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Monetary Policy Shock and Financial Market Responses : An Empirical Study of Exchange Rate, Gold and International Equity Market

Jiang, Yucheng - 2017

phenomenon. Predicting the direction and level of asset prices are important activities in the real world practice for investors … linear estimation parts, I found that the 1 basis point unexpected cut of the Fed Fund rate by the Fed Reserve in U.S. will … drive 11 ticks rise of gold prices with significant level of 0.01. In the non-linear estimation parts, if the Fed Reserve …

Persistent link: https://www.econbiz.de/10012952188

Monetary policy spillovers under intermediate exchange rate regimes

Ahmed, Rashad - In: Journal of international money and finance 112 (2021), pp. 1-36

Persistent link: https://www.econbiz.de/10012797669

Portfolio rebalancing in times of stress

Fischer, Andreas M.; Greminger, Rafael P.; Grisse, Christian - In: Journal of international money and finance 113 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012798510

Local, global and regional shocks indices in emerging exchange rate markets

Erdem, F. Pinar; Geyikci, Utku Bora - In: International review of economics & finance : IREF 73 (2021), pp. 98-113

Persistent link: https://www.econbiz.de/10012672321

Exchange rate shocks and trade : a multivariate GARCH-M approach

Grier, Kevin; Smallwood, Aaron D. - In: Journal of international money and finance 37 (2013), pp. 282-305

Persistent link: https://www.econbiz.de/10010209078

Dissecting the PPP Puzzle : The Unconventional Roles of Nominal Exchange Rate and Price Adjustments

Cheung, Yin-Wong; Lai, Kon S.; Bergman, U. Michael - 2021

The conventional view, as expounded by sticky-price models, is that price adjustment determines the PPP reversion rate. This study examines the mechanism by which PPP deviations are corrected. Nominal exchange rate adjustment, not price adjustment, is shown to be the key engine governing the...

Persistent link: https://www.econbiz.de/10013319983

Nominal exchange rate shocks and inflation in an open economy : towards a structuralist inflation targeting agenda

Bastian, Eduardo F.; Setterfield, Mark - In: Cambridge journal of economics 44 (2020) 6, pp. 1271-1299

Persistent link: https://www.econbiz.de/10012312704

Portfolio rebalancing in times of stress

Fischer, Andreas M.; Greminger, Rafael P.; Grisse, Christian - 2017 - This version: June 2017

Persistent link: https://www.econbiz.de/10011735807

Do exchange rate shocks matter for Pakistan's export performance?

Pirzada, Ahmed - 2019

Persistent link: https://www.econbiz.de/10011996485

Langfristige Trends der Wechselkursvolatilität unter alternativen Währungsregimes

Frömmel, Michael - 2005

Main description: Der Autor untersucht, ob sich im Zeitablauf trendmäßige Entwicklungen, insbesondere ein signifikanter Anstieg der Wechselkursvolatilität feststellen lassen, und wieweit diese durch das gewählte Wechselkursregime beeinflusst werden. Im Gegensatz zu bisherigen Arbeiten liegt...

Persistent link: https://www.econbiz.de/10012220829