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Dollar Asset Holding and Hedging Around the Globe

Du, Wenxin; Huber, Amy - 2023

We analyze a large number of industry- and company-level filings of global institutional investors to provide the first comprehensive estimates of foreign investors' U.S. dollar (USD) security holdings and currency hedging practices. We find that foreign investors increased their holdings of USD...

Persistent link: https://www.econbiz.de/10014350023

Portfolio Capital Flows and the US Dollar Exchange Rate : Viewed from the Lens of Time and Frequency Dynamics of Connectedness

Mangal Goswami; Pontines, Victor; Yassier Mohammed - 2023

Using high-frequency, proprietary data on daily net non-resident portfolio flows to emerging markets, our study finds in the time domain connectedness framework that, to varying degrees, there is less interconnectedness in non-resident debt and equity portfolio flows to our sample of emerging...

Persistent link: https://www.econbiz.de/10014256797

Unintended consequences of holding dollar assets

Czech, Robert; Huang, Shiyang; Lou, Dong; Wang, Tianyu - 2024 - This draft: September 2023

Persistent link: https://www.econbiz.de/10014528658

The relevance of accuracy for the impact of macroeconomic news on exchange rate volatility

Laakkonen, Helinä; Lanne, Markku - In: International journal of finance & economics : IJFE 18 (2013) 4, pp. 339-351

Persistent link: https://www.econbiz.de/10010355971

The volatility of exchange rate between the US dollar and African emerging currencies : analysing by GAS-GARCH-Student-t model

Derbali, Abdelkader; Sy, Aida - In: International journal of critical accounting : IJCA 8 (2016) 2, pp. 132-143

Persistent link: https://www.econbiz.de/10011644461

Assessing the compensation for volatility risk implicit in interest rate derivatives

Fornari, Fabio (contributor) - 2008

volatility risk, for dollar, euro and pound rates at a daily frequency, between October 1998 and August 2006. The measurement of … structure, more evident for dollar and euro rates than for pound rates. The volatility risk premium is strongly changing through …. The latter induce more sizeable changes on compensation for volatility risk of dollar rates than of euro or pound rates …