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The Impact of Currency Carry Trade Activity on the Transmission of Monetary Policy

Author

Listed:
  • Steshkova, Alina
  • Böck, Maximilian
  • Zörner, Thomas

Abstract

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Suggested Citation

  • Steshkova, Alina & Böck, Maximilian & Zörner, Thomas, 2023. "The Impact of Currency Carry Trade Activity on the Transmission of Monetary Policy," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277634, Verein für Socialpolitik / German Economic Association.
    • Handle: RePEc:zbw:vfsc23:277634
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    File URL: https://www.econstor.eu/bitstream/10419/277634/1/vfs-2023-pid-86665.pdf
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    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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