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The Euro/Dollar exchange rate: Chaotic or non-chaotic?

Federici, Daniela; Gandolfo, Giancarlo - 2011

econometrically estimated in continuous time with Euro/Dollar data and examined for the possible presence of chaotic motion. Our …

Persistent link: https://www.econbiz.de/10010274880

Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields

Caporale, Guglielmo Maria; Gil-Alana, Luis A.; Yaya, … - 2022

This paper analyses persistence and non-linearities in quarterly and monthly US Treasury 10-year bond yields over the period 1962-2021 using two different fractional integration approaches including Chebyshev polynomials and Fourier functions respectively. The results for both quarterly and...

Persistent link: https://www.econbiz.de/10013306037

Has the euro affected the choice of invoicing currency?

Ligthart, Jenny E.; Werner, Sebastian E. V. - 2010

We present a new approach to study empirically the effect of the introduction of the euro on currency invoicing. Our … home currency invoicing after the introduction of the euro. In addition, the euro as a vehicle currency has overtaken the … role of the US dollar in Norwegian imports. The econometric analysis shows a significant effect of euro introduction above …

Persistent link: https://www.econbiz.de/10010275698

Has the Euro Affected the Choice of Invoicing Currency?

Ligthart, Jenny E. - 2013

Persistent link: https://www.econbiz.de/10013094696

Global Investors, the Dollar, and U.S. Credit Conditions

Niepmann, Friederike - 2019

This paper documents that an appreciation of the U.S. dollar is associated with a reduction in the supply of commercial and industrial loans by U.S. banks. An increase in the broad dollar index by 2.5 points (one standard deviation) reduces U.S. banks’ corporate loan originations by 10...

Persistent link: https://www.econbiz.de/10012892284

Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets

Baruník, Jozef - 2019

We analyze total, asymmetric and frequency connectedness between oil and forex markets using high-frequency, intra-day data over the period 2007 - 2017. By employing variance decompositions and their spectral representation in combination with realized semivariances to account for asymmetric and...

Persistent link: https://www.econbiz.de/10012865701

Volatility transmission in emerging European foreign exchange markets

Bubák, Vít; Kocenda, Evézen; Zikes, Filip - 2010

This paper studies the dynamics of volatility transmission between Central European currencies and euro/dollar foreign … significant spillovers running from euro/dollar to the Central European foreign exchange markets. To measure the overall magnitude …

Persistent link: https://www.econbiz.de/10010270529

The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets

Liu, Emily - 2019

This paper shows that monetary policy and prudential policies interact. U.S. banks issue more commercial and industrial loans to emerging market borrowers when U.S. monetary policy eases. The effect is less pronounced for banks that are more constrained through the U.S. bank stress tests,...

Persistent link: https://www.econbiz.de/10012858696

Liberalization and Stock Market Co-Movement between Emerging Economies

Beine, Michel A. R.; Candelon, Bertrand - 2021

reforms which aim at opening these countries to trade and financial channels to the rest of the world. The estimation of time …

Persistent link: https://www.econbiz.de/10013316796

Exposure to the COVID-19 Stock Market Crash and its Effect on Household Expectations

Hanspal, Tobin - 2020

We survey a representative sample of US households to study how exposure to the COVID-19 stock market crash affects expectations and planned behavior. Wealth shocks are associated with upward adjustments of expectations about retirement age, desired working hours, and household debt, but have...

Persistent link: https://www.econbiz.de/10012835653

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