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DP17454 Granular Investors and International Bond Prices: Scarcity-Induced Safety 智库出版物
2022
作者:  Ester Faia;  Juliana Salomao;  Alexia Ventula Veghazy
收藏  |  浏览/下载:8/0  |  提交时间:2022/09/22
Heterogeneous investors  Market segmentation  Securities data  Uncovered and covered interest rate parity  Scarcity channel  Duration extraction channel  Asset safety  
DP13943 Cryptocurrencies, Currency Competition, and The Impossible Trinity 智库出版物
2022
作者:  PIerpaolo Benigno;  Harald Uhlig;  Linda Schilling
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Currency competition  Cryptocurrency  Impossible trinity  Exchange rates  Uncovered interest parity  Independent monetary policy  
DP17016 The Value of Arbitrage 智库出版物
2022
作者:  Eduardo Dávila;  Daniel Graves;  Cecilia Parlatore Siritto
收藏  |  浏览/下载:8/0  |  提交时间:2022/09/22
Arbitrage  Welfare  Price impact  Covered interest parity  Dual-listed stocks  
DP15872 A Reconsideration of the Failure of Uncovered Interest Parity for the U.S. Dollar 智库出版物
2021
作者:  Charles Engel;  Ekaterina Kazakova;  Mengqi Wang;  Nan Xiang
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Interest parity  Fama regression  Foreign exchange risk premium  
DP15817 How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis 智库出版物
2021
作者:  Diana Zigraiova;  Tomas Havranek;  Zuzana Irsova;  Jiri Novak
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Forward rate bias  Uncovered interest parity  Meta-analysis  Publication bias  Model uncertainty  
DP15569 Currency Mispricing and Dealer Balance Sheets 智库出版物
2020
作者:  Gino Cenedese;  Pasquale Della Corte;  Tianyu Wang
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Exchange rates  Dollar basis  Covered interest parity condition  Arbitrage opportunities  
The international dimension of a central bank digital currency 智库出版物
2020
作者:  Massimo Minesso Ferrari;  Arnaud Mehl;  Livio Stracca
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Central bank digital currency  Cbdc  Uncovered interest parity  
The shifting drivers of covered interest parity deviations 智库出版物
2020
作者:  Eugenio Cerutti;  Maurice Obstfeld;  Haonan Zhou
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Covered interest parity  monetary policy  Financial frictions  Arbitrage  
DP15313 The Economics of Currency Risk 智库出版物
2020
作者:  Tarek Hassan;  Tony Zhang
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Currency risk  Country risk  Capital flows  Uncovered interest parity  Carry trade  Forward premium puzzle  
DP14889 Uncovered Interest Parity, Forward Guidance and the Exchange Rate 智库出版物
2020
作者:  Jordi Gali
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Forward guidance puzzle  Uncovered interest rate parity  Unconventional monetary policies  Open economy new keynesian model