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Political economy of international monetary interdependence ; Pt. 6

Singer, Hans W. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003488388

The euro and the dollar in a globalized economy : [papers presented at a conference organized by the European Union Center and the Jean Monnet Chair of the University of Miami with...

Roy, Joaquín (ed.); Gomis-Porqueras, Pedro (contributor) - 2007

Persistent link: https://www.econbiz.de/10003420167

Banking leverage procyclicality : a theoretical model introducing currency diversification

Pedrono, Justine - 2017

Persistent link: https://www.econbiz.de/10011745493

Wechselkursschwankungen als Folge einer Währungsunordnung : Neugestaltung des internationalen Währungssystems im Sinne von Keynes

Rossi, Sergio - In: Die aktuelle Währungsunordnung : Analysen und …, (pp. 175-208). 2009

Persistent link: https://www.econbiz.de/10003893796

The effect of gold in a traditional portfolio

Heidorn, Thomas; Demidova-Menzel, Nadeshda - In: The handbook of commodity investing, (pp. 738-762). 2008

Persistent link: https://www.econbiz.de/10003795270

A copula-based quantile risk measure approach to estimate the optimal hedge ratio

Barbi, Massimiliano; Romagnoli, Silvia - In: The journal of futures markets 34 (2014) 7, pp. 658-675

Persistent link: https://www.econbiz.de/10010507942

Why has the euro been falling? : An investigation into the determinants of the exchange rate

Sinn, Hans-Werner; Westermann, Frank - 2001

Persistent link: https://www.econbiz.de/10001594231

The uncovered parity properties of the Czech Koruna

Derviz, Alexis - In: Prague economic papers : a bimonthly journal of … 11 (2002) 1, pp. 17-38

Persistent link: https://www.econbiz.de/10001658339

Fickle Emerging Market Flows, Stable Euros, and the Dollar Risk Factor

Adriaan Boermans, Martijn; Burger, John D. - 2021

currency denomination and issuer-level risk factors. First, euro area investors exhibit a strong home currency bias that …Policymakers fear the potentially destabilizing impact of fickle global investors on emerging markets. Euro area … manifests itself both as a cross-sectional preference and in the form of relatively stable flows to Euro-denominated bonds over …

Persistent link: https://www.econbiz.de/10013240814

A Copula-Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio

Barbi, Massimiliano - 2015

We propose an innovative theoretical model to determine the optimal hedge ratio (OHR) with futures contracts as the minimizer of a quantile risk measure. This class of measures is very large and allows to recover the minimum-VaR and the minimum-expected shortfall hedge ratios as special cases....

Persistent link: https://www.econbiz.de/10013035984