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  Citation Number 2
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KÜÇÜK AÇIK EKONOMİLERDE DÖVİZ KURU İLE FAİZ ORANI ARASINDAKİ OYNAKLIK DEĞİŞ-TOKUŞUNUN KESTİRİMİ: HONG KONG ÖRNEĞİ
2014
Journal:  
Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi
Author:  
Abstract:

Abstract enThis study aims to ascertain the policy choice between the fixed and the flexible exchange rate regimes by empirically investigating whether eliminating the volatiliy in exchange rates increases volatility in interest rates. This volatility trade off hypothesis is tested for Hong Kong through a bivariate generalized autoregressive conditional heteroskedastic (GARCH) model. Splitting the data into pre-crisis, post-crisis and crisis-included periods, the analysis ended up with different findings. While the pre-crisis and post-crisis periods implied a trade-off between exchange rate and interest rate volatilities, the 1991-2003 period exhibited a positive relationship between exchange rate and interest rate movements contrary to the trade-off hypothesis

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Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi

Field :   Sosyal, Beşeri ve İdari Bilimler

Journal Type :   Uluslararası

Metrics
Article : 167
Cite : 433
2023 Impact : 0.444
Details
Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi