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Testing for UIP : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina; Caporale, Guglielmo Maria - 2021
exchange rate and the interest rate differential as well as central bank announcements, and then a Cointegrated Smooth … and stable rate. Also, central bank announcements have a more sizeable short-run effect in the nonlinear model. Finally …
Persistent link: https://www.econbiz.de/10012508617
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Winners and losers from sovereign debt inflows
Broner, Fernando; Martin, Alberto; Pandolfi, Lorenzo; … - 2020
Persistent link: https://www.econbiz.de/10012292001
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Winners and losers from sovereign debt inflows : evidence from the stock market
Broner, Fernando; Martin, Alberto; Pandolfi, Lorenzo; … - 2019
Persistent link: https://www.econbiz.de/10012204586
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Winners and losers from sovereign debt inflows : evidence from the stock market
Broner, Fernando; Martin, Alberto; Pandolfi, Lorenzo; … - 2019
Persistent link: https://www.econbiz.de/10012172719
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Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl; He, Xue-zhong; Zheng, Min - In: The European journal of finance 19 (2013) 5/6, pp. 392-419
Persistent link: https://www.econbiz.de/10010243607
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Expectations and exchange rates in a Keynes-Harvey model : an analysis of the Brazilian case from 2002 to 2017
Lima, Leandro Vieira Araújo; Terra, Fábio Henrique Bittes - In: Review of Keynesian economics 9 (2021) 2, pp. 270-288
Persistent link: https://www.econbiz.de/10012802922
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The causal effects of expected depreciations
Delgado, Martha Elena; Herreño, Juan; Hofstetter … - 2024
Persistent link: https://www.econbiz.de/10014516015
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The causal effects of expected depreciations
Delgado, Martha Elena; Herreño, Juan; Hofstetter … - 2024
Persistent link: https://www.econbiz.de/10014529842
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The impact of macro news and central bank communication on emerging European forex markets
Égert, Balázs; Kočenda, Evžen - 2013
We employ two-stage empirical strategy to analyze the impact of macroeconomic news and central bank communication on the exchange rates of three Central and Eastern European (CEE) currencies against the euro. First we estimate the nominal equilibrium exchange rate based on a monetary model....
Persistent link: https://www.econbiz.de/10009764449
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The MPC meetings, macroeconomic announcements and exchange rate behaviour in Nigeria
Gbadebo, A. Daniel; Adekunle, A. Oluwatobi; Akande, O. … - In: Cogent economics & finance 9 (2021) 1, pp. 1-24
to all the 88 MPC meetings and selected CBN's announcements that "contained information on exchange rate stabilisation …" from 2 January 2005 to 25 September 2020. We establish that the log-exchange rate responds to the announcements, with and … announcement affects the behaviour of the log-return. Hence, unlike the MPC meetings, the announcements affects the exchange rate …
Persistent link: https://www.econbiz.de/10013184181