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Tobin tax and trading volume tightening : a reassessment

Damette, Olivier; Goutte, Stéphane - In: Applied economics 47 (2015) 28/30, pp. 3124-3141

Persistent link: https://www.econbiz.de/10011289358

Transaction costs, nonfundamental uncertainty, and the exchange rate disconnect

Li, Nan - In: Macroeconomic dynamics 18 (2014) 8, pp. 1751-1772

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Commodity price correlation and time varying hedge ratios

Lahiani, Amine; Guesmi, Khaled - In: The journal of applied business research 30 (2014) 4, pp. 1053-1061

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Friction-induced interbank rate volatility under alternative interest corridor systems

Link, Thomas; Neyer, Ulrike - 2017

This paper proposes rules for the control of interbank rate volatility under different interest corridor systems when volatility stems from interbank market frictions. Friction-induced volatility will occur if there is heterogeneity in two dimensions (across banks and time) with respect to the...