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Themes

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Discussion paper

DP19328 Exchange Rate Models are Better than You Think, and Why They Didn't Work in the Old Days

  • Charles Engel
  • Steve Pak Yeung Wu

3 Aug 2024
  • International Macroeconomics and Finance
  • F31
Discussion paper

DP19325 State-Dependent Exchange Rate Pass-Through

  • Yan Carriere-Swallow
  • Melih Firat
  • Davide Furceri
  • Daniel Jiménez

2 Aug 2024
  • International Macroeconomics and Finance
  • F31
Discussion paper

DP19310 Beyond Bilateral Flows: Indirect Connections and Exchange Rates

  • Saleem Bahaj
  • Pasquale Della Corte
  • Daniele Massacci
  • Eduard Seyde

29 Jul 2024
  • International Macroeconomics and Finance
  • Asset Pricing
  • F21
  • F30
  • F31
  • G12
  • G15
  • G21
Discussion paper

DP19302 Understanding Korea’s Long-Run Real Exchange Rate Behavior

  • Douglas A. Irwin
  • Maurice Obstfeld

26 Jul 2024
  • Economic History
  • International Macroeconomics and Finance
  • International Trade and Regional Economics
  • F31
  • F41
  • F63
  • N15
Discussion paper

DP19265 Explaining the Great Moderation Exchange Rate Volatility Puzzle

  • Vania Stavrakeva
  • Jenny Tang

18 Jul 2024
  • International Macroeconomics and Finance
  • E44
  • F31
  • G15
Discussion paper

DP19186 Seizing central bank assets?

  • Tobias Krahnke
  • Massimo Ferrari Minesso
  • Arnaud Mehl
  • Isabel Vansteenkiste

26 Jun 2024
  • International Macroeconomics and Finance
  • E0
  • F30
  • F31
  • F4
  • F51
Discussion paper

DP19109 International Trade and Macroeconomic Dynamics with Sanctions

  • Fabio Ghironi
  • Daisoon Kim
  • Galip Ozhan

27 May 2024
  • International Macroeconomics and Finance
  • International Trade and Regional Economics
  • F31
  • F41
  • F42
  • F51
Discussion paper

DP19071 What do financial markets say about the exchange rate?

  • Mikhail Chernov
  • Valentin Haddad
  • Oleg Itskhoki

13 May 2024
  • International Macroeconomics and Finance
  • Macroeconomics and Growth
  • Asset Pricing
  • E44
  • F31
  • G15
Discussion paper

DP19037 Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets

  • Ilias Filippou
  • Thomas Maurer
  • Luca Pezzo
  • Mark Taylor

2 May 2024
  • International Macroeconomics and Finance
  • F31
  • G11
  • G15
Discussion paper

DP18776 Constrained Liquidity Provision in Currency Markets

  • Wenqian Huang
  • Angelo Ranaldo
  • Andreas Schrimpf
  • Fabricius Somogyi

22 Jan 2024
  • Asset Pricing
  • F31
  • G12
  • G15
Discussion paper

DP18749 The anatomy of a peg: lessons from China's parallel currencies

  • Saleem Bahaj
  • Ricardo Reis

12 Jan 2024
  • International Macroeconomics and Finance
  • Monetary Economics and Fluctuations
  • F31
  • F33
  • E51
  • G15
Discussion paper

DP18670 Concealed Carry

  • Spencer Andrews
  • Ric Colacito
  • Mariano Croce
  • Federico Gavazzoni

7 Dec 2023
  • International Macroeconomics and Finance
  • Asset Pricing
  • F31
  • G12
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