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Safe haven currencies
Ranaldo, Angelo; Söderlind, Paul - 2009
Persistent link: https://www.econbiz.de/10003835854
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Getting Beyond Carry Trade : What Makes a Safe Haven Currency?
Habib, Maurizio Michael - 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/10013131638
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Three sisters : the interlinkage between sovereign debt, currency and banking crises
Eijffinger, Sylvester C. W.; Karataş, Bilge - 2013
Persistent link: https://www.econbiz.de/10009734286
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Optimal Reserve Composition in the Presence of Sudden Stops : The Euro and the Dollar as Safe Haven Currencies
Beck, Roland - 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 elatively modest effect. We also find that euro and dollar bonds act as … sudden stops 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/10012771394
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Measuring Contagion Potential Among Sovereigns and Banks Using a Mixed-Cross-Section GVAR
Gross, Marco - 2013
This paper aims to illustrate how a Mixed-Cross-Section Global Vector Autoregressive (MCS-GVAR) model can be set up and solved for the purpose of forecasting and scenario simulation. The application involves two cross-sections: sovereigns and banks for which we model their credit default swap...
Persistent link: https://www.econbiz.de/10013078534
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Never say never : commentary on a policymaker's reflections
Obstfeld, Maurice - 2014
Persistent link: https://www.econbiz.de/10010342544
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Lessons unlearned? : corporate debt in emerging markets
Alfaro, Laura; Asis, Gonzalo; Chari, Anusha; Panizza, Ugo - 2017
Persistent link: https://www.econbiz.de/10011685128
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Currency depreciation and emerging market corporate distress
Bruno, Valentina G.; Shin, Hyun Song - 2018
Persistent link: https://www.econbiz.de/10012037851
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Financial fragility and the Keynesian multiplier
Kwaak, Christiaan van der; Wijnbergen, Sweder van - 2017
Persistent link: https://www.econbiz.de/10011787935
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Choice of Currency in Bond Issuance and the International Role of Currencies
Siegfried, Nikolaus - 2009
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/10012766990