WorldCat Linked Data Explorer

Turtle N-Triple JSON-LD RDF/XML HTML Contact Us Home

http://worldcat.org/entity/work/id/794190

Relative price volatility under sudden stops the relevance of balance sheet effects

"Sudden Stops are associated with increased volatility in relative prices. We introduce a model based on information acquisition to rationalize this increased volatility. An empirical analysis of the conditional variance of the wholesale price to consumer price ratio using panel ARCH techniques confirms the relevance of Sudden Stops and potential balance-sheet effects as key determinants of relative-price volatility, where balance-sheet effects are captured by the interaction of a proxy for potential changes in the real exchange rate (linked to the degree of external leverage of the absorption of tradable goods) and a measure of domestic liability dollarization"--NBER website.

Open All Close All

type

about

author

contributor

creator

description

http://schema.org/description

  • ""Sudden Stops are associated with increased volatility in relative prices. We introduce a model based on information acquisition to rationalize this increased volatility. An empirical analysis of the conditional variance of the wholesale price to consumer price ratio using panel ARCH techniques confirms the relevance of Sudden Stops and potential balance-sheet effects as key determinants of relative-price volatility, where balance-sheet effects are captured by the interaction of a proxy for potential changes in the real exchange rate (linked to the degree of external leverage of the absorption of tradable goods) and a measure of domestic liability dollarization"--NBER website."@en
  • "Sudden Stops are associated with increased volatility in relative prices. We introduce a model based on information acquisition to rationalize this increased volatility. An empirical analysis of the conditional variance of the wholesale price to consumer price ratio using panel ARCH techniques confirms the relevance of Sudden Stops and potential balance-sheet effects as key determinants of relative-price volatility, where balance-sheet effects are captured by the interaction of a proxy for potential changes in the real exchange rate (linked to the degree of external leverage of the absorption of tradable goods) and a measure of domestic liability dollarization."

name

http://schema.org/name

  • "Relative price volatility under sudden stops: the relevance of balance sheet effects"
  • "Relative price volatility under sudden stops the relevance of balance sheet effects"@en
  • "Relative Price Volatility Under Sudden Stops the Relevance of Balance Sheet Effects"@en
  • "Relative price volatility under Sudden Stops : the relevance of balance sheet effects"
  • "Relative Price Volatility Under Sudden Stops : The Relevance of Balance Sheet Effects"
  • "Relative Price Volatility Under Sudden Stops The Relevance of Balance Sheet Effects"
  • "Relative price volatility under sudden stops : the relevance of balance sheet effects"
  • "Relative price volatility under sudden stops : the relevance of balance sheet effects"@en

workExample