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Journal Article
The effect of exchange rate variation on U.S. textile and apparel imports
Chmura, Christine (1987-05)
An abstract for this article is not available
Economic Review , Volume 73 , Issue May

Journal Article
Exchange rate policy and the dual role of exchange rate movements in international adjustment
Goodfriend, Marvin (1979-09)
An abstract for this article is not available
Economic Review , Volume 65 , Issue Sep

Journal Article
Explaining exchange rate behavior : an augmented version of the monetary approach
Humphrey, Thomas M. (1981-05)
An abstract of this article is not available.
Economic Review , Volume 67 , Issue May , Pages 3-11

Journal Article
Assessing the exchange rate's impact on U.S. manufacturing profits
Hung, Juann H. (1992-01)
Few studies have investigated how the large and persistent swings of the dollar over the past two decades have affected the profits of U.S. manufacturing firms. Using an econometric model of manufacturing profits, this article evaluates the overall impact of exchange rate changes on aggregate profits and the profits of exporting and import-competing firms.
Quarterly Review , Volume 17 , Issue Win , Pages 44-63

Journal Article
Monetary policy influence on the economy-an empirical analysis
Akhtar, M. A.; Harris, Ethan S. (1986-01)
Quarterly Review , Volume 11 , Issue Win

Journal Article
Interest rate divergences among the major industrial nations
Kasman, Bruce; Pigott, Charles (1988-10)
Quarterly Review , Volume 13 , Issue Aut

Report
Are exchange rates excessively volatile? And what does \\"excessively volatile\\" mean, anyway?
Bodnar, Gordon M.; Bartolini, Leonardo (1996)
Using data for the major currencies from 1973 to 1994, we apply recent tests of asset price volatility to reexamine whether exchange rates have been "excessively" volatile with respect to the predictions of the monetary model of the exchange rate and of standard extensions that allow for sticky prices, sluggish money adjustment, and time-varying risk premia. Consistent with previous evidence from regression-based tests, most of the models that we examine are rejected by our volatility-based tests. In general, however, we find that exchange rates have not been excessively volatile relative ...
Research Paper , Paper 9601

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Exchange rate cointegration across central bank regime shifts
Lopez, Jose A. (1996)
Foreign exchange rates are examined using cointegration tests over various time periods linked to regime shifts in central bank behavior. The number of cointegrating vectors seems to vary across these regime changes within the foreign exchange market. For example, cointegration is not generally found prior to the Plaza Agreement of September 22, 1985, but it is present after that date. The significance of these changes is evaluated using a likelihood ratio procedure proposed by Quintos (1993). The changing nature of the cointegrating relationships indicate that certain aspects of central bank ...
Research Paper , Paper 9602

Report
Europe and the Maastricht challenge
Aglietta, Michel; Uctum, Merih (1996)
The uncertainty caused by the exchange rate crises of 1992-93 led to two questions: Is monetary union still feasible? What strategies are best for achieving convergence according to the Maastricht criteria? This article addresses these questions by examining the progress made by the five major European Union countries in satisfying the Maastricht criteria and the two crucial impediments facing these countries--disparities in real exchange rate convergence and fiscal imbalances--and alternative strategies to deal with these impediments. Overall, our analysis suggests that the prospects for ...
Research Paper , Paper 9616

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Is implied correlation worth calculating? Evidence from foreign exchange options and historical data
Lopez, Jose A.; Walter, Christian (1997)
This paper examines the performance of implied correlations in forecasting subsequently realized correlations between exchange rates. Implied correlations are derived from sets of implied volatilities on the three exchange rates in a currency trio. We compare the forecasting performance of the implied correlations from two currency trios with markedly different characteristics over two forecast horizons (one month and three months) against a set of alternative correlation forecasts based on time-series data. ; For the correlations in the USD/DEM/ JPY currency trio, we find that the ...
Research Paper , Paper 9730

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