Zobrazeno 1 - 10
of 26
pro vyhledávání: '"Shaun K. Roache"'
Autor:
Mercedes Garcia-Escribano, Jeremy Zook, Phil De Imus, Shaun K. Roache, Carlos Góes, Roberto Perrelli, Herman Kamil
Publikováno v:
SSRN Electronic Journal.
This paper examines the transmission of changes in the U.S. monetary policy to localcurrency sovereign bond yields of Brazil and Mexico. Using vector error-correction models, we find that the U.S. 10-year bond yield was a key driver of long-term yiel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::35162f5758d381491bb0fb2c044079de
https://doi.org/10.2139/ssrn.2958201
https://doi.org/10.2139/ssrn.2958201
Autor:
Shaun K. Roache, Marco Rossi
Publikováno v:
The Quarterly Review of Economics and Finance. 50:377-385
We assess how commodity prices respond to macroeconomic news and show that commodities have been relatively insensitive to such news over daily frequencies between 1997 and 2009 compared to other financial assets and major exchange rates. Where commo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fcf41eb0918b632b188adfdbbb70a4dd
https://doi.org/10.1016/j.qref.2010.02.007
https://doi.org/10.1016/j.qref.2010.02.007
Autor:
Daniel Law, Shaun K. Roache
Assessing default risks for Chinese firms is hard. Standard measures of risk using market indicators may be unreliable because of implicit guarantees, the large role played by less-informed investors, and other market imperfections. We test this asse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::754d0535b867560728ea1d9d04b40576
http://www.imf.org/external/pubs/cat/longres.aspx?sk=43034
http://www.imf.org/external/pubs/cat/longres.aspx?sk=43034
Autor:
Shaun K. Roache, Marina Rousset
Publikováno v:
SSRN Electronic Journal.
We review how China has become a dominant influence in global commodity markets due to the economy’s size and commodity intensity. We then focus on the emergence of China’s credit market as a new influence on commodity prices using a vector autor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e5cfab57e3c7e6286285899bfe4d95b7
https://doi.org/10.2139/ssrn.2709295
https://doi.org/10.2139/ssrn.2709295
Autor:
Roberto Perrelli, Shaun K. Roache
Emerging markets have experienced a sizeable decline in their neutral real interest rates until recently. In this paper we try to identify the main factors that contributed to it, with a focus on Brazil. We estimate an interval for Brazil’s time-va
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::3f3f27a5556f52bbdfa93defd2091ff1
http://www.imf.org/external/pubs/cat/longres.aspx?sk=41552
http://www.imf.org/external/pubs/cat/longres.aspx?sk=41552
Autor:
Shaun K. Roache
Inflation persistence is sometimes defined as the tendency for price shocks to push the inflation rate away from its steady state—including an inflation target—for a prolonged period. Persistence is important because it affects the output costs o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2776f1d9eb121ceeefa3d88d859afa9f
http://www.imf.org/external/pubs/cat/longres.aspx?sk=41465
http://www.imf.org/external/pubs/cat/longres.aspx?sk=41465
Autor:
Roberto Perrelli, Shaun K. Roache
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::453432c96c2b51091ebc472f770e54be
https://doi.org/10.2139/ssrn.2461724
https://doi.org/10.2139/ssrn.2461724
Autor:
Shaun K. Roache, Marina V Rousset
We examine the effects of unconventional monetary policy (UMP) events in the United States on asset price risk using risk-neutral density functions estimated from options prices. Based on an event study including a key exchange rate, an equity index,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::2cdfed5079db5e6a91cd8ef4af1e51f9
http://www.imf.org/external/pubs/cat/longres.aspx?sk=40914
http://www.imf.org/external/pubs/cat/longres.aspx?sk=40914
Autor:
Shaun K. Roache
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c5ddcc28c2cf5015da9519fb002dac50
https://doi.org/10.2139/ssrn.2127010
https://doi.org/10.2139/ssrn.2127010
Autor:
Shaun K. Roache
The macroeconomic effects of large food price swings can be broad and far-reaching, including the balance of payments of importers and exporters, budgets, inflation, and poverty. For market participants and policymakers, managing low frequency volati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::83bd4b0960539e1901837b3fef36853c
http://www.imf.org/external/pubs/cat/longres.aspx?sk=23879
http://www.imf.org/external/pubs/cat/longres.aspx?sk=23879