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Foreign exchange rate uncertainty in Korea

Lee, Seojin - In: East Asian economic review 24 (2020) 2, pp. 165-184

Persistent link: https://www.econbiz.de/10012239677

Exchange rate determination and real interest rate differentials under uncertainty

Lapan, Harvey E. - 1984

Persistent link: https://www.econbiz.de/10002264637

Rendite und Risiko von Zinsdifferenzgeschäften

Pflaumer, Peter - In: Europäische Integration und globaler Wettbewerb, (pp. 377-387). 1993

Persistent link: https://www.econbiz.de/10001283860

Uncertainty and deviations from uncovered interest rate parity

Ismailov, Adilzhan; Rossi, Barbara - In: Journal of international money and finance 88 (2018), pp. 242-259

Persistent link: https://www.econbiz.de/10012000943

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 sample of eight advanced countries over the period 1980M1 to 2022M11. We find that the dynamics of the US dollar exchange rate is the main driver of currency excess returns. The...

Persistent link: https://www.econbiz.de/10014305726