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Reconsidering the AMU - What is the optimal basket currency for Asia?

Kawasaki, Kentaro; Shimizu, Junko - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015606293

Pegging or floating? : a regime-switching perspective of Asian exchange rate practices

Keddad, Benjamin; Satō, Kiyotaka - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012134790

Assessment on estimations of currency basket weights : with coefficient correction for common factor dominance

Wang, Ping; Wang, Peijie - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012815081

RMB bloc or dollar bloc? : China's monetary and financial influences on Asia

Ong, Sheue Li; Satō, Kiyotaka - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014548377

On the Desirability of a Regional Basket Currency Arrangement

Ogawa, Eiji; Itō, 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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013228009

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On the Desirability of a Regional Basket Currency Arrangement

Ogawa, Eiji - 2000

Book / Working Paper

Currency Baskets and Real Effective Exchange Rates

Branson, William H.; Katselē, Luka 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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013231000

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Currency Baskets and Real Effective Exchange Rates

Branson, William H. - 1981

Book / Working Paper

The Renminbi central parity : an empirical investigation

Cheung, Yin-Wong; Hui, Cho H.; Tsang, Andrew - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011649131

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The Renminbi central parity : an empirical investigation

Cheung, Yin-Wong; Hui, Cho H.; Tsang, Andrew - 2016 - This version: April 2018

Edition: This version: April 2018

Book / Working Paper

The renminbi central parity : an empirical investigation

Cheung, Yin-Wong; Hui, Cho H.; Tsang, Andrew - 2016

Book / Working Paper

The Renminbi Central Parity : An Empirical Investigation

Cheung, Yin-Wong; Hui, Cho H.; Tsang, Andrew - 2021

Book / Working Paper

The Renminbi Central Parity : An Empirical Investigation

Cheung, Yin-Wong - 2018

Book / Working Paper

The Renminbi Central Parity : An Empirical Investigation

Cheung, Yin-Wong - 2016

Book / Working Paper

Oil exporters: in search of an external anchor

Habib, Maurizio Michael - 2008

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10003803309

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Oil Exporters : In Search of an External Anchor

Habib, Maurizio Michael; Strasky, Jan - 2021

Book / Working Paper

The evolution of the East Asian currency baskets : still undisclosed and changing

Schnabl, Gunther - 2009

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10003823490

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The Evolution of the East Asian Currency Baskets - Still Undisclosed and Changing

Schnabl, Gunther - 2021

Book / Working Paper

The evolution of the East Asian currency baskets : still undisclosed and changing

Schnabl, Gunther - 2006

Book / Working Paper

Currency factors

Aloosh, Arash; Bekaert, Geert - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013369016

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Currency factors

Aloosh, Arash; Bekaert, Geert - 2019

Book / Working Paper

Currency factors

Aloosh, Arash; Bekaert, Geert - 2019

Book / Working Paper

Currency Factors

Aloosh, Arash - 2020

Book / Working Paper

Currency Factors

Aloosh, Arash - 2019

Book / Working Paper

Currency Factors

Aloosh, Arash - 2019

Book / Working Paper

Libra or Librae? Basket Based Stablecoins to Mitigate Foreign Exchange Volatility Spillovers

Giudici, Paolo - 2020

The paper aims to assess, from an empirical viewpoint, the advantages of a stablecoin whose value is derived from a basket of underlying currencies, against a stablecoin which is pegged to the value of one major currency, such as the dollar. To this aim, we first find the optimal weights of the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012840403

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012830346

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011398327

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The Asian Currency Unit, deviation indicators, and exchange rate coordination in East Asia: A panel-based convergence approach

Pontines, Victor; You, Kefei - 2015

Book / Working Paper

Beyond the dollar : a global perspective on exchange rate dynamics via currency factors

Trancoso, Tiago; Gomes, Sofia - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014580514

On the Chinese's exchange rate regime : a different approach

Mele, Marco - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012149034

Changing anchor of the renminbi : a Bayesian learning approach to the decade-long transition

Zhang, Chen; Fang, Ying; Niu, Linlin - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014512596

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012948459

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011759857

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The Currency-Plus-Commodity Basket : A Proposal for Exchange Rates in Oil-Exporting Countries to Accommodate Trade Shocks Automatically

Frankel, Jeffrey A. - 2017

Book / Working Paper

The RMB central parity formation mechanism : August 2015 to December 2016

Cheung, Yin-Wong; Hui, Cho H.; Tsang, Andrew - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012000505

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The RMB central parity formation mechanism : August 2015 to December 2016

Cheung, Yin-Wong; Hui, Cho H.; Tsang, Andrew - 2017 - This Version: March 2018

Edition: This Version: March 2018

Book / Working Paper

How to cope with volatile commodity export prices : four proposals

Frankel, Jeffrey A. - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011813744

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How to cope with volatile commodity export prices : four proposals

Frankel, Jeffrey A. - 2017

Book / Working Paper

The currency-plus-commodity bsket : a proposal for exchange rates in oil-exporting countries to accommodate trade shocks automatically

Frankel, Jeffrey A. - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011813810

Role of the external sector in financial reform : renminbi internationalization and the SDR basket

Eichengreen, Barry; Xia, Guangtao - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012592635

Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia

Filardo, Andrew J.; Siklos, Pierre L. - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011562456

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Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia

Filardo, Andrew J. - 2016

Book / Working Paper

Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia

Filardo, Andrew J. - 2015

Book / Working Paper

Currency Amounts in the SDR Basket : Proposed Changes to the Rounding Methodology

2016

Currency amounts are used to determine the daily value of the SDR. Currency amounts are the number of units of each currency in the SDR basket. The value of the SDR (in U.S. dollars) is the sum of these amounts, valued at daily exchange rates of the currencies against the U.S. dollar. These...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014408723

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012985265

Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011983039

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Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

Book / Working Paper

Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

Book / Working Paper

Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

Book / Working Paper

Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

Book / Working Paper

Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB

Caporale, Guglielmo Maria - 2016

Book / Working Paper

Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB

Caporale, Guglielmo Maria - 2016

Book / Working Paper

Revaluation of IMF's special drawing rights and currency portfolio diversification : implications for oil and gas finance

Essayyad, Musa; Galose, William B.; Malki, Mostafa; … - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012602036

Should Indonesia adopt a basket currency regime?

Prasetyo, Ahmad Danu; Magdalena, Camelia; Charvia, Brian; … - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012316091

The Asian Currency Unit, Deviation Indicators, and Exchange Rate Coordination in East Asia : A Panel-Based Convergence Approach

Pontines, Victor - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013010617

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010515474

Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia

Filardo, Andrew J.; Siklos, Pierre L. - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011300848

Show 2 more versions 2

Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia

Filardo, Andrew J.; Siklos, Pierre L. - 2015

Book / Working Paper

Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia

Filardo, Andrew J.; Siklos, Pierre L. - 2013

Book / Working Paper

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013066640

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De Facto Currency Baskets of China and East Asian Economies : The Rising Weights

Fang, Ying - 2012

Book / Working Paper

How useful is an Asian Currency Unit (ACU) index for surveillance in East Asia?

Pontines, Victor - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011527521

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How useful is an Asian Currency Unit (ACU) index for surveillance in East Asia?

Pontines, Victor - 2013

Book / Working Paper

How useful is an Asian Currency Unit (ACU) index for surveillance in East Asia?

Pontines, Victor - 2013

Book / Working Paper

How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?

Pontines, Victor - 2013

Book / Working Paper

How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?

Pontines, Victor - 2013

Book / Working Paper

Assessing Asian Exchange Rates Coordination under Regional Currency Basket System

Keddad, Benjamin - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010698403

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Assessing Asian Exchange Rates Coordination under Regional Currency Basket System

Keddad, Benjamin - 2013

Book / Working Paper

Exchange rate coordination in Asia under regional currency basket systems.

Keddad, Benjamin - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010726675

On the inclusion of the Chinese renminbi in the SDR basket

Bénassy-Quéré, Agnès; Capelle, Damien - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011525226

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On the inclusion of the Chinese renminbi in the SDR basket

Bénassy-Quéré, Agnès - 2011

Book / Working Paper

On the Inclusion of the Chinese Renminbi in the SDR Basket

Bénassy-Quéré, Agnès - 2013

Book / Working Paper

Pegging the Renminbi to a basket : facts, prospects and consequences

Oksanen, Heikki - 2010

On 19 June 2010 the Chinese authorities announced that the renminbi (RMB) was henceforth to be pegged to a currency basket. Yet, it has quite closely followed the USD, though having appreciated by 2.7 % by the time of writing. At the G20 Seoul Summit on 11-12 November 2010, China committed to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008732240

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Pegging the Renminbi to a Basket – Facts, Prospects and Consequences

Oksanen, Heikki - 2013

Book / Working Paper

Time-varying exchange rate basket in China from 2005 to 2009

Fidrmuc, Jarko - 2010

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008858836

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Time-varying exchange rate basket in China from 2005 to 2009

Fidrmuc, Jarko - 2010

Book / Working Paper

Time-Varying Exchange Rate Basket in China from 2005 to 2009

Fidrmuc, Jarko - 2013

Book / Working Paper

Basket Weaving : The Euromarket Experience with Basket Currency Bonds

Dammers, Clifford Robert - 2013

ECU-denominated international bonds owed much of their limited success in the 1980s and 1990s to restrictions on the internationalisation of the Deutsche mark and to speculative investment, rather than simply to the benefits of diversification. Basket bond issuance may come at the cost of a less...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013094585

The Undisclosed Renminbi Basket : Are the Markets Telling Us Something About Where the Renminbi-US Dollar Exchange Rate is Going?

Funke, Michael - 2013

On 21 July 2005 China adopted an undisclosed basket exchange rate regime. We formally assess and envisage the gradual evolution of the renminbi over time. We utilize nonlinear dependencies in the renminbi exchange rate and describe the smooth transition of the renminbi/U.S. dollar (RMB/USD)...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012753619

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The Undisclosed Renminbi Basket : Are the Markets Telling Us Something about Where the Renminbius Dollar Exchange Rate is Going?

Funke, Michael; Gronwald, Marc - 2009

Book / Working Paper

The Undisclosed Renminbi Basket : Are the Markets Telling us Something About Where the Renminbi-US Dollar Exchange Rate is Going?

Funke, Michael; Gronwald, Marc - 2009

Book / Working Paper

Towards a floating RMB exchange rate regime

Zhang, Bin - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011904089

RMB bloc in East Asia : too early to talk about it?

Kim, Chang Sik; Kim, Sŏng-hyŏn; Wang, Yun-jong - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011980334

Renminbi central parity : an empirical investigation

Cheung, Yin-Wong; Hui, Cho H.; Tsang, Andrew - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011969562

A currency basket and future exchange rate arrangements in Asia

Shimizu, Junko; Satō, Kiyotaka - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012005322

Exchange rate coordination in Asia : evidence using the Asian Currency Unit

Gupta, Abhijit Sen - 2012

This paper evaluates the extent of exchange rate coordination among Asian economies using a hypothetical Asian Currency Unit. Rising interdependence among Asian economies makes it vital for these economies to have a certain degree of exchange rate stability. However, the empirical evidence using...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009530165

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Exchange rate coordination in Asia: Evidence using the Asian Currency Unit

Gupta, Abhijit Sen - 2012

Book / Working Paper

Exchange Rate Coordination in Asia: Evidence using the Asian Currency Unit

Gupta, Abhijit Sen - 2012

Book / Working Paper

Exchange Rate Coordination in Asia : Evidence using the Asian Currency Unit

Gupta, Abhijit Sen - 2012

Book / Working Paper

Exchange Rate Coordination in Asia : Evidence using the Asian Currency Unit

Gupta, Abhijit Sen - 2012

Book / Working Paper

Exchange Rate Coordination in Asia : Evidence using the Asian Currency Unit

Gupta, Abhijit Sen - 2012

Book / Working Paper

China’s New Exchange Rate Regime, Optimal Basket Currency and Currency Diversification

Zhang, Zhichao - 2012

We build an optimizing framework to analyze a class of economies that adopt an ECU-type basket currency while in transition to increased flexibility of the exchange rate regime. Instead of conventional basket pegging, such an economy uses an ECU-type currency index as a benchmark for monitoring...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013114225

De facto currency baskets of China and East Asian economies : the rising weights

Fang, Ying; Huang, Shicheng; Niu, Linlin - 2012

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009489576

The AMU deviation indicators based on the purchasing power parity and adjusted by the Balassa-Samuelson effect

Ogawa, Eiji; Wang, Zhiqian - 2012

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009682478

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The AMU deviation indicators based on the purchasing power parity and adjusted by the Balassa-Samuelson effect

Ogawa, Eiji; Wang, Zhiqian - 2012

Book / Working Paper

On the inclusion of the Chinese Renminbi in the SDR basket

Bénassy-Quéré, Agnès; Capelle, Damien - 2012

This paper studies the impact of a broadening of the SDR basket to the Chinese currency on the composition and volatility of the basket. Although, in the past, RMB inclusion would have had negligible impact due to its limited weight, a much more significant impact can be expected in the next...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009682824

Fruit Basket Paradox

Pal, Mukul - 2017

Investment management which is worth USD 70 trillion can be seen like a fruit basket. The job of the fund manager was to select the fruits from the market and sell it to the investor. Global pensions are a part of this pool. Despite the important role fund managers play, there is a lot of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012968132