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Scrambling for dollars : international liquidity, banks and exchange rates
Bianchi, Javier; Bigio, Saki; Engel, Charles - 2021
Persistent link: https://www.econbiz.de/10012704052
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The Fed's international dollar liquidity facilities: new evidence on effects
Goldberg, Linda S.; Ravazzolo, Fabiola - 2021
sensitivity of these strains to risk sentiment deterioration. Cross-border flows through banks for excess liquidity support … facilities leaves longer-term patterns of cross-border liquidity and capital flows broadly unchanged. While official sector … liquidity hoarding and “dash for cash” activity are expected to be lower with access to these facilities, initial evidence does …
Persistent link: https://www.econbiz.de/10012797880
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Central banks swaps and international dollar illiquidity
Rose, Andrew; Spiegel, Mark - In: Global journal of economics 1 (2012) 1, pp. 201-220
Persistent link: https://www.econbiz.de/10009670832
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Dollar illiquidity and central bank swap arrangements during the global financial crisis
Rose, Andrew; Spiegel, Mark - In: Journal of international economics 88 (2012) 2, pp. 326-340
Persistent link: https://www.econbiz.de/10009691854
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The Dollar ahead of FOMC target rate changes
Karnaukh, Nina - 2018
I find that the U.S. dollar appreciates before contractionary monetary policy decisions at scheduled Federal Open Market Committee meetings and depreciates before expansionary decisions. The federal funds futures rate forecasts these dollar movements with a 22% R2. A high federal funds futures...
Persistent link: https://www.econbiz.de/10011976094
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Price discovery and liquidity recovery : forex market reactions to macro announcements
Yamada, Masahiro; Itō, Takatoshi - In: Journal of international money and finance 120 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013417335
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Liquidity premia and interest rate parity
Linnemann, Ludger; Schabert, Andreas - 2013
Persistent link: https://www.econbiz.de/10010196975
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Liquidity premia and interest rate parity
Linnemann, Ludger; Schabert, Andreas - In: Journal of international economics 97 (2015) 1, pp. 178-192
Persistent link: https://www.econbiz.de/10011566005
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The dollar during the Global Recession : US monetary policy and the exorbitant duty
Stavrakeva, Vania; Tang, Jenny - 2018 - This version: October, 2018
We document that during the Global Recession, US monetary policy easings triggered the "exorbitant duty" of the United States, the issuer of the world's dominant currency, by causing a dollar appreciation and a transfer of wealth from the United States to the rest of the world. This dollar...
Persistent link: https://www.econbiz.de/10011941052
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Essays on FX variance risk premium, monetary policy and currency returns
Pozdeev, Igor - 2020
Overnight Index Swaps (OIS) den zukünftigen Pfad der Geldpolitik prognostizieren können. Wir dokumentieren keine signifikante …
Persistent link: https://www.econbiz.de/10012214090