The dollar, bank leverage and real economic activity: an evolving relationship
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- Burcu Erik & Marco J. Lombardi & Dubravko Mihaljek & Hyun Song Shin, 2020. "The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 529-534, May.
References listed on IDEAS
- Valentina Bruno & Se-Jik Kim, 2018. "Exchange Rates and the Working Capital Channel of Trade Fluctuations," BIS Working Papers 694, Bank for International Settlements.
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- Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Working Papers 2009-051, Federal Reserve Bank of St. Louis.
- Douglas W. Diamond & Yunzhi Hu & Raghuram G. Rajan, 2020. "The Spillovers from Easy Liquidity and the Implications for Multilateralism," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(1), pages 4-34, March.
- Valentina Bruno & Se-Jik Kim & Hyun Shin, 2018. "Exchange Rates and the Working Capital Channel of Trade Fluctuations," AEA Papers and Proceedings, American Economic Association, vol. 108, pages 531-536, May.
- Silvia Miranda-Agrippino & Hélène Rey, 2020. "The Global Financial Cycle after Lehman," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 523-528, May.
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- 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 1, Bank for International Settlements.
More about this item
Keywordsfinancial conditions; economic activity; world trade; dollar exchange rate; bank leverage; purchasing managers' indices; nowcasting; global supply chains;
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
- F3 - International Economics - - International Finance
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
- F6 - International Economics - - Economic Impacts of Globalization
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