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An unconventional FX tail risk story
Cañón, Carlos Iván; Gerba, Eddie; Pambira, Alberto; … - 2023
We examine how the tail risk of currency returns over the past 20 years were impacted by central bank (monetary and … effects last for up to 1 month, and are proportionally higher for joint QE actions. This cross-border source of tail risk is …
Persistent link: https://www.econbiz.de/10014336426
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An unconventional FX tail risk story
Cañón, Carlos Iván; Gerba, Eddie; Pambira, Alberto; … - 2023
Persistent link: https://www.econbiz.de/10014439419
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An unconventional fx tail risk story
Cañón, Carlos Iván; Gerba, Eddie; Pambira, Alberto; … - 2023
Persistent link: https://www.econbiz.de/10014433563
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An unconventional FX tail risk story
Cañón, Carlos Iván; Gerba, Eddie; Pambira, Alberto; … - In: Journal of international money and finance 148 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10015076252
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How should Central Banks determine and control their bank note inventory?
Massoud, Nadia - In: Journal of banking & finance 29 (2005) 12, pp. 3099-3119
Persistent link: https://www.econbiz.de/10003203852
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Financial disruptions and heightened uncertainty : a case for timely policy action
Nalban, Valeriu; Smadu, Andra - 2020
Persistent link: https://www.econbiz.de/10012231025
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Monetary risk measures for stochastic processes via Orlicz duality
Kountzakis, Christos E.; Rossello, Damiano - In: Decisions in economics and finance : a journal of … 45 (2022) 1, pp. 35-56
Persistent link: https://www.econbiz.de/10013380529
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Efficient VAR discretization
Gordon, Grey - 2020
Persistent link: https://www.econbiz.de/10012261237
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Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz; Neely, Christopher J.; Yang, Xiye - 2023
Persistent link: https://www.econbiz.de/10014320683
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Risk spillover from international crude oil markets to China's financial markets : evidence from extreme events and U.S. monetary policy
Changqing, Luo; Qu, Yi; Su, Yaya; Dong, Liang - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10014491934