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The macroeconomics of financial crises : how risk premiums, liquidity traps and perfect traps affect policy options
Gärtner, Manfred; Jung, Florian - 2009
The paper shows that structural models of the IS-LM and Mundell-Fleming variety have a lot to tell about the macroeconomics of the current global crisis. In addition to demonstrating how the emergence of risk premiums in money and capital markets may drive economies into recessions, it shows the...
Persistent link: https://www.econbiz.de/10003885838
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Investing in foreign currency is like betting on your intertemporal marginal rate of substitution
Lustig, Hanno; Verdelhan, Adrien - In: Journal of the European Economic Association 4 (2006) 2/3, pp. 644-655
Persistent link: https://www.econbiz.de/10003353562
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What explains changing spreads on emerging-market debt : fundamentals or market sentiment?
Eichengreen, Barry; Mody, Ashoka - 1998
Persistent link: https://www.econbiz.de/10000656208
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Time-varying risk, interest rates, and exchange rates in general equilibrium
Alvarez, Fernando; Atkeson, Andrew; Kehoe, Patrick J. - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003744842
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Time-varying risk, interest rates, and exchange rates in general equilibrium
Alvarez, Fernando; Atkeson, Andrew; Kehoe, Patrick J. - 2006
Persistent link: https://www.econbiz.de/10003311308
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Time-varying risk, interest rates, and exchange rates in general equilibrium
Alvarez, Fernando; Atkeson, Andrew; Kehoe, Patrick J. - In: The review of economic studies 76 (2009) 3, pp. 851-878
Persistent link: https://www.econbiz.de/10003860413
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Time-varying risk, interest rates, and exchange rates in general equilibrium
Alvarez, Fernando; Atkeson, Andrew; Kehoe, Patrick J. - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003545983
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Sovereign risk in a structural approach : evaluating sovereign ability-to-pay and probability of default
Karmann, Alexander; Maltritz, Dominik - 2003
We quantify the probability that a sovereign defaults on repayment obligations in foreign currency. Adopting the …
Persistent link: https://www.econbiz.de/10010506632
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"Country risk-indicator. An option based evaluation" implicit default probabilities of foreign USD bonds
Karmann, Alexander; Plate, Mike - In: Datamining und computational finance : Ergebnisse des …, (pp. 43-50). 2000
Persistent link: https://www.econbiz.de/10001484234
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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