Similar Search Results

International investment positions and exchange rate dynamics

Binder, Michael; Offermanns, Christian J. - 2014

We revisit medium- to long-run exchange rate determination, focusing on the role of international investment positions. To do so, we make use of a new econometric framework accounting for conditional long-run homogeneity in heterogeneous dynamic panel data models. In particular, in our model the...

Persistent link: https://www.econbiz.de/10010414236

Dynamic effects of exchange rate changes in the Philippines in 1970-1980

Navarro, Susan S. - 1986

Persistent link: https://www.econbiz.de/10003529962

Financial globalization and exchange rates

Lane, Philip R. (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002527938

Real financial market exchange rates and capital flows

Gelman, Maria; Jochem, Axel; Reitz, Stefan - 2013

Foreign exchange rates and capital movements are expected to be closely related to each other as international capital markets become more and more integrated. To account for this fact we construct an index of real effective exchange rates as a weighted average of cross-country asset price...

Persistent link: https://www.econbiz.de/10010211958

Exchange rate volatility and cross-border travel : theory and empirics

Wisarut Suwanprasert - 2021

Persistent link: https://www.econbiz.de/10012605965

International capital flows, external assets and output volatility

Hoffmann, Mathias; Krause, Michael; Tillmann, Peter - 2014

average higher volatility of output growth (1) accumulated higher external assets in the long-run and (2) experienced more …

Persistent link: https://www.econbiz.de/10010433418

Cyclical investment behavior across financial institutions

Timmer, Yannick - 2016

This paper examines the investment behavior in debt securities across financial institutions with a particular focus on how they respond to price changes. For identification, we use security-level data from the German Microdatabase Securities Holdings Statistics. Our results suggest that banks...

Persistent link: https://www.econbiz.de/10011456487

Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate

Balaban, Ercan - 1999

Persistent link: https://www.econbiz.de/10001399838

The effect of exchange rate uncertainty on exports : a case study for Turkey

Özbay, Pınar - 1999

Persistent link: https://www.econbiz.de/10001374127

Macroeconomic stability and the real interest rate : a cross-country analysis

Groth, Charlotta; Zampolli, Fabrizio - 2010

that a rise in conditional consumption growth volatility relative to the rest of the world reduces the foreign exchange … relation between the volatility in consumption growth and the level of real interest rates relative to the world interest rate … rates and macroeconomic volatility, on the one hand, and macroeconomic volatility and the net foreign asset position, on the …

Persistent link: https://www.econbiz.de/10008695840