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Quantitative easing, bond risk premia and the exchange rate in a small open economy

Christensen, Jens H. E.; Zhang, Xin - 2024 - This version: April 4, 2024

Persistent link: https://www.econbiz.de/10014533490

Quantitative easing, bond risk premia and the exchange rate in a small open economy

Christensen, Jens H. E.; Zhang, Xin - 2024

Riksbank and the European Central Bank (ECB) on bond risk premia in the Swedish government bond market. Using a novel arbitrage …-free dynamic term structure model of nominal and real bond prices that accounts for bondspecific safety premia, we find that … Sveriges Riksbank's bond purchases raised inflation and short-rate expectations, lowered nominal and real term premia and …

Persistent link: https://www.econbiz.de/10014517711

Foreign debt, foreign direct investment and volatility

Chung, Keunsuk - In: International economic journal 24 (2010) 2, pp. 171-196

Persistent link: https://www.econbiz.de/10008663945

Financial Integration, Growth, and Volatility

Epaulard, Anne - 2005

The aim of this paper is to evaluate the welfare gains from financial integration for developing and emerging market economies. To do so, we build a stochastic endogenous growth model for a small open economy that can (i) borrow from the rest of the world, (ii) invest in foreign assets, and...

Persistent link: https://www.econbiz.de/10014399779

The impact of natural disasters on stock markets : evidence from Japan and the US

Wang, Lin; Kutan, Ali Mustafa - In: Comparative economic studies 55 (2013) 4, pp. 672-686

Persistent link: https://www.econbiz.de/10010246286

Valuing catastrophe derivatives under limited diversification : a stochastic dominance approach

Perrakis, Stylianos; Boloorforoosh, Ali - In: Journal of banking & finance 37 (2013) 8, pp. 3157-3168

Persistent link: https://www.econbiz.de/10009778483

Natural disasters, stock price volatility in the property-liability insurance market and sustainability : an unexplored link

Montero, José-María; Naimy, Viviane; Farraj, Nermeen Abi - In: Socio-economic planning sciences : the international … 91 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014528750

Bond risk premia in a small open economy with volatile capital flows : the case of Korea

Yun, Jaeho - In: Journal of international money and finance 93 (2019), pp. 223-243

Persistent link: https://www.econbiz.de/10012138637

US Macro News and Low-Frequency Changes in Small Open Economies Bond Yields

Feunou, Bruno; Nongni Donfack, Morvan; Sekkel, Rodrigo - 2022

small open economies (SOEs) bond yields. We show that US macro news are significantly more important in explaining yield … curve dynamics in SOEs than domestic news itself. We decompose the response SOEs bond yields into the break even inflation … show that not only US monetary policy news are important drivers of SOEs bond yield changes, but also business cycle news …

Persistent link: https://www.econbiz.de/10013306651

Growth and welfare effects of monetary volatility

Evans, Lynne; Kenç, Turalay - In: The Manchester School 69 (2001) 5, pp. 509-533

Persistent link: https://www.econbiz.de/10001625012