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  1. Wechselkursunsicherheit und Außenhandel
    eine Analyse der theoretischen Literatur
    Published: 1997
    Publisher:  Inst. für Weltwirtschaft, Kiel

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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    DDC Categories: 330; 380; 650; 670
    Series: Kieler Arbeitspapiere ; Nr. 830
    Subjects: Wechselkurstheorie; Außenwirtschaftstheorie; Volatilität; Theorie
    Other subjects: (stw)Wechselkurstheorie; (stw)Außenwirtschaftstheorie; (stw)Volatilität; (stw)Theorie; jel:F41; jel:G10; jel:D81; International Trade; Exchange Rates; Uncertainty; Wechselkurstheorie (STW); Außenwirtschaftstheorie (STW); Volatilität (STW); Theorie (STW); Übersichtsarbeit; Arbeitspapier; Graue Literatur; Buch
    Scope: 51 S., graph. Darst., 21 cm
    Notes:

    Literaturverz. S. 47 - 51

  2. Beyond bilateral flows
    indirect connections and exchange rates
    Published: 29 July 2024
    Publisher:  Centre for Economic Policy Research, London

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    Universitätsbibliothek Freiburg
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; DP19310
    Subjects: Exchange Rates; Currency Returns; Imperfect Financial Markets; Global Banking
    Scope: 1 Online-Ressource (circa 78 Seiten), Illustrationen
  3. Forecasts of period-average exchange rates
    new insights from real-time daily data
    Published: October 2024
    Publisher:  LCERPA, Laurier Centre for Economic Research & Policy Analysis, [Waterloo, ON]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: LCERPA working paper ; 2024, 6
    Subjects: Temporal Aggregation; Exchange Rates; Forecasting; Forecast Evaluation
    Scope: 1 Online-Ressource (circa 57 Seiten), Illustrationen
  4. Trouble every day
    monetary policy in an open emerging economy
    Published: [2024]
    Publisher:  Economic Research Southern Africa, [Cape Town]

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: This version: 7 August 2024
    Series: ERSA working paper ; 891 (August 2024)
    Subjects: Monetary policy; Small Open Economy; Ination Targeting; Exchange Rates
    Scope: 1 Online-Ressource (circa 54 Seiten), Illustrationen
  5. Bond convenience yields and exchange rate dynamics
    Published: October 16, 2017
    Publisher:  Boston College, Chestnut Hill, MA, USA

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Boston College working papers in economics ; number 943
    Subjects: Uncovered Interest Rate Parity; Exchange Rates; Open Economy Macroeconomics; Bond Convenience Yield; Monetary-Fiscal Interaction; Government Debt Dynamics
    Scope: 1 Online-Ressource (circa 88 Seiten), Illustrationen
  6. International yield curves and currency puzzles
    Published: 17 October 2018
    Publisher:  Centre for Economic Policy Research, London

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 32 (13252)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Edition: Revision
    Series: Discussion paper series / Centre for Economic Policy Research ; DP13252 (v. 3)
    Subjects: affine models; bond valuation; Exchange Rates; FX disconnect
    Scope: 46 Seiten, Illustrationen
    Notes:

    Erscheint auch als Online-Ausgabe

  7. Invoicing and pricing-to-market
    a study of price and markup elasticities of UK exporters
    Published: 29 October 2018
    Publisher:  Centre for Economic Policy Research, London

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 32 (13282)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Discussion paper series / Centre for Economic Policy Research ; DP13282
    Subjects: dominant currency; Exchange Rates; Firm level data; Law of one price; markup elasticity; Pass through; Vehicle currency
    Scope: 68 Seiten, Illustrationen
    Notes:

    Erscheint auch als Online-Ausgabe

  8. The dominant currency financing channel of external adjustment
    Published: [2022]
    Publisher:  Board of Governors of the Federal Reserve System, [Washington, DC]

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    VS 201
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
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    Series: International finance discussion papers ; number 1343 (May 2022)
    Subjects: Imports; Exports; Foreign Currency Exposure; Capital Structure; Exchange Rates; Debt Revaluation; Hedging
    Scope: 1 Online-Ressource (circa 86 Seiten), Illustrationen
  9. Trade policies and fiscal devaluations
    Published: [2022]
    Publisher:  Board of Governors of the Federal Reserve System, [Washington, DC]

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: International finance discussion papers ; number 1347 (June 2022)
    Subjects: Trade Policy; Fiscal Policy; Exchange Rates; Fiscal Devaluation
    Scope: 1 Online-Ressource (circa 78 Seiten), Illustrationen
  10. Foreign exchange fixings and returns around the clock
    Published: [2021]
    Publisher:  Bank of Canada, [Ottawa]

    We document that intraday currency returns display systematic reversals around the major benchmark fixings, characterized by an appreciation of the U.S. dollar pre-fix and a depreciation post-fix. We propose an explanation based on constrained... more

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    We document that intraday currency returns display systematic reversals around the major benchmark fixings, characterized by an appreciation of the U.S. dollar pre-fix and a depreciation post-fix. We propose an explanation based on constrained intermediation by foreign exchange dealers. Exploiting data from a major inter-dealer platform, we present evidence of an unconditional demand for U.S. dollars at currency fixings. Dealers hedge this demand pre-fix, driving intraday reversals in both over-the-counter and exchange-traded markets. Furthermore, order imbalances in futures markets are not related to intraday reversal patterns, suggesting that the marginal investors in foreign exchange markets are intermediaries.

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/248309
    Edition: Last updated: October 6, 2021
    Series: Staff working paper / Bank of Canada ; 2021, 48
    Subjects: Financial markets; Exchange Rates; Market structure and pricing
    Scope: 1 Online-Ressource (circa 59 Seiten), Illustrationen
  11. International pecking order
    Published: 07 April 2022
    Publisher:  Centre for Economic Policy Research, London

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    LZ 161
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    Universitätsbibliothek Mannheim
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; DP17193
    Subjects: foreign currency debt; Corporate Debt; signalling; Exchange Rates; Pecking order
    Scope: 1 Online-Ressource (circa 71 Seiten), Illustrationen
  12. The real effects of exchange rate depreciation
    the role of bank loan supply
    Published: 17 April 2022
    Publisher:  Centre for Economic Policy Research, London

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; DP17231
    Subjects: Exchange Rates; bank lending; Interbank Markets; Real effects; Regional businesscycles; Germany
    Scope: 1 Online-Ressource (circa 55 Seiten), Illustrationen
  13. COVID-19 and exchange rates
    spillover effects of U.S. monetary policy
    Published: [2022]
    Publisher:  Florida International University, Department of Economics, [Miami, FL]

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    VS 607
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers / Florida International University, Department of Economics ; 2210 (June 2022)
    Subjects: COVID-19; Coronavirus; Exchange Rates; Monetary Policy; Spillover Effects
    Scope: 1 Online-Ressource (circa 30 Seiten), Illustrationen
  14. Aid and exchange rates in sub-Saharan Africa
    nomore dutch disease?
    Published: [2019]
    Publisher:  Centre for Research in Economic Development and International Trade, University of Nottingham, Nottingham

    Given the significant inflows of foreign aid to sub-Saharan Africa (SSA) the possibility of Dutch Disease has been a concern. Most macroeconomic models predict that aid inflows, especially if large and/or unanticipated (shocks), will lead to an... more

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    Given the significant inflows of foreign aid to sub-Saharan Africa (SSA) the possibility of Dutch Disease has been a concern. Most macroeconomic models predict that aid inflows, especially if large and/or unanticipated (shocks), will lead to an appreciation of the real exchange rate and undermine the competitiveness of the economy. Empirical evidence is inconclusive, but a common presumption is that aid has been associated with Dutch Disease effects in SSA. Previous empirical studies rely on annual data and few include data since themid-2000s. This paper focuses on themore recent period employing monthly time series data for ten countries over 2001 to 2017 to estimate a structural VAR. For the majority of countries aid has no or a minimal effect on the real exchange rate; there is evidence of a significant real appreciation in only two countries. Additional analysis shows that commodity export prices are a more important determinant of the real exchange rate, with an effect on average twice that of aid. The paper conjectures that the absence of a Dutch Disease effect since the 2000s is due to a declining level of aid inflows and improved macroeconomic management.

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/210858
    Series: CREDIT research paper ; no. 19, 07
    Subjects: Foreign Aid; Exchange Rates; Dutch Disease; sub-Saharan Africa
    Scope: 1 Online-Ressource (circa 47 Seiten), Illustrationen
  15. Money markets and exchange rates in pre-industrial Europe
    Published: 07 December 2018
    Publisher:  Centre for Economic Policy Research, London

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 32 (13372)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Discussion paper series / Centre for Economic Policy Research ; DP13372
    Subjects: money market; Bills of Exchange; monetary geography; usury regulations; cost of capital; Exchange Rates; interest rates; Specie-Point Mechanism
    Scope: 24 Seiten, Illustrationen
    Notes:

    Erscheint auch als Online-Ausgabe

  16. Exchange rate reconnect
    Published: 14 July 2019
    Publisher:  Centre for Economic Policy Research, London

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    LZ 161
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    Universitätsbibliothek Mannheim
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; DP13869
    Subjects: Capital Flows; Risk; Exchange Rates; Reserve Currencies
    Scope: 1 Online-Ressource (circa 37 Seiten), Illustrationen
  17. Cryptocurrencies, currency competition, and the impossible trinity
    Published: 21 August 2019
    Publisher:  Centre for Economic Policy Research, London

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    LZ 161
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    Universitätsbibliothek Mannheim
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; DP13943
    Subjects: currency competition; cryptocurrency; impossible trinity; Exchange Rates; uncovered interest parity; independent monetary policy
    Scope: 1 Online-Ressource (circa 46 Seiten), Illustrationen
  18. Macroeconomic management on becoming an African oil exporter
    Published: [2020]
    Publisher:  Centre for Research in Economic Development and International Trade, University of Nottingham, Nottingham

    This paper provides analysis of the macroeconomic management implications of becoming an exporter of oil, taking the case of Ghana and applying to Uganda as a prospective exporter. The paper proceeds in two steps. First, we construct a Dynamic... more

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    This paper provides analysis of the macroeconomic management implications of becoming an exporter of oil, taking the case of Ghana and applying to Uganda as a prospective exporter. The paper proceeds in two steps. First, we construct a Dynamic Stochastic General Equilibrium (DSGE) model of a primary commodity exporting developing country calibrated to Ghana and Uganda and simulate the impulse response to shocks to the oil price and oil production. Second, using parameters from the DSGE model to obtain priors for parameter values, we use a Structural Vector Autoregressive (SVAR) with monthly data over 2001 to 2019 to estimate the response to oil shocks as an importer for both countries and as an exporter for Ghana after 2010. The DSGE results suggest that although an oil price shock generates appreciation and initially output falls, there are reductions in interest rates and inflation and ultimately output increases. The larger the oil sector the greater the appreciation and inflationary effects, but output rises more quickly and there are larger increases in wages and taxes. The SVAR results for Ghana when exporting suggest an initial depreciation in response to an oil price shock, with a reduction in inflation, but the immediate negative output response slowly turns positive (and becomes consistent with the DSGE). When Ghana and Uganda are importers, oil price shocks generate appreciation, mild inflation and interest rate reductions, so although output declines initially it rises after a year and this persists. The analysis suggests that the adoption of inflation targeting, in conjunction with an improved monitoring of macroeconomic developments, has mitigated the effects of oil price shocks on domestic variables in Ghana and Uganda.

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/250293
    Series: CREDIT research paper ; no. 20, 03
    Subjects: Oil; Exchange Rates; DSGE; SVAR; sub-Saharan Africa (Ghana, Uganda)
    Scope: 1 Online-Ressource (circa 31 Seiten), Illustrationen
  19. Rising wages, Yuan appreciation and China's processing exports
    Author: Xing, Yuqing
    Published: April 2016
    Publisher:  National Graduate Institute for Policy Studies, Tokyo, Japan

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    VS 649
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: GRIPS discussion paper ; 16, 01
    Subjects: China; Wage; Exchange Rates; processing trade
    Scope: 1 Online-Ressource (circa 19 Seiten), Illustrationen
  20. Purchasing-power-parity and the saving behavior of temporary migrants
    Published: [2019]
    Publisher:  Centre for Research and Analysis of Migration, Department of Economics, University College London, London

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    VS 458
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Discussion paper series / Centre for Research and Analysis of Migration ; CPD 19, 16
    Subjects: Migrants’' Savings; Return Migration; Exchange Rates; Prices; PPP
    Scope: 1 Online-Ressource (circa 76 Seiten), Illustrationen
  21. EQCHANGE annual assessment 2019
    Author: Grekou, Carl
    Published: [2019]
    Publisher:  CEPII, Paris

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    VS 606
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / CEPII ; no 2019, 19 (December)
    Subjects: EQCHANGE; Exchange Rates; Currency Misalignments; Imbalances
    Scope: 1 Online-Ressource (circa 43 Seiten), Illustrationen
  22. The dominant currency financing channel of external adjustment
    Published: [2020]
    Publisher:  Banco de la Republica Colombia, Bogotá, Colombia

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    VS 468
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Borradores de economía ; no. 1111 (2020)
    Subjects: Imports; Exports; Exchange Rates; Foreign Currency Exposure; Capital Structure; Debt Revaluation
    Scope: 1 Online-Ressource (circa 32 Seiten), Illustrationen
  23. Climate risk and commodity currencies
    Published: [2020]
    Publisher:  Norges Bank, Oslo

    The positive relationship between real exchange rates and natural resource income is well understood and studied. However, climate change and the transition to a lower-carbon economy now challenges this relationship. We document this by proposing a... more

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    The positive relationship between real exchange rates and natural resource income is well understood and studied. However, climate change and the transition to a lower-carbon economy now challenges this relationship. We document this by proposing a novel news media-based measure of climate change transition risk and show that when such risk is high, major commodity currencies experience a persistent depreciation and the relationship between commodity price fluctuations and currencies tends to become weaker.

     

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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9788283791815
    Other identifier:
    hdl: 11250/2727312
    hdl: 10419/246121
    Edition: This version: December 16, 2020
    Series: Working paper / Norges Bank ; 2020, 18
    Subjects: Exchange Rates; Climate; Risk; Commodities
    Scope: 1 Online-Ressource (circa 49 Seiten), Illustrationen
  24. The global transmission of U.S. monetary policy
    Published: [2021]
    Publisher:  OFCE, Paris, France

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    ZSS 48
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    Media type: Book
    Format: Online
    Series: Sciences Po OFCE working paper ; no 2021, 9
    Subjects: Monetary policy; Trilemma; Exchange Rates; Monetary Policy Spillovers
    Scope: 1 Online-Ressource (circa 107 Seiten), Illustrationen
  25. The behaviour of betting and currency markets on the night of the EU referendum
    Published: May 2018
    Publisher:  Monash University, Department of Econometrics and Business Statistics, [Victoria, Australia]

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    Series: Working paper / Monash University, Department of Econometrics and Business Statistics ; 18, 10
    Subjects: EU Referendum; Prediction Markets; Machine Learning; Efficient Markets Hypothesis; Pairs Trading; Cointegration; Bayesian Methods; Exchange Rates
    Scope: 1 Online-Ressource (circa 44 Seiten), Illustrationen