Narrow search
Showing 1 - 10 of 20,060
Cover Image
Exchange rates and the information channel of monetary policy
Holtemöller, Oliver; Kriwoluzky, Alexander; Kwak, Boreum - 2020
We disentangle the effects of monetary policy announcements on real economic variables into an interest rate shock … component and a central bank information shock component. We identify both components using changes in interest rate futures and … that a contractionary interest rate shock appreciates the dollar, increases the excess bond premium, and leads to a decline …
Persistent link: https://www.econbiz.de/10012301353
Cover Image
A tale of two global monetary policies
Miranda-Agrippino, Silvia; Nenova, Tsvetelina - 2021
Persistent link: https://www.econbiz.de/10012609399
Cover Image
The changing international transmission of US monetary policy shocks : is there evidence of contagion effect on OECD countries
Kazi, Irfan Akbar; Wagan, Hakimzadi; Akbar, Farhan - In: Economic modelling 30 (2013), pp. 90-116
Persistent link: https://www.econbiz.de/10009703715
Cover Image
Economic spillovers from the euro area to the CESEE region via the financial channel : a GVAR approach
Backé, Peter; Feldkircher, Martin; Slačik, Tomáš - In: Focus on European economic integration (2013) 4, pp. 50-64
Persistent link: https://www.econbiz.de/10010211285
Cover Image
Finance and synchronization
Cesa-Bianchi, Ambrogio; Imbs, Jean; Saleheen, Jumana - 2016
Persistent link: https://www.econbiz.de/10011557397
Cover Image
Finance and synchronization
Cesa-Bianchi, Ambrogio; Imbs, Jean; Saleheen, Jumana - 2016
Persistent link: https://www.econbiz.de/10012171854
Cover Image
Monetary policies, exchange rate pass-through and prices in Asian economies : a long and short-run analysis
Yazdani, Mehdi - In: Iranian economic review : journal of University of Tehran 22 (2018) 4, pp. 1034-1064
Persistent link: https://www.econbiz.de/10012152398
Cover Image
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu; Qi, Zikang; Huang, Jianglu - In: Economic modelling 120 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Cover Image
The Linkage between Sovereign Defaults and Exchange Rate Shocks in the Eurozone : A Measure for Systemic Risk
Omachel, Marcel - 2015
We propose a simple method for measuring systemic sovereign credit risk in the Eurozone by linking sovereign defaults to currency shocks. The framework rests on the assumption that systemic sovereign credit risk is high when sovereign defaults induce large shocks to the Euro currency market. We...
Persistent link: https://www.econbiz.de/10013032120
Cover Image
Restrictive policy to curb capital flows volatility
Zehri, Chokri - In: Journal of international commerce, economics and policy 12 (2021) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10012650961