financial markets. These shocks differ in their induced comovements between exchange rates, interest rates, and quantities. A …

We estimate the effects of quantitative easing (QE) measures by the ECB and the Federal Reserve on the US dollar-euro … 2016 depreciated the euro vis-à-vis the US dollar by a 12%. Regarding transmission channels, we find that a relative QE … shock that expands the ECB's balance sheet relative to that of the Federal Reserve depreciates the US dollar-euro exchange …

We estimate the effects of quantitative easing (QE) measures by the ECB and the Federal Reserve on the US dollar-euro … 2016 depreciated the euro vis-à-vis the US dollar by a 12%. Regarding transmission channels, we find that a relative QE … shock that expands the ECB's balance sheet relative to that of the Federal Reserve depreciates the US dollar-euro exchange …

This paper studies the role of exchange rates and dollar invoicing in driving the dynamics of international trade flows …://ssrn.com/abstract=3153986' The Price, Real and Financial Effects of Exchange Rates …

US dollar exchange rates of both oil exporting and importing countries. We employ a flexible dependence switching copula … importing countries, we find that the oil price-exchange rate (per US dollar) dependence is mainly negative for oil exporting … upturn. Finally we find asymmetric spillover effects between oil prices and exchange rates in that the downside spillover …

This study examines the relationship between crude oil prices, US dollar exchange rates and thirty selected … results of the present study indicate that crude oil prices as well as US dollar exchange rates affect international … well as between US exchange rates and international agricultural prices …

reaction of interest rates to changes in exchange rates. This study comes up with unbiased estimates with heteroscedasticity …

bilateral US dollar exchange rates can have a significant impact on sovereign credit risk. In particular, a depreciation of the …More than 20 years after the Asian financial crisis, the region's continued high reliance on United States (US) dollar … domestic currency against the US dollar leads to a widening of the sovereign bond spread. This finding suggests a significant …

bilateral US dollar exchange rates can have a significant impact on sovereign credit risk. In particular, a depreciation of the …More than 20 years after the Asian financial crisis, the region’s continued high reliance on United States (US) dollar … domestic currency against the US dollar leads to a widening of the sovereign bond spread. This finding suggests a significant …