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Some Further Evidence on Exchange-Rate Volatility and Exports

Hondroyiannis, George; Swamy, P.A.V.B.; Tavlas, George; … - In: Review of World Economics (Weltwirtschaftliches Archiv) 144 (2008) 1, pp. 151-180

Persistent link: https://www.econbiz.de/10005391017

Capital mobility in the Caucasus

Jamilov, Rustam - In: Economic Systems 37 (2013) 2, pp. 155-170

developed in the seminal paper by Feldstein and Horioka (1980). I construct a panel of 6 countries of the Caucasus – Armenia …, Azerbaijan, Georgia, Kazakhstan, Russia, and Turkey – and employ a panel cointegration approach. To that end, I make use of the … cross-dependency tests reject the presence of cross-sectional dependence. Panel unit root and cointegration tests confirm …

Persistent link: https://www.econbiz.de/10010665612

Contagious Currency Crises

Eichengreen, Barry; Rose, Andrew K; Wyplosz, Charles - C.E.P.R. Discussion Papers - 1996

theoretical literature, and analyses the contagious nature of currency crises empirically. Using 30 years of panel data from 20 … by international trade linkages than to countries in similar macroeconomic circumstances. …

Persistent link: https://www.econbiz.de/10005791892

E-commerce and exports in Europe : a dynamic panel data approach

Kastratović, Radovan; Bjelić, Predrag - In: The International trade journal 36 (2022) 6, pp. 502-526

Persistent link: https://www.econbiz.de/10013552609

Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework

Boubaker, Sabri; Jouini, Jamel - In: The North American Journal of Economics and Finance 29 (2014) C, pp. 322-335

This paper empirically investigates the international equity market causal links between Central and South-Eastern Europe, on the one hand, and developed countries (Western Europe and the United States), on the other hand, over the monthly sample period spanning from October 2000 to September...

Persistent link: https://www.econbiz.de/10010931462

Stock markets in GCC countries and global factors: A further investigation

Jouini, Jamel - In: Economic Modelling 31 (2013) C, pp. 80-86

This paper investigates the long-run links between stock markets of the Gulf Cooperation Countries (GCC) and three global factors, including oil price, MSCI (Morgan Stanley Capital International) world index and US interest rate. Unlike previous empirical works, we employ econometric techniques...

Persistent link: https://www.econbiz.de/10010636310

Convertibility restriction in China’s foreign exchange market and its impact on forward pricing

Wang, Yi David - In: Journal of Banking & Finance 50 (2015) C, pp. 616-631

In contrast to the well established markets such as the dollar-euro market, recent CIP deviations observed in the onshore dollar-RMB forward market were primarily caused by conversion restrictions in the spot market rather than by changes in credit risk and/or liquidity constraint. This paper...

Persistent link: https://www.econbiz.de/10011118076

International Currency Exposures, Valuation Effects, and the Global Financial Crisis

Bénétrix, Agustín S.; Lane, Philip; Shambaugh, Jay C. - National Bureau of Economic Research (NBER) - 2015

We examine the evolution of international currency exposures, with a particular focus on the 2002-12 period. During the run up to the global financial crisis, there was a widespread shift towards positive net foreign currency positions, such that relatively few countries exhibited the archetypal...

Persistent link: https://www.econbiz.de/10011119801

International reserves before and after the global crisis: Is there no end to hoarding?

Aizenman, Joshua; Cheung, Yin-Wong; Ito, Hiro - In: Journal of International Money and Finance 52 (2015) C, pp. 102-126

We evaluate the impact of the global financial crisis (GFC) and recent structural changes in the patterns of hoarding international reserves (IR). We confirm that the determinants of IR hoarding evolve with developments in the global economy. During the pre-GFC period of 1999–2006, gross...

Persistent link: https://www.econbiz.de/10011208913

International Reserves Before and After the Global Crisis: Is There No End to Hoarding?

Aizenman, Joshua; Cheung, Yin-Wong; Ito, Hiro - National Bureau of Economic Research (NBER) - 2014

Persistent link: https://www.econbiz.de/10011240577