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 DP16510 Capital Controls, Domestic Macroprudential Policy and the Bank Lending Channel of Monetary Policy Andrea Fabiani Martha Lopéz Piñeros Jose-Luis Peydro Paul Soto 3 Sep 2021 Financial Economics Monetary Economics and Fluctuations E52 E58 F34 F38 G21 G28
VoxEU Column Foreign currency corporate borrowing: Risks and policy responses Siddharth Vij Viral Acharya 29 Apr 2021 Financial Regulation and Banking Exchange Rates
Discussion paper DP15313 The Economics of Currency Risk Tarek Hassan Tony Zhang 22 Sep 2020 Financial Economics International Macroeconomics and Finance Macroeconomics and Growth Monetary Economics and Fluctuations
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 DP15273 Global Liquidity and Impairment of Local Monetary Policy Salih Fendoglu Eda Gulsen Jose-Luis Peydro 10 Sep 2020 International Macroeconomics and Finance G01 G15 G21 G28 F30
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 DP14683 The Open-Economy ELB: Contractionary Monetary Easing and the Trilemma Paolo Cavallino Damiano Sandri 29 Apr 2020 International Macroeconomics and Finance E5 F3 F42
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
Discussion paper DP13571 Currency Regimes and the Carry Trade Olivier Accominotti Jason Cen David Chambers Ian W Marsh 6 Mar 2019 Economic History Financial Economics International Macroeconomics and Finance F31 G12 G15 N20
Discussion paper DP13478 Oil Prices, Exchange Rates and Interest Rates Lutz Kilian Xiaoqing Zhou 23 Jan 2019 International Macroeconomics and Finance E43 F31 F41 Q43
Discussion paper DP12865 Corporate foreign bond issuance and interfirm loans in China Richard Portes Yi Huang Ugo Panizza 12 Apr 2018 Financial Economics International Macroeconomics and Finance F34 F32 G15 G30