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Global and local drivers of Bitcoin trading vis-à-vis fiat currencies
Di Casola, Paola; Habib, Maurizio Michael; … - 2023
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
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Macroprudential oversight, risk communication and visualization
Sarlin, Peter - 2015
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
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Macroprudential Oversight, Risk Communication and Visualization
Sarlin, Peter - 2015
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
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Optimal currency shares in international reserves: the impact of the euro and the prospects for the dollar
Papaioannou, Elias; Portes, Richard; Siourounis, Gregorios - 2006
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
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Using machine learning to measure financial risk in China
Al-Haschimi, Alexander; Apostolou, Apostolos; … - 2023
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
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Do China and oil exporters influence major currency configurations?
Fratzscher, Marcel; Mehl, Arnaud - 2008
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
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Do China and Oil Exporters Influence Major Currency Configurations?
Fratzscher, Marcel - 2015
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
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Using Machine Learning to Measure Financial Risk in China
Al-Haschimi, Alexander; Apostolou, Apostolos; … - 2023
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
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Leaning against the global financial cycle
Ferrero, Andrea; Habib, Maurizio Michael; Stracca, Livio; … - 2022
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
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Leaning Against the Global Financial Cycle
Ferrero, Andrea; Habib, Maurizio Michael; Stracca, Livio; … - 2022
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