Nothing Special   »   [go: up one dir, main page]

create a website
Currency Manipulation. (2016). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas M.
In: NBER Working Papers.
RePEc:nbr:nberwo:22790.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 57

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. Comparing the impact of discretionary and pre-announced central bank interventions. (2021). Santos, Francisco Luna .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302631.

    Full description at Econpapers || Download paper

  2. The dynamic impact of FX interventions on financial markets. (2020). Menkhoff, Lukas ; Stohr, Tobias ; Rieth, Malte.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:2151.

    Full description at Econpapers || Download paper

  3. Revisiting Exchange Rate Rules. (2020). Dominguez, Kathryn.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:68:y:2020:i:3:d:10.1057_s41308-020-00120-6.

    Full description at Econpapers || Download paper

  4. The Dynamic Impact of FX Interventions on Financial Markets. (2020). Rieth, Malte ; Menkhoff, Lukas ; Stohr, Tobias.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1854.

    Full description at Econpapers || Download paper

  5. The dynamic impact of FX interventions on financial markets. (2019). Menkhoff, Lukas ; Stohr, Tobias ; Rieth, Malte.
    In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
    RePEc:zbw:vfsc19:203504.

    Full description at Econpapers || Download paper

  6. Revisiting Exchange Rate Rules. (). , Kathryn.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v::y::i::d:10.1057_s41308-020-00120-6.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alvarez, F., A. Atkeson, and P. J. Kehoe (2002). Money, interest rates, and exchange rates with endogenously segmented markets. Journal of Political Economy 110 (1), 73–112.

  2. Bacchetta, P. and E. van Wincoop (2000). Does exchange-rate stability increase trade and welfare. American Economic Review 90 (5), 1093–1109.

  3. Backus, D. K. and G. W. Smith (1993). Consumption and real exchange rates in dynamic economies with non-traded goods. Journal of International Economics 35, 297–316.

  4. Backus, D. K., P. J. Kehoe, and F. E. Kydland (1994). Determinants of the trade balance and the terms of trade: The j curve? American Economic Review 84 (1), 84–103.
    Paper not yet in RePEc: Add citation now
  5. Bagwell, K. and R. Staiger (1999). An economic theory of gatt. American Economic Review.

  6. Bergin, P. R. and G. Corsetti (2015). International competitiveness and monetary policy. Unpublished Manuscript.
    Paper not yet in RePEc: Add citation now
  7. Bianchi, J. (2011, December). Overborrowing and systemic externalities in the business cycle. American Economic Review 101 (7), 3400–3426.

  8. Calvo, G. and E. Mendoza (2000). Rational contagion and the globalization of securities markets. Journal of International Economics 51 (1), 79–113.

  9. Campbell, J. Y., K. Serfaty-De Medeiros, and L. M. Viceira (2010). Global currency hedging. The Journal of Finance 65 (1), 87–121.

  10. Cavallo, A., B. Neiman, and R. Rigobon (2014). Currency unions, product introductions, and the real exchange rate. The Quarterly Journal of Economics, qju008.

  11. Chari, V. V., P. J. Kehoe, and E. R. McGrattan (2002). Can sticky price models generate volatile and persistent real exchange rates? The Review of Economic Studies 69 (3), 533–563.

  12. Coeurdacier, N. (2009). Do trade costs in goods market lead to home bias in equities? Journal of International Economics 77 (1), 86–100.

  13. Colacito, R., M. Croce, F. Gavazzoni, and R. Ready (2016). Currency risk factors in a recursive multi-country economy. memeo University of North Carolina.

  14. Corsetti, G., L. Dedola, and S. Leduc (2010). Optimal monetary policy in open economies. In B. M. Friedman and M. Woodford (Eds.), Handbook of Monetary Economics (1 ed.), Volume 3, Chapter 16, pp. 861–933. Elsevier.

  15. Costinot, A., G. Lorenzoni, and I. Werning (2014). A theory of capital controls as dynamic terms-of-trade manipulation. Journal of Political Economy 122 (1), 77–128.

  16. David, J. M., E. Henriksen, and I. Simonovska (2016). The risky capital of emerging markets. NBER Working Paper Series 20769, National Bureau of Economic Research.

  17. Devereux, M. B. and C. Engel (2003). Monetary policy in the open economy revisited: Price setting and exchange-rate flexibility. Review of Economic Studies.

  18. Engel, C. (1999). Accounting for u.s. real exchange rate changes. Journal of Political Economy.

  19. Farhi, E. and I. Werning (2012). Dealing with the trilemma: Optimal capital controls with fixed exchange rates. mimeo, Massachusetts Institute of Technology.

  20. Farhi, E. and I. Werning (2013). Dilemma not trilemma? capital controls and exchange rates with volatile capital flows. mimeo, Massachusetts Institute of Technology.

  21. Farhi, E. and X. Gabaix (2015). Rare disasters and exchange rates. Quarterly Journal of Economics forthcoming.

  22. Frankel, J. A. and A. Rose (2002). An estimare of the effect of common currencies on trade and income. The Quarterly Journal of Economics 117 (2), 437–466.

  23. Gali, J. and T. Monacelli (2005). Monetary policy and exchange rate volatility in a small open economy. Review of Economic Studies 72, 707–734.

  24. Garber, P. M. and L. E. O. Svensson (1995). The operation and collapse of fixed exchange rate regimes, Volume 3, Chapter 36, pp. 1865–1911. Elsevier.

  25. Giannetti, M. and Y. Koskinen (2010, February). Investor protection, equity returns, and financial globalization. Journal of Financial and Quantitative Analysis 45 (01), 135–168.

  26. Gourinchas, P.-O. and H. Rey (2007). From world banker to world venture capitalist: U.s. external adjustment and the exorbitant privilege. In G7 Current Account Imbalances: Sustainability and Adjustment, NBER Chapters, pp. 11–66. National Bureau of Economic Research, Inc.

  27. Govillot, N., H. Rey, and P. Gourinchas (2010). Us external returns and the exorbitant duty. 2010 Meeting Papers 371, Society for Economic Dynamics.

  28. Hassan, T. A. (2013). Country size, currency unions, and international asset returns. The Journal of Finance 68(6), 2269–2308.

  29. Hassan, T. A. and R. Mano (2015). Forward and spot exchange rates in a multi-currency world. mimeo University of Chicago.

  30. Hassan, T. A., T. M. Mertens, and T. Zhang (2015). Not so disconnected: Exchange rates and the captial stock. mimeo University of Chicago.

  31. Helpman, E. and A. Razin (1987). Exchange rate management: Intertemporal tradeoffs. American Economic Review 77 (1), 107–123.

  32. Hooper, P. and S. W. Kohlhagen (1978, s). The effect of exchange rate uncertainty on the prices and volume of international trade. Journal of International Economics 8 (4), 483–511.

  33. Jeanne, O. and A. Korinek (2010). Excessive volatility in capital flows: A pigouvian taxation approach. American Economic Review 100 (2), 403–407.

  34. Kenen, P. B. and D. Rodrik (1986). Measuring and analyzing the efects of short-term volatility in real exchange rates. The Review of Economics and Statistics 68 (2), 311–315.

  35. Kollmann, R. (2002). Monetary policy rules in the open economy: effects on welfare and business cycles. Journal of Monetary Economics.

  36. Kollmann, R. (2012). Limited asset market participation and the consumption-real exchange rate anomaly. Canadian Journal of Economics.

  37. Korinek, A. (2013). Capital controls and currency wars. mimeo University of Maryland.
    Paper not yet in RePEc: Add citation now
  38. Krugman, P. R. (1979, August). A model of balance of payments crises. Journal of Money, Credit and Banking (11), 311–325.

  39. Lustig, H. and A. Verdelhan (2007). The cross section of foreign currency risk premia and consumption growth risk. American Economic Review 97 (1), 89–117.

  40. Lustig, H., N. Roussanov, and A. Verdelhan (2011). Common risk factors in currency markets. Review of Financial Studies 24 (11), 3731–3777.

  41. Maggiori, M. (2013). Financial intermediation, international risk sharing, and reserve currencies. Mimeo.

  42. Martin, I. (2012). The forward premium puzzle in a two-country world. Mimeo.

  43. Menkhoff, L., L. Sarno, M. Schmeling, and A. Schrimpf (2012). Carry trades and global foreign exchange volatility. Journal of Finance 67(2), 681–718.

  44. Menkhoff, L., L. Sarno, M. Schmeling, and A. Schrimpf (2013). Information flows in dark markets: Dissecting customer currency trades. Bis working papers, Bank for International Settlements.
    Paper not yet in RePEc: Add citation now
  45. Miranda-Agrippino, S. and H. Rey (2015). World asset markets and the global financial cycle. NBER Working Paper Series 21722, National Bureau of Economic Research, Inc.

  46. Mussa, M. (1986). Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications. In Carnegie-Rochester Conference series on public policy, Volume 25, pp. 117–214. Elsevier.

  47. Nechio, F. (2010). Foreign stock holdings: the role of information. Working Paper Series 2010-26, Federal Reserve Bank of San Francisco.
    Paper not yet in RePEc: Add citation now
  48. Ossa, R. (2011). A new trade theory of gatt/wto negotiations. Journal of Political Economy 119(1), 122–152.

  49. Parrado, E. and A. Velasco (2002). Optimal interest rate policy in a small open economy. NBER Working Paper Series 8721, National Bureau of Economic Research, Inc.

  50. Pavlova, A. and R. Rigobon (2007). Asset prices and exchange rates. Review of Financial Studies 20(4), 1139–1180.

  51. Powers, T. Y. (2015). The commodity currency puzzle. mimeo Harvard University.
    Paper not yet in RePEc: Add citation now
  52. Ready, R., N. Roussanov, and C. Ward (2013). Commodity trade and the carry trade: a tale of two countries. NBER Working Papers 19371, National Bureau of Economic Research, Inc.

  53. Reinhart, C. M. and K. Rogoff (2011). From financial crash to debt crisis. American Economic Review 101, 1676–1706.

  54. Reinhart, C. M. and K. S. Rogoff (2004). The modern history of exchange rate arrangements: a reinterpretation. The Quarterly Journal of economics 119 (1), 1–48.

  55. Richmond, R. (2015). Trade network centrality and the currency carry trade. Mimeo UCLA.

  56. Schmitt-Grohé, S. and M. Uribe (2012). Pegs and pain. mimeo Columbia University.

  57. Tran, N.-K. (2013). Growth risk of nontraded industries and asset pricing. Mimeo Olin Business School.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Open Market Operations. (2017). Rocheteau, Guillaume ; Wright, Randall ; Xiao, Sylvia .
    In: 2017 Meeting Papers.
    RePEc:red:sed017:345.

    Full description at Econpapers || Download paper

  2. Financial Crises and Systemic Bank Runs in a Dynamic Model of Banking. (2015). Robatto, Roberto.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:483.

    Full description at Econpapers || Download paper

  3. Revisiting the Tale of Two Interest Rates with Endogenous Market Segmentation. (2015). Thomas, Julia ; Khan, Aubhik.
    In: Review of Economic Dynamics.
    RePEc:red:issued:12-181.

    Full description at Econpapers || Download paper

  4. Life-Cycle Portfolio choice with Liquid and Illiquid Assets. (2015). Fugazza, Carolina ; Gomes, Francisco J ; Campanale, Claudio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10369.

    Full description at Econpapers || Download paper

  5. The case for a financial approach to money demand. (2014). Ragot, Xavier.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/4vm8e5vhjr99cb1ekr86bivlk0.

    Full description at Econpapers || Download paper

  6. The Cantillon Effect of Money Injection through Deficit Spending. (2012). Cheng, Wenli ; Angus, Simon.
    In: Monash Economics Working Papers.
    RePEc:mos:moswps:2012-12.

    Full description at Econpapers || Download paper

  7. Demand Shocks and Trade Balance Dynamics. (2011). Torres, Jose ; Rodríguez-López, Jesús ; García-Solanes, José ; Garcia-Solanes, Jose ; Rodriguez-Lopez, Jesus.
    In: Open Economies Review.
    RePEc:kap:openec:v:22:y:2011:i:4:p:739-766.

    Full description at Econpapers || Download paper

  8. Asset pricing in the production economy subject to monetary shocks. (2011). Grishchenko, Olesya.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:63:y:2011:i:3:p:187-216.

    Full description at Econpapers || Download paper

  9. Monetary Policy and the Cyclicality of Risk. (2010). Lopez-Salido, David ; Gust, Christopher.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7727.

    Full description at Econpapers || Download paper

  10. The Case for a Financial Approach to Money Demand. (2010). Ragot, Xavier.
    In: Working papers.
    RePEc:bfr:banfra:300.

    Full description at Econpapers || Download paper

  11. Country Size, Currency Unions, and International Asset Returns. (2009). Hassan, Tarek.
    In: Working Papers.
    RePEc:onb:oenbwp:154.

    Full description at Econpapers || Download paper

  12. Aggregate Implications of Micro Asset Market Segmentation. (2009). Weill, Pierre-Olivier ; Edmond, Chris.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15254.

    Full description at Econpapers || Download paper

  13. Inventories, Markups, and Real Rigidities in Menu Cost Models. (2009). Midrigan, Virgiliu ; Kryvtsov, Oleksiy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14651.

    Full description at Econpapers || Download paper

  14. Portfolio inertia and the equity premium. (2009). Lopez-Salido, David ; Gust, Christopher.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:984.

    Full description at Econpapers || Download paper

  15. Money supply, macroeconomic stability, and the implementation of interest rate targets. (2009). Schabert, Andreas.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:31:y:2009:i:2:p:333-344.

    Full description at Econpapers || Download paper

  16. Does the liquidity effect guarantee a positive term premium?. (2009). Chung, Kyuil.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:5:p:893-903.

    Full description at Econpapers || Download paper

  17. Transaction costs and consumption. (2009). Li, Geng.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:6:p:1263-1277.

    Full description at Econpapers || Download paper

  18. Monetary Policy, Velocity, and the Equity Premium. (2009). Lopez-Salido, David ; Gust, Christopher.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7388.

    Full description at Econpapers || Download paper

  19. Inventories, Markups, and Real Rigidities in Menu Cost Models. (2009). Midrigan, Virgiliu ; Kryvtsov, Oleksiy.
    In: Staff Working Papers.
    RePEc:bca:bocawp:09-6.

    Full description at Econpapers || Download paper

  20. Intermediary Asset Pricing. (2008). He, Zhiguo ; Krishnamurthy, Arvind.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14517.

    Full description at Econpapers || Download paper

  21. On the Need for a New Approach to Analyzing Monetary Policy. (2008). Kehoe, Patrick ; Atkeson, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14260.

    Full description at Econpapers || Download paper

  22. New Keynesian economics : a monetary perspective. (2008). Williamson, Stephen.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2008:i:sum:p:197-218:n:v.94no.3.

    Full description at Econpapers || Download paper

  23. Sluggish responses of prices and inflation to monetary shocks in an inventory model of money demand. (2008). Edmond, Chris ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Staff Report.
    RePEc:fip:fedmsr:417.

    Full description at Econpapers || Download paper

  24. On the need for a new approach to analyzing monetary policy. (2008). Kehoe, Patrick ; Atkeson, Andrew.
    In: Staff Report.
    RePEc:fip:fedmsr:412.

    Full description at Econpapers || Download paper

  25. Monetary policy and distribution. (2008). Williamson, Stephen.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:6:p:1038-1053.

    Full description at Econpapers || Download paper

  26. Bayesian estimation and evaluation of the segmented markets friction in equilibrium monetary models. (2008). Occhino, Filippo ; Landon-Lane, John.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:1:p:444-461.

    Full description at Econpapers || Download paper

  27. Segmented Asset Markets and Optimal Exchange Rate Regimes. (2007). Vegh, Carlos ; Singh, Rajesh ; Lahiri, Amartya.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:11446.

    Full description at Econpapers || Download paper

  28. Inflation and interest rates with endogenous market segmentation. (2007). Thomas, Julia ; Khan, Aubhik.
    In: Working Papers.
    RePEc:fip:fedpwp:07-1.

    Full description at Econpapers || Download paper

  29. Transaction costs and consumption. (2007). Li, Geng.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2007-38.

    Full description at Econpapers || Download paper

  30. International price dispersion in state-dependent pricing models. (2007). Midrigan, Virgiliu.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:8:p:2231-2250.

    Full description at Econpapers || Download paper

  31. The relative price effects of monetary shocks. (2007). Wynne, Mark ; Balke, Nathan.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:29:y:2007:i:1:p:19-36.

    Full description at Econpapers || Download paper

  32. Pairwise trade and coexistence of money and higher-return assets. (2007). Zhu, Tao ; Wallace, Neil.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:133:y:2007:i:1:p:524-535.

    Full description at Econpapers || Download paper

  33. The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk. (2007). Verdelhan, Adrien ; Lustig, Hanno.
    In: American Economic Review.
    RePEc:aea:aecrev:v:97:y:2007:i:1:p:89-117.

    Full description at Econpapers || Download paper

  34. Monetary Policy and the Distribution of Money and Capital. (2006). Zhang, Yahong ; Molico, Miguel.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:136.

    Full description at Econpapers || Download paper

  35. SEARCH, LIMITED PARTICIPATION, AND MONETARY POLICY *. (2006). Williamson, Stephen.
    In: International Economic Review.
    RePEc:ier:iecrev:v:47:y:2006:i:1:p:107-128.

    Full description at Econpapers || Download paper

  36. The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk. (2006). Verdelhan, Adrien ; Lustig, Hanno.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-045.

    Full description at Econpapers || Download paper

  37. International Price Dispersion in State-Dependent Pricing Models. (2005). Midrigan, Virgiliu.
    In: International Finance.
    RePEc:wpa:wuwpif:0511001.

    Full description at Econpapers || Download paper

  38. Money Supply and the Implementation of Interest Rate Targets. (2005). Schabert, Andreas.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050059.

    Full description at Econpapers || Download paper

  39. Estimation and Evaluation of a Segmented Markets Monetary Model. (2005). Occhino, Filippo ; Landon-Lane, John.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200505.

    Full description at Econpapers || Download paper

  40. Monetary Policy and Distribution. (2005). Williamson, Stephen.
    In: 2005 Meeting Papers.
    RePEc:red:sed005:379.

    Full description at Econpapers || Download paper

  41. The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly. (2005). Boudoukh, Jacob ; Whitelaw, Robert ; Richardson, Matthew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11840.

    Full description at Econpapers || Download paper

  42. The Cross-Section of Currency Risk Premia and US Consumption Growth Risk. (2005). Verdelhan, Adrien ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11104.

    Full description at Econpapers || Download paper

  43. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2005). Wu, Shu.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:200519.

    Full description at Econpapers || Download paper

  44. Time-varying risk, interest rates and exchange rates in general equilibrium. (2005). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Working Papers.
    RePEc:fip:fedmwp:627.

    Full description at Econpapers || Download paper

  45. Estimating the expected marginal rate of substitution: A systematic exploitation of idiosyncratic risk. (2005). Rose, Andrew ; Flood, Robert.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:52:y:2005:i:5:p:951-969.

    Full description at Econpapers || Download paper

  46. THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK. (2005). Verdelhan, Adrien ; Lustig, Hanno.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-019.

    Full description at Econpapers || Download paper

  47. Markets Segmentation and the Real Interest Rate Response to Monetary Policy Shocks. (2004). Occhino, Filippo.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200403.

    Full description at Econpapers || Download paper

  48. Modeling the Response of Money and Interest Rates to Monetary Policy Shocks: A Segmented Markets Approach. (2004). Occhino, Filippo.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:7:y:2004:i:1:p:181-197.

    Full description at Econpapers || Download paper

  49. Optimal Monetary Policy under Asset Market Segmentation. (2004). Vegh, Carlos ; Singh, Rajesh ; Lahiri, Amartya.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:643.

    Full description at Econpapers || Download paper

  50. The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006). (2004). Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:303.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-09 17:58:52 || 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.