• Graduate program
  • Research
  • Summer School
  • Events
    • Summer School
      • Applied Public Policy Evaluation
      • Deep Learning
      • Economics of Blockchain and Digital Currencies
      • Economics of Climate Change
      • Foundations of Machine Learning with Applications in Python
      • From Preference to Choice: The Economic Theory of Decision-Making
      • Gender in Society
      • Machine Learning for Business
      • Sustainable Finance
      • Tuition Fees and Payment
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • 16th Tinbergen Institute Annual Conference
    • Annual Tinbergen Institute Conference
  • News
  • Alumni
  • Magazine

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
Download here