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Long-run determinants of sovereign yields
Afonso, António; Rault, Christophe - 2010
and external imbalances and inflation as relevant determinants of sovereign yields. -- long-term yields ; panel …
Persistent link: https://www.econbiz.de/10008653417
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On the impact of oil prices on sectoral inflation : evidence from world's top oil exporters and importers
Ben Salem, Leila; Nouira, Ridha; Rault, Christophe - 2024
This paper investigates the impact of oil price variations on sectoral inflation for a sample of 10 top oil importing … price on inflation tends to change across sectors and countries. Second, the inflationary effects of variations in oil …
Persistent link: https://www.econbiz.de/10014451998
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On the exchange rate and economic policy uncertainty nexus : a panel VAR approach for emerging markets
Abid, Abir; Rault, Christophe - 2020
We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR perspective used for the first time in this context. Focusing on Emerging Market Economies (EME), our noteworthy findings postulate that (a) both home and foreign EPU shocks...
Persistent link: https://www.econbiz.de/10012195928