Exchange Rate Pass-Through in ASEAN: Implications for the Prospects of Monetary Integration in the Region [PDF]
This paper investigates, for the first time, the degree of exchange rate pass-through to domestic prices in all five founding members of ASEAN. For this purpose, a three variable recursive VAR model was applied which uses the Choleski decomposition ...
Carlos Cortinhas
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Valuation effects of U.S. monetary policy tightening: The roles of foreign exposure. [PDF]
PLoS OneFang X, Peng X.
europepmc +1 more source
German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs [PDF]
This article analyses value changes of German stock market companies in response to movements of the US dollar. The approach followed in this work extends the standard means of measuring exchange rate exposure in several ways (e.g.
Jamin, Gösta, Entorf, Horst
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Prediction of Relapse Using Digital Technology in People in Recovery From Substance Use Disorders: Early Economic Evaluation With a Case Study of the Subreal App. [PDF]
JMIR Form ResBouttell J, Bartler M, Bolton S.
europepmc +1 more source
The Exchange Rate Exposure of U.S. and Japanese Banking Institutions [PDF]
In this paper, we examine the foreign exchange exposure of a sample of U. S. and Japanese banking firms. Using daily data, we construct estimates of the exchange rate sensitivity of the equity returns of the U.S.
John S. Howe +2 more
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To the moon: Retail investor attention and sentiment across asset types in online media. [PDF]
PLoS OneSmith ML, Widmar NJO, Kilders V.
europepmc +1 more source
Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes [PDF]
A new technique for estimating countries' de facto exchange rate regimes synthesizes two approaches. One approach estimates the implicit de facto basket weights in an ordinary least squares (OLS) regression of the local currency value rate against major ...
Jeffrey Frankel, Daniel
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A Consistency-Aware Multimodal Sensing Framework for Short-Term Cross-Border Prediction Under Dynamic Trade. [PDF]
Sensors (Basel)Wan Y +6 more
europepmc +1 more source
On the Endogeneity of Exchange Rate Regimes [PDF]
The literature has identified at least five approaches to the determinants of the choice of exchange rate regimes: i) optimal currency area theory; ii) exchange rate policy and the absortion of real and nominal shocks; iii) exchange rate rules as a ...
Iliana Reggio +2 more
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