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For a few dollars more : reserves and growth in times of crises

Bussière, Matthieu; Cheng, Gong; Chinn, Menzie David; … - 2015

Persistent link: https://www.econbiz.de/10011305228

For a few dollars more : reserves and growth in times of crises

Bussière, Matthieu; Cheng, Gong; Chinn, Menzie David; … - In: Journal of international money and finance 52 (2015), pp. 127-145

Persistent link: https://www.econbiz.de/10011490909

Testing CAPM with a large number of assets

Pesaran, M. Hashem; Yamagata, Takashi - 2012

This paper is concerned with testing the time series implications of the capital asset pricing model (CAPM) due to Sharpe (1964) and Lintner (1965), when the number of securities, N, is large relative to the time dimension, T, of the return series. In the case of cross-sectionally correlated...

Persistent link: https://www.econbiz.de/10009535779

Testing CAPM with a large number of assets

Pesaran, M. Hashem; Yamagata, Takashi - 2012

Persistent link: https://www.econbiz.de/10009535935

Testing CAPM with a large number of assets

Pesaran, M. Hashem; Yamagata, Takashi - 2012

Persistent link: https://www.econbiz.de/10009580154

Exchange rates, foreign currency exposure and sovereign risk

Bernoth, Kerstin; Herwartz, Helmut - In: Journal of international money and finance 117 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013284855

Balance sheet effects on monetary and financial spillovers : the East Asian crisis plus 20

Aizenman, Joshua; Chinn, Menzie David; Itō, Hiro - 2016

Persistent link: https://www.econbiz.de/10011564414

Balance sheet effects on monetary and financial spillovers : the East Asian crisis plus 20

Aizenman, Joshua; Chinn, Menzie David; Itō, Hiro - In: Journal of international money and finance 74 (2017), pp. 258-282

Persistent link: https://www.econbiz.de/10011787966

Balance Sheet Effects on Monetary and Financial Spillovers : The East Asian Crisis Plus 20

Aizenman, Joshua - 2016

We study how the financial conditions in the Center Economies [the U.S., Japan, and the Euro area] impact other … euro) makes the response of a financial variable such as the REER and exchange market pressure in the PHs more sensitive to … a change in key variables in the U.S. (or the euro area) such as policy interest rates and the REER. While having more …

Persistent link: https://www.econbiz.de/10012981103

For a few dollars more : reserves and growth in times of crises

Bussière, Matthieu; Cheng, Gong; Chinn, Menzie David; … - 2014

Persistent link: https://www.econbiz.de/10010238425

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