Discussion paper DP16555 Exchange Rate Disconnect and the General Equilibrium Puzzle Yu-chin Chen Ippei Fujiwara Yasuo Hirose 15 Sep 2021 exchange rate risk premium international risk sharing stochastic volatility nonlinear estimation International Macroeconomics and Finance E52 F31 F41
Discussion paper DP16392 Pricing Ethics in the Foreign Exchange Market: Environmental, Social and Governance Ratings and Currency Premia Ilias Filippou Mark Taylor 24 Jul 2021 Environmental Social Governance Refinitiv Esg Foreign exchange market risk premium Financial Economics International Macroeconomics and Finance F31 G11 G12 G14 G32
VoxEU Column Default expectations and currency movements Pasquale Della Corte LUCIO SARNO Maik Schmeling Christian Wagner 17 May 2021 Financial Markets Exchange Rates Sovereign default Exchange rates risk premium Volatility Sovereign risk Credit default swap
VoxEU Column COVID-19: A new challenge for the euro area Anne-Laure Delatte 17 Jul 2020 COVID-19 EU policies Financial Markets Coronavirus Covid-19 risk premium bond spread stabilisation Euro area
Discussion paper DP14440 The Side Effects of Safe Asset Creation Sushant Acharya Keshav Dogra 24 Feb 2020 Safe assets Negative natural rate Crowding out risk premium Liquidity traps Monetary Economics and Fluctuations E3 E4 E5 G1 H6
Discussion paper DP14361 The Choice Channel of Financial Innovation Felipe Saraiva Iachan Plamen T. Nenov Alp Simsek 28 Jan 2020 Belief disagreements Speculation Financial innovation Savings Interest rate risk premium Customization Stock market participation Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations E21 E43 E44 G11 G12
VoxEU Column Public debt and the risk premium: A dangerous doom loop Cinzia Alcidi Daniel Gros 23 May 2019 EU institutions Financial Regulation and Banking debt loop risk premium Debt Imf Public debt European commission
Discussion paper DP13709 Risky Bank Guarantees Taneli Mäkinen LUCIO SARNO Gabriele Zinna 1 May 2019 Banks Sovereign risk risk premium Government guarantee Financial Economics International Macroeconomics and Finance G23
Discussion paper DP12275 Monetary Policy and Asset Valuation Francesco Bianchi Martin Lettau Sydney Ludvigson 6 Sep 2017 monetary policy Asset pricing Real interest rate risk premium Financial Economics Monetary Economics and Fluctuations G10 G12 G17
Discussion paper DP12137 The Exchange Rate as an Instrument of Monetary Policy Ilian Mihov Jonas Heipertz Ana Santacreu 10 Jul 2017 Monetary policy rules Exchange rate management External habit risk premium International Macroeconomics and Finance Monetary Economics and Fluctuations E52 F31 F41
Discussion paper DP11839 International Spillovers and Local Credit Cycles Julian di Giovanni Sebnem Kalemli-Ozcan Mehmet Fatih Ulu Yusuf Soner Baskaya 7 Feb 2017 Global financial cycle Bank credit Non-core funding risk premium Collateral constraints International Macroeconomics and Finance Monetary Economics and Fluctuations E0 F0 F1
Discussion paper DP11740 Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? Christiane Baumeister Lutz Kilian 3 Jan 2017 Biofuels Policy uncertainty Term structure of price expectations market integration Storage demand risk premium Crude oil Gasoline Corn Public Economics Q18 Q28 Q42 Q58
