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Jay C Shambaugh

Professor of Economics and International Affairs · George Washington University

Professor of Economics and International Affairs at George Washington University's Elliott School, working on macroeconomics and international economics, including exchange rate regimes, capital flows and cross-border policy transmission.

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Published Classic American Economic Review Published Mar 2010

Financial Exchange Rates and International Currency Exposures

Philip R Lane · Jay C Shambaugh

This paper builds a database of international currency exposures for a large panel of countries over 1990-2004 and uses it to construct financially-weighted exchange rate indices, showing that …

Exchange Rates International Finance Open Economy Macro Free Read ↗