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DP16555 Exchange Rate Disconnect and the General Equilibrium Puzzle 智库出版物
2021
作者:  Yu-chin Chen;  Ippei Fujiwara;  Yasuo Hirose
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
exchange rate  risk premium  international risk sharing  stochastic volatility  nonlinear estimation  
Monetary policy and the exchange rate under fiscal distress: Evidence from Brazil 智库出版物
2021
作者:  Enrique Alberola;  Carlos Cantú;  Paolo Cavallino;  Nikola Mirkov
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
exchange rate  monetary policy  Fiscal dominance  Sovereign risk  Emerging market economies  Brazil  Emerging markets  
Exchange rate reconnect 智库出版物
2020
作者:  Andrew Lilley;  Matteo Maggiori;  Brent Neiman;  Jesse Schreger
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Us dollar  global financial risk  Exchange rate disconnect  Global crisis  
DP13787 Risk Management in Financial Institutions 智库出版物
2019
作者:  Adriano A. Rampini;  S. Viswanathan;  Guillaume Vuillemey
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Risk management  Financial institutions  Interest rate risk  Foreign exchange risk  Financial constraints  Derivatives  
DP13371 What Option Prices tell us about the ECB's Unconventional Monetary Policies 智库出版物
2018
作者:  Stan Olijslagers;  Annelie Petersen;  Nander de Vette;  Sweder van Wijnbergen
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Quantitative easing  Unconventional monetary policies  Exchange rate crash risk  Risk reversals  Mixed diffusion jump risk models  
DP12850 Exchange Rate Misalignment, Capital Flows, and Optimal Monetary Policy Trade-offs 智库出版物
2018
作者:  Giancarlo Corsetti;  Luca Dedola;  Sylvain Leduc
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Currency misalignments  Trade imbalances  Asset markets and risk sharing  Optimal targeting rules  International policy cooperation  Exchange rate pass-through  
DP12137 The Exchange Rate as an Instrument of Monetary Policy 智库出版物
2017
作者:  Ilian Mihov;  Jonas Heipertz;  Ana Santacreu
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Monetary policy rules  Exchange rate management  External habit  risk premium  
DP11640 Pegxit Pressure: Evidence from the Classical Gold Standard 智库出版物
2016
作者:  Kris Mitchener;  Gonçalo Pina
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Currency risk  Commodity prices  Exchange-rate devaluation  
Collateral damage: The impact of the Russia sanctions on sanctioning countries' exports 智库出版物
2016
作者:  Matthieu Crozet;  Julian Hinz
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Real exchange rates  currency valuation  Risk premia  risk premium  Productivity  export quality  Foreign assets  Output gap  exchange rate  
Collateral damage: The impact of the Russia sanctions on sanctioning countries' exports 智库出版物
2016
作者:  Matthieu Crozet;  Julian Hinz
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/26
Real exchange rates  currency valuation  Risk premia  risk premium  Productivity  export quality  Foreign assets  Output gap  exchange rate