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Debauchery and original sin : the currency composition of sovereign debt

Engel, Charles; Park, JungJae - 2018

Persistent link: https://www.econbiz.de/10011881811

Estimating the impacts of US LSAP's on emerging market economies' local currency bond markets

Moore, Jeffrey A.; Nam, Sunwoo; Suh, Myeongguk; Tepper, … - 2013

This paper examines whether large-scale asset purchases (LSAPs) by the Federal Reserve influenced capital flows out of the United States and into emerging market economies (EMEs) and also analyzes the degree of pass-through from long-term U.S. government bond yields to long-term EME bond yields....

Persistent link: https://www.econbiz.de/10009692612

External solvency, dollarisation and investment grade : towards a virtuous circle? By Martin Grandes

Grandes, Martín (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001632923

External solvency, dollarisation and investment grade : towards a virtuous circle?

Grandes, Martín - 2001

Persistent link: https://www.econbiz.de/10001601049

Local currency sovereign risk

Du, Wenxin; Schreger, Jesse - 2013

Persistent link: https://www.econbiz.de/10010227403

The influence of US dollar funding conditions on Asian financial markets

Lee, Junkyu; Rosenkranz, Peter; Ramayandi, Arief; Pham, … - 2021

More than 20 years after the Asian financial crisis, the region's continued high reliance on United States (US) dollar-denominated funding has significant implications for the transmission of global financial conditions to domestic financial and macroeconomic circumstances. Given limited...

Persistent link: https://www.econbiz.de/10012485240

Optimal reserve composition in the presence of sudden stops : the euro and the dollar as safe haven currencies

Beck, Roland (contributor); Rahbari, Ebrahim (contributor) - 2008

traditional portfolio objectives as debt to reserve ratios decrease. We empirically estimate optimal dollar and euro shares for 24 … reserve ratios, introducing transactions demand has a relatively modest effect. We also find that euro and dollar bonds act as … in Asia and Latin America, while the euro is a better hedge for sudden stops in Emerging Europe. We reproduce …

Persistent link: https://www.econbiz.de/10003782664

Essays on capital flows and exchange rates

Valdés, Rodrigo O. - 1996

Persistent link: https://www.econbiz.de/10000982867

Boom and bust and sovereign ratings

Reisen, Helmut; Maltzan, Julia von - 1999

Persistent link: https://www.econbiz.de/10001388472

Costs of sovereign default

De Paoli, Bianca; Hoggarth, Glenn; Saporta, Victoria - 2006

Persistent link: https://www.econbiz.de/10010492869