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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

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

Bank bailouts and bank-sovereign risk contagion channels

Stângă, Irina M. - In: Journal of international money and finance 48 (2014), pp. 17-40

Persistent link: https://www.econbiz.de/10010464008

Modelling portfolio capital flows in a global framework : multilateral implications of capital controls

Boero, Gianna; Mandalinci, Zeyyad; Taylor, Mark P. - In: Journal of international money and finance 90 (2019), pp. 142-160

Persistent link: https://www.econbiz.de/10012132969

Living with the trilemma constraint : relative trilemma policy divergence, crises, and output losses for developing countries

Aizenman, Joshua; Itō, Hiro - In: Journal of international money and finance 49 (2014), pp. 28-51

Persistent link: https://www.econbiz.de/10010465192

Speculative attacks in a two-peg model

López-Suárez, Carlos Felipe; Razo-Garcia, Raul - In: Journal of international money and finance 70 (2017), pp. 234-256

Persistent link: https://www.econbiz.de/10011752325

Global monetary conditions versus country-specific factors in the determination of emerging market debt spreads

Dailami, Mansoor; Masson, Paul R.; Padou, Jean Jose - In: Journal of international money and finance 27 (2008) 8, pp. 1325-1336

Persistent link: https://www.econbiz.de/10003804897

Nonlinear dynamics in deviations from the law of one price : a broad-based empirical study

Sarno, Lucio; Taylor, Mark P.; Chowdhury, Ibrahim - In: Journal of international money and finance 23 (2004) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10001896351

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

Rose, Andrew - In: Journal of international money and finance 49 (2014), pp. 5-27

Persistent link: https://www.econbiz.de/10010465193

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