Showing 1 - 10 of 1,344
We analyse the drivers of Bitcoin transactions against 44 fiat currencies in the largest peer-to-peer crypto exchanges. Momentum and volatility in the cryptoasset market, as well as volatility and liquidity in global financial markets do matter for Bitcoin trading. There is suggestive evidence...
Persistent link: https://www.econbiz.de/10014543605
This paper discusses the role of risk communication in macroprudential oversight and of visualization in risk communication. Beyond the soar in data availability and precision, the transition from firm-centric to system-wide supervision imposes vast data needs. Moreover, in addition to internal...
Persistent link: https://www.econbiz.de/10011605813
This paper discusses the role of risk communication in macroprudential oversight and of visualization in risk communication. Beyond the soar in data availability and precision, the transition from firm-centric to system-wide supervision imposes vast data needs. Moreover, in addition to internal...
Persistent link: https://www.econbiz.de/10013025741
market countries (Brazil, Russia, India and China), adding constraints that reflect a central bank’s desire to hold a sizable …
Persistent link: https://www.econbiz.de/10011604740
We develop a measure of overall financial risk in China by applying machine learning techniques to textual data. A pre … drivers. The resulting aggregated indicator can identify major episodes of overall heightened financial risks in China, which … the financial risk measure have a significant impact on macroeconomic and financial variables in China and abroad. …
Persistent link: https://www.econbiz.de/10014374418
This paper analyses the impact of the shift away from a US dollar focus of systemically important emerging market economies (EMEs) on configurations between the US dollar, the euro and the yen. Given the difficulty that fixed or managed US dollar exchange rate regimes remain pervasive and...
Persistent link: https://www.econbiz.de/10011605019
This paper analyses the impact of the shift away from a US dollar focus of systemically important emerging market economies (EMEs) on configurations between the US dollar, the euro and the yen. Given the difficulty that fixed or managed US dollar exchange rate regimes remain pervasive and...
Persistent link: https://www.econbiz.de/10012749953
We develop a measure of overall financial risk in China by applying machine learning techniques to textual data. A pre … drivers. The resulting aggregated indicator can identify major episodes of overall heightened financial risks in China, which … the financial risk measure have a significant impact on macroeconomic and financial variables in China and abroad …
Persistent link: https://www.econbiz.de/10014258212
We study the role and the interaction of the quality of institutions and of counter-cyclical policies in leaning against the Global Financial Cycle (GFC) in Emerging Economies (EMEs). We show that heteroegeneity in institutional strength is a key determinant of the different effects of the GFC...
Persistent link: https://www.econbiz.de/10014374403
We study the role and the interaction of the quality of institutions and of counter-cyclical policies in leaning against the Global Financial Cycle (GFC) in Emerging Economies (EMEs). We show that heteroegeneity in institutional strength is a key determinant of the different effects of the GFC...
Persistent link: https://www.econbiz.de/10014258652