Showing 1 - 5 of 5
This study analyzes the impact of the COVID-19 pandemic on exchange rates based on a comprehensive set of survey forecasts for more than 50 currency pairs. At the first stage, we assess whether the policy to manage the COVID-19 pandemic affects the expected path of exchange rates over the medium...
Persistent link: https://www.econbiz.de/10012818059
expectations regarding GDP growth, inflation, interest rates, and current accounts. Our empirical findings show that fundamentals … relative to the US leads to an expected appreciation of the domestic currency while higher relative inflation expectations lead …
Persistent link: https://www.econbiz.de/10012990178
This paper provides a global analysis of capital flow impacts on GDP for selected emerging economies. As additional control variables, we also include currency reserves and effective exchange rates in our analysis. We distinguish between gross and net capital flows and also assess the impact of...
Persistent link: https://www.econbiz.de/10011776962
This paper contributes to the literature by assessing expectation effects from monetary policy for the G7 economies. We consider a sample period running from 1995M1 to 2016M6 based on a panel VAR framework, which accounts for international spillovers and time-variation. Relying on a broad set of...
Persistent link: https://www.econbiz.de/10011806725
inflation uncertainty among forecasters are both negatively related to gold. …
Persistent link: https://www.econbiz.de/10011776948