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FDI Flows and Sudden Stops in Small Open Economies

Villalvazo, Sergio - 2020

increases the outflow FDI and eliminates the expropriation risk would reduce the long-run probability of a Sudden Stop from 2 …

Persistent link: https://www.econbiz.de/10012839097

Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times

Balcilar, Mehmet - 2020

This study empirically examines the fragility of five major Asian economies (China, Hong Kong, India, Japan, and South Korea) to economic policy uncertainty (EPU) of US and EU, and oil prices in different state of the economies. To investigate these dynamics, we use the relative tail dependence...

Persistent link: https://www.econbiz.de/10012833241

Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times

Balcilar, Mehmet - 2020

Persistent link: https://www.econbiz.de/10012833901

Transmission of US and EU economic policy uncertainty shock to Asian economies in bad and good times

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - 2020

Persistent link: https://www.econbiz.de/10012226632

The Syndrome of Exchange-Rate-Based Stabilizations and the Uncertain Duration of Currency Pegs

Mendoza, Enrique G.; Uribe, Martín - 2008

This paper shows that some key stylized facts of exchange-rate-based stabilization plans can be explained by the uncertain duration of the plans themselves. Uncertain duration is modeled to reflect evidence showing that devaluation probabilities are higher when the plans are introduced and...

Persistent link: https://www.econbiz.de/10014217247

Competitive Devaluations : A Welfare-Based Approach

Corsetti, Giancarlo; Pesenti, Paolo A.; Roubini, Nouriel; … - 2006

This paper studies the mechanism of international transmission of exchange rate shocks within a three-country Center-Periphery model, providing a choice-theoretic framework for the policy analysis and empirical assessment of competitive devaluations. If relative prices and terms of trade exhibit...

Persistent link: https://www.econbiz.de/10014193867

Does Economic Policy Uncertainty Drive Global ETF Flows?

Wu, Kai; Sun, Yuying; Shi, Ke; Lin, Qianrun - 2022

We investigate the association between fund exposure of economic policy uncertainty (EPU) and flows of exchange-traded funds (ETFs) using a unique sample of U.S. global ETFs from 2012 to 2018. We find that fund exposure of EPU is negatively associated with flows after controlling for returns,...

Persistent link: https://www.econbiz.de/10014101584

Risk-off shocks and spillovers in safe havens

Beirne, John; Sugandi, Eric - 2022

This paper examines real and financial spillovers to safe haven financial flow destinations due to risk-off shocks in … response to risk-off episodes over the estimation period, the yen real effective exchange rate (REER) appreciates sharply and …. Third, negative real spillovers from risk-off shocks appear to only apply to Japan with exchange rate appreciation …

Persistent link: https://www.econbiz.de/10013449434

International consumption risk sharing with incomplete goods and asset markets

Blank, Sven - 2009

consumption risk sharing depending on the nature of the underlying shock. …Perfect consumption risk sharing requires both, frictionless goods as well as frictionless financial market integration …. This project aims at analyzing the consequences of both type of frictions for the allocation of risk across countries in a …

Persistent link: https://www.econbiz.de/10011387161

International consumption risk sharing and monetary policy

Blank, Sven - 2009

Persistent link: https://www.econbiz.de/10011387171