A Risk-based Theory of Exchange Rate Stabilization

DOI10.1093/RESTUD/RDAC038MaRDI QIDQ6104786zbMATH OpenFDO

Authors Tarek A. Hassan, Thomas M. Mertens

Publication date 28 June 2023

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/RESTUD/RDAC038

zbMATH Keywords

currency returnsexchange rate stabilizationfixed exchange ratemanaged floatuncovered interest parity

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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(13)

• Balance sheets, exchange rate policy, and welfare
• Exchange rate risk and interest rate: A case study for Turkey
• Political stability and the effectiveness of currency based macro Prudential measures
• On the relevance of exchange rate regimes for stabilization policy
• Uncertainty, flexible exchange rates, and agglomeration
• The macroeconomic theory of exchange rate crises
• A joint test of risk premia in exchange rates and rational expectations
• International liquidity and exchange rate dynamics
• Exchange rate policies at the zero lower bound
• Exchange rate exposure and firm dynamics
• The macroeconomic consequences of exchange rate depreciations
• Trade wars, nominal rigidities, and monetary policy
• On exchange-rate stabilization

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