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Report NEP-IFN-2020-05-04
This is the archive for NEP-IFN, a report on new working papers in the area of International Finance. Yi-Nung Yang issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-IFN
The following items were announced in this report:
- Nathan Converse & Eduardo Levy Yeyati & Tomás Williams, 2020, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1268, Jan, DOI: 10.17016/IFDP.2020.1268.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020, "Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic," BIS Bulletins, Bank for International Settlements, number 5, Apr.
- Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2020, "Currency Futures' Risk Premia and Risk Factors," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1866.
- Stefan Avdjiev & Egemen Eren & Patrick McGuire, 2020, "Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market," BIS Bulletins, Bank for International Settlements, number 1, Apr.
- Jasper Hoek & Steven B. Kamin & Emre Yoldas, 2020, "When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1269, Jan, DOI: 10.17016/IFDP.2020.1269.