Narrow search
Showing 1 - 10 of 587
Cover Image
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
Cover Image
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
Cover Image
IMF's Reserves Template and Nominal Exchange Rate Volatility.
Cady, John - 2006
Persistent link: https://www.econbiz.de/10012690966
Cover Image
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
Cover Image
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
Cover Image
Czech Koruna and Polish Zloty; Spot and Currency Option Volatility Patterns
Morales, Armando Méndez - International Monetary Fund (IMF) - 2001
the global currency market. However, exchange rate volatility patterns differ: Lower volatility is observed for the koruna … reflected in the behavior of their implied volatility. …
Persistent link: https://www.econbiz.de/10005826189
Cover Image
Exchange Rate Risk Measurement and Management; Issues and Approaches for Firms
Papaioannou, Michael G. - International Monetary Fund (IMF) - 2006
Measuring and managing exchange rate risk exposure is important for reducing a firm's vulnerabilities from major exchange rate movements, which could adversely affect profit margins and the value of assets. This paper reviews the traditional types of exchange rate risk faced by firms, namely...
Persistent link: https://www.econbiz.de/10005825991
Cover Image
Hedging Foreign Exchange Risk in Chile; Markets and Instruments
Chan-Lau, Jorge A. - International Monetary Fund (IMF) - 2005
Policy makers have expressed interest in fostering the development of local foreign exchange derivatives markets with a view to reducing risks arising from currency mismatches between assets and liabilities in the corporate sector. This paper assesses foreign exchange exposure in the corporate...
Persistent link: https://www.econbiz.de/10005599533
Cover Image
The International Diversification Puzzle when Goods Prices Are Sticky; It's Really About Exchange-Rate Hedging, not Equity Portfolios
Matsumoto, Akito; Engel, Charles - International Monetary Fund (IMF) - 2009
This paper develops a two-country monetary DSGE model in which households choose a portfolio of home and foreign equities, and a forward position in foreign exchange. Some nominal goods prices are sticky. Trade in these assets achieves the same allocations as trade in a complete set of nominal...
Persistent link: https://www.econbiz.de/10005599743
Cover Image
How effective is monetary transmission in low-income countries? : a survey of the empirical evidence
Mishra, Prachi; Montiel, Peter - 2012
This paper surveys the evidence on the effectiveness of monetary transmission in low-income countries. It is hard to come away from this review with much confidence in the strength of monetary transmission in such countries. We distinguish between the ""facts on the ground"" and ""methodological...
Persistent link: https://www.econbiz.de/10009618588