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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

Asymmetry in forward exchange rate bias : a puzzling result

Wu, Yangru - In: Economics letters 50 (1996) 3, pp. 407-411

Persistent link: https://www.econbiz.de/10001197787

Vehicle currency pricing and exchange rate pass-through

Chen, Natalie; Chung, Wanyu; Novy, Dennis - 2019

Persistent link: https://www.econbiz.de/10012016788

Testing efficient market hypothesis for the dollar-sterling gold standard exchange rate 1890 - 1906 : MLE with double truncation

Goldman, Elena - In: Economics letters 69 (2000) 3, pp. 253-259

Persistent link: https://www.econbiz.de/10001525548

On the effectiveness of foreign exchange reserves during the 2021-22 U.S. monetary tightening cycle

Ahmed, Rashad; Aizenman, Joshua; Saadaoui, Jamel; … - In: Economics letters 233 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014506019

Carry funding and safe haven currencies : a threshold regression approach

Hossfeld, Oliver; MacDonald, Ronald - 2014

the estimation results, two currencies, the Swiss franc and (to a lesser extent) the US dollar qualify as safe haven … currencies, and the euro serves as a hedge currency. Results for the yen support its role as a carry funding vehicle, but not … analysis of bilateral euro-based exchange rates, given the euro’s prominent role during the euro area sovereign debt crisis. …