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Getting beyond carry trade : what makes a safe haven currency?
Habib, Maurizio Michael; Stracca, Livio - 2011
There is already a substantial literature documenting the fact that low yield currencies typically appreciate during times of global financial stress and behave as safe havens. The main objective of this paper is to find out what the fundamentals of safe haven currencies are. We analyse a large...
Persistent link: https://www.econbiz.de/10008901495
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Chinese monetary policy and the dollar peg
Reade, J. James; Volz, Ulrich - 2010
This paper investigates to what extent Chinese monetary policy is constrained by the dollar peg. To this end, we use a cointegration framework to examine whether Chinese interest rates are driven by the Fed's policy. In a second step, we estimate a monetary model for China, in which we include...
Persistent link: https://www.econbiz.de/10008796581
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Optimal reserve composition in the presence of sudden stops : the euro and the dollar as safe haven currencies
Beck, Roland (contributor); Rahbari, Ebrahim (contributor) - 2008
traditional portfolio objectives as debt to reserve ratios decrease. We empirically estimate optimal dollar and euro shares for 24 … reserve ratios, introducing transactions demand has a relatively modest effect. We also find that euro and dollar bonds act as … in Asia and Latin America, while the euro is a better hedge for sudden stops in Emerging Europe. We reproduce …
Persistent link: https://www.econbiz.de/10003782664
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The impact of banking and sovereign debt crisis risk in the eurozone on the euro/US dollar exchange rate
Eichler, Stefan - In: Applied financial economics 22 (2012) 13/15, pp. 1215-1232
Persistent link: https://www.econbiz.de/10009625379
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Backtesting the tail risk of VaR in holding US dollar
Wong, Woon K. - In: Applied financial economics 19 (2009) 4/6, pp. 327-337
Persistent link: https://www.econbiz.de/10003828498
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Does the US contagion risk affect foreign direct investment inflows in emerging economies?
Woraphon Yamaka; Paravee Maneejuk - 2022
Persistent link: https://www.econbiz.de/10014320179
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The IMF to the rescue : did the euro area benefit from the fund's experience in crisis fighting?
Dullien, Sebastian; Fritz, Barbara; Mühlich, Laurissa - 2016
’s handling of the euro crisis. We link models of multiple equilibria with the IMF's experience made in Latin American crises in …
Persistent link: https://www.econbiz.de/10011548057
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Technical analysis, trading volume and market efficiency : evidence from an emerging market
Antoniou, Antonios (contributor) - In: Applied financial economics 7 (1997) 4, pp. 361-365
Persistent link: https://www.econbiz.de/10001226982
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Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Hum, … - In: Applied financial economics 21 (2011) 13/15, pp. 997-1003
Persistent link: https://www.econbiz.de/10009317447
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Choice of currency in bond issuance and the international role of currencies
Siegfried, Nikolaus (contributor);  … - 2007
This paper investigates bond issuance of non-financial corporations in advanced economies during the period 1999-2003, attempting to understand motives for issuing in foreign currency, and determinants for the choice of currency. We consider the following influences on the currency choice when...
Persistent link: https://www.econbiz.de/10003554956