Nothing Special   »   [go: up one dir, main page]
create a website
Collateral Damage; Dollar Strength and Emerging Markets’ Growth. (2015). Magud, Nicolas ; Mariscal, Rodrigo ; Druck, Pablo F.
In: IMF Working Papers.
RePEc:imf:imfwpa:2015/179.

Full description at Econpapers || Download paper

Cited: 10

Citations received by this document

Cites: 15

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Asymmetric spillovers in emerging market monetary policy. (2022). Eterovic, Nicolas ; Sweet, Cassandra.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:82:y:2022:i:c:p:650-662.

    Full description at Econpapers || Download paper

  2. Prospects, Risks, and Vulnerabilities in Emerging and Developing Economies : Lessons from the Past Decade. (2020). Ruch, Franz Ulrich.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:9181.

    Full description at Econpapers || Download paper

  3. Corporate Debt, Firm Size and Financial Fragility in Emerging Markets. (2019). Panizza, Ugo ; Chari, Anusha ; Alfaro, Laura ; Asis, Gonzalo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25459.

    Full description at Econpapers || Download paper

  4. The developmental state: dead or alive?. (2018). Wade, Robert H.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:87356.

    Full description at Econpapers || Download paper

  5. Accounting for sovereign tail risk in emerging economies: The role of global and domestic risk factors. (2018). Wing, Tom Pak ; Fu, John ; Li, Ka-Fai .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:34:y:2018:i:c:p:98-110.

    Full description at Econpapers || Download paper

  6. The dollar exchange rate as a global risk factor: evidence from investment. (2018). Koch, Catherine ; Avdjiev, Stefan ; Bruno, Valentina.
    In: BIS Working Papers.
    RePEc:bis:biswps:695.

    Full description at Econpapers || Download paper

  7. ABD Dolarinin Emtia Fiyatlari Uzerindeki Etkisinin Incelenmesi. (2017). Buberkoku, Onder.
    In: Ege Academic Review.
    RePEc:ege:journl:v:17:y:2017:i:3:p:323-336.

    Full description at Econpapers || Download paper

  8. Emerging markets’ resource booms and busts, borrowing risk and regime change. (2017). Semmler, Willi ; Nyambuu, Unurjargal .
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:41:y:2017:i:c:p:29-42.

    Full description at Econpapers || Download paper

  9. Corporate Investment in Emerging Markets: The Role of Commodity Prices. (2017). Magud, Nicolas ; Sosa, Sebastian.
    In: Economía Journal.
    RePEc:col:000425:015831.

    Full description at Econpapers || Download paper

  10. Spillovers of United States and People’s Republic of China Shocks on Small Open Economies: The Case of Indonesia. (2016). Bary, Pakasa ; Satyanugroho, Redianto ; Panjaitan, Linda ; Harahap, Berry .
    In: ADBI Working Papers.
    RePEc:ris:adbiwp:0616.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Akram, Q. F. (2009), “Commodity Prices, Interest Rates, and the Dollar,” Energy Economics, Vol. 31, pp. 838–851.

  2. Calvo, G., L. Lederman, and C. Reinhart (1993), “Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors,” IMF Staff Papers, Vol. 40, No. 1 (March), pp. 108151.

  3. Calvo, G., L. Lederman, and C. Reinhart (1996), “Inflows of Capital to Developing Countries in the 1990s,” The Journal of Economic Perspectives, Vol. 10, No. 2. (Spring), pp. 123-139.

  4. Chinn, M. (2015), “How Much More Dollar Appreciation?,” Econonobrowser (http://econbrowser.com/archives/2015/04/how-much-more-dollar-appreciation), April.
    Paper not yet in RePEc: Add citation now
  5. Dornbusch, R. (1986), “Inflation, Exchange Rates and Stabilization. Essays in International Finance, No. 165, (October), pp. 1-24. International Finance Section, Princeton, NJ: Princeton University Press.
    Paper not yet in RePEc: Add citation now

  6. Engel, C. and J. Hamilton (1990), “Long Swings in the Dollar: Are they in the Data and Do Markets Know it?,” American Economic Review, September, pp. 689—713.

  7. Frenkel, J. (1986), “Expectations and Commodity Price Dynamics: the Overshooting Model,” Journal of Agricultural Economics, Vol. 68, No. 2 (May), pp. 344-348.
    Paper not yet in RePEc: Add citation now

  8. Husain, A. R. Arezki, P. Breuer, V. Haksar, T. Helbling, P. Medas, and M. Sommer (2015), “Global Implications of Lower Oil Prices,” IMF Staff Discussion Note, forthcoming.

  9. Ilzeztky, I., C. Reinhart, and K. Rogoff (2012), “Exchange Rate Arrangements into the 21st Century: Will the Anchor Currency Hold?,” mimeo (2012).

  10. International Monetary Fund (2015), World Economic Outlook (Washington, April).
    Paper not yet in RePEc: Add citation now

  11. Magud, N. And E. Vesperoni (2015), “Exchange Rate Flexibility and Credit during Capital Inflows Reversals: Purgatory, … not Paradise,” Journal of International Money and Finance, pp. 88-110, doi:10.1016/j.jimonfin.2015.02.010.

  12. Magud, N. C. Reinhart, and E. Vesperoni (2014), “Capital Inflows, Exchange Rate Flexibility, and Domestic Credit,” Review of Development Economics, Vol. 18, No. 3 (August), pp. 415-430. (Based on NBER WP 17670 and IMF WP 12/41.) Magud, N. and S. Sosa (2015), Investment in Emerging Markets: We are not in Kansas anymore… Or are we?” IMF Working Paper 15/77 (Washington, April).

  13. Regime 2 years avg.prob. 1970 - 1978 9 0.977 1986 - 1992 7 0.940 2002 - 2011 10 0.953 Total: 26 years (61.90%) with average duration of 8.67 years. Transition probabilities Regime 1, (t) Regime 2, (t) Regime 1, (t+1) 0.827 0.173 Regime 2, (t+1) 0.083 0.917 Left-hand varible Right-hand variable Sigma
    Paper not yet in RePEc: Add citation now

  14. Rogoff, K. (1996), “The Purchasing Power Parity Puzzle,” Journal of Economic Literature, Vol .34, No. 2(June), pp. 647–668.

  15. Taylor, M., D. Peel, and L. Sarno. (2011), “Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles.” International Economic Review 42(4), pp. 1015-42.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Renewable energy and portfolio volatility spillover effects of GCC oil exporting countries. (2022). Simshauer, Paul ; Polinori, Paolo ; D'Errico, Maria Chiara ; Bigerna, Simona.
    In: MPRA Paper.
    RePEc:pra:mprapa:114164.

    Full description at Econpapers || Download paper

  2. Clarifying the Response of Gold Return to Financial Indicators: An Empirical Comparative Analysis Using Ordinary Least Squares, Robust and Quantile Regressions. (2019). Miyazaki, Takashi.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:33-:d:205819.

    Full description at Econpapers || Download paper

  3. Forecasting base metal prices with the Chilean exchange rate. (2019). Pincheira, Pablo ; Hardy, Nicolas ; Brown, Pablo Pincheira.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:256-281.

    Full description at Econpapers || Download paper

  4. Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks. (2016). Gu, Rongbao ; Jiang, Jiaqi .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:456:y:2016:i:c:p:75-89.

    Full description at Econpapers || Download paper

  5. Collateral Damage; Dollar Strength and Emerging Markets’ Growth. (2015). Magud, Nicolas ; Mariscal, Rodrigo ; Druck, Pablo F.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/179.

    Full description at Econpapers || Download paper

  6. Evaluating a Year of Oil Price Volatility. (2015). Tuzemen, Didem ; Smith, Andrew ; Nie, Jun ; Davig, Troy ; CAKIR MELEK, NIDA.
    In: Economic Review.
    RePEc:fip:fedker:00031.

    Full description at Econpapers || Download paper

  7. The linkage between oil and agricultural commodity prices in the light of the perceived global risk. (2014). Kablamaci, Baris ; Gözgör, Giray ; Gozgor, Giray .
    In: MPRA Paper.
    RePEc:pra:mprapa:58659.

    Full description at Econpapers || Download paper

  8. The impact of the Euro area macroeconomy on energy and non-energy global commodity prices. (2014). Papież, Monika ; Śmiech, Sławomir ; Dąbrowski, Marek ; Dbrowski, Marek A..
    In: MPRA Paper.
    RePEc:pra:mprapa:56663.

    Full description at Econpapers || Download paper

  9. Co-movement of commodity prices – results from dynamic time warping classification. (2014). Śmiech, Sławomir.
    In: MPRA Paper.
    RePEc:pra:mprapa:56546.

    Full description at Econpapers || Download paper

  10. A simple model of an oil based global savings glut—the “China factor”and the OPEC cartel. (2014). Gros, Daniel ; Belke, Ansgar.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:11:y:2014:i:3:p:413-430.

    Full description at Econpapers || Download paper

  11. On the risk comovements between the crude oil market and the U.S. dollar exchange rates. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-383.

    Full description at Econpapers || Download paper

  12. On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility. (2014). Teulon, Frédéric ; JEBABLI, Ikram ; AROURI, Mohamed.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-209.

    Full description at Econpapers || Download paper

  13. On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00999225.

    Full description at Econpapers || Download paper

  14. A factor model for co-movements of commodity prices. (2014). West, Kenneth ; Wong, Ka-Fu .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:42:y:2014:i:c:p:289-309.

    Full description at Econpapers || Download paper

  15. Oil and US dollar exchange rate dependence: A detrended cross-correlation approach. (2014). Reboredo, Juan ; Zebende, Gilney F. ; Rivera-Castro, Miguel A..
    In: Energy Economics.
    RePEc:eee:eneeco:v:42:y:2014:i:c:p:132-139.

    Full description at Econpapers || Download paper

  16. On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1421.

    Full description at Econpapers || Download paper

  17. Exogenous Shocks and Information Transmission in Global Copper Futures Markets. (2013). Yin, Libo ; Han, Liyan.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:33:y:2013:i:8:p:724-751.

    Full description at Econpapers || Download paper

  18. Oil and gold price dynamics in a multivariate cointegration framework. (2013). Czudaj, Robert ; Beckmann, Joscha.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:10:y:2013:i:3:p:453-468.

    Full description at Econpapers || Download paper

  19. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00798033.

    Full description at Econpapers || Download paper

  20. Oil prices and effective dollar exchange rates. (2013). Czudaj, Robert ; Beckmann, Joscha.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:27:y:2013:i:c:p:621-636.

    Full description at Econpapers || Download paper

  21. The extreme value in crude oil and US dollar markets. (2013). Wu, Chih-Chiang ; Chen, Wei-Peng ; Choudhry, Taufiq.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:36:y:2013:i:c:p:191-210.

    Full description at Econpapers || Download paper

  22. The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework. (2013). Tiwari, Aviral ; Mutascu, Mihai Ioan ; Albulescu, Claudiu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:714-733.

    Full description at Econpapers || Download paper

  23. Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:665-678.

    Full description at Econpapers || Download paper

  24. A wavelet decomposition approach to crude oil price and exchange rate dependence. (2013). Reboredo, Juan ; Rivera-Castro, Miguel A..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:32:y:2013:i:c:p:42-57.

    Full description at Econpapers || Download paper

  25. Primary commodity prices: Co-movements, common factors and fundamentals. (2013). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:101:y:2013:i:c:p:16-26.

    Full description at Econpapers || Download paper

  26. Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data. (2013). Rohde, Nicholas ; Burgess, Kieran .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-12-00410.

    Full description at Econpapers || Download paper

  27. Global commodity cycles and linkages: a FAVAR approach. (2012). Schnatz, Bernd ; Osbat, Chiara ; Lombardi, Marco.
    In: Empirical Economics.
    RePEc:spr:empeco:v:43:y:2012:i:2:p:651-670.

    Full description at Econpapers || Download paper

  28. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:2:p:207-218.

    Full description at Econpapers || Download paper

  29. Modelling oil price and exchange rate co-movements. (2012). Reboredo, Juan.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:34:y:2012:i:3:p:419-440.

    Full description at Econpapers || Download paper

  30. Oil prices, exchange rates and emerging stock markets. (2012). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:227-240.

    Full description at Econpapers || Download paper

  31. Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis. (2012). Wang, Yudong ; Wu, Chongfeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2289-2297.

    Full description at Econpapers || Download paper

  32. Asset arbitrage and the price of oil. (2012). Tyers, Rodney ; Arora, Vipin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:142-150.

    Full description at Econpapers || Download paper

  33. The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2012). Mahadeva, Lavan ; Kilian, Lutz ; Fattouh, Bassam .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8916.

    Full description at Econpapers || Download paper

  34. Precios de bienes primarios e inflación en Colombia. (2012). González-Molano, Eliana ; Arango Thomas, Luis ; Gonzalez, Eliana Rocio ; Chavarro, Ximena .
    In: Borradores de Economia.
    RePEc:bdr:borrec:712.

    Full description at Econpapers || Download paper

  35. Growth in Emerging Market Economies and the Commodity Boom of 2003–2008: Evidence from Growth Forecast Revisions. (2012). Vasishtha, Garima ; Arbatli, Elif.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-8.

    Full description at Econpapers || Download paper

  36. Primary commodity prices : co-movements, common factors and fundamentals. (2011). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5578.

    Full description at Econpapers || Download paper

  37. How important are real interest rates for oil prices?. (2011). Arora, Vipin ; Tanner, Matthew .
    In: MPRA Paper.
    RePEc:pra:mprapa:35883.

    Full description at Econpapers || Download paper

  38. Oil prices, exchange rates and emerging stock markets. (2011). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: MPRA Paper.
    RePEc:pra:mprapa:30140.

    Full description at Econpapers || Download paper

  39. Asset Arbitrage and the Price of Oil. (2011). Tyers, Rodney ; Arora, Vipin.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2011-21.

    Full description at Econpapers || Download paper

  40. Risk factors in oil and gas industry returns: International evidence. (2011). Veiga, Helena ; Ramos, Sofia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:3:p:525-542.

    Full description at Econpapers || Download paper

  41. Do global risk perceptions influence world oil prices?. (2011). Soytas, Ugur ; Sarı, Ramazan ; Hacihasanoglu, Erk ; HACIHASANOĞLU, ERK.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:3:p:515-524.

    Full description at Econpapers || Download paper

  42. Causal modeling and inference for electricity markets. (2011). Loland, Anders ; Wilhelmsen, Mathilde ; Ferkingstad, Egil .
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:3:p:404-412.

    Full description at Econpapers || Download paper

  43. The Effect of Monetary Policy on Commodity Prices: Disentangling the Evidence for Individual Prices. (2011). Ojeda-Joya, Jair ; Granados, Joan Camilo ; Arteaga, Carolina ; cabrales, Carolina Arteaga ; Joan Camilo Granados Castro, .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:009199.

    Full description at Econpapers || Download paper

  44. The Effect of Monetary Policy on Commodity Prices: Disentangling the Evidence for Individual Prices. (2011). Ojeda-Joya, Jair ; Granados, Joan Camilo ; Arteaga, Carolina ; cabrales, Carolina Arteaga ; Joan Camilo Granados Castro, .
    In: Borradores de Economia.
    RePEc:bdr:borrec:685.

    Full description at Econpapers || Download paper

  45. Causal modeling and inference for electricity markets. (2011). Loland, Anders ; Wilhelmsen, Mathilde ; Ferkingstad, Egil .
    In: Papers.
    RePEc:arx:papers:1110.5429.

    Full description at Econpapers || Download paper

  46. A hybrid commodity price-forecasting model applied to the sugar–alcohol sector. (2011). Ribeiro, Celma O. ; Oliveira, Sydnei M..
    In: Australian Journal of Agricultural and Resource Economics.
    RePEc:ags:aareaj:176895.

    Full description at Econpapers || Download paper

  47. Asset Value, Interest Rates and Oil Price Volatility. (2011). Arora, Vipin.
    In: ANU Working Papers in Economics and Econometrics.
    RePEc:acb:cbeeco:2011-536.

    Full description at Econpapers || Download paper

  48. Oil Prices, Exchange Rates and Emerging Stock Markets. (2010). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: Working Papers.
    RePEc:otg:wpaper:1014.

    Full description at Econpapers || Download paper

  49. Primary commodity prices: co-movements, common factors and fundamentals. (2010). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
    In: Working Papers.
    RePEc:gla:glaewp:2010_27.

    Full description at Econpapers || Download paper

  50. Editorial introduction of the special issue: Energy sector pricing and macroeconomic dynamics. (2009). Malliaris, Anastasios ; KYRTSOU, Catherine.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:6:p:825-826.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-28 23:48:31 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.