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Sovereign yields and the risk-taking channel of currency appreciation. (2016). SHIM, ILHYOCK ; Shin, Hyun Song ; Hofmann, Boris.
In: BIS Working Papers.
RePEc:bis:biswps:538.

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  16. Cerutti, Eugenio, Stijn Claessens and Lev Ratnovski (2014): “Global liquidity and drivers of cross-border bank ‡ ows” , IMF Working Papers WP/14/69.

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  18. Du, Wenxin and Jesse Schreger (2014): “Sovereign risk, currency risk and corporate balance sheets” , unpublished manuscript.

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  28. Krugman, Paul (2014): “Currency regimes, capital ‡ ows and crises” , IMF Economic Review, vol 62(4), pp 470– 493, Mundell-Fleming Lecture, November 2013.
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  29. McCauley, Robert N., Patrick McGuire and Vladyslav Sushko (2015): “Global dollar credit: links to US monetary policy and leverage” , Economic Policy, vol 30(82), pp 187– 229, April.

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Cocites

Documents in RePEc which have cited the same bibliography

  1. The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14460.

    Full description at Econpapers || Download paper

  2. The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8153.

    Full description at Econpapers || Download paper

  3. The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2020:p:325-339.

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  4. Forecasting energy commodity prices: a large global dataset sparse approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide.
    In: Working Papers.
    RePEc:tas:wpaper:32152.

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  5. The Heterogeneous Interconnections between Supply or Demand Side and Oil Risks. (2019). Du, Ziqing ; Li, Zhenghui ; Liao, Gaoke ; Liu, Yue.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:11:p:2226-:d:238956.

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  6. Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks. (2019). Tran, Trung Duc ; Tatsuyoshi, Okimoto ; Nguyen, Bao H.
    In: Discussion papers.
    RePEc:eti:dpaper:19042.

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  7. Oil price elasticities and oil price fluctuations. (2019). Iacoviello, Matteo ; Cavallo, Michele ; Caldara, Dario .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:103:y:2019:i:c:p:1-20.

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  8. Do heterogeneous countries respond differently to oil price shocks?. (2019). Hernandez-Vega, Marco ; Hernandez-Del, Gerardo ; Guerrero-Escobar, Santiago .
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317301952.

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  9. Oil shocks and production network structure: Evidence from the OECD. (2019). Caraiani, Petre.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303548.

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  10. Asymmetric effects of oil prices and exchange rates on China’s industrial prices. (2019). Zhu, Huiming ; Chen, Xiuyun.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303469.

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  11. Asymmetric reactions of the US natural gas market and economic activity. (2019). Okimoto, Tatsuyoshi ; Nguyen, Bao H.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:86-99.

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  12. Dutch disease dynamics reconsidered. (2019). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde ; Bjornland, Hilde C.
    In: European Economic Review.
    RePEc:eee:eecrev:v:119:y:2019:i:c:p:411-433.

    Full description at Econpapers || Download paper

  13. Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide.
    In: Working Papers.
    RePEc:bny:wpaper:0083.

    Full description at Econpapers || Download paper

  14. OPECs crude game. (2019). Hvinden, Even Comfort.
    In: Working Papers.
    RePEc:bny:wpaper:0082.

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  15. New Kid on the Block? China vs the US in World Oil Markets. (2019). Cross, Jamie ; Zhang, BO ; Nguyen, Bao H.
    In: Working Papers.
    RePEc:bny:wpaper:0074.

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  16. Comovements In The Real Activity Of Developed And Emerging Economies: A Test Of Global Versus Specific International Factors. (2018). Djogbenou, Antoine.
    In: Working Paper.
    RePEc:qed:wpaper:1392.

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  17. Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof.
    In: Energies.
    RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404.

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  18. Forecasting crude oil price: Does exist an optimal econometric model?. (2018). de Albuquerquemello, Vinicius Phillipe ; Maia, Sinezio Fernandes ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly.
    In: Energy.
    RePEc:eee:energy:v:155:y:2018:i:c:p:578-591.

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  19. Time-varying effects of oil supply and demand shocks on Chinas macro-economy. (2018). Lin, Boqiang ; Gong, XU.
    In: Energy.
    RePEc:eee:energy:v:149:y:2018:i:c:p:424-437.

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  20. Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:208-251.

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  21. On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie ; Nguyen, Bao H ; Hou, Chenghan.
    In: Working Papers.
    RePEc:bny:wpaper:0069.

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  22. The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C.
    In: Working Papers.
    RePEc:bny:wpaper:0066.

    Full description at Econpapers || Download paper

  23. Dutch Disease Dynamics Reconsidered. (2018). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde.
    In: Working Papers.
    RePEc:bny:wpaper:0062.

    Full description at Econpapers || Download paper

  24. On the exposure of the BRIC countries to global economic shocks. (2017). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina.
    In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
    RePEc:zbw:vfsc17:168110.

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  25. On the exposure of the BRIC countries to global economic shocks. (2017). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina.
    In: GLO Discussion Paper Series.
    RePEc:zbw:glodps:37.

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  26. World steel production: A new monthly indicator of global real economic activity. (2017). Vespignani, Joaquin ; Ravazzolo, Francesco.
    In: Working Papers.
    RePEc:tas:wpaper:23636.

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  27. On the Exposure of the BRIC Countries to Global Economic Shocks. (2017). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina.
    In: IZA Discussion Papers.
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  28. Oil Price Pass-Through into Core Inflation. (2017). Luciani, Matteo ; Conflitti, Cristina.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-85.

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  29. Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity. (2017). Okimoto, Tatsuyoshi ; Tatsuyoshi, Okimoto ; Nguyen, Bao H.
    In: Discussion papers.
    RePEc:eti:dpaper:17102.

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  30. The G7 business cycle in a globalized world. (2017). Carstensen, Kai ; Salzmann, L.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:73:y:2017:i:pa:p:134-161.

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  31. Determinants of the crude oil futures curve: Inventory, consumption and volatility. (2017). Yeung, Danny ; Thorp, Susan ; Nikitopoulos-Sklibosios, Christina ; Squires, Matthew.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:84:y:2017:i:c:p:53-67.

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  32. Forecasting GDP with global components: This time is different. (2017). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:1:p:153-173.

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  33. The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:79-91.

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  34. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier .
    In: The Energy Journal.
    RePEc:aen:journl:ej38-2-bunn.

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  35. On the exposure of the BRIC countries to global economic shocks. (2016). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:622.

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  36. What drives long-term oil market volatility? Fundamentals versus Speculation. (2016). Yin, Libo ; Zhou, Yimin.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:20162.

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  37. On the exposure of the BRIC countries to global economic shocks. (2016). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina.
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201605.

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  38. Oil Price Elasticities and Oil Price Fluctuations. (2016). Iacoviello, Matteo ; Caldara, Dario ; Cavallo, Michele.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1173.

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  39. Commodity prices and fiscal policy design: Procyclical despite a rule. (2016). Thorsrud, Leif ; Bjørnland, Hilde.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2016-27.

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  40. Forecasting GDP with global components. This time is different. (2016). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2016-26.

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  41. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-415.

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  42. Country-specific oil supply shocks and the global economy: A counterfactual analysis. (2016). Pesaran, M ; Mohaddes, Kamiar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:59:y:2016:i:c:p:382-399.

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  43. An empirical analysis of the relationship between oil prices and the Chinese macro-economy. (2016). Wei, Yanfeng ; Guo, Xiaoying.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:88-100.

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  44. On the Exposure of the BRIC Countries to Global Economic Shocks. (2016). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1594.

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  45. The G7 Business Cycle in a Globalized World. (2016). Carstensen, Kai ; Salzmann, Leonard .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5980.

    Full description at Econpapers || Download paper

  46. Sovereign yields and the risk-taking channel of currency appreciation. (2016). SHIM, ILHYOCK ; Shin, Hyun Song ; Hofmann, Boris.
    In: BIS Working Papers.
    RePEc:bis:biswps:538.

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  47. Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets. (2016). Mauad, Roberto ; Laurini, Márcio ; Aiube, Fernando Antonio ; Lucena, Fernando Antonio .
    In: Working Papers Series.
    RePEc:bcb:wpaper:415.

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  48. A new monthly indicator of global real economic activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco.
    In: Working Papers.
    RePEc:tas:wpaper:22664.

    Full description at Econpapers || Download paper

  49. Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?. (2015). Beidas-Strom, Samya ; Beckers, Benjamin.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/251.

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  50. Causes and Consequences of Oil Price Shocks on the UK Economy. (2015). Pieroni, Luca ; Lorusso, Marco.
    In: CEERP Working Paper Series.
    RePEc:hwc:wpaper:002.

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