Liquidity, Risk Appetite and Exchange Rate Movements During the Financial Crisis of 2007-2009
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Cited by:
- Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013. "Bayesian Markov Switching Stochastic Correlation Models," Working Papers 2013:11, Department of Economics, University of Venice "Ca' Foscari".
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Ji, Philip Inyeob & In, Francis, 2010. "The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(5), pages 575-589, December.
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More about this item
Keywords
Sub-prime crisis; carry trades; liquidity; leverage;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2009-07-17 (Central Banking)
- NEP-IFN-2009-07-17 (International Finance)
- NEP-MST-2009-07-17 (Market Microstructure)
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