork W3012908520 @default.
- W2260886466 hasRelatedWork W3026203291 @default.
- W2260886466 hasRelatedWork W3125868471 @default.
- W2260886466 hasRelatedWork W3186354551 @default.
- W2260886466 hasRelatedWork W2172857544 @default.
- W2260886466 hasRelatedWork W2182306688 @default.
- W2260886466 isParatext "false" @default.
- W2260886466 isRetracted "false" @default.
- W2260886466 magId "2260886466" @default.
- W2260886466 workType "article" @default.