Search Results - isPartOf:"Journal of Money, Credit and Banking"

The Term Structure of Currency Futures' Risk Premia

Bernoth, Kerstin; von Hagen, Jürgen; de Vries, Caspar - In: Journal of Money, Credit and Banking 54 (2022) 1, pp. 5-38

The use of futures instead of forwards exchange contracts completes the ma-turity spectrum of the correlation between spot yields and the premium. Wefind that the forward premium puzzle appears to be a precrisis phenomenonand is only observed for maturities longer than about 1 month....

Persistent link: https://www.econbiz.de/10013367049

The term structure of currency futures' risk premia

Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - In: Journal of money, credit and banking : JMCB 54 (2022) 1, pp. 5-38

Persistent link: https://www.econbiz.de/10012819558

Chinese exchange rate policy : lessons for global investors

Melvin, Michael; Westermann, Frank - In: Journal of money, credit and banking : JMCB 54 (2022) 1, pp. 145-168

Persistent link: https://www.econbiz.de/10012819573

Secular stagnation and low interest rates under the fear of a government debt crisis

Kobayashi, Keiichiro; Ueda, Kozo - In: Journal of money, credit and banking : JMCB 54 (2022) 4, pp. 779-824

Persistent link: https://www.econbiz.de/10013281314

The impact of macroeconomic uncertainty on inequality : an empirical study for the United Kingdom

Theophilopoulou, Angeliki - In: Journal of money, credit and banking : JMCB 54 (2022) 4, pp. 859-884

Persistent link: https://www.econbiz.de/10013281318

An epidemiological model of economic crisis spread across sectors in the United States

Janssens, Eva; Lumsdaine, Robin L.; Vermeulen, … - In: Journal of money, credit and banking : JMCB 54 (2022) 4, pp. 885-919

Persistent link: https://www.econbiz.de/10013281327

A note of caution on quantifying banks' recapitalization effects

Schmidt, Kirsten; Noth, Felix; Tonzer, Lena - In: Journal of money, credit and banking : JMCB 54 (2022) 4, pp. 1123-1133

Persistent link: https://www.econbiz.de/10013281388

Price dispersion and the costs of inflation

Hahn, Volker - In: Journal of money, credit and banking : JMCB 54 (2022) 2/3, pp. 459-491

Persistent link: https://www.econbiz.de/10013167393

(Dis)solving the zero lower bound equilibrium through income policy

Ascari, Guido; Bonchi, Jacopo - In: Journal of money, credit and banking : JMCB 54 (2022) 2/3, pp. 519-535

Persistent link: https://www.econbiz.de/10013167401

Unsecured and secured funding

Di Filippo, Mario; Ranaldo, Angelo; Wrampelmeyer, Jan - In: Journal of money, credit and banking : JMCB 54 (2022) 2/3, pp. 651-662

Persistent link: https://www.econbiz.de/10013167493

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