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- W2606716688 abstract "This paper presents a nonlinear relationship between exchange rate pass-through (ERPT) and inflation volatility. Through the lens of a threshold framework, we uncover a clear evidence of near to one ERPT to consumer prices once inflation volatility crosses a threshold level of 4.17. Clearly, there are significant differences in the degree of ERPT between the high and low inflation volatility in the inflation targeting (IT) and non-IT Asian countries." @default.
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- W2606716688 date "2017-04-21" @default.
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- W2606716688 title "Exchange rate pass-through in the Asian countries: does inflation volatility matter?" @default.
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- W2606716688 doi "https://doi.org/10.1080/13504851.2017.1319553" @default.
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