Central Bank Research Hub - JEL classification F37: International Finance Forecasting and Simulation: Models and Applications

Title Author(s)

The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited

St Louis Fed Working Papers [View] (Paper: 2014-034, 31.10.2014)

JEL: C13, C14, C32, C58, F31, F37, F65, G15

External Sustainability and Gross Positions: are Brazilian external accounts sustainable?

Central Bank of Brazil Working Papers [View] (Paper: 362, 13.08.2014)

JEL: F21, F32, F37, F41

Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective

St Louis Fed Working Papers [View] (Paper: 2012-025, 14.08.2012)

JEL: E52, F37, F41

Global Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model

Dallas Fed Institute Working Papers [View] (Paper: 0120, 21.07.2012)

JEL: E44, F36, F37, G21

Information Asymmetry and Foreign Currency Borrowing by Small Firms

Swiss National Bank Working Papers [View] (Paper: 2012-05, 28.06.2012)

JEL: F34, F37, G21, G30

Optimal Capital Flow Taxes in Latin America

Central Bank of Brazil Working Papers [View] (Paper: 268, 22.03.2012)

JEL: E60, F31, F32, F37, H21

Supply, demand and monetary policy shocks in a multi-country New Keynesian Model,

European Central Bank Working papers [View] (Paper: 1239, 15.09.2010)

JEL: C32, E17, F37, F42

Momentum in stock market returns: Implications for risk premia on foreign currencies

Swiss National Bank Working Papers [View] (Paper: 2010-11, 15.07.2010)

JEL: F31, F37, G15

The Forward Premium Puzzle and Latent Factors Day by Day

Netherlands Bank DNB Working Papers [View] (Paper: 246, 14.07.2010)

JEL: F31, F37, G13

The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks

IJCB International Journal of Central Banking [View] (Paper: 10q2a6, 07.06.2010)

JEL: C13, C21, F37, G11

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