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Exchange Rate Reconnect

Citations

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Cited by:

  1. Dainauskas, Justas, 2023. "Time-varying exchange rate pass-through into terms of trade," LSE Research Online Documents on Economics 120000, London School of Economics and Political Science, LSE Library.
  2. Gordon Y. Liao & Tony Zhang, 2020. "The Hedging Channel of Exchange Rate Determination," International Finance Discussion Papers 1283, Board of Governors of the Federal Reserve System (U.S.).
  3. Oleg Itskhoki & Dmitry Mukhin, 2025. "What Drives the Exchange Rate?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 73(1), pages 86-117, March.
  4. Zhengyang Jiang, 2024. "Exorbitant Privilege: A Safe-Asset View," CESifo Working Paper Series 11279, CESifo.
  5. Yin-Wong Cheung & Wenhao Wang & Frank Westermann, 2025. "An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats," IEER Working Papers 125, Institute of Empirical Economic Research, Osnabrueck University.
  6. Mr. Tobias Adrian & Peichu Xie, 2020. "The Non-U.S. Bank Demand for U.S. Dollar Assets," IMF Working Papers 2020/101, International Monetary Fund.
  7. Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2024. "UIP deviations: Insights from event studies," Journal of International Economics, Elsevier, vol. 148(C).
  8. Martin McCarthy, Stephen Snudden, 2024. "Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data," LCERPA Working Papers jc0148, Laurier Centre for Economic Research and Policy Analysis, revised Oct 2024.
  9. Laura Alfaro & Ester Faia & Ruth A. Judson & Tim Schmidt-Eisenlohr, 2020. "Elusive Safety: The New Geography of Capital Flows and Risk," NBER Working Papers 27048, National Bureau of Economic Research, Inc.
  10. Ralf R. Meisenzahl & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2025. "The Dollar Channel of Monetary Policy Transmission," Working Paper Series WP 2025-06, Federal Reserve Bank of Chicago.
  11. J. Scott Davis & Andrei Zlate, 2024. "Real Exchange Rates and the Global Financial Cycle," Working Papers 2416, Federal Reserve Bank of Dallas, revised 20 May 2025.
  12. Qiu, Yue & Wang, Kaixin & Xie, Wenjing & Zheng, Xiangzhong, 2025. "The power of policy words: PBC communications and their impact on capital flows amidst global crises," China Economic Review, Elsevier, vol. 93(C).
  13. Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2023. "Institutional investors, the dollar, and U.S. credit conditions," Journal of Financial Economics, Elsevier, vol. 147(1), pages 198-220.
  14. Hsuan Fu & Shu-Fu Lee & Jui-Chung Yang, 2026. "Time-varying betas in foreign exchange returns: An IPCA approach," Review of Quantitative Finance and Accounting, Springer, vol. 66(3), pages 1253-1281, April.
  15. Karau, Sören, 2024. "Relative monetary policy and exchange rates," Discussion Papers 40/2024, Deutsche Bundesbank.
  16. Samer Shousha, 2019. "The Dollar and Emerging Market Economies: Financial Vulnerabilities Meet the International Trade System," International Finance Discussion Papers 1258, Board of Governors of the Federal Reserve System (U.S.).
  17. Hassan, Ramin & Loualiche, Erik & Pecora, Alexandre R. & Ward, Colin, 2023. "International trade and the risk in bilateral exchange rates," Journal of Financial Economics, Elsevier, vol. 150(2).
  18. Andrews, Spencer & Colacito, Riccardo & Croce, Mariano M. & Gavazzoni, Federico, 2024. "Concealed carry," Journal of Financial Economics, Elsevier, vol. 159(C).
  19. Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2021. "Foreign Safe Asset Demand and the Dollar Exchange Rate," Journal of Finance, American Finance Association, vol. 76(3), pages 1049-1089, June.
  20. Wataru Miyamoto & Thuy Lan Nguyen & Hyunseung Oh, 2025. "In Search of Dominant Drivers of the Real Exchange Rate," The Review of Economics and Statistics, MIT Press, vol. 107(4), pages 1059-1073, July.
  21. Khorrami, Paymon & Zentefis, Alexander K., 2025. "Segmentation and beliefs: A theory of self-fulfilling idiosyncratic risk," Journal of Economic Theory, Elsevier, vol. 223(C).
  22. Leonie Bräuer & Harald Hau, 2022. "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," Swiss Finance Institute Research Paper Series 22-77, Swiss Finance Institute.
  23. Choi, Yoonho & Choi, E. Kwan, 2022. "Why exchange rate pass-through matters in forward exchange markets," Economic Modelling, Elsevier, vol. 110(C).
  24. Engel, Charles & Wu, Steve Pak Yeung, 2023. "Forecasting the U.S. Dollar in the 21st Century," Journal of International Economics, Elsevier, vol. 141(C).
  25. Cerutti, Eugenio M. & Obstfeld, Maurice & Zhou, Haonan, 2021. "Covered interest parity deviations: Macrofinancial determinants," Journal of International Economics, Elsevier, vol. 130(C).
  26. Matteo Maggiori & Brent Neiman & Jesse Schreger, 2025. "Corporate Debt Structure with Home and International Currency Bias," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 73(2), pages 433-456, June.
  27. Byrne, Joseph P. & Sakemoto, Ryuta, 2021. "The conditional volatility premium on currency portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
  28. Federico Favaretto, 2023. "Exchange Rates and Government Debt," BAFFI CAREFIN Working Papers 23198, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  29. Swapan-Kumar Pradhan & Eswar Prasad & Előd Takáts & Judit Temesvary, 2026. "Dollarisation waves: new evidence from a comprehensive international bond database," BIS Papers, Bank for International Settlements, number 165, May.
  30. Marco Pinchetti & Andrzej Szczepaniak, 2024. "Global Spillovers of the Fed Information Effect," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 773-819, June.
  31. Sai Ma & Tim Schmidt-Eisenlohr & Shaojun Zhang, 2020. "The Effect of the Dollar on Trade Prices," CESifo Working Paper Series 8727, CESifo.
  32. Antonio Coppola & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2021. "Redrawing the Map of Global Capital Flows: The Role of Cross-Border Financing and Tax Havens," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(3), pages 1499-1556.
  33. Stein, Hillary, 2025. "Got milk? The effect of export price shocks on exchange rates," Journal of International Economics, Elsevier, vol. 155(C).
  34. Kalemli-Özcan, Sebnem, 2019. "US Monetary Policy and International Risk Spillovers," CEPR Discussion Papers 14053, C.E.P.R. Discussion Papers.
  35. Holtemöller, Oliver & Kriwoluzky, Alexander & Kwak, Boreum, 2024. "Is there an information channel of monetary policy?," IWH Discussion Papers 17/2020, Halle Institute for Economic Research (IWH), revised 2024.
  36. Iwanaga, Yasuhiro & Sakemoto, Ryuta, 2025. "Conditional currency momentum portfolios," International Review of Financial Analysis, Elsevier, vol. 99(C).
  37. Engel, Charles & Bianchi, Javier & Bigio, Saki, 2021. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," CEPR Discussion Papers 16712, C.E.P.R. Discussion Papers.
  38. Corbo, Vesna & Di Casola, Paola, 2020. "Drivers of consumer prices and exchange rates in small open economies," Working Paper Series 387, Sveriges Riksbank (Central Bank of Sweden).
  39. Bernoth, Kerstin & Herwartz, Helmut & Trienens, Lasse, 2024. "Interest Rates, Convenience Yields and Inflation Expectations: Drivers of US Dollar Exchange Rates," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302351, Verein für Socialpolitik / German Economic Association, revised 2024.
  40. Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2023. "The Impacts of Global Risk and US Monetary Policy on US Dollar Exchange Rates and Excess Currency Returns," Discussion Papers of DIW Berlin 2037, DIW Berlin, German Institute for Economic Research.
  41. Boermans, Martijn A. & Burger, John D., 2023. "Fickle emerging market flows, stable euros, and the dollar risk factor," Journal of International Economics, Elsevier, vol. 142(C).
  42. Jiang, Zhengyang & Richmond, Robert J. & Zhang, Tony, 2025. "Understanding the strength of the dollar," Journal of Financial Economics, Elsevier, vol. 168(C).
  43. Dainauskas, Justas, 2023. "Time-varying exchange rate pass-through into terms of trade," Journal of International Money and Finance, Elsevier, vol. 137(C).
  44. Robin Greenwood & Samuel G. Hanson & Jeremy C. Stein & Adi Sunderam, 2020. "A Quantity-Driven Theory of Term Premia and Exchange Rates," NBER Working Papers 27615, National Bureau of Economic Research, Inc.
  45. Venditti, Fabrizio & Veronese, Giovanni, 2020. "Global financial markets and oil price shocks in real time," Working Paper Series 2472, European Central Bank.
  46. Gamboa-Estrada, Fredy & Romero, José Vicente, 2022. "Common and idiosyncratic movements in Latin-American exchange rates," International Economics, Elsevier, vol. 171(C), pages 174-190.
  47. Correa, Ricardo & DeMarco, Laurie, 2025. "Dealer leverage and exchange rates: Heterogeneity across intermediaries," Journal of Banking & Finance, Elsevier, vol. 174(C).
  48. Janus, Jakub, 2025. "Global financial risk and uncovered interest parity premia in Central and Eastern Europe," Economic Modelling, Elsevier, vol. 148(C).
  49. Nadav Ben Zeev & Daniel Nathan, 2024. "Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(4), pages 640-666.
  50. Liu, Mengyue & Wei, Jiajia & Gao, Wang & Jiang, Yuanyuan & Sun, Yadong, 2025. "Multiscale dynamic linkages of China's financial markets under exchange rate shocks: An MJMD approach," International Review of Financial Analysis, Elsevier, vol. 108(PA).
  51. Kim, Jinhwan & Olbert, Marcel, 2022. "How does private firm disclosure affect demand for public firm equity? Evidence from the global equity market," Journal of Accounting and Economics, Elsevier, vol. 74(2).
  52. Müller, Gernot & Georgiadis, Georgios & Schumann, Ben, 2023. "Dollar Trinity and the Global Financial Cycle," CEPR Discussion Papers 18427, C.E.P.R. Discussion Papers.
  53. Sai Ma & Tim Schmidt-Eisenlohr, 2023. "The Financial Channel of the Exchange Rate and Global Trade," CESifo Working Paper Series 10495, CESifo.
  54. Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2024. "Global risk and the dollar," Journal of Monetary Economics, Elsevier, vol. 144(C).
  55. Du, Wenxin & Keerati, Ritt & Schreger, Jesse, 2025. "Decoupling Dollar and Treasury Privilege," SocArXiv 7u9kn_v1, Center for Open Science.
  56. Jarociński, Marek, 2022. "Central bank information effects and transatlantic spillovers," Journal of International Economics, Elsevier, vol. 139(C).
  57. Park, Cheolbeom, 2025. "Liquidity returns, global risk, and exchange rates: An explanation based on scapegoat theory," Economic Modelling, Elsevier, vol. 153(C).
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