Search Results - subject_exact:"Foreign exchange"

Automation under constraints : exchange rates interest rates and investment

Ayyagari, Meghana; Maksimovic, Vojislav; Rodrigo, Rodimiro - 2026

The yen depreciation from 2012-2015 reduced robot prices for U.S. firms. Paradoxically, financially constrained firms dramatically increased adoption relative to their unconstrained peers. We rationalize this with a collateral model: robots are pledgeable assets requiring non-pledgeable...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609860

The determinants of tax revenue in Cambodia : an ARDL approach to cointegration

Eng, Ratana; Lim, Siphat - 2026

The objective of this research is to analyze the impact of consumer price index, exchange rate, broad money supply, and export on tax revenue in Cambodia. The short-run effects from the ARDL cointegration model suggest that inflation negatively influences tax revenue. Changes in the exchange...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628597

The impact of stablecoins on the international monetary and financial system

Aldasoro, Iñaki; Frost, Jon; Itō, Hiro - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015667775

Stablecoin flows and spillovers to FX markets

Aldasoro, Iñaki; Beltran, Paula; Grinberg, Federico - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015668201

Shifting forces behind RMB internationalization : evidence from the 2025 Triennial Survey

Robbert, Juliana; Sushko, Vladyslav; Westermann, Frank - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015668251

Balance of payments pressures on the nominal exchange rate : a fresh look at old ideas

Drahozalová, Anna - 2025

This paper contributes to the existing literature on exchange rate modelling by developing a new proxy for foreign exchange market imbalances. By utilizing the monetary presentation of the Balance of Payments we create a measure of net external flows and study its impact on the exchange rate....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015440937

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Balance of payments pressures on the nominal exchange rate: A fresh look at old ideas

Drahozalová, Anna - 2025

Book / Working Paper

The unexpected upside of depreciation: Bridging Europe's income divide

Boitier, Alvaro; Stracca, Livio - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015564361

How large is excess volatility of the EUR/USD exchange rate? : evidence from a GAS approach

Bargigli, Leonardo - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015470271

Optimizing currency factors

Fan, Minyou; Kearney, Fearghal; Li, Youwei; Liu, Jiadong - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015470992

Auction-based tests of inventory control and private information in a centralized interdealer FX market

Bonaldi, Pietro; Villamizar, Mauricio - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015432713

The unexpected upside of depreciation : bridging Europe's income divide

Boitier, Alvaro; Stracca, Livio - 2025

This paper investigates the impact of foreign exchange (FX) shocks on income inequality across 31 European countries from 2003 to 2021. Leveraging a unique database of household-level longitudinal data from the European Union Statistics on Income and Living Conditions (EU-SILC) and exchange rate...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015434003

FX sentiment analysis with large language models

Ballinari, Daniele; Maly, Jessica - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015459449

Foreign exchange markets, climate risks and contextual news : an intraday analysis

Ayadi, Mohamed; Ben Omrane, Walid; Panah, Pari Gholi - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015607750

Unveiling news impact on exchange rates : a hybrid model using NLP and LDA techniques

Shugliashvili, Teona; Pirveli, Erekle - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015626529

Granular insights into Japanese G-SIBs' foreign currency deposits : characteristics and stickiness

Funada, Naoki; Sakata, Tomoya; Ogawa, Yoshiya - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015573557

Hedging sanctions risk : cryptocurrency in central bank reserves

Ferranti, Matthew - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015574326

FX dealer constraints and external imbalances

de Boer, Jantke; Eichler, Stefan - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015205386

The political economy of pragmatic paranoia : the strange case of Pakistan

Razmi, Arslan - 2024

Pakistan's political economy has been characterized by some interesting and arguably unique features in recent decades. The combination of two stands out, in particular: (1) lifetime uncertainty for elected governments, and (2) a high degree of certainty that, due to reasons that are largely...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015070851

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The political economy of pragmatic paranoia: The strange case of Pakistan

Razmi, Arslan - 2024

Book / Working Paper

Quantities and covered-interest parity

Moskowitz, Tobias J.; Ross, Chase P.; Ross, Sharon Y.; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015056428

Cross-country spillover effects of interest rate and credit constraint policies

Nissinen, Juuso - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015061062

Analyzing the effectiveness of a system of equation model in comparison to single equation models for predicting general price level in Cambodia

Lim, Siphat; Flores, Edman; Barnett, Casey - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015085224

Analysis of the Mexican Peso-US Dollar exchange rate volatility through stochastic modeling

López Herrera, Francisco - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014536248

Blockchain currency markets

Ranaldo, Angelo; Viswanath-Natraj, Ganesh; Wang, Junxuan - 2024 - This version: April 18, 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014525439

FX dealer constraints and external imbalances

Boer, Jantke de; Eichler, Stefan - 2024

We empirically test Gabaix and Maggiori (2015)’s prediction that currencies are repriced by the country’s external capital dependence when financial constraints of FX intermediaries change. Using solvency indicators, we develop a novel intermediary constraints index capturing riskbearing...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015211360

Geoeconomic Competition and Capital Reallocation in Global FX Funding

An, Yu; Huber, Amy W. - 2026

We study geoeconomic competition and capital reallocation in global financial markets, using the foreign exchange (FX) funding market as our empirical setting. FX funding, obtained by borrowing one currency while pledging another through FX swaps, is instrumental to cross-border investment and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611212

Forex market as the best possible way of investing money during an economic boom and recession

Zembura, Wojciech - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015471857

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Forex market as the best possible way of investing money during an economic boom and recession

Zembura, Wojciech - 2023

Article

Neglected negative consequences of using exports to earn foreign exchange

Zhang, Shuaishuai; Yang, Lidan; Cao, Shixiong - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015519963

Trends, reasons and prospects of de-dollarization

Li, Yuefen - 2023

The 1944 "Bretton Woods Agreement" gave birth to the new international financial system marked by the centrality of the US dollar which is a crucial pillar of the global power of the United States. Over the past eight decades, the asymmetry of the shrinking US economic weight in the world...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014364281

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Trends, reasons and prospects of de-dollarization

Li, Yuefen - 2023

Book / Working Paper

The role of expectations for currency crisis dynamics - The case of the Turkish lira

Beckmann, Joscha; Czudaj, Robert L. - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014377374

Constrained liquidity provision in currency markets

Huang, Wenqian; Ranaldo, Angelo; Schrimpf, Andreas; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014249561

Commodity prices and the US dollar

Rees, Daniel M. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015574496

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Commodity prices and the US Dollar

Rees, Daniel M. - 2023

Book / Working Paper

The foreign exchange market

Chaboud, Alain; Rime, Dagfinn; Sushko, Vladyslav - 2023

This chapter discusses the structure and functioning of the spot foreign exchange (FX) market. The market structure, which has become far more complex over the past three decades, has mostly evolved endogenously as the global FX market is subject to notably less regulatory oversight than equity...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014331062

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The foreign exchange market

Chaboud, Alain; Rime, Dagfinn; Sushko, Vladyslav - 2023

Book / Working Paper

Oil sector revenues and the marginal propensity to import : a focus on oil-exporting African countries

Nzeh, Innocent Chile; Ogwuru, Hycenth Oguejiofoalu Richard - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014486186

Price formation in the foreign exchange market

Gallien, Florent; Glebkin, Sergei; Kassibrakis, Serge; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014480297

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Price formation in the foreign exchange market

Gallien, Florent; Glebkin, Sergei; Kassibrakis, Serge; … - 2023

Book / Working Paper

Neglected negative consequences of using exports to earn foreign exchange

Zhang, Shuaishuai; Yang, Lidan; Cao, Shixiong - 2023

The rapid growth of international trade has promoted equally rapid economic development and globalization. It has also brought some problems. To earn foreign exchange from other countries, some countries have adopted export tax rebate policies and other subsidies to enhance the international...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014518397

The words have power: the impact of news on exchange rates

Shugliashvili, Teona - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014338460

The role of expectations for currency crisis dynamics : the case of the Turkish lira

Beckmann, Joscha; Czudaj, Robert - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014292220

Forecasting forex trend indicators with fuzzy rough sets

Garza Sepúlveda, J. C.; Lopez-Irarragorri, F.; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014327495

Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments

Usman, Muhammad; Umar, Zaghum; Gubareva, Mariya; Dang … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014381519

China: central bank swaps to Mongolia, 2011

Arnold, Vincient - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014384282

Eurozone: central bank repo to Hungary, 2008

Gupta, Salil - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014384286

Eurozone: central bank repo to Poland, 2008

Gupta, Salil - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014384295

The role of country-pair-related news sentiment in foreign exchange

Unger, Stephan - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014384932

Interest rate, foreign exchange and stock performance in a dual banking industry : evidence from Saudi Arabia

Alsharif, Mohammad - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014429593

Crypto quanto and inverse options

Alexander, Carol; Chen, Ding; Imeraj, Arben - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014370619

The Foreign exchange auction system’s effect on SME stability and performance

Chikwira, Collin - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014417917

The Foreign Currency Fisher Channel : Evidence from Households

Gyöngyösi, Győző; Rariga, Judit; Verner, Emil - 2025

We study how foreign currency debt exposure shapes household adjustment to a large exchange rate depreciation. Using household survey and bank customer data during Hungary's 2008 currency crisis, we find that foreign currency borrowers cut consumption one-for-one with increased debt service,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015464403

What makes hfts tick? : tick size changes and information advantage in a market with fast and slow traders

Chaboud, Alain P.; Dao, Avery; Vega, Clara; Zikes, Filip - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015410186

News and intraday retail investor order flow in foreign exchange markets

Kaourma, Theofilia; Milidonis, Andreas; Nishiotis, George; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015412351

African food systems : rethinking prospects for continental sustainable transformation

2025

This book explores the evolving nature of food systems in Africa, which are at crisis point. The authors present case studies from across the continent to propose innovative and contextually relevant approaches to food systems resilience and food systems sustainable transformation. They...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015442887