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Home currency issuance in international bond markets

Hale, Galina; Jones, Peter C.; Spiegel, Mark - In: Journal of international economics 122 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012588175

Getting beyond carry trade : what makes a safe haven currency?

Habib, Maurizio M.; Stracca, Livio - In: Journal of international economics 87 (2012) 1, pp. 50-64

Persistent link: https://www.econbiz.de/10010220043

Global monetary integration : a conference sponsored by the Federal Reserve Bank of Cleveland, June 1 - 3, 2000

Humpage, Owen F. (contributor) - 2001

Persistent link: https://www.econbiz.de/10001580595

Sovereign default, exit and contagion in a monetary union

Eijffinger, Sylvester C. W.; Kobielarz, Michał; Uras, Burak - In: Journal of international economics 113 (2018), pp. 1-19

Persistent link: https://www.econbiz.de/10012037919

Testing CAPM with a large number of assets

Pesaran, M. Hashem; Yamagata, Takashi - 2012

This paper is concerned with testing the time series implications of the capital asset pricing model (CAPM) due to Sharpe (1964) and Lintner (1965), when the number of securities, N, is large relative to the time dimension, T, of the return series. In the case of cross-sectionally correlated...