Global Liquidity and the Impact on SEACEN Economies
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Barbara Rossi, 2013.
"Exchange Rate Predictability,"
Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1063-1119, December.
- Rossi, Barbara, 2013. "Exchange Rate Predictability," CEPR Discussion Papers 9575, C.E.P.R. Discussion Papers.
- Barbara Rossi, 2013. "Exchange Rate Predictability," Working Papers 690, Barcelona School of Economics.
- Barbara Rossi, 2013. "Exchange rate predictability," Economics Working Papers 1369, Department of Economics and Business, Universitat Pompeu Fabra.
- Rüffer, Rasmus & Stracca, Livio, 2006.
"What is global excess liquidity, and does it matter?,"
Working Paper Series
696, European Central Bank.
- Rasmus Ruffer & Livio Stracca, 2007. "What is global excess liquidity, and does it matter?," Money Macro and Finance (MMF) Research Group Conference 2006 120, Money Macro and Finance Research Group.
- Belke, Ansgar & Orth, Walter & Setzer, Ralph, 2010.
"Liquidity and the dynamic pattern of asset price adjustment: A global view,"
Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1933-1945, August.
- Ansgar Belke & Walter Orth & Ralph Setzer, 2009. "Liquidity and the Dynamic Pattern of Asset Price Adjustment: A Global View," Discussion Papers of DIW Berlin 933, DIW Berlin, German Institute for Economic Research.
- Antonello D'Agostino & Paolo Surico, 2009.
"Does Global Liquidity Help to Forecast U.S. Inflation?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, March.
- Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 479-489, March.
- D'Agostino, A & Surico, P, 2007. "Does global liquidity help to forecast US inflation?," MPRA Paper 6283, University Library of Munich, Germany.
- D'Agostino, Antonello & Surico, Paolo, 2007. "Does global liquidity help to forecast US inflation?," Research Technical Papers 10/RT/07, Central Bank of Ireland.
- Joao Sousa & Andrea Zaghini, 2008.
"Monetary policy shocks in the euro area and global liquidity spillovers,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(3), pages 205-218.
- Sousa, João & Zaghini, Andrea, 2004. "Monetary policy shocks in the euro area and global liquidity spillovers," Working Paper Series 309, European Central Bank.
- Joao Sousa & Andrea Zaghini, 2007. "Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers," Temi di discussione (Economic working papers) 629, Bank of Italy, Economic Research and International Relations Area.
- Cheung, Yin-Wong & Chinn, Menzie D. & Pascual, Antonio Garcia, 2005.
"Empirical exchange rate models of the nineties: Are any fit to survive?,"
Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1150-1175, November.
- Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia Pascual, 2002. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," NBER Working Papers 9393, National Bureau of Economic Research, Inc.
- Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia-Pascual, 2005. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Working Papers 122005, Hong Kong Institute for Monetary Research.
- Cheung, Yin-Wong & Chinn, Menzie David & Garcia Pascual, Antonio, 2003. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Santa Cruz Department of Economics, Working Paper Series qt12z9x4c5, Department of Economics, UC Santa Cruz.
- Cheung, Yin-Wong & Chinn, Menzie & Garcia Pascual, Antonio, 2003. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Santa Cruz Center for International Economics, Working Paper Series qt5fc508pt, Center for International Economics, UC Santa Cruz.
- Cheung, Yin-Wong & Chinn, Menzie & Garcia Pascual, Antonio, 2003. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Santa Cruz Department of Economics, Working Paper Series qt5fc508pt, Department of Economics, UC Santa Cruz.
- Yin-Wong Cheung & Antonio I Garcia Pascual & Menzie David Chinn, 2004. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," IMF Working Papers 2004/073, International Monetary Fund.
- Klaas Baks & Mr. Charles Frederick Kramer, 1999. "Global Liquidity and Asset Prices: Measurement, Implications, and Spillovers," IMF Working Papers 1999/168, International Monetary Fund.
- Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
- Ms. Malika Pant & Mr. Martin Mühleisen & Mr. Alun H. Thomas, 2010. "Peaks, Spikes, and Barrels: Modeling Sharp Movements in Oil Prices," IMF Working Papers 2010/186, International Monetary Fund.
- Frederic S. Mishkin, 2009.
"Monetary Policy Strategy,"
MIT Press Books,
The MIT Press,
edition 1, volume 1, number 0262513374, April.
- Frederic S. Mishkin, 2007. "Monetary Policy Strategy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262134829, December.
- Dong He & Robert N McCauley, 2013.
"Transmitting Global Liquidity to East Asia: Policy Rates, Bond Yields, Currencies and Dollar Credit,"
Working Papers
152013, Hong Kong Institute for Monetary Research.
- Dong He & Robert N McCauley, 2013. "Transmitting global liquidity to East Asia: policy rates, bond yields, currencies and dollar credit," BIS Working Papers 431, Bank for International Settlements.
- Helene Rey, 2013. "Dilemma not trilemma: the global cycle and monetary policy independence," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 1-2.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Ellington, Michael & Milas, Costas, 2019.
"Global liquidity, money growth and UK inflation,"
Journal of Financial Stability, Elsevier, vol. 42(C), pages 67-74.
- Michael Ellington & Costas Milas, 2014. "Global liquidity, money growth and UK inflation," Working Paper series 21_14, Rimini Centre for Economic Analysis.
- Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2016. "The implications of monetary expansion in China for the US dollar," Journal of Asian Economics, Elsevier, vol. 46(C), pages 71-84.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2013.
"Crude oil prices and liquidity, the BRIC and G3 countries,"
Energy Economics, Elsevier, vol. 39(C), pages 28-38.
- Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Crude Oil Prices and Liquidity, the BRIC and G3 countries," Working Papers 15727, University of Tasmania, Tasmanian School of Business and Economics, revised 17 Dec 2012.
- Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Crude Oil Prices and Liquidity, the BRIC and G3 countries," MPRA Paper 44049, University Library of Munich, Germany.
- Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2016.
"The implications of liquidity expansion in China for the US dollar,"
CAMA Working Papers
2016-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2016. "The implications of liquidity expansion in China for the US dollar," Working Papers 2016-02, University of Tasmania, Tasmanian School of Business and Economics.
- Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2016. "The implications of liquidity expansion in China for the US dollar," Globalization Institute Working Papers 264, Federal Reserve Bank of Dallas.
- Belke, Ansgar H. & Bordon, Ingo G. & Hendricks, Torben W., 2014.
"Monetary policy, global liquidity and commodity price dynamics,"
The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 1-16.
- Belke, Ansgar & Bordon, Ingo G. & Hendricks, Torben W., 2010. "Monetary Policy, Global Liquidity and Commodity Price Dynamics," Ruhr Economic Papers 167, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks, 2010. "Monetary Policy, Global Liquidity and Commodity Price Dynamics," Discussion Papers of DIW Berlin 971, DIW Berlin, German Institute for Economic Research.
- Ding, Qian & Huang, Jianbai & Zhang, Hongwei, 2021. "The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis," Resources Policy, Elsevier, vol. 72(C).
- Rossi, José Luiz Júnior, 2014. "The Usefulness of Financial Variables in Predicting Exchange Rate Movements," Insper Working Papers wpe_332, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Rossi, José Luiz Júnior, 2013. "Liquidity and Exchange Rates," Insper Working Papers wpe_325, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Brana, Sophie & Djigbenou, Marie-Louise & Prat, Stéphanie, 2012.
"Global excess liquidity and asset prices in emerging countries: A PVAR approach,"
Emerging Markets Review, Elsevier, vol. 13(3), pages 256-267.
- Sophie Brana & Marie-Louise Djigbenou & Stéphanie Prat, 2012. "Global excess liquidity and asset prices in emerging countries: a pvar approach," Larefi Working Papers 1203, Larefi, Université Bordeaux 4.
- Sophie Brana & Marie-Louise Djibenou & Stéphanie Prat, 2012. "Global excess liquidity and asset prices in emerging countries: a pvar approach," Working Papers hal-00740102, HAL.
- Brana, Sophie & Prat, Stéphanie, 2016.
"The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model,"
Economic Modelling, Elsevier, vol. 52(PA), pages 26-34.
- Sophie Brana & Stephanie Prat, 2016. "The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model," Post-Print hal-03894886, HAL.
- Goknur Umutlu & Yilmaz Yildız, 2011. "The Effect of Global Liquidity on Macroeconomic Parameters," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 1(3), pages 167181-1671, September.
- Ms. Sally Chen & Mr. Philip Liu & Andrea M. Maechler & Chris Marsh & Mr. Sergejs Saksonovs & Mr. Hyun S Shin, 2012. "Exploring the Dynamics of Global Liquidity," IMF Working Papers 2012/246, International Monetary Fund.
- Mesut Turkay, 2018. "Does International Liquidity Matter For G-7 Countries? A PVAR Approach," International Econometric Review (IER), Econometric Research Association, vol. 10(1), pages 1-13, April.
- Israr Ahmad Shah Hashmi & Arshad Ali Bhatti, 2019. "On the monetary measures of global liquidity," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-23, December.
- Gürkaynak, Refet S. & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2022.
"Exchange rate and inflation under weak monetary policy: Turkey verifies theory,"
CFS Working Paper Series
679, Center for Financial Studies (CFS).
- Refet S. Gürkaynak & Burcin Kisacikoglu & Sang Seok Lee, 2022. "Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory," CESifo Working Paper Series 9748, CESifo.
- Gürkaynak, Refet & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2022. "Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory," CEPR Discussion Papers 17248, C.E.P.R. Discussion Papers.
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2018.
"On The Sources Of Uncertainty In Exchange Rate Predictability,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(1), pages 329-357, February.
- Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," SIRE Discussion Papers 2015-24, Scottish Institute for Research in Economics (SIRE).
- Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," MPRA Paper 58956, University Library of Munich, Germany.
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," Working Papers 2014_16, Business School - Economics, University of Glasgow.
- Ahmed, Shamim & Liu, Xiaoquan & Valente, Giorgio, 2016. "Can currency-based risk factors help forecast exchange rates?," International Journal of Forecasting, Elsevier, vol. 32(1), pages 75-97.
- Ms. L. Effie Psalida & Tao Sun, 2011. "Does G-4 Liquidity Spill Over?," IMF Working Papers 2011/237, International Monetary Fund.
- Dick, Christian D. & MacDonald, Ronald & Menkhoff, Lukas, 2015.
"Exchange rate forecasts and expected fundamentals,"
Journal of International Money and Finance, Elsevier, vol. 53(C), pages 235-256.
- Dick, Christian D. & MacDonald, Ronald & Menkhoff, Lukas, 2014. "Exchange rate forecasts and expected fundamentals," Kiel Working Papers 1974, Kiel Institute for the World Economy (IfW Kiel).
- Hai Long Vo & Duc Hong Vo, 2023. "The purchasing power parity and exchange‐rate economics half a century on," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 446-479, April.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sea:rstudy:rp100. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Azharin (email available below). General contact details of provider: https://edirc.repec.org/data/seacemy.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.