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DP13597 Exchange Rate Undershooting: Evidence and Theory 智库出版物
2019
作者:  Gernot Müller;  Martin Wolf;  Thomas Hettig
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
exchange rate  Forward exchange rates  Excess return  Uip puzzle  monetary policy  Information effect  Information rigidities  
DP11918 Monetary policy's rising FX impact in the era of ultra-low rates 智库出版物
2017
作者:  Paul Schrimpf;  Jonathan Kearns;  Massimo Ferrari
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Exchange rates  Unconventional monetary policy  Forward guidance  Event study  High frequency data  
DP8503 Properties of Foreign Exchange Risk Premiums 智库出版物
2011
作者:  LUCIO SARNO;  Paul Schneider;  Christian Wagner
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Exchange rates  Forward bias  Predictability  Term structure  
DP8343 Carry Trade and Momentum in Currency Markets 智库出版物
2011
作者:  Martin Eichenbaum;  Sérgio Rebelo;  Craig Burnside
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Exchange rates  Forward rates  Uncovered interest parity  
DP6732 Together but Apart: ICT and Productivity Growth in Israel 智库出版物
2008
作者:  Saul Lach;  Manuel Trajtenberg;  Gil Shiff
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Capital controls  Exchange rates  Forward premia  Interest differentials  Monetary freedom  
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:1/0  |  提交时间:2022/09/22
Exchange rates  Economic value  Forward premium  Monetary fundamentals  Volatility  Bayesian mcmc estimation  Bayesian model averaging  
DP6503 On Seller Estimates and Buyer Returns 智库出版物
2007
作者:  Flavio Toxvaerd;  Alex Gershkov
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Exchange rates  Forward premium puzzle  Hausman test  Interest rates  Orstein-uhlenbeck process  Temporal aggregation  
DP2067 The European Central Bank: Decision Rules and Macroeconomic Performance 智库出版物
1999
作者:  Paul De Grauwe;  Hans Dewachter;  Yunus Aksoy
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Exchange rates  Implicit forward rate curve  monetary policy  Var models  
DP1585 Policy Complementarities: The Case for Fundamental Labour Market Reform 智库出版物
1997
作者:  Dennis Snower;  David T. Coe
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Exchange rates  Forward rate curve  inflation  Interest rates  Options  Risk neutral distribution