Search Results - subject:"US dollar"

How to hedge against inflation risk in Vietnam

Thi, Thanh-binh Nguyen - In: Economies : open access journal 11 (2023) 3, pp. 1-12

both gold and the US dollar on inflation in the long-run and short-run within the asymmetric framework. Especially, the … response of inflation to the shocks of gold price and the US dollar is quick and decisive, disclosing the sensitivity of …

Persistent link: https://www.econbiz.de/10013568245

Commodity price effects on currencies

Cheung, Yin-Wong; Wang, Wenhao - 2022

Using quarterly data on four commodity exporting countries, we study the explanatory power of real commodity prices for predicting real effective exchange rates, with special attention to the separate roles of different sectoral commodity prices during alternative time periods. We find that the...

Persistent link: https://www.econbiz.de/10013383435

Dollarization as an effective commitment device : the case of Argentina

Ocampo, Emilio - 2023

One of the main reasons to dollarize an emerging market economy is to eliminate high, persistent, and volatile inflation. To be effective, dollarization must generate sufficient credibility, which in turn depends critically on whether its expected probability of reversal is low. Argentina once...

Persistent link: https://www.econbiz.de/10013567263

Optimal policy under dollar pricing

Egorov, Konstantin; Mukhin, Dmitry - 2023

Recent empirical evidence shows that most international prices are sticky in dollars. This paper studies the policy implications of this fact in the context of an open economy model, allowing for an arbitrary structure of asset markets, general preferences and technologies, time- or...

Persistent link: https://www.econbiz.de/10013485853

Liquidity, debt denomination, and currency dominance

Coppola, Antonio; Krishnamurthy, Arvind; Xu, Chenzi - 2023

Persistent link: https://www.econbiz.de/10013580712

Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized

Ehlers, Torsten; Hoffmann, Mathias; Raabe, Alexander - 2020

capital inflows improves (tightens) US dollar funding conditions for non-US global banks, leading them to increase (decrease …. Importantly, this synchronization is driven by non-US global banks' common but heterogenous exposure to US dollar funding … international transmission of US dollar funding conditions: As these conditions vary over time, borrowing country pairs whose non …

Persistent link: https://www.econbiz.de/10012420240

Non-US global banks and dollar (co-)dependence : how housing markets became internationally synchronized

Ehlers, Torsten; Hoffmann, Mathias; Raabe, Alexander - 2020

capital inows improves (tightens) US dollar funding conditions for non-US global banks, leading them to increase (decrease …. Importantly, this synchronization is driven by non-US global banksâ€™ common but heterogenous exposure to US dollar funding … international transmission of US dollar funding conditions: As these conditions vary over time, borrowing country pairs whose non …

Persistent link: https://www.econbiz.de/10012416275

Non-US global banks and dollar (co-)dependence : how housing markets became internationally synchronized

Ehlers, Torsten; Hoffmann, Mathias; Raabe, Alexander - 2020

Persistent link: https://www.econbiz.de/10012385430

Global risk and the dollar

Georgiadis, Georgios; Müller, Gernot J.; Schumann, Ben - 2021

How does global risk impact the world economy? In taking up this question, we focus on the dollar’s role in the international adjustment mechanism. First, we rely on high-frequency surprises in the price of gold to identify the effects of global risk shocks in a Bayesian Proxy VAR model. They...

Persistent link: https://www.econbiz.de/10012705529

Contagion effect of COVID-19 on stock market returns : role of gold prices, real estate prices, and US dollar exchange rate

Chaudhry, Naveed Iqbal; Asad, Humaira; Abdulghaffar, Mahwish - In: Pakistan journal of commerce and social sciences 15 (2021) 3, pp. 614-635

returns, house prices index, plot price index, daily prices of gold, and the daily US dollar exchange rate are analyzed. The … got significant support. However,the change in the relationsbetween the US dollar exchange rate and stock market returns …

Persistent link: https://www.econbiz.de/10012655283

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