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Growth and exchange rate volatility : a panel data analysis

Vieira, F. V.; Holland, M.; Gomes da Silva, Cleomar; … - In: Applied economics 45 (2013) 25/27, pp. 3733-3741

Persistent link: https://www.econbiz.de/10010345868

Time-varying world and regional integration in emerging European equity markets

Wang, Ming-chieh; Shih, Feng-ming - In: European financial management : the journal of the … 19 (2013) 4, pp. 703-729

Persistent link: https://www.econbiz.de/10010237360

Does adoption of inflation targeting reduce exchange rate volatility and enhance economic growth?

Kurihara, Yutaka - In: Journal of world economic research 2 (2013) 6, pp. 104-109

Persistent link: https://www.econbiz.de/10010422482

The impact of dollarisation on economic growth, investment, and trade

Bajrami, Fisnik - 2023

volatility, especially in the past decade. Nevertheless, dollarised countries benefit from higher levels of investment and trade …

Persistent link: https://www.econbiz.de/10014422437

Commodity Prices and GDP Growth

Ge, Yiqing - 2020

This paper explores the extent to which commodity prices can predict GDP growth rates of various countries using indices of 27 commonly traded commodity futures. Commodity returns can strongly predict the next quarter's GDP growth, while the basis shows a reasonable level of predictive power....

Persistent link: https://www.econbiz.de/10012833341

What's Gone Wrong with Option Liquidity : Evidence from the Knight Capital's Trading Glitch

Kapadia, Nikunj - 2020

Since the early 2000s liquidity in option markets has become less resilient, and our evidence suggests that it is so because of an increased vulnerability to liquidity shocks in the underlying. To demonstrate the causal impact, we consider an incident in which a large broker dealer erroneously...

Persistent link: https://www.econbiz.de/10012844386

Tractable rare disaster probability and options-pricing

Barro, Robert J.; Liao, Gordon Y. - 2019

We derive an option-pricing formula from recursive preference and estimate rare disaster probability. The new options-pricing formula applies to far-out-of-the money put options on the stock market when disaster risk dominates, the size distribution of disasters follows a power law, and the...

Persistent link: https://www.econbiz.de/10012182396

Real effective exchange rate volatility and growth: A framework to measure advantages of flexibility vs. costs of volatility

Bagella, Michele; Becchetti, Leonardo; Hasan, Iftekhar - In: Journal of banking & finance 30 (2006) 4, pp. 1149-1169

Persistent link: https://www.econbiz.de/10003310239

Essays in international macroeconomics

Scholl, Almuth - 2006

Persistent link: https://www.econbiz.de/10003315521

Macroeconomic stability and the real interest rate : a cross-country analysis

Groth, Charlotta; Zampolli, Fabrizio - 2010

that a rise in conditional consumption growth volatility relative to the rest of the world reduces the foreign exchange … relation between the volatility in consumption growth and the level of real interest rates relative to the world interest rate …We construct a measure of the short-term world interest rate using principal component analysis. Drawing on real …

Persistent link: https://www.econbiz.de/10008695840

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