Discussion paper DP17570 Exchange-Rate Swings and Foreign Currency Intervention Andrew Filardo Gaston Gelos Thomas McGregor 5 Oct 2022 International Macroeconomics and Finance E32 E58 F31 F37
Discussion paper DP15305 Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio Ilias Filippou David Rapach Mark Taylor Guofu Zhou 17 Sep 2020 International Macroeconomics and Finance C45 F31 F37 G11 G12 G15
Discussion paper DP11970 The Quanto Theory of Exchange Rates Ian Martin Lukas Kremens 19 Apr 2017 Financial Economics International Macroeconomics and Finance G12 G15 F31 F37 F47
Discussion paper DP11129 Currency Premia and Global Imbalances Pasquale Della Corte Steven Riddiough Lucio Sarno 22 Feb 2016 Financial Economics International Macroeconomics and Finance F31 F37 G12 G15
Discussion paper DP9936 Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective Alessandro Rebucci Gianluca Benigno Christopher Otrok Huigang Chen Eric Young 13 Apr 2014 International Macroeconomics E52 F37 F41
Discussion paper DP9549 Volatility Risk Premia and Exchange Rate Predictability Lucio Sarno Pasquale Della Corte 7 Jul 2013 Financial Economics International Macroeconomics F31 F37 G12 G13
Discussion paper DP9223 Optimal Policy for Macro-Financial Stability Alessandro Rebucci Gianluca Benigno Christopher Otrok Huigang Chen Eric Young 18 Nov 2012 International Macroeconomics E52 F37 F41
Discussion paper DP8985 Global Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model Robert Kollmann 21 May 2012 International Macroeconomics E44 F36 F37 G21
Discussion paper DP8635 Can Oil Prices Forecast Exchange Rates? Kenneth Rogoff Barbara Rossi Domenico Ferraro 1 Nov 2011 International Macroeconomics C22 C53 F31 F37
Discussion paper DP8222 Trade Credit and International Return Comovement Rui Albuquerque Sumudu Watugala 1 Feb 2011 Financial Economics F30 F36 F37 G12 G15
Discussion paper DP8175 Financial Crisis and Macro-Prudential Policies Alessandro Rebucci Gianluca Benigno Christopher Otrok Huigang Chen Eric Young 3 Jan 2011 International Macroeconomics E52 F37 F41
Discussion paper DP8045 The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? Lucio Sarno Pasquale Della Corte Giulia Sestieri 23 Oct 2010 International Macroeconomics F31 F37 G15