create a website

Determinants of the exchange rate, its volatility and currency crash risk in Africas low and lower middle-income countries. (2022). Ruiz, Daniel Perez ; Kaltenbrunner, Annina ; Okot, Anjelo.
In: EIB Working Papers.
RePEc:zbw:eibwps:202212.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 41

References cited by this document

Cocites: 23

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Ahmad, A. H. and E. J. Pentecost (2009). Sources of real exchange rate fluctuations: empirical evidence from nine african countries. The Manchester School 77: 66-84.

  2. Aydin, B. (2010). Exchange rate assessment for sub-Saharan economies, International Monetary Fund.

  3. Baccetta, P. and E. van Wincoop (2006). Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle. American Economic Review 96(3): 552-576.

  4. Bangaké, C. (2008). Exchange rate volatility and optimum currency area: evidence from Africa. Economics Bulletin 6(12): 1-10.

  5. Barbosa, L. O. S., F. G. Jayme Jr and F. J. Missio (2018). Determinants of the real exchange rate in the long-run for developing and emerging countries: a theoretical and empirical approach. International Review of Applied Economics 32(1): 62-83.

  6. Bonizzi, B. (2017). An Alternative Post-Keynesian Framework for Understanding Capital Flows to Emerging Markets. Journal of Economic Issues 15(1): 137-162.
    Paper not yet in RePEc: Add citation now
  7. Calderon, C. A., A. Chong and N. V. Loayza (2002). Determinants of Current Account Deficits in Developing Countries. Contributions in Macroeconomics 2(1).
    Paper not yet in RePEc: Add citation now
  8. Canay, I. A. (2011). A simple approach to quantile regression for panel data. Econometrics Journal (2011), volume 14, pp. 368–386.

  9. Cevik, S., R. D. Harris and F. Yilmaz (2017). Soft Power and exchange rate volatility. International Finance 20(3): 271-288.

  10. Chang, R. and A. Velasco (1998). The Asian Liquidity Crisis. NBER Working Paper 6796.

  11. Combes, J.-L., T. Kinda and P. Plane (2011). Capital Flows and their Impact on the Real Effective Exchange Rate. IMF Working Paper 9.

  12. Daude, C., E. L. Yeyati and A. J. Nagengast (2016). On the effectiveness of exchange rate interventions in emerging markets. Journal of international money and finance 64: 239-261.

  13. De Grauwe, P. and M. Grimaldi (2006). The Exchange Rate in a Behavioural Finance Framework. Princeton, Princeton University Press.
    Paper not yet in RePEc: Add citation now
  14. Deléchat, C. and M. Gaertner (2008). Exchange rate assessment in a resource-dependent economy: the case of Botswana, International Monetary Fund.

  15. Determinants of the exchange rate, its volatility and currency crash risk in Africa’s low and lower middle-income countries 31 Sarno, L. (2005). Viewpoint: Towards a Solution to the Puzzles in Exchange Rate Economics: Where do we stand? Canadian Journal of Economics/Revue canadienne d'économique 38(3): 673-708.
    Paper not yet in RePEc: Add citation now
  16. Determinants of the exchange rate, its volatility and currency crash risk in Africa’s low and lower middle-income countries Frankel, J. and G. Saravelos (2012). Can leading indicators assess country vulnerability? Evidence from the 2008–09 global financial crisis. Journal of International Economics 87(2): 216-231.
    Paper not yet in RePEc: Add citation now
  17. Di Bella, C. G., M. J. Lewis and A. Martin (2007). Assessing competitiveness and real exchange rate misalignment in low-income countries. IMF Working Paper 7/201.

  18. Eberhardt, M. and F. Teal (2011). Econometrics for grumblers: a new look at the literature on cross‐country growth empirics. Journal of Economic Surveys 25(1): 109-155.

  19. Eberhardt, M. and S. Bond (2009). Cross-section dependence in nonstationary panel models: a novel estimator. MPRA Paper 17692.

  20. Evans, M. and R. Lyons (2002). Order Flow and Exchange Rate Dynamics. Journal of Political Economy 110(1): 170-180.

  21. Foddy, W. (1993). Constructing Questions for Interviews and Questionnaires: Theory and Practice in Social Research. Cambridge, Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  22. Goda, T. and J. Priewe (2020). Determinants of real exchange rate movements in 15 emerging market economies. Brazilian Journal of Political Economy 40(2): 214-237.

  23. Grossmann, A., I. Love and A. G. Orlov (2014). The dynamics of exchange rate volatility: A panel VAR approach. Journal of International Financial Markets, Institutions and Money 33: 1-27.

  24. Harvey, J. (2009). Currencies, Capital Flows and Crises: A Post Keynesian Analysis of Exchange Rate Determination. London, Routledge.
    Paper not yet in RePEc: Add citation now
  25. Hausmann, R., U. Panizza and R. Rigobon (2006). The long-run volatility puzzle of the real exchange rate. Journal of International Money and Finance 25(1): 93-124.

  26. Heath, A., G. Galati and P. McGuire (2007). Evidence of carry trade activity. BIS Quarterly Review, September.

  27. Hofmann, B., I. Shim and H. S. Shin (2020). Original sin redux and policy responses in emerging market economies during the COVID-19 pandemic. COVID-19 in Developing Economies. S. Djankov and U. Panizza. The Graduate Institute Geneva, CEPR Press 353-362.

  28. Kaltenbrunner, A. (2015). A Post Keynesian Framework of Exchange Rate Determination: A Minskyan Approach. Journal of Post Keynesian Economics 38(3): 426-448.

  29. Kataria, N. and A. Gupta (2018). Determinants of Real Effective Exchange Rates in Emerging Market Economies. Available at SSRN 3144172.
    Paper not yet in RePEc: Add citation now
  30. Kohler, M. (2010). Exchange Rates during Financial Crises. BIS quarterly Review March 2010.

  31. Lartey, E. (2008). Capital Inflows, Dutch Disease Effects, and Monetary Policy in a Small Open Economy. Review of International Economics 16(5): 971-989.

  32. Lyons, R. K. (2001). The Microstructure Approach to Exchange Rates. Cambridge, MA, MIT Press.
    Paper not yet in RePEc: Add citation now
  33. Mahraddika, W. (2020). Real exchange rate misalignments in developing countries: The role of exchange rate flexibility and capital account openness. International Economics 163: 1-24.

  34. Mongardini, M. J. and B. Rayner (2009). Grants, remittances, and the equilibrium real exchange rate in Sub-Saharan African countries, International Monetary Fund.

  35. Mpofu, T. R. (2015). Exchange rate volatility, employment and macroeconomic dynamics in South Africa. Nwachukwu, J. (2008). Foreign Capital Inflows, Economic Policies and the Real Exchange Rate in Sub Saharan Africa: Is There an Interaction Effect? Brooks World Poverty Institute Working Paper(25).
    Paper not yet in RePEc: Add citation now
  36. Okot, A. (2021). Central Bank Dual Role Dilemma and Monetary Policy Constraints: Reserve Constrained Economies Perspective. PHD Thesis Leeds University Business School Pesaran, M. H. (2003). Estimation and inference in large heterogenous panels with cross section dependence. Available at SSRN 385123.
    Paper not yet in RePEc: Add citation now
  37. Prates, D. M. and R. Andrade (2013). Exchange Rate Dynamics in a Peripheral Monetary Economy. Journal of Post Keynesian Economics 35(3): 399-416.

  38. Prati, M. A., M. L. A. Ricci, L. E. Christiansen, M. S. Tokarick and M. T. Tressel (2011). External performance in low-income countries, International Monetary Fund.
    Paper not yet in RePEc: Add citation now
  39. Ricci, L. A., G. M. Milesi‐Ferretti and J. Lee (2013). Real exchange rates and fundamentals: a cross‐country perspective. Journal of Money, Credit and Banking 45(5): 845-865.

  40. Rogoff, K. and C. M. Reinhart (2003). FDI to Africa: the role of price stability and currency instability. IMF Working Paper 03/10.

  41. Thomas, A. H. (2012). Exchange rate and foreign interest rate linkages for Sub-Saharan Africa floaters. IMF Working Paper 12. Determinants of the exchange rate, its volatility and currency crash risk in Africa’s low and lower middle-income countries

Cocites

Documents in RePEc which have cited the same bibliography

  1. Determinants of the exchange rate, its volatility and currency crash risk in Africas low and lower middle-income countries. (2022). Ruiz, Daniel Perez ; Kaltenbrunner, Annina ; Okot, Anjelo.
    In: EIB Working Papers.
    RePEc:zbw:eibwps:202212.

    Full description at Econpapers || Download paper

  2. Dynamics of Relationship Between Macroeconomic Fundamentals and Exchange Rate: A Comparison of Advanced and Least Developed Countries. (2021). Ali, Rana Ejaz ; Akbar, Muhammad ; Fakher, Amjad.
    In: Asian Journal of Economic Modelling.
    RePEc:asi:ajemod:2021:p:166-178.

    Full description at Econpapers || Download paper

  3. Does Pak-Rupee Exchange Rate Respond to Monetary Fundamentals? A Structural Analysis. (2018). Nawaz, Saima ; Khan, Muhammad.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:57:y:2018:i:2:p:175-202.

    Full description at Econpapers || Download paper

  4. Exchange Rate Dynamics and Monetary Integration in the EAC Countries. (2018). Cuiabano, Simone ; Opoku-Afari, Maxwell.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:46:y:2018:i:3:d:10.1007_s11293-018-9586-6.

    Full description at Econpapers || Download paper

  5. Exchange rate misalignments and the external balance under a pegged currency system. (2017). Gnimassoun, Blaise.
    In: Review of International Economics.
    RePEc:bla:reviec:v:25:y:2017:i:5:p:949-974.

    Full description at Econpapers || Download paper

  6. An Assessment of External Price Competitiveness for the Gambia. (2016). Cham, Tamsir.
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:3:y:2016:i:4:p:207-216.

    Full description at Econpapers || Download paper

  7. Does the choice of an exchange rate regime limits exchange rate misalignments? The example of sub-Saharan African countries. (2016). Owoundi, Ferdinand ; BIKAI, Jacques Landry.
    In: MPRA Paper.
    RePEc:pra:mprapa:89110.

    Full description at Econpapers || Download paper

  8. An Assessment of External Price Competitiveness for The Gambia. (2015). Cham, Tamsir.
    In: Working Papers.
    RePEc:ris:irtiwp:1436_008.

    Full description at Econpapers || Download paper

  9. Exchange rate misalignments and the external balance under a pegged currency system. (2015). Gnimassoun, Blaise.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141421.

    Full description at Econpapers || Download paper

  10. Competitive Real Exchange Rates are Good for the Poor: Evidence from Egyptian Household Surveys. (2015). Elbadawi, Ibrahim ; Refaat, Eman .
    In: Working Papers.
    RePEc:erg:wpaper:966.

    Full description at Econpapers || Download paper

  11. Exchange rate misalignments and the external balance under a pegged currency system. (2015). Gnimassoun, Blaise.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2015-9.

    Full description at Econpapers || Download paper

  12. Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case. (2014). JAMMAZI, RANIA ; Aloui, Chaker.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-198.

    Full description at Econpapers || Download paper

  13. Competitiveness and growth within the CFA franc zone: Does the switch to the Euro matter?. (2014). Coulibaly, Issiaka.
    In: International Economics.
    RePEc:cii:cepiie:2014-q3-139-1.

    Full description at Econpapers || Download paper

  14. Competitiveness and growth within the CFA franc zone: Does the switch to the Euro matter?. (2014). .
    In: Economie Internationale.
    RePEc:cii:cepiei:2014-q3-139-1.

    Full description at Econpapers || Download paper

  15. Exchange Rate Volatility and Inflation Upturn in Nigeria: Testing for Vector Error Correction Model. (2013). Adeniji, Sesan.
    In: MPRA Paper.
    RePEc:pra:mprapa:52062.

    Full description at Econpapers || Download paper

  16. Republic of Congo: 2013 Article IV Consultation. (2013). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2013/282.

    Full description at Econpapers || Download paper

  17. Competitiveness and growth within the CFA franc zone: does the switch to the euro matter?. (2013). Coulibaly, Issiaka.
    In: Erudite Working Paper.
    RePEc:eru:erudwp:wp13-04.

    Full description at Econpapers || Download paper

  18. Anchor currency and real exchange rate dynamics in the CFA Franc zone. (2013). Damette, Olivier ; Coulibaly, Issiaka ; COUHARDE, Cécile.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:722-732.

    Full description at Econpapers || Download paper

  19. Optimality of a monetary union: New evidence from exchange rate misalignments in West Africa. (2013). Gnimassoun, Blaise ; Coulibaly, Issiaka.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:32:y:2013:i:c:p:463-482.

    Full description at Econpapers || Download paper

  20. Posición Externa de Largo Plazo y Tipo de Cambio Real de Equilibrio en Colombia.. (2012). Torres, Jhon ; Ojeda-Joya, Jair.
    In: Borradores de Economia.
    RePEc:bdr:borrec:745.

    Full description at Econpapers || Download paper

  21. Oil-Price Boom and Real Exchange Rate Appreciation: Is there Dutch Disease in the Cemac?. (2011). Trevino, Juan P.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/268.

    Full description at Econpapers || Download paper

  22. East African Community: Pre-conditions for an Effective Monetary Union. (2011). Durevall, Dick.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0520.

    Full description at Econpapers || Download paper

  23. Misalignments and Dynamics of Real Exchange Rates in the CFA Franc Zone. (2011). Damette, Olivier ; Coulibaly, Issiaka ; COUHARDE, Cécile.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2011-28.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-20 20:17:09 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.