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Getting beyond carry trade : what makes a safe haven currency?
Habib, Maurizio M.; Stracca, Livio - In: Journal of international economics 87 (2012) 1, pp. 50-64
Persistent link: https://www.econbiz.de/10010220043
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Solving Global Financial Imbalances : A Plan for a World Financial Authority
Mirandola, Carlos Mauricio - 2013
This paper will propose a plan to reform international finance – the World Financial Authority (WFA) Plan. Under such a … effective, regaining traction and preventing contagion. A central instrument to this end is the creation of the World Financial … Unit (WFU), an international currency unit conceived as a synthetic security backed by reserves composed of currencies …
Persistent link: https://www.econbiz.de/10013095450
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Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - 2019
We analyze cyclical co-movement in credit, house prices, equity prices, and long-term interest rates across 17 advanced economies. Using a time-varying multi-level dynamic factor model and more than 130 years of data, we analyze the dynamics of co-movement at different levels of aggregation and...
Persistent link: https://www.econbiz.de/10011987786
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Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - 2019
The authors analyze cyclical co-movement in credit, house prices, equity prices, and long-term interest rates across 17 advanced economies. Using a time-varying multi-level dynamic factor model and more than 130 years of data, they analyze the dynamics of co-movement and compare recent...
Persistent link: https://www.econbiz.de/10011992406
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The impacts of global risk and US monetary policy on US Dollar exchange rates and excess currency returns
Bernoth, Kerstin; Herwartz, Helmut; Trienens, Lasse - 2023
We examine the causal relationship between US monetary policy shocks, exchange rates and currency excess returns for a … rate is the main driver of currency excess returns. The exchange rate is significantly affected by US monetary policy … significant part of the response of excess currency returns is also expected, suggesting a violation of the UIP. Focusing only on …
Persistent link: https://www.econbiz.de/10014305726
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The evolution of offshore renminbi trading : 2016 to 2019
Cheung, Yin-Wong; Grimm, Louisa; Westermann, Frank - 2020
affected by disputes with China, and is different from the diffusion behaviours of the offshore US dollar, euro, British pound …, and Japanese yen trading. …
Persistent link: https://www.econbiz.de/10012232928
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The evolution of offshore renminbi trading : 2016 to 2019
Cheung, Yin-Wong; Grimm, Louisa; Westermann, Frank - 2020
affected by disputes with China, and is different from the diffusion behaviours of the offshore US dollar, euro, British pound …, and Japanese yen trading. …
Persistent link: https://www.econbiz.de/10012234514
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The Meltdown of the Global Economy : A Keynes-Minsky Episode?
Sen, Sunanda - 2010
The enormity and pervasiveness of the global economic crisis that began in 2008 makes it relevant to analyze the circumstances that can explain this catastrophe. This will also provide clues to the appropriate remedial measures needed to prevent future occurrences of similar developments.The...
Persistent link: https://www.econbiz.de/10013137419
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Macroeconomic Resilience of Emerging Economies to Global Financial Conditions
Kang, Hyunju - 2015
This paper explores the macroeconomic resilience of emerging market economies (EMEs) to global financial conditions over time. For this purpose, we employ a time-varying parameter VAR model to analyze the non-constant effects of global financial shocks on EME aggregate variables. Based on the...
Persistent link: https://www.econbiz.de/10013010725
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Global Financial Cycles Since 1880
Potjagailo, Galina - 2020
With the aim to provide a detailed understanding of global financial cycles and their relevance over time, we analyse co-movement in credit, house prices, equity prices, and interest rates across 17 advanced economies over 130 years. Using a time-varying dynamic factor model, we observe global...
Persistent link: https://www.econbiz.de/10012832636