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Essays on balance sheet effects and international capital markets
Pipat Luengnaruemitchai - 2004
Persistent link: https://www.econbiz.de/10003549654
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Volatility and liquidity in futures market
Locke, Peter R. - 1996
Persistent link: https://www.econbiz.de/10000962046
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Peso-Dollar forward market analysis : explaining arbitrage opportunities during the financial crisis
Hernández, Juan R. - 2014
Using a vector error correction model I test whether shocks in the funding liquidity conditions in the U.S. and Europe separately explain deviations from the covered interest parity (CIP) between the U.S. Dollar and the Mexican Peso. I find that: (1) Apparent deviations from the CIP seem to be...
Persistent link: https://www.econbiz.de/10010370903
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Hedging, selective hedging, or speculation? : evidence of the use of derivatives by Brazilian firms during the financial crisis
Rossi Júnior, José Luiz - In: Journal of multinational financial management 23 (2013) 5, pp. 415-433
Persistent link: https://www.econbiz.de/10010252367
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Bank foreign currency funding and currency markets : the case of Mexico post GFC
Bush, Georgia - 2019
This paper examines the impact of foreign currency hedging demand on the foreign exchange market. First, the paper … (ii) external foreign currency hedging demand. The main result is that both variables directly influenced CIP deviations …. These results suggest hedging demand can be an important factor in emerging economies’ foreign exchange forward markets …
Persistent link: https://www.econbiz.de/10012166177
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Financial instability, oligopolistic banking, and monetary growth
Jungblut, Stefan - In: Oxford economic papers 56 (2004) 3, pp. 513-538
Persistent link: https://www.econbiz.de/10002118817
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Financial integration through the interbank market : stability and welfare implications
Fecht, Falko; Grüner, Hans Peter - In: Financial development, integration and stability : …, (pp. 414-422). 2006
Persistent link: https://www.econbiz.de/10003428158
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Money, banking, and financial markets
Ball, Laurence M. - 2009
Persistent link: https://www.econbiz.de/10003859331
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Frictions in the interbank market and uncertain liquidity needs : implications for monetary policy implementation
Bucher, Monika; Hauck, Achim; Neyer, Ulrike - 2014 - [rev.]
This paper shows that depending on the distribution of banks' uncertain liquidity needs and on how monetary policy is implemented, frictions in the interbank market may reinforce the effectiveness of monetary policy. These frictions imply that with its lending and deposit facilities the central...
Persistent link: https://www.econbiz.de/10010384796
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Frictions in the interbank market and uncertain liquidity needs : implications for monetary policy implementation
Bucher, Monika; Hauck, Achim; Neyer, Ulrike - 2014
This paper shows that depending on the distribution of banks' uncertain liquidity needs and on how monetary policy is implemented, frictions in the interbank market may reinforce the effectiveness of monetary policy. The frictions imply that with its lending and deposit facilities the central...
Persistent link: https://www.econbiz.de/10010252806