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Monetary and financial perspectives on retail CBDC in the Thai context
Thitima Chucherd; Chanokkarn Mek-yong; Nalin Nookhwun; … - 2021
Persistent link: https://www.econbiz.de/10012605800
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Vehicle currency pricing and exchange rate pass-through
Chen, Natalie; Chung, Wanyu; Novy, Dennis - 2019
Persistent link: https://www.econbiz.de/10012016788
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On the volatility of cryptocurrencies
Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2022
Persistent link: https://www.econbiz.de/10012938838
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Monetary policy and Bitcoin
Karau, Sören - 2021
Bitcoin was conceptualized in response to perceived shortcomings in the monetary and financialsystem, not only related to large financial institutions but also to discretionary decision makingin monetary policy. Using high-frequency data and a weekly proxy VAR model, I study theimpact of...
Persistent link: https://www.econbiz.de/10012671254
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A principal component-guided sparse regression approach for the determination of bitcoin returns
Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2020
Persistent link: https://www.econbiz.de/10012152311
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Banking crises under a Central Bank Digital Currency (CBDC)
Bitter, Lea - 2023
One of the main concerns associated with central bank digital currencies (CBDC) is the disintermediating effect on the banking sector in general, and the risk of bank runs in times of crisis in particular. This paper examines the implications of an interest-bearing CBDC on banking crises in a...
Persistent link: https://www.econbiz.de/10014495919
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Exchange rate volatility and cross-border travel : theory and empirics
Wisarut Suwanprasert - 2021
Persistent link: https://www.econbiz.de/10012605965
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Dynamic distributive effects of money stock changes in a three-country world model under flexible exchange rate regimes
Aoki, Masanao - 1981
Persistent link: https://www.econbiz.de/10000333424
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Macroeconomic stability and the real interest rate : a cross-country analysis
Groth, Charlotta; Zampolli, Fabrizio - 2010
We construct a measure of the short-term world interest rate using principal component analysis. Drawing on real … interest rate data for 18 OECD countries for the period 1985 - 2008, persistent deviations from the world interest rate that … that a rise in conditional consumption growth volatility relative to the rest of the world reduces the foreign exchange …
Persistent link: https://www.econbiz.de/10008695840
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Point, interval and density forecasts of exchange rates with time-varying parameter models
Abbate, Angela; Marcellino, Massimiliano - 2016
We explore whether modelling parameter time variation improves the point, interval and density forecasts of nine major exchange rates vis-a-vis the US dollar over the period 1976-2015. We find that modelling parameter time variation is needed for an accurate calibration of forecast confidence...
Persistent link: https://www.econbiz.de/10011489395