Showing 1 - 10 of 279
economies (EMEs) on configurations between the US dollar, the euro and the yen. Given the difficulty that fixed or managed US … have a statistically but also an economically significant impact on the euro, and to a lesser extent the yen against the US … paper is to analyse the market impact on major currency pairs of official statements made by EME policy-makers about their …
Persistent link: https://www.econbiz.de/10003825947
economies (EMEs) on configurations between the US dollar, the euro and the yen. Given the difficulty that fixed or managed US … have a statistically but also an economically significant impact on the euro, and to a lesser extent the yen against the US … paper is to analyse the market impact on major currency pairs of official statements made by EME policy-makers about their …
Persistent link: https://www.econbiz.de/10012749953
force in world capital markets, although the importance of EU monetary policy decisions has been increasing and a Euro bloc … the "Possible Duality" hypothesis, i.e. whether countries with more flexible currency regimes are indeed able to exert …
Persistent link: https://www.econbiz.de/10013320230
economies (EMEs) on configurations between the US dollar, the euro and the yen. Given the difficulty that fixed or managed US … have a statistically but also an economically significant impact on the euro, and to a lesser extent the yen against the US … paper is to analyse the market impact on major currency pairs of official statements made by EME policy-makers about their …
Persistent link: https://www.econbiz.de/10011605019
have experienced substantially larger currency depreciations during the crisis overall, and to US shocks in particular …
Persistent link: https://www.econbiz.de/10013159289
moving the US dollar, yen and euro in the intended direction at horizons of up to three months after G7 meetings, but not at …
Persistent link: https://www.econbiz.de/10011604998
We analyze the transmission of the financial crisis of 2007 to 2009 to 415 country-industry equity portfolios. We use a factor model to predict crisis returns, defining unexplained increases in factor loadings and residual correlations as indicative of contagion. While we find evidence of...
Persistent link: https://www.econbiz.de/10010229208
euro and the Chinese renminbi (RMB). It focuses on what we call China's “dominance hypothesis”, i.e. whether the renminbi … is already the dominant currency in Asia, exerting a large influence on exchange rate and monetary policies in the region … the RMB has become a key driver of currency movements in emerging Asia since the mid-2000s, and even more so since the …
Persistent link: https://www.econbiz.de/10013119934
moving the US dollar, yen and euro in the intended direction at horizons of up to three months after G7 meetings, but not at …
Persistent link: https://www.econbiz.de/10003794160