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Persistent link: https://www.econbiz.de/10012653667
We study the links between financial uncertainty, economic activity, and both conventional and unconventional monetary policies. To disentangle the effects of conventional policies from unconventional ones, we introduce a new identification method that exploits non-Gaussian characteristics of...
Persistent link: https://www.econbiz.de/10014354244
Persistent link: https://www.econbiz.de/10014412457
In this paper, we propose an unified econometric strategy to revisit the predictive contentof interest rates for exchange rate returns. The novelty of our approach is to take into account dependencies of higher orders by allowing for a time-varying asymmetry componentin the distribution of...
Persistent link: https://www.econbiz.de/10012841082
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