IMF's reserves template and nominal exchange rate volatility
By: prepared by John Cady and Jesus Gonzalez-Garcia.
Contributors: Gonzalez-Garcia, Jesus.; International Monetary Fund. Statistics Dept.
Series: IMF working paper -- WP/06/274
Publisher: International Monetary Fund, Statistics Dept.
Published: 2006
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 22
Subjects: International Monetary Fund -- Econometric models.; Foreign exchange rates -- Econometric models.; Reserves (Accounting) -- Econometric models.; Debts, Public -- Econometric models.
Other titles: International Monetary Fund's reserves template and nominal exchange rate volatility
Description: The effects of the adoption of the IMF's International Reserves and Foreign Currency Liquidity Data Template on nominal exchange rate volatility are investigated for 48 countries. Estimation of panel data models indicates that nominal exchange rate volatility decreases following dissemination of reserves template data while the effects of indebtedness and reserve adequacy on volatility exhibit statistically significant changes.
Notes: Caption title.

"December 2006."

Includes bibliographical references (p. 22).

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