1. Foreign currency exposure and the financial channel of exchange rates. (2022). Longaric, Pablo Anaya.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20222739.

   Full description at Econpapers || Download paper

2. Currency depreciations in emerging economies: A blessing or a curse for external debt management?. (2021). Fisera, Boris ; Hojdan, David ; Tiruneh, Menbere Workie.
   In: International Economics.
   RePEc:eee:inteco:v:168:y:2021:i:c:p:132-165.

   Full description at Econpapers || Download paper

3. Role of capital flight as a driver of sovereign bond spreads in Latin American countries. (2020). Sebri, Maamar ; Smida, Mounir ; Dachraoui, Hajer.
   In: International Economics.
   RePEc:eee:inteco:v:162:y:2020:i:c:p:15-33.

   Full description at Econpapers || Download paper

4. Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions. (2020). Sentana, Enrique ; Fiorentini, Gabriele.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:15411.

   Full description at Econpapers || Download paper

5. Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions. (2020). Sentana, Enrique ; Fiorentini, Gabriele.
   In: Working Papers.
   RePEc:cmf:wpaper:wp2020_2023.

   Full description at Econpapers || Download paper

6. Monetary Policy Spillovers, Capital Controls and Exchange Rate Flexibility, and the Financial Channel of Exchange Rates. (2019). Zhu, Feng ; Georgiadis, Georgios.
   In: Globalization Institute Working Papers.
   RePEc:fip:feddgw:363.

   Full description at Econpapers || Download paper

7. Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates. (2019). Georgiadis, Georgios ; Zhu, Feng.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20192267.

   Full description at Econpapers || Download paper

8. Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates. (2019). Georgiadis, Georgios ; Zhu, Feng.
   In: BIS Working Papers.
   RePEc:bis:biswps:797.

   Full description at Econpapers || Download paper

1. Andrade, J. & Teles, V. K. (2006). An empirical model of the Brazilian country risk–an extension of the beta country risk model. Applied Economics, 38(11), 1271–1278.

2. Avdjiev, S., Bruno, V., Koch, C., & Shin, H. S. (2018). The dollar exchange rate as a global risk factor: evidence from investment. BIS Working Papers 695, Bank of International Settlement.

3. Bénétrix, A. S., Lane, P. R., & Shambaugh, J. C. (2015). International currency exposures, valuation effects and the global financial crisis. Journal of International Economics, 96(Supplement 1), 89–109.

4. Blanchard, O. (2004). Fiscal dominance and inflation targeting: Lessons from Brazil. NBER Working Paper 10389, National Bureau of Economic Research.

5. Bruno, V. & Shin, H. S. (2015a). Capital flows and the risk-taking channel of monetary policy. Journal of Monetary Economics, 71, 119–32.

6. Bruno, V. & Shin, H. S. (2015b). Cross-border banking and global liquidity. The Review of Economic Studies, 82(2), 535–564.

7. Caporale, M. G., Cipollini, A., & Demetriades, P. O. (2005). Monetary policy and the exchange rate during the Asian Crisis: Identification through heteroscedasticity. Journal of International Money and Finance, 24(3), 39–53.

8. Chui, M., Kuruc, E., & Turner, P. (2016). A new dimension to currency mismatches in the emerging markets: Non- financial companies. BIS Working Papers 550, Bank of International Settlement.

9. Comon, P. (1994). Independent component analysis, A new concept? Signal Processing, 36(3), 287–314.
   Paper not yet in RePEc: Add citation now
   

10. Coudert, V. & Mignon, V. (2013). The forward premium puzzle and the sovereign default risk. Journal of International Money and Finance, 32(3), 491–511.

11. Dekle, R., Hsiao, C., & Wang, S. (2001). Do high interest rates appreciate exchange rates during crisis? The Korean vvidence. Oxford Bulletin of Economics and Statistics, 63(3), 359–380.

12. Della Corte, P., Sarno, L., Schmeling, M., & Wanger, C. (2016). Exchange rates and sovereign risk. Available at SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id= 2354935.
    Paper not yet in RePEc: Add citation now
    

13. Du, W. & Schreger, J. (2016). Sovereign Risk, Currency Risk, and Corporate Balance Sheets. Harvard Business School Working Papers 17-024, Harvard Business School.

14. Ebeke, C. & Azangue, A. F. (2015). Inflation targeting and exchange rate regimes in emerging markets. IMF Working Paper 15/228, International Monetary Fund.

15. Eichengreen, B. & Hausmann, R. (1999). Exchange rates and financial fragility, in: New Challenges for Monetary Policy. In Proceedings of a Symposium sponsored by the Federal Reserve Bank of Kansas City.

16. Eichengreen, B. & Mody, A. (1998). What explains changing spreads on emerging-market debt: Fundamentals or market sentiment? NBER Working Papers 6408, National Bureau of Economic Research.

17. Favero, C. A. & Giavazzi, F. (2004). Inflation targeting and debt: Lessons from Brazil. CEPR Discussion Paper 4376, Centre for Economic Policy Research.

18. Ferrucci, G. (2003). Empirical determinants of emerging market economies sovereign bond spreads. Working Papers 205, Bank of England.

19. Gambacorta, L., Hofmann, B., & Peersman, G. (2014). The effectiveness of unconventional monetary policy at the zero lower bound: A cross-country analysis. Journal of Money, Credit and Banking, 46(4), 615–642.

20. Garcia, C. J., Restrepo, J. E., & Roger, S. (2011). How much should inflation targeters care about the exchange rate? Journal of International Money and Finance, 30(7), 1590–1618.

21. Genest, C., Quessy, J.-F., & Rémillard, B. (2007). Asymptotic local efficiency of Cramér von Mises tests for multivariate independence. The Annals of Statistics, 35(1), 166–191.
    Paper not yet in RePEc: Add citation now
    

22. Georgiadis, G. & Mehl, A. (2016). Financial globalisation and monetary policy effectiveness. Journal of International Economics, 103, 200–212.

23. Gould, D. M. & Kamin, S. B. (2000). The impact of monetary policy on exchange rates during financial crises. International Finance Discussion Papers 669, Board of Governors of the Federal Reserve System.
    Paper not yet in RePEc: Add citation now
    

24. Gouriéroux, C., Monfort, A., & Renne, J. (2017). Statistical inference for independent component analysis: Application to structural VAR models. Journal of Econometrics, 196(1), 111–126.

25. Gourinchas, P.-O. & Rey, H. (2007). International financial adjustment. Journal of Political Economy, 115(4), 665–703.

26. Herwartz, H. (2018a). Hodges Lehmann detection of structural shocks - An analysis of macroeconomic dynamics in the Euro Area. Oxford Bulletin of Economics and Statistics, 80(4), 736–754.

27. Herwartz, H. (2018b). Long-run neutrality of demand shocks: Revisiting Blanchard and Quah (1989) with independent structural shocks. Journal of Applied Econometrics, (pp. forthcoming).
    Paper not yet in RePEc: Add citation now
    

28. Herwartz, H. & Lütkepohl, H. (2014). Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks. Journal of Econometrics, 183(1), 104–116.

29. Herwartz, H. & Plödt, M. (2016). The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach. Journal of International Money and Finance, 61, 30–44.

30. Hilscher, J. & Nosbusch, Y. (2010). Determinants of sovereign risk: Macroeconomic fundamentals and the pricing of sovereign risk. Review of Finance, 14(2), 235–262.

31. Hofmann, B., Shim, I., & Shin, H. S. (2016). Sovereign yields and the risk-taking channel of currency appreciation. BIS Working Papers 538, Bank of International Settlement.

32. Keblowski, P. & Welfe, A. (2012). A risk-driven approach to exchange rate modeling. Economic Modelling, 29(4), 1473–1482.

33. Kilian, L. & Lütkepohl, H. (2017). Structural Vector Autoregressive Analysis. Themes in Modern Econometrics. Cambridge University Press.

34. Kim, J.-K. & Ratti, R. A. (2006). Economic activity, foreign exchange rate, and the interest rate during the Asian Crisis. Journal of Policy Modeling, 28(3), 387–402.

35. Klein, M. W. & Shambaugh, J. C. (2015). Rounding the corners of the policy trilemma: Sources of monetary policy autonomy. American Economic Journal: Macroeconomics, 7(4), 33–66.

36. Kuruc, E., Tissot, B., & Turner, P. (2017). Looking at aggregate currency mismatches and beyond. In B. f. I. Settlements (Ed.), Uses of central balance sheet data offices’ information, volume 45. Bank for International Settlements.

37. Lane, P. R. & Milesi-Ferretti, G. M. (2007). The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970-2004. Journal of International Economics, 73(2), 223–250.

38. Lane, P. R. & Shambaugh, J. C. (2010). Financial exchange rates and inter- national currency exposures. American Economic Review, 100(1), 518–540.

39. Lange, A., Dalheimer, B., Herwartz, H., & Maxand, S. (2017). SVARs: Data-driven identification of SVAR models. R package version 1.0.0. Lanne, M., Meitz, M., & Saikkonen, P. (2017). Identification and estimation of non-Gaussian structural vector autoregressions. Journal of Econometrics, 196(2), 288–304.

40. Longstaff, F. A., Pan, J., Pedersen, L. H., & Singleton, K. J. (2011). How sovereign is sovereign credit risk? American Economic Journal: Macroeconomics, 3(2), 75–103.

41. Lütkepohl, H. (2007). New Introduction to Multiple Time Series Analysis. Springer.
    Paper not yet in RePEc: Add citation now
    

42. Lütkepohl, H. & Netšunajev, A. (2014). Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock market.

43. Matteson, D. S. & Tsay, R. S. (2017). Independent component analysis via distance covariance. Journal of the American Statistical Association, 112(529), 623–637.

44. McCauley, R. N., McGuire, P., & Sushko, V. (2015). Global dollar credit: Links to US monetary policy and leverage. BIS Working Papers 483, Bank of International Settlement.

45. Miyajima, K., Mohanty, M., & Yetman, J. (2014). Spillovers of US unconventional monetary policy to Asia: the role of long-term interest rates. BIS Working Papers 478, Bank of International Settlement.

46. Moneta, A., Entner, D., Hoyer, P. O., & Coad, A. (2013). Causal inference by independent component analysis: Theory and applications. Oxford Bulletin of Economics and Statistics, 75(5), 705–730.

47. Obstfeld, M., Shambaugh, J., & Taylor, A. M. (2005). The trilemma in history: Tradeoffs among exchange rates, monetary policies, and capital mobility. Review of Economics and Statistics, 87(3), 423–438.

48. Ojeda-Joya, J. & Sarmiento, G. (2017). Sovereign risk and the real exchange rate: A nonlinear approach. International Economics, in Press.
    Paper not yet in RePEc: Add citation now
    

49. Pesaran, H. & Smith, R. (1995). Estimating long run relations from dynamic heterogeneous panels. Journal of Econometrics, 68(1), 79–113.

50. Rey, H. (2015). Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence. CEPR Discussion Paper 10591, Centre for Economic Policy Research.

51. Sargent, T. J. & Wallace, N. (1981). Some unpleasant monetarist arithmetic. Quarterly Review 5(3), Federal Reserve Bank of Minneapolis.

52. Shambaugh, J. (2004). The effect of fixed exchange rates on monetary policy. Quarterly Journal of Economics, 119(1), 300–351.

53. Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.

54. Sobrun, J. & Turner, P. (2015). Bond markets and monetary policy dilemmas for the emerging markets. BIS Working Papers 508, Bank of International Settlement.

55. Takats, E. & Vela, A. (2014). International monetary policy transmission. BIS Papers 78, Bank of International Settlement.

56. Woodford, M. (2001). Fiscal requirements for price stability. Journal of Money, Credit and Banking, 33(3), 669–728.

57. Zettelmeyer, J. (2004). The impact of monetary policy on the exchange rate: evidence from three small open economies. Journal of Monetary Economics, 51(8), 635–652.

1. The nonlinearity of exchange rate pass?through on currency invoice: A quantile, generalized method of moments and threshold effect?test from sub?Sahara African economies. (2022). Abdulqadir, Idris Abdullahi.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1473-1494.

   Full description at Econpapers || Download paper

2. Bank solvency risk and funding cost interactions: Evidence from Korea. (2022). Aldasoro, Iñaki ; Park, Kyounghoon ; Cho, Chun Hee.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002995.

   Full description at Econpapers || Download paper

3. Exchange rates, foreign currency exposure and sovereign risk. (2021). Herwartz, Helmut ; Bernoth, Kerstin.
   In: EconStor Open Access Articles and Book Chapters.
   RePEc:zbw:espost:276230.

   Full description at Econpapers || Download paper

4. Exchange Rate Fluctuations and Firm Leverage. (2021). SHIM, ILHYOCK ; Liu, Xiaoxi ; Kalemli-Ozcan, Sebnem.
   In: IMF Economic Review.
   RePEc:pal:imfecr:v:69:y:2021:i:1:d:10.1057_s41308-020-00130-4.

   Full description at Econpapers || Download paper

5. Exchange rates, foreign currency exposure and sovereign risk. (2021). Bernoth, Kerstin ; Herwartz, Helmut.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621001054.

   Full description at Econpapers || Download paper

6. Exchange Rate Fluctuations and Firm Leverage. (2021). SHIM, ILHYOCK ; Liu, Xiaoxi ; Kalemli-Ozcan, Sebnem.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:15948.

   Full description at Econpapers || Download paper

7. Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized. (2020). Raabe, Alexander ; Hoffmann, Mathias ; Ehlers, Torsten.
   In: ECON - Working Papers.
   RePEc:zur:econwp:374.

   Full description at Econpapers || Download paper

8. Unintended Consequences of Foreign Exchange Reserve Movements? Financial Dollarization in Emerging Market Economies. (2020). Svirydzenka, Katsiaryna ; Zhang, Zhongxia.
   In: MPRA Paper.
   RePEc:pra:mprapa:120822.

   Full description at Econpapers || Download paper

9. Monetary policy and its transmission in a globalised world. (2020). Strasser, Georg ; Stracca, Livio ; Jarociński, Marek ; Jarociski, Marek ; Georgiadis, Georgios ; Dedola, Luca ; Michele Ca, .
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20202407.

   Full description at Econpapers || Download paper

10. Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized. (2020). Ehlers, Torsten ; Hoffmann, Mathias ; Raabe, Alexander.
    In: BIS Working Papers.
    RePEc:bis:biswps:897.

    Full description at Econpapers || Download paper

11. Corporate Debt, Firm Size and Financial Fragility in Emerging Markets. (2019). Panizza, Ugo ; Chari, Anusha ; Alfaro, Laura ; Asis, Gonzalo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25459.

    Full description at Econpapers || Download paper

12. The Turning Tide: How Vulnerable are Asian Corporates?. (2019). Sedik, Tahsin Saadi ; Jiang, BO.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/093.

    Full description at Econpapers || Download paper

13. Monetary Policy Spillovers, Capital Controls and Exchange Rate Flexibility, and the Financial Channel of Exchange Rates. (2019). Zhu, Feng ; Georgiadis, Georgios.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:363.

    Full description at Econpapers || Download paper

14. Corporate debt, firm size and financial fragility in emerging markets. (2019). Panizza, Ugo ; Alfaro, Laura ; U G O Panizza, ; Chari, Anusha ; Asis, Gonzalo.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:118:y:2019:i:c:p:1-19.

    Full description at Econpapers || Download paper

15. Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates. (2019). Georgiadis, Georgios ; Zhu, Feng.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192267.

    Full description at Econpapers || Download paper

16. Exchange Rates, Foreign Currency Exposure and Sovereign Risk. (2019). Bernoth, Kerstin ; Herwartz, Helmut.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1792.

    Full description at Econpapers || Download paper

17. Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates. (2019). Georgiadis, Georgios ; Zhu, Feng.
    In: BIS Working Papers.
    RePEc:bis:biswps:797.

    Full description at Econpapers || Download paper

18. The Macroeconomic Effects of Exchange Rate Movements. (2018). Hasenclever, Stefan ; Anaya, Pablo.
    In: DIW Roundup: Politik im Fokus.
    RePEc:diw:diwrup:121en.

    Full description at Econpapers || Download paper

19. Dominant Currency Debt. (2018). Eren, Egemen ; Malamud, Semyon.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13391.

    Full description at Econpapers || Download paper

20. (Un)Competitive Devaluations and Firm Dynamics. (2018). Rodnyansky, A.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1888.

    Full description at Econpapers || Download paper

21. Determinants of Capital Flows in the Korean Bond Market. (2018). Kim, Soohyon.
    In: Working Papers.
    RePEc:bok:wpaper:1844.

    Full description at Econpapers || Download paper

22. Bank solvency risk and funding cost interactions in a small open economy: evidence from Korea. (2018). Park, Kyounghoon ; Aldasoro, Iñaki.
    In: BIS Working Papers.
    RePEc:bis:biswps:738.

    Full description at Econpapers || Download paper

23. Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics. (2018). Shin, Hyun Song ; Avdjiev, Stefan ; Berger, Bat-el .
    In: BIS Working Papers.
    RePEc:bis:biswps:735.

    Full description at Econpapers || Download paper

24. Firms credit risk and the onshore transmission of the global financial cycle. (2018). Serena Garralda, Jose Maria ; Moreno, Ramon.
    In: BIS Working Papers.
    RePEc:bis:biswps:712.

    Full description at Econpapers || Download paper

25. Exchange Rates and the Working Capital Channel of Trade Fluctuations. (2018). Kim, Se-Jik ; Bruno, Valentina.
    In: BIS Working Papers.
    RePEc:bis:biswps:694.

    Full description at Econpapers || Download paper

26. Central banks and debt: emerging risks to the effectiveness of monetary policy in Africa?. (2018). Bank for International Settlements, .
    In: BIS Papers.
    RePEc:bis:bisbps:99.

    Full description at Econpapers || Download paper

27. Country world betas: The link between the stock market beta and macroeconomic beta. (2014). Ülkü, Numan ; Ulku, Numan ; Baker, Saleh .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:11:y:2014:i:1:p:36-46.

    Full description at Econpapers || Download paper

28. Can Macroeconomic Factors Explain Equity Returns in the Long Run? The Case of Jordan. (2010). Hassan, Gazi ; Hisham, Al refai .
    In: MPRA Paper.
    RePEc:pra:mprapa:22713.

    Full description at Econpapers || Download paper

29. The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model. (2009). Marshall, Andrew ; Maulana, Tubagus ; Tang, Leilei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:5:p:250-259.

    Full description at Econpapers || Download paper

30. Monetary policy and country risk. (2008). Teles, Vladimir ; Andrade, Joaquim .
    In: Applied Economics.
    RePEc:taf:applec:v:40:y:2008:i:15:p:2021-2028.

    Full description at Econpapers || Download paper

31. The world is shrinking: Evidence for stock market convergence. (2008). Jayasuriya, Shamila ; Shambora, William .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2008:i:14:p:1-12.

    Full description at Econpapers || Download paper

32. The world is shrinking: Evidence for stock market convergence. (2008). Jayasuriya, Shamila ; Shambora, William .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08g10016.

    Full description at Econpapers || Download paper

Report date: 2025-02-27 15:18:05 || Missing content? Let us know