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On the international financial architecture : insuring emerging markets
Caballero, Ricardo J. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002112957
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On the international financial architecture : insuring emerging markets
Caballero, Ricardo J. - 2003
Persistent link: https://www.econbiz.de/10001746710
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The impacts of global risk and US monetary policy on US Dollar exchange rates and excess currency returns
Bernoth, Kerstin; Herwartz, Helmut; Trienens, Lasse - 2023
We examine the causal relationship between US monetary policy shocks, exchange rates and currency excess returns for a sample of eight advanced countries over the period 1980M1 to 2022M11. We find that the dynamics of the US dollar exchange rate is the main driver of currency excess returns. The...
Persistent link: https://www.econbiz.de/10014305726
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Exchange rate volatility and the credit channel in emerging markets : a vertical perspective
Caballero, Ricardo J.; Krishnamurthy, Arvind - 2004
Persistent link: https://www.econbiz.de/10002101182
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Exchange rate volatility and the credit channel in emerging markets : a vertical perspective
Caballero, Ricardo J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002160482
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Financial integration without the volatility
Caballero, Ricardo J.; Cowan, Kevin - 2006
Persistent link: https://www.econbiz.de/10003473554
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Financial integration without the volatility
Caballero, Ricardo J. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003431339
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Measuring spot variance spillovers when (co)variances are time-varying : the case of multivariate GARCH models
Fengler, Matthias; Herwartz, Helmut - 2015
Persistent link: https://www.econbiz.de/10011717132
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Structural volatility in Argentina : a policy report
Caballero, Ricardo J. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001559640
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Macroeconomic volatility in Latin America : a view and three case studies
Caballero, Ricardo J. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001568231