International Liquidity and Exchange Rate Dynamics
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Other versions of this item:
- Xavier Gabaix & Matteo Maggiori, 2015. "International Liquidity and Exchange Rate Dynamics," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 130(3), pages 1369-1420.
- Xavier Gabaix & Matteo Maggiori, 2014. "International Liquidity and Exchange Rate Dynamics," NBER Working Papers 19854, National Bureau of Economic Research, Inc.
- Xavier Gabaix & Matteo Maggiori, 2014. "International Liquidity and Exchange Rate Dynamics," 2014 Meeting Papers 74, Society for Economic Dynamics.
- Gabaix, Xavier & Maggiori, Matteo, 2014. "International Liquidity and Exchange Rate Dynamics," CEPR Discussion Papers 9842, C.E.P.R. Discussion Papers.
References listed on IDEAS
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- Lettau, Martin & Maggiori, Matteo & Weber, Michael, 2013. "Conditional Risk Premia in Currency Markets and Other Asset Classes," CEPR Discussion Papers 9484, C.E.P.R. Discussion Papers.
- Martin Lettau & Matteo Maggiori & Michael Weber, 2013. "Conditional Risk Premia in Currency Markets and Other Asset Classes," NBER Working Papers 18844, National Bureau of Economic Research, Inc.
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More about this item
JEL classification:
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G20 - Financial Economics - - Financial Institutions and Services - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2016-06-25 (International Finance)
- NEP-MON-2016-06-25 (Monetary Economics)
- NEP-NET-2016-06-25 (Network Economics)
- NEP-OPM-2016-06-25 (Open Economy Macroeconomics)
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