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Citations for "Financial Exchange Rates and International Currency Exposures"

by Philip R. Lane & Jay C. Shambaugh

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  1. Gourinchas, Pierre-Olivier & Rey, Hélène & Truempler, Kai, 2012. "The financial crisis and the geography of wealth transfers," Journal of International Economics, Elsevier, vol. 88(2), pages 266-283.
  2. John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," NBER Working Papers 16052, National Bureau of Economic Research, Inc.
  3. Gelman, Maria & Jochem, Axel & Reitz, Stefan & Taylor, Mark P., 2014. "Real financial market exchange rates and capital flows," Kiel Working Papers 1945, Kiel Institute for the World Economy (IfW).
  4. Michael Bleaney & Manuela Francisco, . "What Makes Currencies Volatile? An Empirical Investigation," Discussion Papers 08/09, University of Nottingham, School of Economics.
  5. Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International portfolios with supply, demand and redistributive shocks," Post-Print hal-01053624, HAL.
  6. Chris Kubelec & Filipa Sá, 2012. "Is Exchange Rate Stabilization an Appropriate Cure for the Dutch Disease?," International Journal of Central Banking, International Journal of Central Banking, vol. 8(2), pages 143-189, June.
  7. Maurice Obstfeld, 2015. "Trilemmas and Tradeoffs: Living with Financial Globalization," Central Banking, Analysis, and Economic Policies Book Series, in: Claudio Raddatz & Diego Saravia & Jaume Ventura (ed.), Global Liquidity, Spillovers to Emerging Markets and Policy Responses, edition 1, volume 20, chapter 2, pages 013-078 Central Bank of Chile.
  8. Agustin S. Bénétrix & Philip R. Lane & Jay C. Shambaugh, 2014. "International Currency Exposures, Valuation Effects, and the Global Financial Crisis," NBER Chapters, in: NBER International Seminar on Macroeconomics 2014, pages 98-109 National Bureau of Economic Research, Inc.
  9. Michael Chui & Emese Kuruc & Philip Turner, 2016. "A new dimension to currency mismatches in the emerging markets - non-financial companies," BIS Working Papers 550, Bank for International Settlements.
  10. Coeurdacier, Nicolas & Kollmann, Robert Miguel W. K. & Martin, Philippe J., 2008. "International portfolios, capital accumulation and foreign assets dynamics," Discussion Paper Series 1: Economic Studies 2008,19, Deutsche Bundesbank, Research Centre.
  11. Adrian, Tobias & Etula, Erkko & Shin, Hyun Song, 2015. "Risk appetite and exchange rates," Staff Reports 750, Federal Reserve Bank of New York.
  12. Philip R. Lane, 2012. "Financial Globalisation and the Crisis," BIS Working Papers 397, Bank for International Settlements.
  13. Thierry Bracke & Martin Schmitz, 2011. "Channels of international risk-sharing: capital gains versus income flows," International Economics and Economic Policy, Springer, vol. 8(1), pages 45-78, April.
  14. Beck, Roland & Georgiadis, Georgios & Gräb, Johannes, 2016. "The geography of the great rebalancing in euro area bond markets during the sovereign debt crisis," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 449-460.
  15. Cordella,Tito & Gupta,Poonam - DECOS, 2014. "What makes a currency procyclical ? an empirical investigation," Policy Research Working Paper Series 7113, The World Bank.
  16. repec:bof:bofitp:urn:nbn:fi:bof-201510131420 is not listed on IDEAS
  17. Towbin, Pascal & Weber, Sebastian, 2013. "Limits of floating exchange rates: The role of foreign currency debt and import structure," Journal of Development Economics, Elsevier, vol. 101(C), pages 179-194.
  18. Philipp Harms & Matthias Hoffmann, 2009. "Deciding to Peg the Exchange Rate in Developing Countries:The Role of Private-Sector Debt," Working Papers 09.06, Swiss National Bank, Study Center Gerzensee.
  19. Christian Grisse & Thomas Nitschka, 2014. "Exchange rate returns and external adjustment: evidence from Switzerland," Working Papers 2014-12, Swiss National Bank.
  20. Philip R. Lane, 2013. "Cross-Border Financial Integration in Asia and the Macro-Financial Policy Framework," World Economics, World Economics, Economic & Financial Publishing, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 14(2), pages 37-52, April.
  21. Koralai Kirabaeva & Assaf Razin, 2011. "Composition of International Capital Flows: A Survey," Working Papers 142011, Hong Kong Institute for Monetary Research.
  22. Agnès Bénassy-Quéré & Valérie Mignon & Sophie Béreau, 2009. "The dollar in the turmoil," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634793, HAL.
  23. Levy-Yeyati, Eduardo & Sturzenegger, Federico & Gluzmann, Pablo, 2007. "Fear of Appreciation," MPRA Paper 42917, University Library of Munich, Germany, revised Nov 2012.
  24. Noyer, C., 2011. "Global imbalances and financial stability," Financial Stability Review, Banque de France, issue 15, pages 107-112, February.
  25. Robert Kollmann & Nicolas Coeurdacier & Philippe Martin, 2008. "International portfolios, current account dynamics and capital accumulation," ULB Institutional Repository 2013/13410, ULB -- Universite Libre de Bruxelles.
  26. Coeurdacier, Nicolas & Rey, Hélène, 2012. "Home Bias in Open Economy Financial Macroeconomics," CEPR Discussion Papers 8746, C.E.P.R. Discussion Papers.
  27. Menzie Chinn, 2015. "Emerging Market Economies and the Next Reserve Currencies," Open Economies Review, Springer, vol. 26(1), pages 155-174, February.
  28. Kubelec, Chris & Sa, Filipa, 2010. "The geographical composition of national external balance sheets: 1980-2005," Bank of England working papers 384, Bank of England.
  29. Bengui, Julien & Nguyen, Ha, 2016. "Consumption baskets and currency choice in international borrowing," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 287-304.
  30. Lane, Philip R. & Shambaugh, Jay C, 2008. "The Long or Short of it: Determinants of Foreign Currency Exposure in External Balance Sheets," CEPR Discussion Papers 6887, C.E.P.R. Discussion Papers.
  31. International Monetary Fund, 2010. "European Financial Linkages; A New Look At Imbalances," IMF Working Papers 10/295, International Monetary Fund.
  32. Pierre-Olivier Gourinchas & Helene Rey & Nicolas Govillot, 2010. "Exorbitant Privilege and Exorbitant Duty," IMES Discussion Paper Series 10-E-20, Institute for Monetary and Economic Studies, Bank of Japan.
  33. Gourinchas, Pierre-Olivier & Rey, Hélène, 2014. "External Adjustment, Global Imbalances, Valuation Effects," Handbook of International Economics, Elsevier.
  34. Jérémie Cohen-Setton & Jean Pisani-Ferry, 2008. "Asia-Europe: The Third Link," Working Papers 44, Bruegel.
  35. Beck, Roland & Rahbari, Ebrahim, 2011. "Optimal reserve composition in the presence of sudden stops," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1107-1127, October.
  36. Livia Chițu & Barry Eichengreen & Arnaud J. Mehl, 2013. "History, Gravity and International Finance," NBER Working Papers 18697, National Bureau of Economic Research, Inc.
  37. Rudiger Ahrend & Antoine Goujard, 2012. "International Capital Mobility and Financial Fragility - Part 3. How Do Structural Policies Affect Financial Crisis Risk?: Evidence from Past Crises Across OECD and Emerging Economies," OECD Economics Department Working Papers 966, OECD Publishing.
  38. ATI Abdessatar & BEN JAZIA Rachida, 2013. "Institutional Quality And Financial Stress: Experience From Emerging Country," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 8(3), pages 5-20, December.
  39. Eickmeier, Sandra & Ng, Tim, 2011. "How do credit supply shocks propagate internationally? A GVAR approach," Discussion Paper Series 1: Economic Studies 2011,27, Deutsche Bundesbank, Research Centre.
  40. Beck, Roland & Rahbari, Ebrahim, 2008. "Optimal reserve composition in the presence of sudden stops: the euro and the dollar as safe haven currencies," Working Paper Series 0916, European Central Bank.
  41. Hande Kucuk & Alan Sutherland, 2015. "International Risk Sharing and Portfolio Choice with Non-separable Preferences," Working Papers 1517, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  42. repec:hhs:bofitp:2015_028 is not listed on IDEAS
  43. Philip R. Lane, 2008. "The Macroeconomics of Financial Integration: A European Perspective," The Institute for International Integration Studies Discussion Paper Series iiisdp265, IIIS.
  44. Maurizio Michael Habib & Sascha Bützer & Livio Stracca, 2016. "Global Exchange Rate Configurations: Do Oil Shocks Matter?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(3), pages 443-470, August.
  45. Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2016. "Current Account Deficits During Heightened Risk: Menacing or Mitigating?," NBER Working Papers 22741, National Bureau of Economic Research, Inc.
  46. Anna Pavlova & Roberto Rigobon, 2007. "An Asset-Pricing View of External Adjustment," NBER Working Papers 13468, National Bureau of Economic Research, Inc.
  47. Comunale, Mariarosaria, 2014. "Long-run determinants and misalignments of the real effective exchange rate in the EU," MPRA Paper 59571, University Library of Munich, Germany, revised Sep 2014.
  48. Matteo Maggiori, 2013. "The U.S. Dollar Safety Premium," 2013 Meeting Papers 75, Society for Economic Dynamics.
  49. Buzaushina, Almira & Enders, Zeno & Hoffmann, Mathias, 2015. "International financial market integration, asset compositions, and the falling exchange rate pass-through," Discussion Papers 17/2015, Deutsche Bundesbank, Research Centre.
  50. Gross, Marco, 2013. "Estimating GVAR weight matrices," Working Paper Series 1523, European Central Bank.
  51. Stefan Notz & Peter Rosenkranz, 2014. "Business cycles in emerging markets: the role of liability dollarization and valuation effects," ECON - Working Papers 163, Department of Economics - University of Zurich.
  52. Vahagn Galstyan & Philip Lane, 2010. "The Dynamics of Portfolio Holdings in Emerging Europe," The Institute for International Integration Studies Discussion Paper Series iiisdp346, IIIS.
  53. Aleksejs Krecetovs & Pasquale Della Corte, 2016. "Macro uncertainty and currency premia," 2016 Meeting Papers 624, Society for Economic Dynamics.
  54. Boermans, Martijn A. & Vermeulen, Robert, 2016. "Newton meets Van Leeuwenhoek: Identifying international investors’ common currency preferences," Finance Research Letters, Elsevier, vol. 17(C), pages 62-65.
  55. Philip R. Lane, 2008. "EMU and Financial Market Integration," The Institute for International Integration Studies Discussion Paper Series iiisdp248, IIIS.
  56. Vogel, Ursula & Winkler, Adalbert, 2010. "Foreign banks and financial stability in emerging markets: Evidence from the global financial crisis," Frankfurt School - Working Paper Series 149, Frankfurt School of Finance and Management.
  57. Matteo Maggiori, 2013. "Financial Intermediation, International Risk Sharing, and Reserve Currencies," Working Paper 181796, Harvard University OpenScholar.
  58. Stefan Avdjiev & Patrick McGuire & Philip Wooldridge, 2015. "Enhancements to the BIS international banking statistics," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39 Bank for International Settlements.
  59. Christian Friedrich & Pierre Guérin, 2016. "The Dynamics of Capital Flow Episodes," Staff Working Papers 16-9, Bank of Canada.
  60. Michael Bleaney & Mo Tian, . "Global Imbalances and the External Solvency of Nations," Discussion Papers 14/02, University of Nottingham, CREDIT.
  61. Georgiadis, Georgios & Mehl, Arnaud, 2015. "Trilemma, not dilemma: financial globalisation and Monetary policy effectiveness," Globalization and Monetary Policy Institute Working Paper 222, Federal Reserve Bank of Dallas.
  62. Philip R. Lane, 2008. "EMU and Financial Integration," The Institute for International Integration Studies Discussion Paper Series iiisdp272, IIIS.
  63. Balvers, Ronald J. & Klein, Alina F., 2014. "Currency risk premia and uncovered interest parity in the International CAPM," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 214-230.
  64. Hobza, Alexandr & Zeugner, Stefan, 2014. "Current accounts and financial flows in the euro area," Journal of International Money and Finance, Elsevier, vol. 48(PB), pages 291-313.
  65. Comunale, Mariarosaria, 2015. "Current account and REER misalignments in Central Eastern EU countries: an update using the macroeconomic balance approach," BOFIT Discussion Papers 28/2015, Bank of Finland, Institute for Economies in Transition.
  66. Koralai Kirabaeva & Assaf Razin, 2010. "Composition of Capital Flows: A Survey," NBER Working Papers 16492, National Bureau of Economic Research, Inc.
  67. Mariarosaria Comunale, 2015. "Current Account and Real Effective Exchange Rate Misalignments in Central Eastern EU Countries: an Update Using the Macroeconomic Balance Approach," CEIS Research Paper 360, Tor Vergata University, CEIS, revised 13 Nov 2015.
  68. Michael Bleaney, & Liliana Castilleja Vargas, . "Real Exchange Rates, Valuation Effects and Growth in Emerging Markets," Discussion Papers 07/12, University of Nottingham, CREDIT.
  69. Habib, Maurizio Michael, 2010. "Excess returns on net foreign assets: the exorbitant privilege from a global perspective," Working Paper Series 1158, European Central Bank.
  70. Leppin, Julian S. & Reitz, Stefan, 2014. "The role of a changing market environment for credit default swap pricing," Kiel Working Papers 1946, Kiel Institute for the World Economy (IfW).
  71. Baek, Seung-Gwan, 2013. "On the determinants of aggregate currency mismatch," Journal of Policy Modeling, Elsevier, vol. 35(4), pages 623-637.
  72. Mariarosaria Comunale, 2016. "A Closer Look at EU Current Accounts," CEIS Research Paper 393, Tor Vergata University, CEIS, revised 11 Aug 2016.
  73. Yu Hsing, 2016. "Is Real Depreciation Expansionary? The Case of Ireland," Bulletin of Applied Economics, Risk Market Journals, vol. 3(1), pages 1-9.
  74. Eichengreen,Barry J. & Gupta,Poonam - DECOS, 2016. "Managing sudden stops," Policy Research Working Paper Series 7639, The World Bank.
  75. Roland Beck & Petr Jakubik & Anamaria Piloiu, 2015. "Key Determinants of Non-performing Loans: New Evidence from a Global Sample," Open Economies Review, Springer, vol. 26(3), pages 525-550, July.
  76. Michael Bleaney & Liliana Castilleja Vargas, 2009. "Real Exchange Rates, Valuation Effects and Growth in Emerging Markets," Open Economies Review, Springer, vol. 20(5), pages 631-643, November.
  77. Sirr, Gordon & Garvey, John & Gallagher, Liam, 2011. "Emerging markets and portfolio foreign exchange risk: An empirical investigation using a value-at-risk decomposition technique," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1749-1772.
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