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Ranaldo, Angelo; Söderlind, Paul - In: Review of finance : journal of the European Finance … 14 (2010) 3, pp. 385-407

Persistent link: https://www.econbiz.de/10008662616

Getting beyond carry trade : what makes a safe haven currency?

Habib, Maurizio Michael; Stracca, Livio - 2011

There is already a substantial literature documenting the fact that low yield currencies typically appreciate during times of global financial stress and behave as safe havens. The main objective of this paper is to find out what the fundamentals of safe haven currencies are. We analyse a large...

Persistent link: https://www.econbiz.de/10008901495

Fundamentals, international role of the euro and "framing" of expectations : determinants of the dollar euro exchange rate

Della Posta, Pompeo - In: EMU rules : the political and economic consequences of …, (pp. 225-243). 2006

Persistent link: https://www.econbiz.de/10003492880

Safe haven currencies : a portfolio perspective

Cenedese, Gino - 2015

Persistent link: https://www.econbiz.de/10011327165

Currency areas, volatility and intervention

Mundell, Robert A. - In: Journal of policy modeling : JPMOD ; a social science … 22 (2000) 3, pp. 281-299

Persistent link: https://www.econbiz.de/10001500203

The euro : implications for the United States ; answers to key questions ; report to the chairman, Subcommittee on Domestic and International Monetary Policy, Committee on Banking...

2000

Persistent link: https://www.econbiz.de/10001595045

Life at the top : international currencies in the 21st century

Cohen, Benjamin J. - In: Cuadernos de economía 37 (2000), pp. 9-34

Persistent link: https://www.econbiz.de/10001572173

Getting Beyond Carry Trade : What Makes a Safe Haven Currency?

Habib, Maurizio Michael - 2011

Persistent link: https://www.econbiz.de/10013131638

Safe Haven Currencies

Ranaldo, Angelo - 2013

We study high-frequency exchange rates over 1993-2008. Based on the recent literature on volatility and liquidity risk premia, we use a factor model to capture linear and non-linear linkages between currencies, stock and bond markets as well as proxies for market volatility and liquidity. We...

Persistent link: https://www.econbiz.de/10012711410

Dominant Currencies : How Firms Choose Currency Invoicing and Why it Matters

Amiti, Mary; Itskhoki, Oleg; Konings, Jozef - 2022

Using new data on currency invoicing for Belgian firms, we analyze how firms make their currency choice, for both … staggered price setting with endogenous currency choice. Our structural specification provides a new test of the allocative … consequences of nominal rigidities, by estimating the treatment effect of foreign-currency price stickiness on the dynamic response …

Persistent link: https://www.econbiz.de/10013291980