12th Workshop on "Exchange Rates"
Workshop organised by the BIS, the Banca d'Italia and the ECB, Basel, Switzerland, 13 December 2022
Tuesday 13 December 2022 |
Welcome remarks by Claudio Borio (BIS) |
Session I |
Understanding the strength of the Dollar ♦ Paper |
Dollar reserves and US yields: identifying price impact of official flows ♦ Paper |
Session II |
Can time-varying currency risk hedging explain exchange rates? ♦ Paper |
Foreign exchange intervention with UIP and CIP deviations: the case of small safe havens ♦ Paper |
Central bank swap lines: micro-level evidence ♦ Paper |
Keynote on Central banking, intermediary constraints, and the Dollar Wenxin Du (University of Chicago, Booth School of Business) ♦ Keynote |
Session III |
Cross-border M&A flows, economic growth and foreign exchange rates ♦ Paper |
Foreign exchange fixings and returns around the clock ♦ Paper |
Organising committee: Alessio Anzuini (Banca d'Italia), Egemen Eren (BIS), Fabio Fornari (ECB), Andreas Schrimpf (BIS) and |