Concepedia

Risk, Monetary Policy, and the Exchange Rate

Gianluca Benigno, Pierpaolo Benigno, Salvatore Nisticò

NBER Macroeconomics Annual · 2012 · 71 citations · 29 references

Concepts

Social SciencesEconomicsFinancial EconomicsInternational FinanceMonetary EconomicsExchange Rate DeterminationExchange Rate PolicyExchange RatesFinancial RiskForeign Exchange RiskMonetary PolicyExchange Rate Regime VulnerabilityExchange Rate Risk ExposureExchange Rate Uncertainty

Abstract

where

References

29

Staggered prices in a utility-maximizing framework

Guillermo A. Calvo · Journal of Monetary Economics · 1983 · 7.4K citations

Business, Business Economics, Economics +10

The Impact of Uncertainty Shocks

Nicholas Bloom · Econometrica · 2009 · 5.7K citations

Social Sciences, Business Economics, Economics +16

The American Economic Review

American Economic Review · 2011 · 5.4K citations

Social Sciences, Economics, Macroeconomics +3

Estimating long-run relationships from dynamic heterogeneous panels

M. Hashem Pesaran, Ron Smith · Journal of Econometrics · 1995 · 5.4K citations

Business, Biostatistics, Causal Inference +11

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework

Larry G. Epstein, Stanley E. Zin · Econometrica · 1989 · 4.5K citations

Social Sciences, Economics, Finance +17