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Impact of exchange rate shocks on Japanese exports : quantitative assessment using a structural VAR model
Iwaisako, Tokuo; Nakata, Hayato - In: Journal of the Japanese and international economies : … 46 (2017), pp. 1-16
Persistent link: https://www.econbiz.de/10011911821
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The impact of CHF/EUR exchange rate uncertainty on swiss exports to the Eurozone : evidence from a threshold VAR1
Loermann, Julius Ferdinand - 2018
In light of the recent discussion regarding the measurement of uncertainty and its impact on economic activity, this paper derives forward-looking measures of uncertainty and directional expectations for the CHF/EUR exchange rate based on over-the-counter option data and analyses its impact on...
Persistent link: https://www.econbiz.de/10011946988
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The impact of CHF/EUR exchange rate uncertainty on Swiss exports to the Eurozone : evidence from a threshold VAR
Loermann, Julius - In: Empirical economics : a quarterly journal of the … 60 (2021) 3, pp. 1363-1385
Persistent link: https://www.econbiz.de/10012490550
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Global risk and the dollar
Georgiadis, Georgios; Müller, Gernot J.; Schumann, Ben - In: Journal of monetary economics 144 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015071244
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Global risk and the dollar
Georgiadis, Georgios; Müller, Gernot J.; Schumann, Ben - 2021
Persistent link: https://www.econbiz.de/10012543257
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Global risk and the dollar
Georgiadis, Georgios; Müller, Gernot J.; Schumann, Ben - 2023
, the contractionary impact of a global risk shock is much weaker, both in the rest of the world and the US. For the rest of …
Persistent link: https://www.econbiz.de/10014438127
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Foreign currency denominated assets and international shock absorption in Switzerland and Japan
Schnabl, Gunther - 2015
Currencies of countries with persistent current account surpluses and high foreign currency denominated assets such as the Swiss franc and Japanese yen are under a persistent appreciation pressure, what restricts the degree of freedom in the choice of exchange rate regime. Official announcements...
Persistent link: https://www.econbiz.de/10011392509
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The RMB Debate : Empirical Analysis on the Effects of Exchange Rate Shocks in China and Japan
Kim, Soyoung - 2012
shocks on output and the current account for China and Japan. We use structural vector auto-regression models and find that … yen appreciation reduces current account surpluses while having no strong effect on output in Japan. RMB appreciation, on …
Persistent link: https://www.econbiz.de/10013105952
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A re-examination of the impacts of macroeconomic and financial shocks on real exchange rate fluctuation : evidence from G7 and Asian countries
Wong, Douglas Kai Tim - In: Applied economics 52 (2020) 50, pp. 5491-5515
Persistent link: https://www.econbiz.de/10012307745
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On the empirical relevance of the exchange rate as a shock absorber at the zero lower bound
Finck, David; Hoffmann, Mathias; Hürtgen, Patrick - 2023 - February 3, 2023
We estimate the effects of a negative asymmetric demand shock on the real exchange rate for the euro area vis-à-vis the … United States, Canada, and Japan by state-dependent sign-restricted local projection methods. We find a real depreciation … output, confirming its shock-absorbing capacity before and during the ZLB episode. The stabilizing role of the exchange rate …
Persistent link: https://www.econbiz.de/10014320485