Showing 1 - 10 of 75,962
Persistent link: https://www.econbiz.de/10011961361
Persistent link: https://www.econbiz.de/10000542033
How does global risk impact the world economy? In taking up this question, we focus on the dollar’s role in the …
Persistent link: https://www.econbiz.de/10012705529
Persistent link: https://www.econbiz.de/10012486465
Persistent link: https://www.econbiz.de/10013431541
Persistent link: https://www.econbiz.de/10003896743
Persistent link: https://www.econbiz.de/10003569205
We examine the causal relationship between US monetary policy shocks, exchange rates and currency excess returns for a sample of eight advanced countries over the period 1980M1 to 2022M11. We find that the dynamics of the US dollar exchange rate is the main driver of currency excess returns. The...
Persistent link: https://www.econbiz.de/10014305726
Persistent link: https://www.econbiz.de/10012059398
Persistent link: https://www.econbiz.de/10012120161