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Does openness to trade make countries more vulnerable to sudden stops, or less? : Using gravity to establish causality
Cavallo, Eduardo A. (contributor);  … - 2007
Openness to trade is one factor that has been identified as determining whether a country is prone to sudden stops in capital inflows, crashes in currencies, or severe recessions. Some believe that openness raises vulnerability to foreign shocks, while others believe that it makes adjustment to...
Persistent link: https://www.econbiz.de/10003776337
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Does openness to trade make countries more vulnerable to sudden stops, or less? Using gravity to establish causality
Cavallo, Eduardo A.; Frankel, Jeffrey A. - 2007
Openness to trade is one factor that has been identified as determining whether a country is prone to sudden stops in capital inflows, crashes in currencies, or severe recessions. Some believe that openness raises vulnerability to foreign shocks, while others believe that it makes adjustment to...
Persistent link: https://www.econbiz.de/10010278282
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Sterilization of Money Inflows : Difficult (Calvo) or Easy (Reisen)?
Frankel, Jeffrey A. - 2007
Persistent link: https://www.econbiz.de/10012778574
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Determinants of agricultural and mineral commodity prices
Frankel, Jeffrey A.; Rose, Andrew - 2010
Persistent link: https://www.econbiz.de/10008701492
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Determinants of agricultural and mineral commodity prices
Frankel, Jeffrey A.; Rose, Andrew - In: Inflation in an era of relative price shocks : …, (pp. 9-59). 2010
Persistent link: https://www.econbiz.de/10008732091
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Excess capital flows and the burden of inflation in open economies
Desai, Mihir A.; Hines, James R. - In: The costs and benefits of price stability, (pp. 235-268). 1999
Persistent link: https://www.econbiz.de/10001462252
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International finance and macroeconomics
Frankel, Jeffrey A. - In: NBER reporter online (2015) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10011369698
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Are Option-Implied Forecasts of Exchange Rate Volatility Excessively Variable?
Wei, Shang-jin; Frankel, Jeffrey A. - 2021
Market participants' forecasts of future exchange rate volatility can be recovered from option contracts on foreign … currencies. Such implicit volatility forecasts for four currencies are used to test rational expectations jointly with the … version of market rationality: the market can correctly forecast the direction of the change in exchange rate volatility. This …
Persistent link: https://www.econbiz.de/10013242912
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Are Option-Implied Forecasts of Exchange Rate Volatility Excessively Variable?
Wei, Shang-Jin - 1991
Market participants' forecasts of future exchange rate volatility can be recovered from option contracts on foreign … currencies. Such implicit volatility forecasts for four currencies are used to test rational expectations jointly with the … version of market rationality: the market can correctly forecast the direction of the change in exchange rate volatility. This …
Persistent link: https://www.econbiz.de/10012475077
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Global Transmission of Interest Rates : Monetary Independence and Currency Regime
Frankel, Jeffrey A.; Schmukler, Sergio L.; Servén, Luis - 2004
to international capital movements and developing economies' increased financial integration with the rest of the world …
Persistent link: https://www.econbiz.de/10014153762