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Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.; Lo, Chi-Fai; Chau, Po-Hon - In: The North American journal of economics and finance : a … 44 (2018), pp. 109-128
Persistent link: https://www.econbiz.de/10012036515
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Decomposing the term structure into risk premia and expectations : evidence from the eurolira rates
Drudi, Francesco - In: Monetary policy and interest rates : proceedings of a …, (pp. 36-66). 1998
Persistent link: https://www.econbiz.de/10001303483
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Do Term Premiums Matter? Transmission Via Exchange Rate Dynamics
Katagiri, Mitsuru - 2019
The macroeconomic effect of term premiums is a controversial issue both theoretically and quantitatively. In this paper, we explore the possibility that term premiums affect inflation and the real economy via exchange rate dynamics. For this purpose, we construct a small open economy model with...
Persistent link: https://www.econbiz.de/10012869821
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Can interest rate factors explain exchange rate fluctuations?
Yung, Julieta - In: Journal of empirical finance 61 (2021), pp. 34-56
Persistent link: https://www.econbiz.de/10012693233
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Capital controls and the volatility of the renminbi covered interest deviation
Lin, Zhitao; Chen, Jinzhao; Qian, Xingwang - In: Review of international economics 30 (2022) 1, pp. 205-236
Persistent link: https://www.econbiz.de/10012815843
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Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
Kiliç, Rehim - 2023 - This draft: August 2023
Persistent link: https://www.econbiz.de/10014490739
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Struttura per scadenza, premi per il rischio e tassi attesi : evidenza empirica dal mercato dell'eurolira
Drudi, Francesco - 1997
Persistent link: https://www.econbiz.de/10013439125
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Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis : AGARCH-M approach
Mouna, Aloui; Anis, Jarboui - In: Cogent economics & finance 4 (2016) 1, pp. 1-16
-variate GARCH-in-mean model and volatility spillovers. The empirical results show the significant effects (positive and negative …, respectively) of the stock market returns, interest rate, and exchange rate volatility of the financial sector during the crisis …. Besides, we find, in most cases, significant (positive and negative, respectively) volatility spillovers from market return …
Persistent link: https://www.econbiz.de/10011450341
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Impact of major economic variables on economic growth of Pakistan
Chugtai, Muhammad Waqas; Malik, Muhammad Waqas; Aftab, … - In: Acta Universitatis Danubius / Oeconomica 11 (2015) 2, pp. 94-106
Persistent link: https://www.econbiz.de/10011512963
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Can oil and precious metal price forecast exchange and interest rate movement in Bangladesh?
Kumar Das, Debasish; Dutta, Champa Bati - In: Journal of international trade & economic development : … 29 (2020) 2, pp. 181-198
Persistent link: https://www.econbiz.de/10012203688