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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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Financial crises and the dynamic linkages between stock and bond returns
Eraslan, Sercan; Ali, Faek Menla - 2017
This paper investigates the dynamic linkages in terms of the first and second moments between stock and bond returns, within a wide range of advanced economies, over the different phases of the recent financial crisis. The adopted empirical framework is a bivariate volatility model, where...
Persistent link: https://www.econbiz.de/10011663407
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US banks, crises, and bailouts : from Mexico to LTCM
Kho, Bong-Chan; Lee, Dong; Stulz, René M. - In: The American economic review 90 (2000) 2, pp. 28-31
Persistent link: https://www.econbiz.de/10001502537
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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. …
Persistent link: https://www.econbiz.de/10010433356
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Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
Balaban, Ercan - 1999
Persistent link: https://www.econbiz.de/10001399838
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US trade policy and the US dollar
Khalil, Makram; Strobel, Felix - 2021
We investigate the extent to which the effect of the 2018/2019 US import tariff hikes on US (post-tariff) import prices was offset by the concurrent appreciation of the US dollar and trace the source of the appreciation back to US trade policy itself. The dollar response to trade policy...
Persistent link: https://www.econbiz.de/10012792730
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Estimating sovereign default risk
Bi, Huixin; Traum, Nora - In: The American economic review 102 (2012) 3, pp. 161-166
Persistent link: https://www.econbiz.de/10009705245
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Government debt spillovers and creditworthiness in a Federation
Landon, Stuart - 1999
Persistent link: https://www.econbiz.de/10013428255
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Climate policy induced investments in developing countries : the implications of investment risks
Böhringer, Christoph - 2002
Persistent link: https://www.econbiz.de/10013428546
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A distribution-free test for outliers
Candelon, Bertrand; Metiu, Norbert - 2013
Determining whether a data set contains one or more outliers is a challenge commonly faced in applied statistics. This paper introduces a distribution-free test for multiple outliers in data drawn from an unknown data generating process. Besides, a sequential algorithm is proposed in order to...
Persistent link: https://www.econbiz.de/10009695964