Examining the hedge performance of US dollar, VIX, and gold during the coronavirus pandemic: Is US dollar a better hedge asset? [PDF]
PLoS ONE, 2023 This study utilizes the hedging potential of the U.S. Dollar Index (USDX) during the COVID-19 period, specifically comparing its positive effects on optimal portfolio weights and hedging ratios with those of traditional hedging assets, such as the VIX ...
Seok-Jun Yun +2 more
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Investigating Dynamical Complexity and Fractal Characteristics of Bitcoin/US Dollar and Euro/US Dollar Exchange Rates around the COVID-19 Outbreak [PDF]
Entropy, 2023 This article investigates the dynamical complexity and fractal characteristics changes of the Bitcoin/US dollar (BTC/USD) and Euro/US dollar (EUR/USD) returns in the period before and after the outbreak of the COVID-19 pandemic.
Pavlos I. Zitis +5 more
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Excess Comovements between the Euro/US Dollar and British Pound/US Dollar Exchange Rates [PDF]
SSRN Electronic Journal, 2009 The aim of this paper is to discuss excess comovements for the Euro/US dollar and British pound/US dollar exchange rates, i.e. we look for comovements of exchange rates which are stronger than implied by fundamentals. The results of the empirical analysis give evidence that excess comovements indeed exist. A long-run analysis on correlations can verify
Kühl, Michael
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Dollar shocks and cross-border capital flows: Evidence from 33 emerging economies. [PDF]
PLoS ONEUnder the dollar-dominated international monetary system, the cross-border capital flows of emerging economies reverse sharply following policy shifts by the Fed. To investigate the sensitivity of cross-border capital inflows to dollar shocks, we analyze
Minjie Hu, Xuemei Yuan
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The Evolution of the Linkage Among Geopolitical Risk, the US Dollar Index, Crude Oil Prices, and Gold Prices at Multiple Scales: A Wavelet Transform-Based Dynamic Transfer Entropy Network Method. [PDF]
Entropy (Basel)Yang H, An S, Dong Z, Dong X.
europepmc +2 more sources
US Trade Policy and the US Dollar [PDF]
SSRN Electronic Journal, 2021 We investigate the extent to which the effect of the 2018/2019 US import tariff hikes on US (post-tariff) import prices was offset by the concurrent appreciation of the US dollar and trace the source of the appreciation back to US trade policy itself. The dollar response to trade policy uncertainty (TPU) is key to assessing the overall impact of trade ...
Makram Khalil, Felix Strobel
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The US Dollar Hegemony in the 21st Century: Exploring the Persistence or Decline Components in the Framework of the International Monetary Regime [PDF]
مطالعات اقتصاد سیاسی بینالملل, 2021 The persistence or decline of US Dollar as a pervasive international currency has been one of the most important issues in the field of international political economy, since the beginning of the 21st century.
Sahar Pirankhoo +2 more
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Commodity Prices and the US Dollar
Journal of International Economics, 2023 Daniel Rees
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Cogent Business & Management, 2023 The US dollar is the most prevalent currency to settle internationally traded merchandise. A few existing studies demonstrate that the US dollar can significantly impact a country’s trade balance with a non-US partner.
Ho Hoang Gia Bao +3 more
doaj +1 more source
Impact of Russian Stock Exchange on world oil prices with US dollar as the mediating variable
Journal of Enterprise and Development, 2023 Purpose — The purpose of this study is to analyze the impact of Russian Stock Exchange (IMOEX) on world oil prices (WTI), with the US Dollar variable serving as a mediating factor in the exchange rate between the US Dollar and the Russian currency ...
Erna Apriani, Indra Permana, Abdul Latif
doaj +1 more source