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1
Carry
Koijen, Ralph
;
Moskowitz, Tobias J
;
Pedersen, Lasse Heje
; …
-
C.E.P.R. Discussion Papers
-
2013
, and volatility risks, its performance presents a challenge to asset
pricing
models. …
Persistent link: https://www.econbiz.de/10011083673
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2
Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
Bacchetta, Philippe
;
van Wincoop, Eric
-
C.E.P.R. Discussion Papers
-
2003
Empirical evidence shows that macroeconomic fundamentals have little explanatory power for nominal exchange rates. On the other hand, the recent ‘microstructure approach to exchange rates’ has shown that most exchange rate volatility at short to medium horizons is related to order flows....
Persistent link: https://www.econbiz.de/10005662225
Saved in:
3
Stories of the Twentieth Century for the Twenty-First
Gourinchas, Pierre-Olivier
;
Obstfeld, Maurice
-
C.E.P.R. Discussion Papers
-
2011
A key precursor of twentieth-century financial crises in emerging and advanced economies alike was the rapid buildup of leverage. Those emerging economies that avoided leverage booms during the 2000s also were most likely to avoid the worst effects of the twenty-first century’s first global...
Persistent link: https://www.econbiz.de/10009201122
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4
International Debt Deleveraging
Fornaro, Luca
-
C.E.P.R. Discussion Papers
-
2015
This paper provides a framework to understand debt deleveraging in a group of financially integrated countries. During an episode of international deleveraging, world consumption demand is depressed and the world interest rate is low, reflecting a high propensity to save. If exchange rates are...
Persistent link: https://www.econbiz.de/10011196040
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5
Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis
Rose, Andrew K
;
Spiegel, Mark
-
C.E.P.R. Discussion Papers
-
2011
While the global financial crisis was centered in the United States, it led to a surprising appreciation in the dollar, suggesting global dollar illiquidity. In response, the Federal Reserve partnered with other central banks to inject dollars into the international financial system. Empirical...
Persistent link: https://www.econbiz.de/10009293988
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6
External Liabilities and Crises
Catão, Luis A. V.
;
Milesi-Ferretti, Gian Maria
-
C.E.P.R. Discussion Papers
-
2014
We examine the determinants of external crises, focusing on the role of foreign liabilities and their composition. Using a variety of statistical tools and comprehensive data spanning 1970-2011, we find that the ratio of net foreign liabilities to GDP is a significant crisis predictor. This is...
Persistent link: https://www.econbiz.de/10011083620
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7
The
Pricing
of Sovereign Risk and Contagion during the European Sovereign Debt Crisis
Beirne, John
;
Fratzscher, Marcel
-
C.E.P.R. Discussion Papers
-
2012
-crisis period for European economies, suggesting that the market
pricing
of sovereign risk may not have been fully reflecting …
Persistent link: https://www.econbiz.de/10011084109
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8
On Keeping Your Powder Dry: Fiscal Foundations of Financial and Price Stability
Obstfeld, Maurice
-
C.E.P.R. Discussion Papers
-
2013
Banking systems have rapidly grown to a point where for many countries bank assets amount to multiples of GDP. As a consequence, government’s capacity to provide stability-enhancing fiscal guarantees against systemic crises can no longer be taken for granted. As regulation of dynamic financial...
Persistent link: https://www.econbiz.de/10011084186
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9
Capital Controls and Recovery from the Financial Crisis of the 1930s
Mitchener, Kris
;
Wandschneider, Kirsten
-
C.E.P.R. Discussion Papers
-
2014
We examine the first widespread use of capital controls in response to a global or regional financial crisis. In particular, we analyze whether capital controls mitigated capital flight in the 1930s and assess their causal effects on macroeconomic recovery from the Great Depression. We find...
Persistent link: https://www.econbiz.de/10011084261
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10
Gambling for resurrection in Iceland: the rise and fall of the banks
Baldursson, Fridrik Mar
;
Portes, Richard
-
C.E.P.R. Discussion Papers
-
2013
We examine the evolution of the Icelandic banking sector in its macroeconomic environment. The story culminates in the crisis of October 2008, when all three major banks in Iceland collapsed in three successive days. The country is still struggling to cope with the consequences. The paper...
Persistent link: https://www.econbiz.de/10011084274
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