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| Default expectations and currency movements 智库出版物
2021
作者: Pasquale Della Corte; LUCIO SARNO; Maik Schmeling; Christian Wagner
  收藏 | 浏览/下载：7/0 | 提交时间：2022/09/22
Sovereign default Exchange rates risk premium Volatility Sovereign risk Credit default swap |
| DP8745 Sources of Risk in Currency Returns 智库出版物
2012
作者: Mikhail Chernov; Irina Zviadadze
收藏 | 浏览/下载：4/0 | 提交时间：2022/09/22
Bayesian mcmc Carry trades Exchange rates Implied volatility Jumps |
| Crisis management and resolution policies: Early lessons from the financial crisis 智库出版物
2011
作者: Stijn Claessens; Ceyla Pazarbasioglu
收藏 | 浏览/下载：0/0 | 提交时间：2022/09/22
Exchange rates Carry trade Volatility Speculation |
| The US subprime mortgage crisis: A credit boom gone bad? 智库出版物
2008
作者: Giovanni Dell'Ariccia; Deniz Igan; Luc Laeven
收藏 | 浏览/下载：3/0 | 提交时间：2022/09/22
Exchange rates Volatility Random walk Predictions Forward premium |
| DP6629 Unravelling Secularization: an International Study 智库出版物
2008
作者: Shoshana Neuman; Pablo Brañas-Garza; Teresa García-Muñoz
收藏 | 浏览/下载：2/0 | 提交时间：2022/09/22
Exchange rates Economic value Forward premium Monetary fundamentals Volatility Bayesian mcmc estimation Bayesian model averaging |
| DP3570 Input Price Discrimination with Downstream Cournot Competitors 智库出版物
2002
作者: Tommaso Valletti
收藏 | 浏览/下载：3/0 | 提交时间：2022/09/22
Crises Economic growth Economic instability Exchange rates Government spending inflation Institutions Macroeconomic policies Volatility Washington consensus |
| DP3611 Political Activism, Trust, and Coordination 智库出版物
2002
作者: Roland Benabou; Marco Battaglini
收藏 | 浏览/下载：2/0 | 提交时间：2022/09/22
Exchange rates Crises Economic growth Economic instability inflation Institutions Macroeconomic policies Volatility The washington consensus Government spending |
| DP2393 Monetary Policies In The Presence Of Asymmetries 智库出版物
2000
作者: Paul De Grauwe
收藏 | 浏览/下载：1/0 | 提交时间：2022/09/22
Nontradeables Real effective exchange rates Volatility |
| DP1638 Setting Conversion Rates for the Third Stage of EMU 智库出版物
1997
作者: Paul De Grauwe; Luigi Spaventa
收藏 | 浏览/下载：1/0 | 提交时间：2022/09/22
Erm Exchange rates Volatility clustering Volatility transmission |
| Endogenous Uncertainty: A Unified View of Market Volatility 智库出版物
1997
作者: Mordecai Kurz
Adobe PDF(2433Kb) | 收藏 | 浏览/下载：2/0 | 提交时间：2019/06/14
Rational Expectation Equilibrium (REE),rational beliefs,Rational Belief Equilibrium (RBE),Endogenous uncertainty,State of belief,Market volatility,Equity risk premium,Riskless rate,GARCH,Forward discount bias,Foreign exchange rates,OLG economy,Correlation |
