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Although the effects of economic news announcements on asset prices are well established, theserelationships are unlikely to be stable. This paper documents the time variation in the responses of yield curves and exchange rates using high-frequency data from January 2000 through August 2011....
Persistent link: https://www.econbiz.de/10009787494
US, Germany and Japan. We analyze both currency-hedged as well as unhedged bond returns. For currency-hedged bond returns …
Persistent link: https://www.econbiz.de/10001528975
for assessing this balance and applies it to four OECD economic areas: the euro area, Japan, the United Kingdom and the … the euro area and Japan. In the United Kingdom, the assessment is less clear cut. …
Persistent link: https://www.econbiz.de/10010231107
the US 1930s, Japan 1990s and recently in the US and Europe. The paper introduces a new balance sheet channel that links …
Persistent link: https://www.econbiz.de/10009535806
Persistent link: https://www.econbiz.de/10013214063
On 11-12 May 2011, SUERF and the Belgian Financial Forum, in association with the Brussels Finance Institute and the Centre for European Policy Studies (CEPS) organized the 29th SUERF Colloquium “New Paradigms in Money and Finance?” All the papers in the present SUERF Study are based on...
Persistent link: https://www.econbiz.de/10011689952
On 11-12 May 2011, SUERF and the Belgian Financial Forum, in association with the Brussels Finance Institute and the Centre for European Policy Studies (CEPS) organized the 29th SUERF Colloquium "New Paradigms in Money and Finance?". All the papers in the present SUERF Study are based on...
Persistent link: https://www.econbiz.de/10011711450
On 11-12 May 2011, SUERF and the Belgian Financial Forum, in association with the Brussels Finance Institute and the Centre for European Policy Studies (CEPS) organized the 29th SUERF Colloquium “New Paradigms in Money and Finance?” All the papers in the present SUERF Study are based on...
Persistent link: https://www.econbiz.de/10009651458
manufacturing jobs and trade deficits of President Reagan's budget deficits in the 1980s and China's recent trade penetration … of China's import penetration, coupled with anemic demand for domestic goods and high productivity gains in American … electronic products industry, representing only 13 percent of total manufacturing value added.China's trade competition …
Persistent link: https://www.econbiz.de/10012962766
The People's Republic of China (PRC) has received enormous inflows of foreign direct investment (FDI) in recent years …, including significant flows from Japan and the United States (US). We examine these investment flows in detail to gain … Japan's FDI flows have been much more concentrated in manufacturing, particularly in transport, electrical, and machinery …
Persistent link: https://www.econbiz.de/10003901563