Discussion paper DP15306 Prospect Theory and Currency Returns: Empirical Evidence Qi Xu Roman Kozhan Mark Taylor 17 Sep 2020 International Macroeconomics and Finance F31 G12 G15 G40
Discussion paper DP15248 Exchange Rate Shocks and Quality Adjustments Daniel Goetz Alexander Rodnyansky 3 Sep 2020 Industrial Organization International Macroeconomics and Finance E30 F14 F31 L11 L15 L16 L81 M11
Discussion paper DP15125 To What Extent Are Tariffs Offset By Exchange Rates? Olivier Jeanne Jeongwon Son 2 Aug 2020 International Macroeconomics and Finance F31 F41
Discussion paper DP15052 The Out-of-Sample Performance of Carry Trades Po-Hsuan Hsu Mark Taylor Zigan Wang 16 Jul 2020 International Macroeconomics and Finance F31 C53 G15
Discussion paper DP15053 The Real Effects of Exchange Rate Risk on Corporate Investment: International Evidence Mark Taylor Zigan Wang Qi Xu 16 Jul 2020 International Macroeconomics and Finance G31 G32 F31
Discussion paper DP14986 Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds Mikhail Chernov Drew Creal Peter Hördahl 2 Jul 2020 Financial Economics International Macroeconomics and Finance F31 G12 G15
Discussion paper DP14967 Comfort in Floating: Taking Stock of Twenty Years of Freely-Floating Exchange Rate in Chile Elias Albagli Mauricio Calani Metodij Hadzi-Vaskov Mario Marcel Luca Antonio Ricci 29 Jun 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations E31 E52 F31 F33 F41 G15
Discussion paper DP14897 FX Intervention to Stabilize or Manipulate the Exchange Rate? Inference from Profitability Damiano Sandri 16 Jun 2020 International Macroeconomics and Finance E58 F31
Discussion paper DP14714 Can the Covid Bailouts Save the Economy? Stijn Van Nieuwerburgh Tim Landvoigt Vadim Elenev 5 May 2020 Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations G12 G15 F31
Discussion paper DP14602 Cryptocurrency market reactions to regulatory news Raphael Auer Stijn Claessens 12 Apr 2020 Financial Economics International Macroeconomics and Finance E42 E51 F31 G12 G28 G32 G38
Discussion paper DP14592 Generalized Robustness and Dynamic Pessimism Pascal Maenhout Andrea Vedolin Hao Xing 9 Apr 2020 Financial Economics F31 G15
Discussion paper DP14497 A century of arbitrage and disaster risk pricing in the foreign exchange market Giancarlo Corsetti Emile Marin 18 Mar 2020 Financial Economics International Macroeconomics and Finance F31 F41 G15