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Fletta eftir efnisorði "Vextir"

Fletta eftir efnisorði "Vextir"

Röðun: Raða: Niðurstöður:

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    Do Interest Rates Affect the Exchange Rate Under Capital controls? An event study of Iceland’s experience with capital controls 
    Arnórsson, Ágúst; Zoega, Gylfi (Viðskiptafræðideild og hagfræðideild Háskóla Íslands, viðskiptafræðideild Háskólans í Reykjavík og Seðlabanki Íslands., 2016)
    We study Iceland’s experience with capital controls, in particular whether changes in the central bank’s policy rate affected the exchange rate under the capital control regime from 2009 to 2015.We find that both actual changes and unexpected changes ...
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    Old shocks cast long shadows over the exchange rate 
    Egilsson, Jón (Informa UK Limited, 2019-04-16)
    We propose a new exchange rate model using interest rate differential (IRD) time series as the input, and we fit the new model with empirical data for calibration. We assume that exchange rate modeling cannot be based on the response to a single shock ...