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Exportweltmeister: Germany's Foreign Investment Returns in International Comparison

Authors : Hünnekes, Franziska; Konradt, Maximilian; Schularick, Moritz

Subjects: jel:F21; jel:F30; jel:F31

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The impacts of global risk and US monetary policy on US Dollar exchange rates and excess currency returns

Authors : Bernoth, Kerstin; Herwartz, Helmut; Trienens, Lasse

Subjects: jel:E52; jel:C32; jel:E43

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Exchange rate pass-around

Authors : Crozet, Matthieu; Hinz, Julian; Trionfetti, Federico

Subjects: jel:F14; jel:F31; jel:D61

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The Term Structure of Currency Futures' Risk Premia

Authors : Bernoth, Kerstin; von Hagen, Jürgen; de Vries, Caspar

Subjects: jel:F31; jel:F37; jel:G12

Source: Journal of Money, Credit and Banking ; Vol. 54 ; Iss. 1 ; p. 5-38 ; Wiley ; Hoboken ; ISSN 1538-4616 ; doi:10.1111/jmcb.12872

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Academic Journal

When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries

Authors : Fratzscher, Marcel; Gloede, Oliver; Menkhoff, Lukas

Subjects: jel:E52; jel:E58; jel:F31

Source: American Economic Journal: Macroeconomics ; Vol. Volume11 ; Iss. 1 ; p. 132-156 ; American Economic Association ; Nashville, TN ; ISSN 1945-7715 ; doi:10.1257/mac.20150317

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Foreign exchange intervention: A new database

Authors : Fratzscher, Marcel; Heidland, Tobias; Menkhoff, Lukas

Subjects: jel:F31; jel:F33; jel:E58

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The dynamic impact of FX interventions on financial markets

Authors : Menkhoff, Lukas; Rieth, Malte; Stöhr, Tobias

Subjects: jel:F31; jel:F33; jel:E58

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Currency futures' risk premia and risk factors

Authors : Bernoth, Kerstin; von Hagen, Jürgen; de Vries, Casper G.

Subjects: jel:F31; jel:F37; jel:G12

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The effectiveness of FX interventions: A meta-analysis

Authors : Arango-Lozano, Lucía; Menkhoff, Lukas; Rodríguez-Novoa, Daniela

Subjects: jel:C83; jel:E58; jel:F31

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Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs

Authors : Maurice J Roche; Michael J Moore

Subjects: Exchange Rate Puzzles; Forward Foreign Exchange; Habit Persistence

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