Structural Factors Affecting Exchange Rate Volatility : A Cross-Section Study /

The paper examines factors affecting exchange rate volatility, with an emphasis on structural features of the foreign exchange regime. It draws for the first time on detailed survey data collected by the IMF on foreign exchange market organization and regulations. Key findings are that decentralized...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Canales Kriljenko, Jorge
مؤلفون آخرون: Habermeier, Karl
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2004.
سلاسل:IMF Working Papers; Working Paper ; No. 2004/147
الوصول للمادة أونلاين:Full text available on IMF
الوصف
الملخص:The paper examines factors affecting exchange rate volatility, with an emphasis on structural features of the foreign exchange regime. It draws for the first time on detailed survey data collected by the IMF on foreign exchange market organization and regulations. Key findings are that decentralized dealer markets, regulations on the use of domestic currency by nonresidents, acceptance of Article VIII obligations, and limits on banks' foreign exchange positions are associated with lower exchange rate volatility. The paper also provides support for earlier results on the influence of macroeconomic conditions and the choice of exchange rate regime on volatility.
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وصف مادي:1 online resource (13 pages)
التنسيق:Mode of access: Internet
تدمد:1018-5941
وصول:Electronic access restricted to authorized BRAC University faculty, staff and students