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Market volatility, monetary policy and the term premium
Mallick, Sushanta Kumar; Mohanty, M. S.; Zampolli, Fabrizio - 2017
Persistent link: https://www.econbiz.de/10011613347
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Gross capital flows by banks, corporates and sovereigns
Avdjiev, Stefan; Hardy, Bryan; Kalemli-Ozcan, Sebnem; … - 2018
Persistent link: https://www.econbiz.de/10011980074
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Passive funds affect prices: evidence from the most ETF-dominated asset classes
Todorov, Karamfil - 2021
This paper studies exchange-traded funds' (ETFs) price impact in the most ETF-dominated asset classes: volatility (VIX …) and commodities. I propose a modelindependent approach to replicate the VIX futures contract. This allows me to isolate a … non-fundamental component in VIX futures prices that is strongly related to the rebalancing of ETFs. To understand the …
Persistent link: https://www.econbiz.de/10012593276
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The cumulant risk premium
Kyle, Albert S.; Todorov, Karamfil - 2023
Persistent link: https://www.econbiz.de/10014414346
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Macroprudential policies in a commodity exporting economy : paper produced as part of the BIS Consultative Council for the Americas Research Network project "Incorporating financia...
González, Andrés; Hamann S., Franz A.; Rodríguez, Diego - 2015
Persistent link: https://www.econbiz.de/10011300758
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Inflation targeting and financial stability : providing policymakers with relevant information
Vredin, Anders - 2015
Persistent link: https://www.econbiz.de/10011300771
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The influence of monetary policy on bank profitability
Borio, Claudio E. V.; Gambacorta, Leonardo; Hofmann, Boris - 2015
Persistent link: https://www.econbiz.de/10011435840
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Managing price and financial stability objectives : what can we learn from the Asia-Pacific region?
Kim, So-yŏng; Mehrotra, Aaron N. - 2015
Persistent link: https://www.econbiz.de/10011437711
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International trade finance and the cost channel of monetary policy in open economies
Patel, Nikhil - 2016
Persistent link: https://www.econbiz.de/10011438938
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Financial intermediation and monetary policy transmission in EMEs : what has changed post-2008 crisis?
Mohanty, M. S.; Rishabh, Kumar - 2016
Persistent link: https://www.econbiz.de/10011439941