Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Jonas Heipertz"'
Publikováno v:
IMF Economic Review. 70:451-486
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bed6c61a521b03b6968760ba9f232c20
https://doi.org/10.1057/s41308-022-00161-z
https://doi.org/10.1057/s41308-022-00161-z
The paper uses bank- and instrument-level data on asset holdings and liabilities to identify and estimate a general equilibrium model of trade in financial instruments. Bilateral ties are formed as each bank selects the size and the diversification o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0451ca672ed0ea033fa4f5c13956294e
https://doi.org/10.3386/w26049
https://doi.org/10.3386/w26049
We re-examine the Fama (1984) puzzle – the finding that ex post depreciation and interest differentials are negatively correlated, contrary to what theory suggests – for eight advanced country exchange rates against the US dollar, over the period
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::574029db45a7739922dd11ce556a5e86
https://doi.org/10.3386/w24342
https://doi.org/10.3386/w24342
Publikováno v:
SSRN Electronic Journal.
This paper uses a unique comprehensive database on French security assets and liabilities to study the dynamics of domestic and external sectoral portfolios, their network structure, and their role in the propagation of shocks. We first show how the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::99269c0be7ec0480902cd3db7e5bf2af
https://doi.org/10.2139/ssrn.3303075
https://doi.org/10.2139/ssrn.3303075
The paper uses disaggregated data on asset holdings and liabilities to estimate a general equilibrium model where each institution determines the diversification and size of the asset and liability sides of its balance-sheet. The model endogenously g
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::db633600b9b6baa302a3ca3e048eda71
https://doi.org/10.3386/w23572
https://doi.org/10.3386/w23572
Monetary policy research in small open economies has typically focused on “corner solutions”: either the currency rate is fixed by the central bank, or it is left to be determined by market forces. We build an open-economy model with external hab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::779f0b2c2f4436f30904afa051e48a36
https://doi.org/10.20955/wp.2017.028
https://doi.org/10.20955/wp.2017.028