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International business cycles and risk sharing with uncertainty shocks and recursive preferences

Kollmann, Robert - 2016

Persistent link: https://www.econbiz.de/10011672367

The portfolio theory of inflation and policy (in)effectiveness

Bossone, Biagio - 2019

taken by domestic agents. The Portfolio Theory of Inflation (PTI) developed in this study assumes that some critical …

Persistent link: https://www.econbiz.de/10012012446

Risk-adjusted covered interest parity : theory and evidence

Wong, Alfred Y.; Leung, David; Ng, Calvin - 2016

Persistent link: https://www.econbiz.de/10012200964

The portfolio theory of inflation (and policy effectiveness)

Bossone, Biagio - 2019

The Portfolio Theory of Inflation (PIT) proposed in this study investigates the role of global financial markets in …

Persistent link: https://www.econbiz.de/10011993031

Do financial crises matter for nonlinear exchange rate and stock market cointegration? : a heterogeneous nonlinear panel data model with PMG approach

Tabash, Mosab I.; Sheikh, Umaid A.; Matar, Ali; Ahmed, Adel - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-22

The existing literature has explained the causality flow from the exchange rates toward the stock market without explaining the role of the economic crisis in effecting this nexus. This study examines the role of the financial crisis in affecting the nonlinear causality flowing from the exchange...

Persistent link: https://www.econbiz.de/10013545812