The impact of G-3 exchange rate volatility on currency stability in developing countries and regions

被引：0
|
作者：
Li, P [1 ]
机构：
[1] Shandong Univ Technol, Sch Econ, Shandong 255049, Peoples R China
来源：
Proceedings of the 2005 International Conference on Management Science & Engineering (12th), Vols 1- 3 | 2005年
关键词：
developing countries; G-3 exchange rate volatility; impulse response analysis; variance decomposition;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The paper adopts impulse response analysis and variance decomposition in investigating the impact of G-3 exchange-rate volatility on currency stability in more than 100 developing countries from December 1996 to July 2003. The study shows that G-3 exchange rate volatility has great impact on developing countries' currency stability. Their interactions mainly rely on G-3 exchange rate volatility, the exchange rate regime of the developing world and the tight relations between G-3 currencies.
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页码：2115 / 2121
页数：7
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