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Essays on exchange rate and productivity
Chen, Yu-chin - 2002
Persistent link: https://www.econbiz.de/10001717851
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Commodity currencies and empirical exchange rate puzzles
Chen, Yu-chin; Rogoff, Kenneth S. - 2002
Persistent link: https://www.econbiz.de/10001666277
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Commodity currencies
Chen, Yu-chin; Rogoff, Kenneth S. - In: Journal of international economics 60 (2003) 1, pp. 133-160
Persistent link: https://www.econbiz.de/10001754246
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Commodity Currencies and Empirical Exchange Rate Puzzles
Chen, Yu-Chin; Rogoff, Kenneth - 2021
This paper re-examines empirical exchange rate puzzles by focusing on three OECD economies (Australia, Canada, and New … Zealand) where primary commodities constitute a significant share of their exports. For Australia and New Zealand especially …
Persistent link: https://www.econbiz.de/10013317947
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Commodity Currencies and Empirical Exchange Rate Puzzles
Rogoff, Kenneth - 2002
This paper re-examines empirical exchange rate puzzles by focusing on three OECD economies (Australia, Canada, and New … Zealand) where primary commodities constitute a significant share of their exports. For Australia and New Zealand especially …
Persistent link: https://www.econbiz.de/10014399730
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Commodity currencies and equity flows
Chaban, Maxym - In: Journal of international money and finance 28 (2009) 5, pp. 836-852
Persistent link: https://www.econbiz.de/10003859500
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Commodity currencies and currency commodities
Clements, Kenneth W.; Fry, Renée - In: Resources policy 33 (2008) 2, pp. 55-73
Persistent link: https://www.econbiz.de/10003761648
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Commodity currencies and currency commodities
Clements, Kenneth W.; Fry, Renée - 2006
Persistent link: https://www.econbiz.de/10003361854
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On commodity-sensitive currencies and inflation targeting
Clinton, Kevin - 2001
Persistent link: https://www.econbiz.de/10001566054
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Quantile Coherency across Bonds, Commodities, Currencies, and Equities
Uddin, Gazi Salah; Lucey, Brian M.; Rahman, Md Lutfur; … - 2022
This paper examines quantile coherency in bonds, commodities, currencies, and equities usinga novel quantile coherency approach. While recent literature has explored single-frequencytail - and time-frequency dependence in asset returns, we provide fresh evidence on asset returndependence across...
Persistent link: https://www.econbiz.de/10013289211