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isPartOf:"Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working papers"
~type:"book"
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Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
The North American journal of economics and finance : a journal of financial economics studies
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1
Bank foreign currency funding and currency markets : the case of Mexico post GFC
Bush, Georgia
-
2019
This paper examines the impact of foreign currency hedging demand on the foreign exchange market. First, the paper documents deviations from covered interest parity (CIP) for Mexico after the global financial crisis (GFC), and then it evaluates the effect of two variables in a regression-based...
Persistent link: https://www.econbiz.de/10012166177
Saved in:
2
Peso-Dollar forward market analysis : explaining arbitrage opportunities during the financial crisis
Hernández, Juan R.
-
2014
Using a vector error correction model I test whether shocks in the funding liquidity conditions in the U.S. and Europe separately explain deviations from the covered interest parity (CIP) between the U.S. Dollar and the Mexican Peso. I find that: (1) Apparent deviations from the CIP seem to be...
Persistent link: https://www.econbiz.de/10010370903
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3
Early warning systems with real-time data
Boonman, Tjeerd M.
;
Jacobs, Jan
;
Kuper, Gerard H.
; …
-
2017
Eastern European countries, distinguishing an
estimation
period 1990-2009 and a prediction period 2010-2014. We apply two …
Persistent link: https://www.econbiz.de/10011729115
Saved in:
4
Sovereign yield spreads in the EMU : crisis and structural determinants
Afonso, António
;
Leal, Frederico Silva
-
2017
Persistent link: https://www.econbiz.de/10011795241
Saved in:
5
Contagion in EU sovereign yield spreads
Afonso, António
;
Félix, Ana Catarina Ramos
-
2013
Persistent link: https://www.econbiz.de/10011554761
Saved in:
6
Sovereign risk, financial fragility and debt maturity
Bendjellal, Dallal
-
2022
Persistent link: https://www.econbiz.de/10013407623
Saved in:
7
Sovereign bond and CDS market contagion : a story from the Eurozone crisis
Bampinas, Georgios
;
Panagiōtidēs, Theodōros
; …
-
2023
Persistent link: https://www.econbiz.de/10014305835
Saved in:
8
Sovereign credit ratin mismatches
Afonso, António
;
Albuquerque, André
-
2017
Persistent link: https://www.econbiz.de/10011794884
Saved in:
9
Time variation and asymmetry in the world price of covariance risk : the implications for international diversification
Henry, Ólan Thomas John
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002134142
Saved in:
10
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
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