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U.S. dollar swap yields : an analysis of the dynamics of monthly changes
Akram, Tanweer; Mamun, Khawaja Abdullah al - In: Journal of economic issues 57 (2023) 2, pp. 522-531
Persistent link: https://www.econbiz.de/10014445024
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How the Federal Reserve's Central Bank Swap Lines have Supported U.S. Corporate Borrowers in the Leveraged Loan Market
McCrone, Annie; Meisenzahl, Ralf; Niepmann, Friederike; … - 2020
The cost of borrowing U.S. dollars through foreign exchange (FX) swap markets increased significantly in the beginning … deviations narrowed again when the Federal Reserve expanded its swap lines to support U.S. dollar liquidity globally—by enhancing … and extending its swap facility with foreign central banks and introducing the new temporary Foreign and International …
Persistent link: https://www.econbiz.de/10014090392
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The dynamics of monthly changes in US swap yields : a Keynesian perspective
Akram, Tanweer; Mamun, Khawaja Abdullah al - 2022
US longterm swap yields by econometrically modeling its dynamics using an autoregressive distributed lag (ARDL) approach … bill rate on the monthly changes in swap yields of different maturity tenors after controlling for a host of macroeconomic …
Persistent link: https://www.econbiz.de/10013383200
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Macro-prudential policies, the global financial cycle and the real exchange rate
Ouyang, Alice Y.; Guo, Shen - In: Journal of international money and finance 96 (2019), pp. 147-167
Persistent link: https://www.econbiz.de/10012139638
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The coming U.S. interest rate tightening cycle : smooth sailing or stormy waters?
Arteta, Carlos Ó.; Kose, M. Ayhan; Ohnsorge, Franziska; … - 2015
Persistent link: https://www.econbiz.de/10011758239
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International transmission of the US interest rate policy shocks : multi-country model analysis using FAVAR
Yim, Geunhyung - In: Seoul journal of economics 31 (2018) 4, pp. 401-447
Persistent link: https://www.econbiz.de/10011950671
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The dollar during the Global Recession : US monetary policy and the exorbitant duty
Stavrakeva, Vania; Tang, Jenny - 2018 - This version: October, 2018
States, the issuer of the world's dominant currency, by causing a dollar appreciation and a transfer of wealth from the … United States to the rest of the world. This dollar appreciation runs counter to the predictions of standard macroeconomic …
Persistent link: https://www.econbiz.de/10011941052
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U.S. Monetary Policy Normalization and Global Interest Rates
Caceres, Carlos - 2016
As the Federal Reserve continues to normalize its monetary policy, this paper studies the impact of U.S. interest rates on rates in other countries. We find a modest but nontrivial pass-through from U.S. to domestic short-term interest rates on average. We show that, to a large extent, this...
Persistent link: https://www.econbiz.de/10012977769
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U.S. monetary policy normalization and global interest rates
Caceres, Carlos; Carrière-Swallow, Yan; Demir, Ishak; … - 2016
As the Federal Reserve continues to normalize its monetary policy, this paper studies the impact of U.S. interest rates on rates in other countries. We find a modest but nontrivial pass-through from U.S. to domestic short-term interest rates on average. We show that, to a large extent, this...
Persistent link: https://www.econbiz.de/10011715431