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

Title Author(s)

Cross-border lending contagion in multinational banks

European Central Bank Working papers [View] (Paper: 0807, 21.09.2007)

JEL: F37, G21, G28, G31

International investment positions and exchange rate dynamics: a dynamic panel analysis

Deutsche Bundesbank Discussion Papers [View] (Paper: 200723, 31.08.2007)

JEL: C23, F31, F37

The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks

European Central Bank Working papers [View] (Paper: 0678, 02.10.2006)

JEL: C13, C21, F37, G11

Financial integration, international portfolio choice and the European Monetary Union

European Central Bank Working papers [View] (Paper: 0626, 26.05.2006)

JEL: C13, C21, F37, G11

Modeling Direct Investment Valuation Adjustments and Estimating Quarterly Positions

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0857, 12.05.2006)

JEL: C51, C53, F21, F37, F47

The mix of international banks'foreign claims: determinants and implications.

Bank of Spain Working Papers [View] (Paper: 0525, 13.09.2005)

JEL: F36, F37, G21

Foreign exchange option and returns based correlation forecasts: evaluation and two applications

European Central Bank Working papers [View] (Paper: 0447, 01.03.2005)

JEL: F31, F37, G15

Defaultable Debt, Interest Rates, and the Current Account

Boston Fed Working papers [View] (Paper: 04-05, 30.12.2004)

JEL: F32, F34, F37, G15

Exchange rates and fundamentals

European Central Bank Working papers [View] (Paper: 0248, 15.08.2003)

JEL: F31, F37, G12, G15

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