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Carry Funding and Safe Haven Currencies : A Threshold Regression Approach
Hossfeld, Oliver - 2016
the estimation results, two currencies, the Swiss franc and (to a lesser extent) the US dollar qualify as safe haven … currencies, and the euro serves as a hedge currency. Results for the yen support its role as a carry funding vehicle, but not … analysis of bilateral euro-based exchange rates, given the euro's prominent role during the euro area sovereign debt crisis …
Persistent link: https://www.econbiz.de/10012988716
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Time-varying effects of macroeconomic news on euro-dollar returns
Ben Omrane, Walid; Savaser, Tanseli; Welch, Robert L.; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012201385
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Carry Funding and Safe Haven Currencies : A Threshold Regression Approach
Hossfeld, Oliver - 2015
the estimation results, two currencies, the Swiss franc and (to a lesser extent) the US dollar qualify as safe haven … currencies, and the euro serves as a hedge currency. Results for the yen support its role as a carry funding vehicle, but not … analysis of bilateral euro-based exchange rates, given the euro's prominent role during the euro area sovereign debt crisis …
Persistent link: https://www.econbiz.de/10013030487
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Chinese monetary policy and the dollar peg
Reade, J. James; Volz, Ulrich - 2010
This paper investigates to what extent Chinese monetary policy is constrained by the dollar peg. To this end, we use a cointegration framework to examine whether Chinese interest rates are driven by the Fed's policy. In a second step, we estimate a monetary model for China, in which we include...
Persistent link: https://www.econbiz.de/10008796581
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Das Testen der Martingaleigenschaft
Wittmann, Philippe - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10008809144
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Traders' incentives to process information and market efficiency
Hauser, Florian - In: Information, interaction and (in)efficiency in …, (pp. 11-24). 2008
Persistent link: https://www.econbiz.de/10003741107
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Ad-hoc-Publizität und Kapitalmarkteffizienz : eine Untersuchung basierend auf der Textanalyse von Ad-hoc-Mitteilungen
Verchow, Thomas R. - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009522548
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Adverse selection and the economic limits of market substitution : an application to e-commerce and traditional trade in used cars
Fabel, Oliver; Lehmann, Erik - 2000
Adverse selection induces economic limits to market substitution. If quality uncertainty persists in both internet and traditional marketplaces, a second-best equilibrium with parallel market segments may arise. Positive trade in parallel segments implies that the information cost advantage of...
Persistent link: https://www.econbiz.de/10009491592