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Imperfect Common Knowledge and Exchange Rate Determination
Common Knowledge Exchange Rate Determination
2015/9/21
We look at a simple financial model of exchange rate determination
with investors who have heterogeneous information. The exchange rate can
be expressed as a sum of averages of higher order expectat...
Comments on ‘Staggered Contracts and Exchange Rate Policy’ by Guillermo Calvo
Staggered Contracts Exchange Rate Policy
2015/8/5
Casual observation suggests that many contracts in the real world are
not of uniform length; for example, recent wage concessions in the
United States have lead to termination of union contracts bef...
Debt Redemption,Reserve Accumulation,and Exchange-Rate Regimes
Foreign Reserves Local-Currency Bonds Carry Trade Exchange-Rate Regimes International Finance
2015/4/28
Foreign participation in local-currency-bond markets in emerging countries has increased dramatically over the past decade. In light of this trend, we revisit the question of the optimal exchange-rate...
Building portfolios of stocks in the Sao Paulo Stock Exchange using Random Matrix Theory
Building portfolios stocks the Sao Paulo Stock Exchange Random Matrix Theory
2012/3/2
Using Random Matrix Theory, we build a covariance matrix between stocks of the BM&F-Bovespa (Bolsa de Valores, Mercadorias e Futuros de S\~ao Paulo) which is cleaned of some of the noise due to the co...
Interdependencies between Monetary Policy and Foreign Exchange Interventions under Inflation Targeting: The Case of Brazil and the Czech Republic
central banks foreign exchange markets emerging markets nominal exchange rate changes
2011/8/21
Inflation-targeting central banks often explicitly reserve the right to intervene in foreign exchange markets when the exchange rate ‘deviates from fundamentals’ and/or ‘displays excessive volatility’...
Monetary and Exchange Rate Policy under Remittance Fluctuations
exchange rate regimes remittances small open economy
2011/8/21
Using data for the Philippines, I develop and estimate a heterogeneous agent model to analyze the role of monetary policy in a small open economy subject to sizable remittance fluctuations. I include ...
Monetary Policy, Foreign Exchange Policy, and Delayed Overshooting
foreign exchange intervention monetary policy structural VAR exchange rate delayed overshooting.
2011/8/21
This paper provides an explanation for "delayed overshooting" puzzle based on foreign exchange policy's reaction to monetary policy, for Canada in which ample interactions between monetary and foreign...
Exchange Rate Pass-Through and Monetary Policy: A Cross-Commodity Analysis
dynamic panel emerging market exchange rate pass-through monetarypolicy
2011/8/21
This paper investigates how a change in monetary policy affects the degree and the speed of exchange rate pass-through to import prices in the emerging market economy, using a newly constructed data s...
Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations When No Monetary Policy Changes Occur?
expectations monetary policy Federal funds futures exchange rates
2011/8/21
This paper addresses whether exchange rates respond to changes in expectations of future U.S. monetary policy when no actual monetary policy changes occur. We employ data on Federal funds futures cont...
Annual Report on Exchange Arrangements and Exchange Restrictions 2010
Exchange Arrangements Exchange Restrictions 2010
2011/8/19
The Annual Report on Exchange Arrangements and Exchange Restrictions has been published by the IMF since 1950. It draws on information available to the IMF from a number of sources, including through ...
Annual Report on Exchange Arrangements and Exchange Restrictions 2009
Exchange Arrangements Exchange Restrictions 2009
2011/8/19
The Annual Report on Exchange Arrangements and Exchange Restrictions has been published by the IMF since 1950. It draws on information available to the IMF from a number of sources, including through ...
Annual Report on Exchange Arrangements and Exchange Restrictions 2008
Exchange Arrangements Exchange Restrictions 2008
2011/8/19
The Annual Report on Exchange Arrangements and Exchange Restrictions has been published by the IMF since 1950. It draws on information available to the IMF from a number of sources, including that pro...
Annual Report on Exchange Arrangements and Exchange Restrictions 2007
Exchange Arrangements Exchange Restrictions 2007
2011/8/19
The Annual Report on Exchange Arrangements and Exchange Restrictions has been published by the IMF since 1950. It draws on information available to the IMF from a number of sources, including that pro...
Annual Report on Exchange Arrangements and Exchange Restrictions 2005
Exchange Arrangements；Exchange Restrictions；2005
2011/8/19
The Annual Report on Exchange Arrangements and Exchange Restrictions has been published by the IMF since 1950. It draws on information available to the IMF from a number of sources, including that pro...
Annual Report on Exchange Arrangements and Exchange Restrictions 2006
Exchange Arrangements Exchange Restrictions 2006
2011/8/19
The Annual Report on Exchange Arrangements and Exchange Restrictions has been published by the IMF since 1950. It draws on information available to the IMF from a number of sources, including that pro...