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Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets

Colavecchio, Roberta; Funke, Michael - 2009

Persistent link: https://www.econbiz.de/10003974943

Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets

Colavecchio, Roberta (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003525823

Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets

Colavecchio, Roberta; Funke, Michael - In: Journal of Asian economics 20 (2009) 2, pp. 174-196

Persistent link: https://www.econbiz.de/10003875047

Volatility Dependence Across Asia-Pacific Onshore and Offshore Currency Forwards Markets

Colavecchio, Roberta - 2009

displays considerable persistence. Our analysis provides evidence that the knock-on effects from China's currency forwards …

Persistent link: https://www.econbiz.de/10012718563

Monetary policy shocks and peer-to-peer lending in China

Funke, Michael; Li, Xiang; Tsang, Andrew - 2019

This paper studies monetary policy transmission in China's peer-to-peer lending market. Using spectral measures of … causality, we explore the impacts of Chinese monetary policy shocks on China's P2P market interest rates and lending amounts …

Persistent link: https://www.econbiz.de/10012161128

To Guide or Not to Guide? Quantitative Monetary Policy Tools and Macroeconomic Dynamics in China

Chen, Hongyi - 2017

This paper discusses the macroeconomic effects of China's informal banking regulatory tool “window guidance …

Persistent link: https://www.econbiz.de/10012954935

To Guide or Not to Guide? Quantitative Monetary Policy Tools and Macroeconomic Dynamics in China

Chen, Hongyi - 2019

This paper discusses the macroeconomic effects of China's informal banking regulatory tool “win-dow guidance …

Persistent link: https://www.econbiz.de/10012902223

Modelling the time-variation in euro area lending spreads

Blagov, Boris; Funke, Michael; Moessner, Richhild - 2015

Persistent link: https://www.econbiz.de/10011437574

Modelling the Time-Variation in Euro Area Lending Spreads

Blagov, Boris - 2015

Using a Markov-switching VAR with endogenous transition probabilities, we analyse what has triggered the interest rate pass-through impairment for Italy, Ireland, Spain and Portugal. We find that global risk factors have contributed to higher lending rates in Italy and Spain, problems in the...

Persistent link: https://www.econbiz.de/10013012171

Dynamic stochastic general equilibrium-based assessment of nonlinear macroprudential policies : evidence from Hong Kong

Funke, Michael; Paetz, Michael - In: Pacific economic review 23 (2018) 4, pp. 632-657

Persistent link: https://www.econbiz.de/10012165845

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