06-086/2 - Large Swings in Currencies driven by Fundamentals

• Authors
  Phornchanok Cumperayot, Chulalongkorn University; Casper G. de Vries, Erasmus Universiteit Rotterdam
• Publication date
  October 6, 2006

• Keywords
  exchange rates; fundamentals; fat-tailed distributions
• JEL
  E44; F31