Discussion paper DP15571 Pricing Currency Risks Mikhail Chernov Magnus Dahlquist Lars Lochstoer 17 Dec 2020 Financial Economics International Macroeconomics and Finance F31 G12 G15
Discussion paper DP15440 Foreign Currency Borrowing of Corporations as Carry Trades: Evidence from India Viral Acharya Siddharth Vij 10 Nov 2020 Financial Economics F31 F34 G15 G30
Discussion paper DP15404 Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy Galina Hale Julian Di Giovanni 22 Oct 2020 International Macroeconomics and Finance G15 F10 F36
Discussion paper DP15337 The Global Factor Structure of Exchange Rates Sofonias Alemu Korsaye Fabio Trojani Andrea Vedolin 5 Oct 2020 Financial Economics F31 G15
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 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 DP15273 Global Liquidity and Impairment of Local Monetary Policy Jose-Luis Peydro Salih Fendoglu Eda Gulsen 10 Sep 2020 International Macroeconomics and Finance G01 G15 G21 G28 F30
Discussion paper DP15267 The Nonlinear Relationship Between Public Debt and Sovereign Credit Ratings Metodij Hadzi-Vaskov Luca Antonio Ricci 9 Sep 2020 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations E44 E62 G15 G24
Discussion paper DP15190 Global Business and Financial Cycles: A Tale of Two Capital Account Regimes Alessandro Rebucci Julien Acalin 22 Aug 2020 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations C38 E44 F44 G15
Discussion paper DP15170 External Balance Sheets and the COVID-19 Crisis Galina Hale Luciana Juvenal 17 Aug 2020 International Macroeconomics and Finance F32 F34 G15
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 DP15040 Italy in the Eurozone Christian Keuschnigg Linda Kirschner Michael Kogler Hannah Winterberg 14 Jul 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations E42 E44 E60 F30 F36 F45 G15 G21