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Common Volatility Trends in the Central and Eastern European Currencies and the Euro.
Pramor, Marcus - 2006
Intro -- Contents -- I. INTRODUCTION -- II. METHODOLOGY AND DATA -- III. VOLATILITY DYNAMICS IN CENTRAL AND EASTERN …
Persistent link: https://www.econbiz.de/10012691001
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Exchange-Rate Swings and Foreign Currency Intervention
Filardo, Andrew - 2022
This paper develops a new approach for exploring the effectiveness of foreign currency intervention, focusing on real exchange cycles. Using band spectrum regression methods, it examines the role of macroeconomic fundamentals in determining the equilibrium real exchange rate at short-, medium-,...
Persistent link: https://www.econbiz.de/10015060245
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FX funding risks and exchange rate volatility : Korea’s case
Ree, Jack Joo K.; Yoon, Kyoungsoo; Park, Hail - 2012
This paper examines how exchange rate volatility and Korean banks' foreign exchange liquidity mismatches interacted …
Persistent link: https://www.econbiz.de/10009679020
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Global Volatility and Forex Returns in East Asia
Kalra, Sanjay - 2008
During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian … increase in mature market equity volatility generated an exchange rate depreciation of up to ½ percent. This sensitivity rose …
Persistent link: https://www.econbiz.de/10012677655
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IMF's Reserves Template and Nominal Exchange Rate Volatility.
Cady, John - 2006
Persistent link: https://www.econbiz.de/10012690966
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Dollar Exchange Rate volatility and Productivity Growth in Emerging Markets: Evidence from Firm Level Data
Eklou, Kodjovi - 2023
This paper examines the impact of Dollar exchange rate volatility on firm productivity in Emerging Markets economies … volatility reduces firm productivity growth. Exploring channels, its finds that the results are driven by countries with low … impact on firm productivty. Further, exploiting firm level data, the paper shows that dollar exchange rate volatility …
Persistent link: https://www.econbiz.de/10015059411
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Transmission of Liquidity Shocks : Evidence from the 2007 Subprime Crisis
Hesse, Heiko - 2008
We examine the linkages between market and funding liquidity pressures, as well as their interaction with solvency issues surrounding key financial institutions during the 2007 subprime crisis. A multivariate GARCH model is estimated in order to test for the transmission of liquidity shocks...
Persistent link: https://www.econbiz.de/10014409053
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Peru : monetary and exchange rate policies, 1930 – 1980
Pastor, Gonzalo - 2012
This paper reviews monetary and exchange rate policies in Peru in 1930-80. The review covers major transformations to the world economy, including the post-1929 crash and WWII, and changing economic paradigms, such as the collapse of the gold standard and the rise and fall of the Bretton Woods...
Persistent link: https://www.econbiz.de/10009618509
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The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis
Hesse, Heiko - 2009
This paper provides evidence that central bank interventions had a statistically significant impact on easing stress in unsecured interbank markets during the first phase of the subprime crisis which began in July 2007. Extraordinary liquidity provisions, such as the Term Auction Facility by the...
Persistent link: https://www.econbiz.de/10012677877
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Revised System for the Classification of Exchange Rate Arrangements
Kokenyne, Annamaria - 2009
Since 1998, the staff of the International Monetary Fund has published a classification of countries' de facto exchange rate arrangements. Experience in operating this classification system has highlighted a need for changes. The present paper provides information on revisions to the system in...
Persistent link: https://www.econbiz.de/10012677881