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

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Florin MAVRIS; Dumitru-Cristian OANEA;
  • 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
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