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Berger, David; Faust, Jon; Rogers, John H.; Steverson, Kai - In: Journal of international economics 88 (2012) 1, pp. 62-73

Persistent link: https://www.econbiz.de/10010220073

Exchange Rates and Economic Growth in Kenya: An Econometric Analysis.

McPherson, M.F.; Rakovski, T. - Harvard Institute for International Development (HIID), … - 1998

The current paper expands on an earlier DDP (No.607), which had discussed the relationship between economic growth and exchange rate in Kenya. Based on data for the period 1970 to 1996, we analyze the possible direct and indirect relationship between the real and nominal exchange rates and GDP...

Persistent link: https://www.econbiz.de/10005780109

Are Stabilization Programs Expansionary?

Forteza, A. - 1997

The empirical evidence presented in this paper casts doubts on the by now widely accepted "fact"that the exchange rate based stabilization programs are expansionary. Even though these programs were associated with output booms, no evidence of booms caused both by the stabilization programs is...

Persistent link: https://www.econbiz.de/10005646848

What drives the German current account? and how does it affect other EU member states?

Kollmann, Robert; Ratto, Marco; in 't Veld, Jan; Vogel, … - Federal Reserve Bank of Dallas - 2014

We estimate a three-country model using 1995-2013 data for Germany, the Rest of the Euro Area (REA) and the Rest of the World (ROW) to analyze the determinants of Germany’s current account surplus after the launch of the Euro. The most important factors driving the German surplus were positive...

Persistent link: https://www.econbiz.de/10010772600

Exchange rate pass-through into import prices revisited: What drives it?

Brun-Aguerre, Raphael; Fuertes, Ana-Maria; Phylaktis, Kate - In: Journal of International Money and Finance 31 (2012) 4, pp. 818-844

A large sample of developed and emerging economies is utilized to investigate import exchange rate pass-through. Panel models reveal that various economic aspects of the destination country can explain about one third of the total variation in pass-through elasticities and the remaining...

Persistent link: https://www.econbiz.de/10010577026

Price Discovery in International Equity Trading.

Grammig, J.; Melvin, M.; Schlag, C. - Center for Operations Research and Econometrics (CORE), … - 2001

international stock prices adjust to an exchange rate shock ?These questions are answered by analyzing quotes originating in New …

Persistent link: https://www.econbiz.de/10005478957

Identifying the effects of monetary policy shocks on exchange rates using high frequency data

Faust, Jon; Rogers, John H.; Swanson, Eric; Wright, … - 2002

autoregression. Using high-frequency data on the prices of eurodollar contracts, we measure the impact of the surprise component of …

Persistent link: https://www.econbiz.de/10011604213

China's dominance hypothesis and the emergence of a tri-polar global currency system

Fratzscher, Marcel; Mehl, Arnaud - 2011

This paper assesses whether the international monetary system is already tripolar and centred around the US dollar, the euro and the Chinese renminbi (RMB). It focuses on what we call China’s “dominance hypothesis”, i.e. whether the renminbi is already the dominant currency in Asia,...

Persistent link: https://www.econbiz.de/10011605438

Capital controls and foreign exchange policy

Fratzscher, Marcel - 2012

The empirical analysis of the paper suggests that an FX policy objective and concerns about an overheating of the domestic economy have been the two main motives for the (re-)introduction and persistence of capital controls over the past decade. Capital controls are strongly associated with...

Persistent link: https://www.econbiz.de/10011605460

Oil prices, exchange rates and asset prices

Fratzscher, Marcel; Schneider, Daniel; Van Robays, Ine - 2014

This paper takes a financial market perspective in examining the relationship between oil prices, the US dollar and … asset prices, and it exploits the heteroskedasticity for the identification of causality in a multifactor model. It finds a … bidirectional causality between the US dollar and oil prices since the early 2000s. Moreover, both oil prices and the US dollar are …

Persistent link: https://www.econbiz.de/10011605734

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