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Leutert, Jessica - In: Swiss journal of economics and statistics 154 (2018) 1, pp. 1-21

This paper applies a recent method proposed by Maggiori (The U.S. Dollar Safety Premium, 2013) to estimate the Swiss franc safety premium. The results show that the three-step instrumental variable approach as used by Maggiori does not work for the Swiss franc exchange rates. The price of risk...

Persistent link: https://www.econbiz.de/10011962943

Common currency versus currency union : the U.S. continental dollar and denominational structure, 1775-1779

Grubb, Farley Ward - In: Construction and deconstruction of monetary unions : …, (pp. 15-33). 2018

Persistent link: https://www.econbiz.de/10011972930

Vehicle currency pricing and exchange rate pass-through

Chen, Natalie; Chung, Wanyu; Novy, Dennis - 2019

Persistent link: https://www.econbiz.de/10012016788

The new Fama puzzle

Bussière, Matthieu; Chinn, Menzie David; Ferrara, Laurent - 2018

Persistent link: https://www.econbiz.de/10011812918

Dominant currencies : how firms choose currency invoicing and why it matters

Amiti, Mary; Itskhoki, Oleg; Konings, Jozef - 2018

on currency invoicing of Belgian firms, we study how the currency of invoicing interacts with firm characteristics in … currencies in both Belgium's exports and imports, with substantial variation in currency choice across firms and products even … exports in euros (producer currency pricing) and exhibit nearly complete exchange-rate pass-through into destination currency …

Persistent link: https://www.econbiz.de/10011920548

Margin and funding liquidity : an empirical analysis on the covered interest parity in Korea

Jeong, Daehee - 2010

During the global financial turmoil in 2007-2008, deviation from the covered interest parity (CIP) between the Korean won and US dollar through the foreign exchange swap has escalated in its magnitude beyond 1,000bp in November 2008, and it still persists around 100bp level. In this paper, we...

Persistent link: https://www.econbiz.de/10012123612