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Feste oder flexible Wechselkurse? : Erfahrungen vom Goldstandard bis zur Gegenwart

Jarchow, Hans-Joachim - In: Kredit und Kapital 35 (2002) 4, pp. 481-502

Persistent link: https://www.econbiz.de/10001734290

Are currency crises self-fulfilling?

Krugman, Paul R.; Kehoe, Timothy Jerome; Obstfeld, Maurice - In: NBER macroeconomics annual 11 (1996), pp. 345-407

Persistent link: https://www.econbiz.de/10001247706

Investor behavior in the market for bank-issued structured products

Schroff, Sebastian - 2015 - neue Ausg

Persistent link: https://www.econbiz.de/10011300399

Das Phänomen der Volatilität : die Beurteilung der Informationseffizienz des europäischen Optionsmarktes

Bertsch, Marina - 2008

Persistent link: https://www.econbiz.de/10013432207

Optimal Reserve Composition in the Presence of Sudden Stops : The Euro and the Dollar as Safe Haven Currencies

Beck, Roland - 2008

traditional portfolio objectives as debt to reserve ratios decrease. We empirically estimate optimal dollar and euro shares for 24 … reserve ratios, introducing transactions demand has a elatively modest effect. We also find that euro and dollar bonds act as … sudden stops in Asia and Latin America, while the euro is a better hedge for sudden stops in Emerging Europe. We reproduce …

Persistent link: https://www.econbiz.de/10012771394

Sovereign risk contagion in the Eurozone : a time-varying coefficient approach

Ludwig, Alexander - 2013

This paper analyzes sovereign risk contagion in the Eurozone using an extension to the canonical model for contagion proposed by Pesaran and Pick (2007) and Metiu (2012) to allow for time-varying coefficients. This becomes necessary due to changes in the risk pricing of sovereign bonds since the...

Persistent link: https://www.econbiz.de/10010222446