Similar Search Results - EconBiz

The pricing of subprime mortgage risk in good times and bad : evidence from the ABX.HE indices

Fender, Ingo; Scheicher, Martin - 2009

This paper investigates the market pricing of subprime mortgage risk on the basis of data for the ABX.HE family of indices, which have become a key barometer of mortgage market conditions during the recent financial crisis. After an introduction into ABX index mechanics and a discussion of...

Persistent link: https://www.econbiz.de/10003866554

A global hazard index for the world foreign exchange markets

Brousseau, Vincent; Scacciavillani, Fabio - 1999

Persistent link: https://www.econbiz.de/10004555304

Capital market development, corporate governance and the credibility of exchange rate pegs

Castrén, Olli; Takalo, Tuomas - 2000

Persistent link: https://www.econbiz.de/10001554426

The zero-interest-rate bound and the role of the exchange rate for monetary policy in Japan

Coenen, Günter (contributor); Wieland, Volker (contributor) - 2003

Persistent link: https://www.econbiz.de/10001762880

The rise of the yen vis-à-vis the ("synthetic") euro : is it supported by economic fundamentals?

Osbat, Chiara (contributor); Rüffer, Rasmus (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001762886

Productivity and the ("synthetic") euro-Dollar exchange rate

Schnatz, Bernd (contributor); Vijselaar, Focco (contributor) - 2003

Persistent link: https://www.econbiz.de/10001762888

Exchange rates and fundamentals

Engel, Charles (contributor); West, Kenneth D. (contributor) - 2003

Persistent link: https://www.econbiz.de/10001820873

Model uncertainty and the equilibrium value of the real effective euro exchange rate

Detken, Carsten (contributor) - 2002

Persistent link: https://www.econbiz.de/10001702798

Identifying the effects of monetary policy shocks on exchange rates using high frequency data

Faust, Jon (contributor) - 2002

Persistent link: https://www.econbiz.de/10001702816

Determinants of the euro real effective exchange rate : a BEER/PEER approach

Maeso-Fernandez, Francisco; Osbat, Chiara; Schnatz, Bernd - 2001

Persistent link: https://www.econbiz.de/10001636942

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