Discussion paper DP19071 What do financial markets say about the exchange rate? Mikhail Chernov Valentin Haddad Oleg Itskhoki 13 May 2024 International Macroeconomics and Finance Macroeconomics and Growth Asset Pricing E44 F31 G15
Discussion paper DP19037 Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets Ilias Filippou Thomas Maurer Luca Pezzo Mark Taylor 2 May 2024 International Macroeconomics and Finance F31 G11 G15
Discussion paper DP18776 Constrained Liquidity Provision in Currency Markets Wenqian Huang Angelo Ranaldo Andreas Schrimpf Fabricius Somogyi 22 Jan 2024 Asset Pricing F31 G12 G15
Discussion paper DP18749 The anatomy of a peg: lessons from China's parallel currencies Saleem Bahaj Ricardo Reis 12 Jan 2024 International Macroeconomics and Finance Monetary Economics and Fluctuations F31 F33 E51 G15
Discussion paper DP18670 Concealed Carry Spencer Andrews Ric Colacito Mariano Croce Federico Gavazzoni 7 Dec 2023 International Macroeconomics and Finance Asset Pricing F31 G12
Discussion paper DP18659 Many Creditors, One Large Debtor: Understanding the Buildup of Global Stock Imbalances after the Global Financial Crisis Gian Maria Milesi-Ferretti 4 Dec 2023 International Macroeconomics and Finance F31 F32
Discussion paper DP18516 Can Time-Varying Currency Risk Hedging Explain Exchange Rates? Leonie Bräuer Harald Hau 9 Oct 2023 International Macroeconomics and Finance E44 F31 F32 G11 G15 G23
Discussion paper DP18426 The Impact of Monetary Policy and Lender-of-Last-Resort Announcements on the Treasury Market Lena Boneva Jonas Jensen Steffi Weidner 5 Sep 2023 Monetary Economics and Fluctuations E52 E58 F31
Discussion paper DP18412 Long-Horizon Exchange Rate Expectations Lukas Kremens Ian Martin Liliana Varela 1 Sep 2023 International Macroeconomics and Finance Macroeconomics and Growth F31 G15 G17
Discussion paper DP18273 Overborrowing, Underborrowing, and Macroprudential Policy Fernando Arce Julien Bengui Javier Bianchi 4 Jul 2023 International Macroeconomics and Finance E58 F31 F32 F34
Discussion paper DP18265 Currency risk premiums: A multi-horizon perspective Mikhail Chernov Magnus Dahlquist 3 Jul 2023 Asset Pricing E52 F31 G12 G15
Discussion paper DP18117 International Mobility of Academics: Theory and Evidence Gianni De Fraja 26 Apr 2023 Labour Economics Public Economics F22 F31 J32 D15