International capital flows and U.S. interest rates
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Francis E. Warnock & Veronica C. Warnock, 2005. "International Capital Flows and U.S. Interest Rates," The Institute for International Integration Studies Discussion Paper Series iiisdp103, IIIS.
- Francis E. Warnock & Veronica Cacdac Warnock, 2006. "International Capital Flows and U.S. Interest Rates," NBER Working Papers 12560, National Bureau of Economic Research, Inc.
References listed on IDEAS
- Orphanides, Athanasios & van Norden, Simon, 2005.
"The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 583-601, June.
- Athanasios Orphanides & Simon van Norden, 2003. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CIRANO Working Papers 2003s-01, CIRANO.
- Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers 4830, C.E.P.R. Discussion Papers.
- Athanasios Orphanides & Simon van Norden, 2004. "The reliability of inflation forecasts based on output gap estimates in real time," Finance and Economics Discussion Series 2004-68, Board of Governors of the Federal Reserve System (U.S.).
- Martin D.D. Evans & Richard K. Lyons, 2017.
"Order Flow and Exchange Rate Dynamics,"
World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 6, pages 247-290,
World Scientific Publishing Co. Pte. Ltd..
- Martin D. D. Evans & Richard K. Lyons, 2002. "Order Flow and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 110(1), pages 170-180, February.
- Evans, Martin D. & Lyons, Richard K., 1999. "Order Flow and Exchange Rate Dynamics," Research Program in Finance, Working Paper Series qt0dh1c16w, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
- Martin D. D. Evans and Richard K. Lyons., 1999. "Order Flow and Exchange Rate Dynamics," Research Program in Finance Working Papers RPF-288, University of California at Berkeley.
- Martin D.D. Evans & Richard K. Lyons, 1999. "Order Flow and Exchange Rate Dynamics," NBER Working Papers 7317, National Bureau of Economic Research, Inc.
- Martin D. D. Evans & Richard K. Lyons, 2017.
"Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting,"
World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 11, pages 457-475,
World Scientific Publishing Co. Pte. Ltd..
- Martin D. D. Evans & Richard K. Lyons, 2005. "Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting," American Economic Review, American Economic Association, vol. 95(2), pages 405-414, May.
- Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting," Working Papers gueconwpa~05-05-01, Georgetown University, Department of Economics.
- Martin D.D. Evans & Richard K. Lyons, 2005. "Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting," NBER Working Papers 11042, National Bureau of Economic Research, Inc.
- Martin D. D. Evans, 2002. "FX Trading and Exchange Rate Dynamics," Journal of Finance, American Finance Association, vol. 57(6), pages 2405-2447, December.
- Martin D. D. Evans, 2017.
"FX Trading and Exchange Rate Dynamics,"
World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 5, pages 189-245,
World Scientific Publishing Co. Pte. Ltd..
- Martin Evans, 2000. "FX trading and Exchange Rate Dynamics," Working Papers gueconwpa~00-00-04, Georgetown University, Department of Economics.
- Martin D. D. Evans, 2001. "FX Trading and Exchange Rate Dynamics," NBER Working Papers 8116, National Bureau of Economic Research, Inc.
- Svensson, Lars-E-O, 2001.
"The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 277-312, February.
- Svensson, Lars, 2000. "The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap," Seminar Papers 687, Stockholm University, Institute for International Economic Studies.
- Lars E.O. Svensson, 2000. "The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap," NBER Working Papers 7957, National Bureau of Economic Research, Inc.
- Svensson, Lars E.O., 2000. "The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap," CEPR Discussion Papers 2566, C.E.P.R. Discussion Papers.
- Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian, 2005.
"Does financial liberalization spur growth?,"
Journal of Financial Economics, Elsevier, vol. 77(1), pages 3-55, July.
- Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2001. "Does Financial Liberalization Spur Growth?," NBER Working Papers 8245, National Bureau of Economic Research, Inc.
- Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2004. "Does Financial Liberalization Spur Growth?," Working Paper Research 53, National Bank of Belgium.
- Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005.
"Modeling Bond Yields in Finance and Macroeconomics,"
American Economic Review, American Economic Association, vol. 95(2), pages 415-420, May.
- Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005. "Modeling Bond Yields in Finance and Macroeconomics," PIER Working Paper Archive 05-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Diebold, Francis X. & Piazzesi, Monica & Rudebusch, Glenn D., 2005. "Modeling bond yields in finance and macroeconomics," CFS Working Paper Series 2005/03, Center for Financial Studies (CFS).
- Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005. "Modeling bond yields in finance and macroeconomics," Working Paper Series 2005-04, Federal Reserve Bank of San Francisco.
- Francis X. Diebold & Monika Piazzesi & Glenn Rudebusch, 2005. "Modeling Bond Yields in Finance and Macroeconomics," NBER Working Papers 11089, National Bureau of Economic Research, Inc.
- Thomas Laubach, 2009.
"New Evidence on the Interest Rate Effects of Budget Deficits and Debt,"
Journal of the European Economic Association, MIT Press, vol. 7(4), pages 858-885, June.
- Thomas Laubach, 2003. "New evidence on the interest rate effects of budget deficits and debt," Finance and Economics Discussion Series 2003-12, Board of Governors of the Federal Reserve System (U.S.).
- John D. Burger & Francis E. Warnock, 2006.
"Local Currency Bond Markets,"
IMF Staff Papers, Palgrave Macmillan, vol. 53(si), pages 1-7.
- John D. Burger & Francis E. Warnock, 2006. "Local Currency Bond Markets," NBER Working Papers 12552, National Bureau of Economic Research, Inc.
- Peter Blair Henry, 2003.
"Capital-Account Liberalization, the Cost of Capital, and Economic Growth,"
American Economic Review, American Economic Association, vol. 93(2), pages 91-96, May.
- Peter Blair Henry, 2003. "Capital Account Liberalization, The Cost of Capital, and Economic Growth," NBER Working Papers 9488, National Bureau of Economic Research, Inc.
- Henry, Peter B., 2003. "Capital Account Liberalization, The Cost of Capital, and Economic Growth," Research Papers 1778, Stanford University, Graduate School of Business.
- Ang, Andrew & Bekaert, Geert & Wei, Min, 2007.
"Do macro variables, asset markets, or surveys forecast inflation better?,"
Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1163-1212, May.
- Andrew Ang & Geert Bekaert & Min Wei, 2005. "Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?," NBER Working Papers 11538, National Bureau of Economic Research, Inc.
- Andrew Ang & Geert Bekaert & Min Wei, 2006. "Do macro variables, asset markets, or surveys forecast inflation better?," Finance and Economics Discussion Series 2006-15, Board of Governors of the Federal Reserve System (U.S.).
- Gauti B. Eggertsson & Michael Woodford, 2003. "The Zero Bound on Interest Rates and Optimal Monetary Policy," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 34(1), pages 139-235.
- Monika Piazzesi, 2005. "Bond Yields and the Federal Reserve," Journal of Political Economy, University of Chicago Press, vol. 113(2), pages 311-344, April.
- Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2004.
"The Performance of International Equity Portfolios,"
International Finance Discussion Papers
817, Board of Governors of the Federal Reserve System (U.S.).
- Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2006. "The Performance of International Equity Portfolios," NBER Working Papers 12346, National Bureau of Economic Research, Inc.
- Charles P. Thomas, 2006. "The Performance of International Equity Portfolios," The Institute for International Integration Studies Discussion Paper Series iiisdp162, IIIS.
- Burger, John D. & Warnock, Francis E., 2007.
"Foreign participation in local currency bond markets,"
Review of Financial Economics, Elsevier, vol. 16(3), pages 291-304.
- John D. Burger & Francis E. Warnock, 2007. "Foreign participation in local currency bond markets," Review of Financial Economics, John Wiley & Sons, vol. 16(3), pages 291-304.
- John D. Burger & Francis E. Warnock, 2004. "Foreign participation in local-currency bond markets," International Finance Discussion Papers 794, Board of Governors of the Federal Reserve System (U.S.).
- John D. Burger & Francis E. Warnock, 2006. "Foreign Participation in Local Currency Bond Markets," NBER Working Papers 12548, National Bureau of Economic Research, Inc.
- Keim, Donald B. & Stambaugh, Robert F., 1986.
"Predicting returns in the stock and bond markets,"
Journal of Financial Economics, Elsevier, vol. 17(2), pages 357-390, December.
- Donald B. Keim & Robert F. Stambaugh, "undated". "Predicting Returns in the Stock and Bond Markets," Rodney L. White Center for Financial Research Working Papers 15-85, Wharton School Rodney L. White Center for Financial Research.
- Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2003.
"The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models,"
Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2003. "The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models," Finance and Economics Discussion Series 2003-50, Board of Governors of the Federal Reserve System (U.S.).
- Michael P. Dooley & David Folkerts-Landau & Peter Garber, 2004. "The Revived Bretton Woods System: The Effects of Periphery Intervention and Reserve Management on Interest Rates & Exchange Rates in Center Countries," NBER Working Papers 10332, National Bureau of Economic Research, Inc.
- Guillermo A. Calvo, 1998.
"Capital Flows and Capital-Market Crises: The Simple Economics of Sudden Stops,"
Journal of Applied Economics, Universidad del CEMA, vol. 1, pages 35-54, November.
- Guillermo A. Calvo, 1998. "CAPITAL FLOWS AND CAPITAL-MARKET CRISES: The Simple Economics of Sudden Stops," Journal of Applied Economics, Taylor & Francis Journals, vol. 1(1), pages 35-54, November.
- Eric M. Engen & R. Glenn Hubbard, 2005.
"Federal Government Debt and Interest Rates,"
NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 83-160,
National Bureau of Economic Research, Inc.
- Eric M. Engen & R. Glenn Hubbard, 2004. "Federal Government Debt and Interest Rates," NBER Working Papers 10681, National Bureau of Economic Research, Inc.
- Ben S. Bernanke & Vincent R. Reinhart & Brian P. Sack, 2004.
"Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 35(2), pages 1-100.
- Ben S. Bernanke & Vincent Reinhart & Brian P. Sack, 2004. "Monetary policy alternatives at the zero bound: an empirical assessment," Finance and Economics Discussion Series 2004-48, Board of Governors of the Federal Reserve System (U.S.).
- Barry Eichengreen, 2000.
"The EMS Crisis in Retrospect,"
NBER Working Papers
8035, National Bureau of Economic Research, Inc.
- Eichengreen, Barry, 2001. "The EMS Crisis in Retrospect," CEPR Discussion Papers 2704, C.E.P.R. Discussion Papers.
- Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2005. "The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models," American Economic Review, American Economic Association, vol. 95(1), pages 425-436, March.
- Ferson, Wayne E & Harvey, Campbell R, 1991. "The Variation of Economic Risk Premiums," Journal of Political Economy, University of Chicago Press, vol. 99(2), pages 385-415, April.
- Baker, Malcolm & Greenwood, Robin & Wurgler, Jeffrey, 2003. "The maturity of debt issues and predictable variation in bond returns," Journal of Financial Economics, Elsevier, vol. 70(2), pages 261-291, November.
- repec:bla:jfinan:v:59:y:2004:i:3:p:1201-1234 is not listed on IDEAS
- Mendoza, Enrique G. & Smith, Katherine A., 2006.
"Quantitative implications of a debt-deflation theory of Sudden Stops and asset prices,"
Journal of International Economics, Elsevier, vol. 70(1), pages 82-114, September.
- Enrique G. Mendoza & Katherine A. Smith, 2004. "Quantitative Implication of A Debt-Deflation Theory of Sudden Stops and Asset Prices," NBER Working Papers 10940, National Bureau of Economic Research, Inc.
- Lars E.O. Svensson, 2003.
"Escaping from a Liquidity Trap and Deflation: The Foolproof Way and Others,"
Journal of Economic Perspectives, American Economic Association, vol. 17(4), pages 145-166, Fall.
- Lars E.O. Svensson, 2003. "Escaping from a Liquidity Trap and Deflation: The Foolproof Way and Others," NBER Working Papers 10195, National Bureau of Economic Research, Inc.
- Robert J. Shiller & John Y. Campbell & Kermit L. Schoenholtz, 1983.
"Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 14(1), pages 173-224.
- Robert J. Shiller & John Y. Campbell & Kermit L. Schoenholtz, 1983. "Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates," Cowles Foundation Discussion Papers 667, Cowles Foundation for Research in Economics, Yale University.
- Henry, Peter Blair, 2000. "Do stock market liberalizations cause investment booms?," Journal of Financial Economics, Elsevier, vol. 58(1-2), pages 301-334.
- Paul R. Krugman, 1998. "It's Baaack: Japan's Slump and the Return of the Liquidity Trap," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 29(2), pages 137-206.
- repec:bla:jfinan:v:59:y:2004:i:6:p:2623-2654 is not listed on IDEAS
- Fama, Eugene F. & French, Kenneth R., 1989. "Business conditions and expected returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 25(1), pages 23-49, November.
- Gauti B. Eggertsson & Michael Woodford, 2003. "Optimal Monetary Policy in a Liquidity Trap," NBER Working Papers 9968, National Bureau of Economic Research, Inc.
- Simon H. Kwan, 2005. "Inflation expectations: how the market speaks," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct7.
- repec:bla:jfinan:v:59:y:2004:i:3:p:1295-1324 is not listed on IDEAS
- Yash P. Mehra, 1998. "The bond rate and actual future inflation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 27-47.
- R. Glenn Hubbard & Eric M. Engen, 2004. "Federal Government Debt and Interest Rates," AEI Economics Working Papers 50018, American Enterprise Institute.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Ben S. Bernanke & Vincent R. Reinhart & Brian P. Sack, 2004.
"Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 35(2), pages 1-100.
- Ben S. Bernanke & Vincent Reinhart & Brian P. Sack, 2004. "Monetary policy alternatives at the zero bound: an empirical assessment," Finance and Economics Discussion Series 2004-48, Board of Governors of the Federal Reserve System (U.S.).
- McGough, Bruce & Rudebusch, Glenn D. & Williams, John C., 2005.
"Using a long-term interest rate as the monetary policy instrument,"
Journal of Monetary Economics, Elsevier, vol. 52(5), pages 855-879, July.
- Bruce McGough & Glenn D. Rudebusch & John C. Williams, 2004. "Using a long-term interest rate as the monetary policy instrument," Working Paper Series 2004-22, Federal Reserve Bank of San Francisco.
- Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006.
"The Bond Yield "Conundrum" from a Macro-Finance Perspective,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(S1), pages 83-109, December.
- Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The bond yield \"conundrum\" from a macro-finance perspective," Working Paper Series 2006-16, Federal Reserve Bank of San Francisco.
- Hess Chung & Etienne Gagnon & Taisuke Nakata & Matthias Paustian & Bernd Schlusche & James Trevino & Diego Vilán & Wei Zheng, 2020. "Monetary Policy Options at the Effective Lower Bound: Assessing the Federal Reserve’s Current Policy Toolkit," CARF F-Series CARF-F-483, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Roberto M. Billi, 2011.
"Optimal Inflation for the US Economy,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 29-52, July.
- Billi, Roberto M., 2004. "The optimal inflation buffer with a zero bound on nominal interest rates," CFS Working Paper Series 2005/17, Center for Financial Studies (CFS).
- Roberto M. Billi, 2007. "Optimal inflation for the U.S," Research Working Paper RWP 07-03, Federal Reserve Bank of Kansas City.
- Roberto M. Billi, 2006. "The Optimal Long-Run Inflation Rate for the U.S. Economy," Computing in Economics and Finance 2006 72, Society for Computational Economics.
- Roberto M. Billi, 2005. "The Optimal Inflation Buffer with a Zero Bound on Nominal Interest Rates," Computing in Economics and Finance 2005 25, Society for Computational Economics.
- Carl E. Walsh, 2011. "The Future of Inflation Targeting," The Economic Record, The Economic Society of Australia, vol. 87(s1), pages 23-36, September.
- Serkan Arslanalp & Tigran Poghosyan, 2016.
"Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies,"
Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(6), pages 45-67, June.
- Mr. Serkan Arslanalp & Mr. Tigran Poghosyan, 2014. "Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies," IMF Working Papers 2014/027, International Monetary Fund.
- Laxton, Douglas & N'Diaye, Papa & Pesenti, Paolo, 2006.
"Deflationary shocks and monetary rules: An open-economy scenario analysis,"
Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 665-698, December.
- Douglas Laxton & Papa N'Diaye & Paolo Pesenti, 2006. "Deflationary Shocks and Monetary Rules: an Open-Economy Scenario Analysis," NBER Working Papers 12703, National Bureau of Economic Research, Inc.
- Douglas Laxton & Papa N'Diaye & Paolo Pesenti, 2006. "Deflationary shocks and monetary rules: an open-economy scenario analysis," Staff Reports 267, Federal Reserve Bank of New York.
- Pesenti, Paolo & Laxton, Doug & N'Diaye, Papa, 2006. "Deflationary Shocks and Monetary Rules: An Open-Economy Scenario Analysis," CEPR Discussion Papers 5997, C.E.P.R. Discussion Papers.
- Siddhartha Chattopadhyay, 2021.
"The Neo-Fisherianism to Escape Zero Lower Bound,"
International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 1-19,
Emerald Group Publishing Limited.
- Chattopadhyay, Siddhartha, 2019. "The Neo-Fisherianism to Escape Zero Lower Bound," MPRA Paper 92669, University Library of Munich, Germany.
- Frankel, Jeffrey, 2010. "Monetary Policy in Emerging Markets," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 25, pages 1439-1520, Elsevier.
- Hess T. Chung & Etienne Gagnon & Taisuke Nakata & Matthias Paustian & Bernd Schlusche & James Trevino & Diego Vilán & Wei Zheng, 2019. "Monetary Policy Options at the Effective Lower Bound : Assessing the Federal Reserve's Current Policy Toolkit," Finance and Economics Discussion Series 2019-003, Board of Governors of the Federal Reserve System (U.S.).
- Ippei Fujiwara & Naoko Hara & Naohisa Hirakata & Shinichiro Watanabe & Kentaro Yoshimura, 2005. "Monetary Policy in a Liquidity Trap: What Have We Learned, and to What End?," International Finance, Wiley Blackwell, vol. 8(3), pages 471-508, December.
- Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010.
"Exchange rate forecasting, order flow and macroeconomic information,"
Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
- Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. "Exchange rate forecasting, order flow and macroeconomic information," Working Paper 2007/02, Norges Bank.
- Sarno, Lucio & Rime, Dagfinn & Sojli, Elvira, 2009. "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers 7225, C.E.P.R. Discussion Papers.
- Siddartha Chattopadhyay & Betty C. Daniel, 2018.
"Taylor-Rule Exit Policies for the Zero Lower Bound,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(5), pages 1-53, December.
- Chattopadhyay, Siddhartha & Daniel, Betty C., 2015. "Taylor-Rule Exit Policies for the Zero Lower Bound," MPRA Paper 66076, University Library of Munich, Germany.
- repec:hal:spmain:info:hdl:2441/5221 is not listed on IDEAS
- Alan J. Auerbach & Maurice Obstfeld, 2005.
"The Case for Open-Market Purchases in a Liquidity Trap,"
American Economic Review, American Economic Association, vol. 95(1), pages 110-137, March.
- Alan J. Auerbach & Maurice Obstfeld, 2003. "The case for open-market purchases in a liquidity trap," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Alan J. Auerbach & Maurice Obstfeld, 2003. "The Case for Open-Market Purchases in a Liquidity Trap," NBER Working Papers 9814, National Bureau of Economic Research, Inc.
- Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt4tm5h0s3, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt84s7d8c8, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Alan Auerbach & Maurice Obstfeld, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Macroeconomics 0407009, University Library of Munich, Germany.
- Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Center for International and Development Economics Research, Working Paper Series qt1dn4d9sr, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Auerbach, Alan & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," CEPR Discussion Papers 4447, C.E.P.R. Discussion Papers.
- Auerbach, Alan J. & Obstfeld, Maurice, 2004. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt1dn4d9sr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt84s7d8c8, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Auerbach, Alan J. & Obstfeld, Maurice, 2012. "The Case for Open-Market Purchases in a Liquidity Trap," Department of Economics, Working Paper Series qt4tm5h0s3, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Hélène Rey & Philippe Martin, 2006.
"Globalization and Emerging Markets: With or Without Crash?,"
American Economic Review, American Economic Association, vol. 96(5), pages 1631-1651, December.
- Helene Rey & Philippe Martin, 2005. "Globalization and Emerging Markets: With or Without Crash?," 2005 Meeting Papers 152, Society for Economic Dynamics.
- Philippe Martin & Hélène Rey, 2006. "Globalization and Emerging Markets: With or Without Crash?," SciencePo Working papers Main hal-01021349, HAL.
- Philippe Martin & Hélène Rey, 2006. "Globalization and Emerging Markets: With or Without Crash?," Post-Print hal-01021349, HAL.
- Philippe Martin & Helene Rey, 2006. "Globalization and Emerging Markets: With or without Crash?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00176903, HAL.
- Philippe Martin & Helene Rey, 2006. "Globalization and Emerging Markets: With or without Crash?," Post-Print halshs-00176903, HAL.
- Martin, Philippe & Rey, Hélène, 2005. "Globalization and Emerging Markets: With or Without Crash?," CEPR Discussion Papers 5165, C.E.P.R. Discussion Papers.
- Philippe Martin & Hélène Rey, 2005. "Globalization and Emerging Markets: With or Without Crash?," NBER Working Papers 11550, National Bureau of Economic Research, Inc.
- Günter Coenen & Volker W. Wieland, 2004.
"Exchange-Rate Policy and the Zero Bound on Nominal Interest Rates,"
American Economic Review, American Economic Association, vol. 94(2), pages 80-84, May.
- Coenen, Günter & Wieland, Volker, 2004. "Exchange-rate policy and the zero bound on nominal interest rates," Working Paper Series 350, European Central Bank.
- Coenen, Gunter & Wieland, Volker, 2004. "Exchange-rate policy and the zero bound on nominal interest rates," MPRA Paper 76687, University Library of Munich, Germany.
- Wieland, Volker & Coenen, Günter, 2004. "Exchange-rate policy and the zero bound on nominal interest," CFS Working Paper Series 2004/14, Center for Financial Studies (CFS).
- Volker Wieland (Goethe University Frankfurt) & Günter Coenen (European Central Bank), 2004. "Exchange Rate Policy and the Zero Bound on Nominal Interest Rates," Computing in Economics and Finance 2004 65, Society for Computational Economics.
- Lewis, Kenneth A. & Seidman, Laurence S., 2008.
"Overcoming the zero interest-rate bound: A quantitative prescription,"
Journal of Policy Modeling, Elsevier, vol. 30(5), pages 751-760.
- Kenneth Lewis & Laurence Seidman, 2006. "Overcoming the Zero Interest-Rate Bound: A Quantitative Prescription," Working Papers 06-14, University of Delaware, Department of Economics.
- Harald Hau & Hélène Rey, 2006.
"Exchange Rates, Equity Prices, and Capital Flows,"
The Review of Financial Studies, Society for Financial Studies, vol. 19(1), pages 273-317.
- Harald Hau & Helene Rey, 2002. "Exchange Rate, Equity Prices and Capital Flows," NBER Working Papers 9398, National Bureau of Economic Research, Inc.
- Rey, Hélène & Hau, Harald, 2003. "Exchange Rates, Equity Prices and Capital Flows," CEPR Discussion Papers 3735, C.E.P.R. Discussion Papers.
- Merola, Rossana, 2010. "Financial frictions and the zero lower bound on interest rates: a DSGE analysis," MPRA Paper 29365, University Library of Munich, Germany.
More about this item
Keywords
Capital movements; Interest rates;JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2005-12-01 (Finance)
- NEP-FMK-2005-12-01 (Financial Markets)
- NEP-MAC-2005-12-01 (Macroeconomics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedgif:840. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ryan Wolfslayer ; Keisha Fournillier (email available below). General contact details of provider: https://edirc.repec.org/data/frbgvus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.