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Institutions of Foreign Exchange Settlement in a Two-Country Model

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Author Info
Fujiki, Hiroshi

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Abstract

Fujiki (2003) extends the Freeman (1996) model to show that when combined, an elastic money supply in the foreign exchange market and an elastic money supply in the domestic credit market yield efficiency gains in monetary equilibrium. This paper discusses whether three other institutional designs could achieve the same improvement in efficiency: (1) a private arrangement based on a payment versus a payment settlement standard supported by central banks' free intraday credit, (2) a financial institution that provides a negotiable certificate of deposit, and (3) a currency union.

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File URL: http://dx.doi.org/10.1353/mcb.2006.0043
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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 38 (2006)
Issue (Month): 3 (April)
Pages: 697-719
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Handle: RePEc:mcb:jmoncb:v:38:y:2006:i:3:p:697-719

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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  1. Schanz, Jochen, 2009. "How do different models of foreign exchange settlement influence the risks and benefits of global liquidity management?," Bank of England working papers 374, Bank of England. [Downloadable!]
  2. Jonathan Chiu & Alexandra Lai, 2007. "Modelling Payments Systems: A Review of the Literature," Working Papers 07-28, Bank of Canada. [Downloadable!]
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