The influence of interest rates on the exchange rate and exchange rate volatility

Article OPEN
Florin MAVRIS; Dumitru-Cristian OANEA;
(2014)
  • Journal: Theoretical and Applied Economics,volume XXI,issue Special June,pages246-257
  • Subject: exchange rate, interest rate, currency risk, repo rate, GARCH.

The dynamic of interest rates has been the subject of attention by both traders and researchers. We see in what manner different factors that depend on the actions of central banks that influence them by using a GARCH type model and we compare its performance with other... View more
  • References (33)
    33 references, page 1 of 4

    Athanasoglu, P., Delis, M. and Staikouras, C. (2006). Determinants of Bank Profitability in the South Eastern European Region. Munich Personal RePEc Archive, no. 10274

    Birchall, J. and Hammond, L. (2009). Resilience of the Cooperative Business Model in Time of Crisis. International Labor Organization, Geneva

    Feinberg, R. (2011). Role of credit unions in small local financial services markets. The Review of Economics and Statistics, vol. 83, no. 3, p. 560-563

    Fergunson, C. and McKillop, D.G. (1997). The strategic Development of Credit Unions. John Wiley, Chichester

    Fiordelisi, F. and Mare, D. S. (2013). Probability of default and efficiency in cooperative banking. Journal of International Financial Markets, Institutions and Money, no. 26, pp. 30-45

    Fuker, J. and Ward, A. M. (2012). Prudence and financial self-regulation in credit unions in Northern Ireland. The British Accounting Review, no. 44, pp. 221-234

    Goddard, J., Molyneux, P. and Wilson, J. (2004). The probability of European Banks: A cross- sectional and dynamic panel analysis. The Manchester School, vol. 72, no. 2, pp. 363-381

    Goddard, J. and Wilson, J. (2005). US credit unions: an empirical investigation of size, age and growth. Annals of Public and Cooperative Economics, vol. 76, no. 3, pp. 375-406

    Hesse, H. and Cihak, M. (2006). Cooperative banks and financial stability. Conference on “Public versus Private Ownership of Financial Institution”, Frankfurt

    Hosno, K., SaKai, K. and Tsuru, K. (2006). Consolidation of Cooperative Banks (Shinkin) in Japan: Motives and Consequences. Research Institute of Economy, Trade and Industry Discussion Paper Series, vol. 34

  • Metrics
    No metrics available
Share - Bookmark