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Asset prices, exchange rates and the current account

Citations

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Cited by:

  1. Nils Holinski & Robert Vermeulen, 2012. "The international wealth channel: a global error-correcting analysis," Empirical Economics, Springer, vol. 43(3), pages 985-1010, December.
  2. Agnès Bénassy‐Quéré & Lionel Fontagné & Horst Raff, 2011. "Exchange‐rate Misalignments in Duopoly: The Case of Airbus and Boeing," The World Economy, Wiley Blackwell, vol. 34(4), pages 623-641, April.
  3. repec:bis:bisbps:95 is not listed on IDEAS
  4. repec:bla:ausecp:v:55:y:2016:i:4:p:451-475 is not listed on IDEAS
  5. Fabio C. Bagliano & Claudio Morana, 2012. "Macro-Finance Interactions in the US: A Global Perspective," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  6. Enders, Zeno & Müller, Gernot J. & Scholl, Almuth, 2011. "How do fiscal and technology shocks affect real exchange rates?: New evidence for the United States," Journal of International Economics, Elsevier, vol. 83(1), pages 53-69, January.
  7. Mendicino, Caterina & Punzi, Maria Teresa, 2014. "House prices, capital inflows and macroprudential policy," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 337-355.
  8. Tillmann, Peter, 2013. "Capital inflows and asset prices: Evidence from emerging Asia," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 717-729.
  9. Smith, Constance E., 2011. "External balance adjustment: An intra-national and international comparison," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1195-1213, October.
  10. Andrea Ferrero, 2015. "House Price Booms, Current Account Deficits, and Low Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 261-293, March.
  11. Mayer, Eric & Maas, Daniel & Rüth, Sebastian, 2016. "Current Account Dynamics and the Housing Cycle in Spain," Annual Conference 2016 (Augsburg): Demographic Change 145824, Verein für Socialpolitik / German Economic Association.
  12. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Jannsen, Nils, 2009. "Global imbalances after the financial crisis," Open Access Publications from Kiel Institute for the World Economy 32857, Kiel Institute for the World Economy (IfW).
  13. Martin Scheicher, 2010. "“Return-free risk”? Market pricing in credit risk markets," Research Bulletin, European Central Bank, vol. 11, pages 7-8.
  14. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Jannsen, Nils, 2009. "Will global imbalances decrease or even increase?," Open Access Publications from Kiel Institute for the World Economy 32967, Kiel Institute for the World Economy (IfW).
  15. repec:mth:ber888:v:7:y:2017:i:2:p:163-177 is not listed on IDEAS
  16. Lucas Papademos, 2007. "The Effects of Globalization on Inflation, Liquidity and Monetary Policy," NBER Chapters,in: International Dimensions of Monetary Policy, pages 593-608 National Bureau of Economic Research, Inc.
  17. YUAN, Chunming & CHEN, Ruo, 2015. "Policy transmissions, external imbalances, and their impacts: Cross-country evidence from BRICS," China Economic Review, Elsevier, vol. 33(C), pages 1-24.
  18. Gehrke, Britta & Yao, Fang, 2013. "Sources of Real Exchange Rate Fluctuations: The Role of Supply Shocks Revisited," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79821, Verein für Socialpolitik / German Economic Association.
  19. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2015. "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(2), pages 176-196, August.
  20. Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
  21. Halmi Mirela, 2012. "The Correlation Between The Exchange Rate And The Direct Foreign Investments," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 809-815, July.
  22. Thierry Bracke & Matthieu Bussière & Michael Fidora & Roland Straub, 2010. "A Framework for Assessing Global Imbalances -super-1," The World Economy, Wiley Blackwell, vol. 33(9), pages 1140-1174, September.
  23. repec:eee:jhouse:v:37:y:2017:i:c:p:1-21 is not listed on IDEAS
  24. Holinski Nils & Vermeulen Robert, 2009. "The International Wealth Effect: A Global Error-Correcting Analysis," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  25. Yamamoto, Shugo, 2014. "Transmission of US financial and trade shocks to Asian economies: Implications for spillover of the 2007–2009 US financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 88-103.
  26. Bettendorf, Timo, 2017. "Investigating Global Imbalances: Empirical evidence from a GVAR approach," Economic Modelling, Elsevier, vol. 64(C), pages 201-210.
  27. repec:eee:jimfin:v:77:y:2017:i:c:p:117-142 is not listed on IDEAS
  28. repec:bla:reviec:v:25:y:2017:i:3:p:500-533 is not listed on IDEAS
  29. Bagliano, Fabio C. & Morana, Claudio, 2012. "The Great Recession: US dynamics and spillovers to the world economy," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 1-13.
  30. Maas, Daniel & Mayer, Eric & Rüth, Sebastian, 2015. "Current account dynamics and the housing boom and bust cycle in Spain," W.E.P. - Würzburg Economic Papers 94, University of Würzburg, Chair for Monetary Policy and International Economics.
  31. Alexander Guschanski & Engelbert Stockhammer, 2017. "Are current accounts driven by competitiveness or asset prices? A synthetic model and an empirical test," Working Papers PKWP1716, Post Keynesian Economics Society (PKES).
  32. Joscha Beckmann & Robert Czudaj, 2017. "Effective Exchange Rates, Current Accounts and Global Imbalances," Review of International Economics, Wiley Blackwell, vol. 25(3), pages 500-533, August.
  33. François Geerolf & Thomas Grjebine, 2013. "House Prices Drive Current Accounts: Evidence From Property Tax Variations," Working Papers 2013-18, CEPII research center.
  34. Hume, Michael & Sentance, Andrew, 2009. "The global credit boom: Challenges for macroeconomics and policy," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1426-1461, December.
  35. Marcel Fratzscher, 2008. "US shocks and global exchange rate configurations," Economic Policy, CEPR;CES;MSH, vol. 23, pages 363-409, April.
  36. Unger, Robert, 2017. "Asymmetric credit growth and current account imbalances in the euro area," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 435-451.
  37. repec:seb:journl:v:15:y:2017:i:2:p:147-174 is not listed on IDEAS
  38. Ghiba, Nicolae, 2010. "Efecte ale volatilității cursului de schimb asupra exporturilor
    [Effects of exchange rate volatility on exports]
    ," MPRA Paper 28448, University Library of Munich, Germany.
  39. Komain Jiranyakul, 2017. "Asset Prices, Real Exchange Rate and Current Account Fluctuations: Some Structural VAR Evidence for Thailand," Business and Economic Research, Macrothink Institute, vol. 7(2), pages 163-177, December.
  40. Berg, Tim Oliver, 2010. "Exploring the international transmission of U.S. stock price movements," MPRA Paper 23977, University Library of Munich, Germany.
  41. Mustafa Caglayan & Kostas Mouratidis & Elham Saeidinezhad, 2011. "Monetary policy effects on output and exchange rates: Results from US, UK and Japan," Working Papers 2011016, The University of Sheffield, Department of Economics.
  42. Tim Oliver Berg, 2013. "Cross-country evidence on the relation between stock prices and the current account," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2267-2277, June.
  43. Tomasz Wieladek & Sergi Lanau, 2012. "Financial Regulation and the Current Account," IMF Working Papers 12/98, International Monetary Fund.
  44. Bracke, Thierry & Fidora, Michael, 2012. "The macro-financial factors behind the crisis: Global liquidity glut or global savings glut?," The North American Journal of Economics and Finance, Elsevier, vol. 23(2), pages 185-202.
  45. Dovern, Jonas & Meier, Carsten-Patrick & Vilsmeier, Johannes, 2010. "How resilient is the German banking system to macroeconomic shocks?," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1839-1848, August.
  46. N. Nergiz Dincer & Pinar Yasar, 2015. "Identification of Current Account Deficit: The Case of Turkey," The International Trade Journal, Taylor & Francis Journals, vol. 29(1), pages 63-87, March.
  47. Fratzscher, Marcel & Saborowski, Christian & Straub, Roland, 2009. "Monetary Policy Shocks and Portfolio Choice," Working Paper Series 1122, European Central Bank.
  48. Marcel Fratzscher & Roland Straub, 2009. "Asset Prices and Current Account Fluctuations in G-7 Economies," IMF Staff Papers, Palgrave Macmillan, vol. 56(3), pages 633-654, August.
  49. Holinski Nils & Kool Clemens & Muysken Joan, 2009. "International Portfolio Balance – Modeling the External Adjustment Process," Research Memorandum 033, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  50. Obstfeld, Maurice & Rogoff, Kenneth, 2009. "Global imbalances and the financial crisis: products of common causes," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 131-172.
  51. Gianni Amisano & Andreas Beyer & Michele Lenza, 2010. "Enhancing monetary analysis," Research Bulletin, European Central Bank, vol. 11, pages 2-6.
  52. Juann H. Hung & Edward N. Gamber, 2010. "An Absorption Approach to Modeling the US Current Account," Review of International Economics, Wiley Blackwell, vol. 18(2), pages 334-350, May.
  53. Corsetti, Giancarlo & Martin, Philippe & Pesenti, Paolo, 2008. "Varieties and the Transfer Problem: the Extensive Margin of Current Account Adjustment," CEPR Discussion Papers 6660, C.E.P.R. Discussion Papers.
  54. Geoff Kenny, 2010. "Macroeconomic forecasting: can forecast combination help?," Research Bulletin, European Central Bank, vol. 11, pages 9-12.
  55. Ohno, Sanae & Shimizu, Junko, 2015. "Do exchange rate arrangements and capital controls influence international capital flows and housing prices in Asia?," Journal of Asian Economics, Elsevier, vol. 39(C), pages 1-18.
  56. Fratzscher, Marcel & Straub, Roland, 2010. "Asset Prices, News Shocks and the Current Account," CEPR Discussion Papers 8080, C.E.P.R. Discussion Papers.
  57. Jonida Bollano & Delina Ibrahimaj, 2015. "Current Account Determinats in Central Eastern European Countries," IHEID Working Papers 22-2015, Economics Section, The Graduate Institute of International Studies.
  58. Chen Kuo, 2013. "Is the liberalization policy effective on improving bivariate cointegration of current accounts, foreign exchange, stock prices? Further evidence from Asian markets," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(4), pages 1923-1941, June.
  59. Nelson Camanho & Harald Hau & Hélène Rey, 2018. "Global Portfolio Rebalancing and Exchange Rates," NBER Working Papers 24320, National Bureau of Economic Research, Inc.
  60. Kucukali, Serhat, 2016. "Risk scorecard concept in wind energy projects: An integrated approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 56(C), pages 975-987.
  61. Sven Blank & Jonas Dovern, 2010. "What macroeconomic shocks affect the German banking system?: Analysis in an integrated micro-macro model," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 2(2), pages 126-148, June.
  62. Corsetti, Giancarlo & Martin, Philippe & Pesenti, Paolo, 2013. "Varieties and the transfer problem," Journal of International Economics, Elsevier, vol. 89(1), pages 1-12.
  63. Kim, C., 2011. "Global balance and financial stability: twin objectives toward a resilient global economic system," Financial Stability Review, Banque de France, issue 15, pages 61-72, February.
  64. Yamamoto, Shugo, 2013. "Sudden stop and trade balance reversal after Asian crisis: Investment drought impact versus exchange rate depreciation," Journal of Policy Modeling, Elsevier, vol. 35(5), pages 750-765.
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