EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Asian currency unit"
Narrow search

Narrow search

Year of publication
Subject
All
Währungskorb 286 Currency basket 284 Wechselkurspolitik 132 Exchange rate policy 130 Wechselkurssystem 91 Exchange rate regime 89 Exchange rate 84 Wechselkurs 84 Ostasien 57 China 56 East Asia 56 Theorie 52 Theory 52 Welt 50 World 50 Asia 49 Asien 49 Renminbi 41 Währungsunion 31 Monetary union 30 US dollar 27 US-Dollar 27 Volatility 24 Volatilität 24 USA 21 United States 20 Estimation 19 Fester Wechselkurs 19 Fixed exchange rate 19 Foreign exchange reserves 19 Schätzung 19 Währungsreserven 19 Flexible exchange rate 18 Flexibler Wechselkurs 18 International monetary system 18 Internationales Währungssystem 18 Optimaler Währungsraum 17 Adjustable peg 16 Optimum currency area 16 Stufenflexibilität 16
more ... less ...
Online availability
All
Free 121 Undetermined 24
Type of publication
All
Book / Working Paper 168 Article 136
Type of publication (narrower categories)
All
Article in journal 114 Aufsatz in Zeitschrift 114 Graue Literatur 88 Non-commercial literature 88 Working Paper 87 Arbeitspapier 83 Aufsatz im Buch 19 Book section 19 Hochschulschrift 5 Thesis 5 Aufsatzsammlung 1 Collection of articles of several authors 1 Sammelwerk 1
more ... less ...
Language
All
English 280 Undetermined 13 French 5 German 3 Czech 1 Hungarian 1 Russian 1
more ... less ...
Author
All
Ogawa, Eiji 28 Frankel, Jeffrey A. 17 Shimizu, Junko 17 Pontines, Victor 14 You, Kefei 12 Gupta, Abhijit Sen 11 Caporale, Guglielmo Maria 8 Itō, Takatoshi 7 Kočenda, Evžen 7 Moosa, Imad A. 7 Schnabl, Gunther 7 Xie, Daniel 7 Aloosh, Arash 6 Bekaert, Geert 6 Filardo, Andrew J. 6 Rajan, Ramkishen S. 6 Siklos, Pierre L. 6 Bénassy-Quéré, Agnès 5 Cheung, Yin-Wong 5 Gil-Alaña, Luis A. 5 Hui, Cho H. 5 Kawai, Masahiro 5 Kotilainen, Markku 5 Tsang, Andrew 5 Aggarwal, Raj 4 Bordo, Michael D. 4 Branson, William H. 4 Capelle, Damien 4 Chow, Hwee-kwan 4 Edison, Hali J. 4 Fidrmuc, Jarko 4 Funke, Michael 4 Girardin, Eric 4 Gronwald, Marc 4 James, Harold 4 Keddad, Benjamin 4 Muckley, Cal B. 4 Oksanen, Heikki 4 Vårdal, Erling 4 Wei, Shang-jin 4
more ... less ...
Institution
All
National Bureau of Economic Research 8 East Asian Bureau of Economic Research (EABER) 5 Asian Development Bank Institute, Asian Development Bank 4 Centre d'Etudes Prospectives et d'Informations Internationales 1 Centre for International Economic Studies 1 Ekonomiska Forskningsinstitutet 1 Europäische Zentralbank 1 HAL 1 Indian Council for Research on International Economic Relations (ICRIER) 1 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 1 eSocialSciences 1
more ... less ...
Published in...
All
CESifo working papers 8 NBER working paper series 8 RIETI discussion paper / Research Institute of Economy, Trade and Industry 8 Working paper / National Bureau of Economic Research, Inc. 8 ADBI Working Paper 6 CESifo Working Paper Series 6 NBER Working Paper 6 Working papers / ADB Institute 6 BOFIT discussion papers 5 ADBI Working Papers 4 Applied economics 4 Journal of Asian economics 4 Journal of international money and finance 4 The world economy : the leading journal on international economic relations 4 A basket currency for Asia 3 Applied economics letters 3 CID faculty working paper 3 China & world economy 3 Economia internazionale 3 Faculty research working paper series / John F. Kennedy School of Government, Harvard University 3 Journal of the Japanese and international economies : an international journal ; JJIE 3 Keskusteluaiheita / Elinkeinoelämän Tutkimuslaitos 3 Kiel advanced studies working papers : advanced studies in international economic policy research 3 Macroeconomics Working Papers 3 Open economies review 3 Pacific economic review 3 Asian Pacific economic literature 2 BOFIT Discussion Paper 2 Discussion papers / Department of Economics, University of Helsinki 2 Discussion papers / the Research Institute of the Finnish Economy / Elinkeinoelämän Tutkimuslaitos 2 Economic systems 2 Global COE Hi-Stat discussion paper series 2 HKIMR working paper 2 IMES discussion paper series / Englische Ausgabe 2 IMF working paper 2 International finance discussion papers 2 International journal of trade and global markets 2 Japan and the world economy : international journal of theory and policy 2 Monetary and economic studies 2 Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations 2
more ... less ...
Source
All
ECONIS (ZBW) 285 RePEc 15 EconStor 4
Showing 1 - 50 of 304
Cover Image
Assessment on estimations of currency basket weights : with coefficient correction for common factor dominance
Wang, Ping; Wang, Peijie - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1401-1418
Persistent link: https://ebtypo.dmz1.zbw/10012815081
Saved in:
Cover Image
Pegging or floating? : a regime-switching perspective of Asian exchange rate practices
Keddad, Benjamin; Satō, Kiyotaka - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012134790
Saved in:
Cover Image
Currency Baskets and Real Effective Exchange Rates
Branson, William H.; Katseli, Louka T. - 2021
With the major currencies continuously moving (if not floating freely) against each other, a country that does not choose to float must decide what to peg to. If it pegs to the SDR it floats against all currencies. Thus in the system begun in the early 1970s the very concept of a fixed exchange...
Persistent link: https://ebtypo.dmz1.zbw/10013231000
Saved in:
Cover Image
On the Desirability of a Regional Basket Currency Arrangement
Ogawa, Eiji; Ito, Takatoshi - 2021
This paper considers a theoretical model to examine an optimal exchange rate regime for (Asian) emerging market economies that export goods to the U.S., Japan, and neighboring countries. The optimality of the exchange rate regime is defined as minimizing the fluctuation of trade balances, in the...
Persistent link: https://ebtypo.dmz1.zbw/10013228009
Saved in:
Cover Image
Oil Exporters : In Search of an External Anchor
Habib, Maurizio Michael; Strasky, Jan - 2021
This paper discusses the choice of an optimal external anchor for oil exporting economies, using optimum currency area criteria and simulations of a simple model of a small open economy pegging to a basket of two currencies. Oil exporting countries - in particular those of the Gulf Cooperation...
Persistent link: https://ebtypo.dmz1.zbw/10013316458
Saved in:
Cover Image
The Evolution of the East Asian Currency Baskets - Still Undisclosed and Changing
Schnabl, Gunther - 2021
Both before and after the Asian crisis, the dollar has been the dominant anchor and reserve currency in East Asia. Due to underdeveloped capital markets and the limited international role of their domestic currencies, the East Asian countries (except Japan) are likely to continue to stabilize...
Persistent link: https://ebtypo.dmz1.zbw/10013317274
Saved in:
Cover Image
Currency Factors
Aloosh, Arash - 2020
We examine the ability of existing and new factor models to explain the comovements of G10-currency changes, measured using “currency baskets.” A clustering technique reveals a clear two-block structure in currency comovements with the first block containing mostly the dollar currencies, and...
Persistent link: https://ebtypo.dmz1.zbw/10012853877
Saved in:
Cover Image
Beating Benchmarks By Bundling Bouncy Baskets (Presentation Slides)
Kashyap, Ravi - 2020
We consider in detail an investment strategy, titled “The Bounce Basket”, designed for someone to express a bullish view on the market by allowing them to take long positions on securities that would benefit the most from a rally in the markets. This investment concept combines macroeconomic...
Persistent link: https://ebtypo.dmz1.zbw/10012826414
Saved in:
Cover Image
Black Basket Analytics for Mid-Curves and Spread-Options
Antonov, Alexandre - 2020
To price mid-curve or spread options we need flexible joint distributions of two underlying rates with fixed marginals. A Copula approach is a standard method to produce such joint distributions.It has, however, several drawbacks, especially, a low number of free parameters. For example, the...
Persistent link: https://ebtypo.dmz1.zbw/10012830346
Saved in:
Cover Image
Currency factors
Aloosh, Arash; Bekaert, Geert - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4042-4064
Persistent link: https://ebtypo.dmz1.zbw/10013369016
Saved in:
Cover Image
On the Chinese's exchange rate regime : a different approach
Mele, Marco - In: International journal of economics and financial issues … 9 (2019) 1, pp. 1-7
Persistent link: https://ebtypo.dmz1.zbw/10012149034
Saved in:
Cover Image
Currency Factors
Aloosh, Arash - 2019
We examine the ability of existing and new factor models to explain the comovements of G10- currency changes, measured using the novel concept of "currency baskets", representing the overall movement of a particular currency. Using a clustering technique, we find a clear two-block structure in...
Persistent link: https://ebtypo.dmz1.zbw/10012479405
Saved in:
Cover Image
Currency factors
Aloosh, Arash; Bekaert, Geert - 2019
Persistent link: https://ebtypo.dmz1.zbw/10011982513
Saved in:
Cover Image
Optimal Trading of a Basket of Futures Contracts
Angoshtari, Bahman - 2019
We study the problem of dynamically trading multiple futures contracts with different underlying assets. To capture the joint dynamics of stochastic bases for all traded futures, we propose a new model involving a multi-dimensional scaled Brownian bridge that is stopped before price convergence....
Persistent link: https://ebtypo.dmz1.zbw/10012861471
Saved in:
Cover Image
Currency Factors
Aloosh, Arash - 2019
We examine the ability of existing and new factor models to explain the comovements of G10- currency changes, measured using the novel concept of “currency baskets”, representing the overall movement of a particular currency. Using a clustering technique, we find a clear two-block structure...
Persistent link: https://ebtypo.dmz1.zbw/10012894993
Saved in:
Cover Image
The Asian Currency Unit, deviation indicators, and exchange rate coordination in East Asia : a panel-based convergence approach
Pontines, Victor; You, Kefei - 2015
Employing the panel convergence method of Phillips and Sul (2007) to the nominal deviation indicators of two recent unofficial constructions of the Asian Currency Unit (ACU) index, this paper examines the existence and extent of convergence in the movements of East Asian currencies against the...
Persistent link: https://ebtypo.dmz1.zbw/10011398327
Saved in:
Cover Image
Role of the external sector in financial reform : renminbi internationalization and the SDR basket
Eichengreen, Barry; Xia, Guangtao - In: China's political economy in the Xi Jinping epoch : …, (pp. 223-260). 2021
Persistent link: https://ebtypo.dmz1.zbw/10012592635
Saved in:
Cover Image
Beating Benchmarks by Bundling Bouncy Baskets
Kashyap, Ravi - 2018
As an illustrative example of a trading strategy, we consider in detail an investment strategy, titled “The Bounce Basket”, designed for someone to express a bullish view on the market by allowing them to take long positions on securities that would benefit the most from a rally in the...
Persistent link: https://ebtypo.dmz1.zbw/10012914083
Saved in:
Cover Image
The Renminbi central parity : an empirical investigation
Cheung, Yin-Wong; Hui, Cho H.; Tsang, Andrew - 2017
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10011649131
Saved in:
Cover Image
The currency-plus-commodity basket : a proposal for exchange rates in oil-exporting countries to accommodate trade shocks automatically
Frankel, Jeffrey A. - 2017 - Revised March 2017
Persistent link: https://ebtypo.dmz1.zbw/10011759857
Saved in:
Cover Image
How to cope with volatile commodity export prices : four proposals
Frankel, Jeffrey A. - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011759868
Saved in:
Cover Image
How to cope with volatile commodity export prices : four proposals
Frankel, Jeffrey A. - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011813744
Saved in:
Cover Image
The RMB central parity formation mechanism : August 2015 to December 2016
Cheung, Yin-Wong; Hui, Cho H.; Tsang, Andrew - 2017 - This Version: March 2018
Persistent link: https://ebtypo.dmz1.zbw/10012201251
Saved in:
Cover Image
Setting a Value for a Currency : Interest Rate, Bank Reserve Ratio, or Pegging to a Basket of Currencies of Major Trading Partners
Ng, Wenfa - 2017
Persistent link: https://ebtypo.dmz1.zbw/10012948459
Saved in:
Cover Image
The Currency-Plus-Commodity Basket : A Proposal for Exchange Rates in Oil-Exporting Countries to Accommodate Trade Shocks Automatically
Frankel, Jeffrey A. - 2017
The paper proposes an exchange rate regime for oil-exporting countries. The arrangement is designed to achieve the best of both flexible and fixed exchange rates: to deliver monetary policy that counteracts rather than exacerbates the effects of swings in the oil market, while yet offering the...
Persistent link: https://ebtypo.dmz1.zbw/10012949185
Saved in:
Cover Image
Revaluation of IMF's special drawing rights and currency portfolio diversification : implications for oil and gas finance
Essayyad, Musa; Galose, William B.; Malki, Mostafa; … - In: The Journal of energy and development 45 (2019/2020) 1/2, pp. 51-63
Persistent link: https://ebtypo.dmz1.zbw/10012602036
Saved in:
Cover Image
Should Indonesia adopt a basket currency regime?
Prasetyo, Ahmad Danu; Magdalena, Camelia; Charvia, Brian; … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 10 (2020) 4, pp. 494-513
Persistent link: https://ebtypo.dmz1.zbw/10012316091
Saved in:
Cover Image
Exhange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB
Caporale, Guglielmo Maria - 2016
This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...
Persistent link: https://ebtypo.dmz1.zbw/10012985265
Saved in:
Cover Image
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB
Caporale, Guglielmo Maria - 2016
This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...
Persistent link: https://ebtypo.dmz1.zbw/10012985392
Saved in:
Cover Image
Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB
Caporale, Guglielmo Maria - 2016
This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...
Persistent link: https://ebtypo.dmz1.zbw/10012987031
Saved in:
Cover Image
Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia
Filardo, Andrew J. - 2016
This paper examines past evidence of prolonged periods of reserve accumulation in Asian emerging market economies and the direct and indirect implications for monetary stability through the potential impact of such episodes on financial stability. The empirical research focuses on identifying...
Persistent link: https://ebtypo.dmz1.zbw/10013007581
Saved in:
Cover Image
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016
This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...
Persistent link: https://ebtypo.dmz1.zbw/10011497170
Saved in:
Cover Image
The renminbi central parity : an empirical investigation
Cheung, Yin-Wong; Hui, Cho H.; Tsang, Andrew - 2016
On August 11 2015, China revamped its procedure of setting the official central parity of the renminbi (RMB) against the US dollar. Our empirical investigation shows that the intertemporal dynamics of China's central parity are not the same before and after this policy change. They are more...
Persistent link: https://ebtypo.dmz1.zbw/10011497600
Saved in:
Cover Image
Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016
This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...
Persistent link: https://ebtypo.dmz1.zbw/10011502929
Saved in:
Cover Image
Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10011524350
Saved in:
Cover Image
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011536781
Saved in:
Cover Image
Currency factors
Aloosh, Arash; Bekaert, Geert - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012051714
Saved in:
Cover Image
The Asian Currency Unit, Deviation Indicators, and Exchange Rate Coordination in East Asia : A Panel-Based Convergence Approach
Pontines, Victor - 2015
Employing the panel convergence method of Phillips and Sul (2007) to the nominal deviation indicators of two recent unofficial constructions of the Asian Currency Unit (ACU) index, this paper examines the existence and extent of convergence in the movements of East Asian currencies against the...
Persistent link: https://ebtypo.dmz1.zbw/10013010617
Saved in:
Cover Image
Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia
Filardo, Andrew J. - 2015
This paper examines past evidence of prolonged periods of foreign exchange reserves accumulation in the Asia-Pacific region. One empirical challenge is to identify periods of reserve accumulation that are sufficiently large and persistent to be categorised as prolonged. Several proxies for...
Persistent link: https://ebtypo.dmz1.zbw/10013023473
Saved in:
Cover Image
Management of the external value of the renminbi
Oksanen, Heikki - 2015 - This version: 16 April 2015
Pegging the renminbi (RMB) to the US dollar since 1994 has characterised China’s exchange rate policy, under either a fixed peg or appreciating crawling peg. The current policy, announced in June 2010, of 'floating with reference to a basket' has now in April 2015 made the RMB 19 per cent...
Persistent link: https://ebtypo.dmz1.zbw/10010515474
Saved in:
Cover Image
Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia
Filardo, Andrew J.; Siklos, Pierre L. - 2015
Persistent link: https://ebtypo.dmz1.zbw/10011349906
Saved in:
Cover Image
Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia
Filardo, Andrew J.; Siklos, Pierre L. - 2015
Persistent link: https://ebtypo.dmz1.zbw/10011300848
Saved in:
Cover Image
The Asian Currency Unit, deviation indicators, and exchange rate coordination in East Asia: A panel-based convergence approach
Pontines, Victor; You, Kefei - 2015
Employing the panel convergence method of Phillips and Sul (2007) to the nominal deviation indicators of two recent unofficial constructions of the Asian Currency Unit (ACU) index, this paper examines the existence and extent of convergence in the movements of East Asian currencies against the...
Persistent link: https://ebtypo.dmz1.zbw/10011526672
Saved in:
Cover Image
De Facto Currency Baskets of China and East Asian Economies : The Rising Weights
Fang, Ying - 2014
We employ Bayesian method to estimate a time-varying coefficient version of the de facto currency basket model of Frankel and Wei (2007) for the RMB of China, using daily data from February 2005 to July 2011. We estimate jointly the implicit time-varying weights of all 11 currencies in the...
Persistent link: https://ebtypo.dmz1.zbw/10013066640
Saved in:
Cover Image
The RMB central parity formation mechanism : August 2015 to December 2016
Cheung, Yin-Wong; Hui, Cho H.; Tsang, Andrew - In: Journal of international money and finance 86 (2018), pp. 223-243
Persistent link: https://ebtypo.dmz1.zbw/10012000505
Saved in:
Cover Image
Business strategy prediction system for market basket analysis
Jain, Sumit; Sharma, Nand Kishore; Gupta, Sanket; … - In: Quality, It and business operations : modeling and …, (pp. 93-106). 2018
Persistent link: https://ebtypo.dmz1.zbw/10011757173
Saved in:
Cover Image
Renminbi central parity : an empirical investigation
Cheung, Yin-Wong; Hui, Cho H.; Tsang, Andrew - In: Pacific economic review 23 (2018) 2, pp. 164-183
Persistent link: https://ebtypo.dmz1.zbw/10011969562
Saved in:
Cover Image
RMB bloc in East Asia : too early to talk about it?
Kim, Chang Sik; Kim, Sŏng-hyŏn; Wang, Yun-jong - In: Asian economic papers 17 (2018) 3, pp. 31-48
Persistent link: https://ebtypo.dmz1.zbw/10011980334
Saved in:
Cover Image
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Research in international business and finance 44 (2018), pp. 227-238
Persistent link: https://ebtypo.dmz1.zbw/10011983039
Saved in:
Cover Image
A currency basket and future exchange rate arrangements in Asia
Shimizu, Junko; Satō, Kiyotaka - In: Economic and political studies : EPS 6 (2018) 1/2, pp. 53-68
Persistent link: https://ebtypo.dmz1.zbw/10012005322
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...