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Exchange Rates and Asset Prices in a Global Demand System

Citations

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Cited by:

  1. Goldberg, Linda S. & Krogstrup, Signe, 2023. "International capital flow pressures and global factors," Journal of International Economics, Elsevier, vol. 146(C).
  2. Stephan Heblich & Stephen J. Redding & Hans-Joachim Voth, 2022. "Slavery and the British Industrial Revolution," NBER Working Papers 30451, National Bureau of Economic Research, Inc.
  3. Kleinman, Benny & Liu, Ernest & Redding, Stephen & Yogo, Motohiro, 2023. "Neoclassical Growth in an Interdependent World," CEPR Discussion Papers 18654, C.E.P.R. Discussion Papers.
  4. Korsaye, Sofonias Alemu & Trojani, Fabio & Vedolin, Andrea, 2023. "The global factor structure of exchange rates," Journal of Financial Economics, Elsevier, vol. 148(1), pages 21-46.
  5. Ricardo J Caballero & Alp Simsek, 2021. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock [Financial intermediaries and the cross-section of asset returns]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5522-5580.
  6. Fang, Xiang & Hardy, Bryan & Lewis, Karen K., 2022. "Who Holds Sovereign Debt and Why It Matters," CEPR Discussion Papers 17338, C.E.P.R. Discussion Papers.
  7. Engel, Charles & Bianchi, Javier & Bigio, Saki, 2021. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," CEPR Discussion Papers 16712, C.E.P.R. Discussion Papers.
  8. Maggiori, Matteo, 2021. "International Macroeconomics With Imperfect Financial Markets," SocArXiv z8g6r, Center for Open Science.
  9. Chiah, Mardy & Long, Huaigang & Zaremba, Adam & Umar, Zaghum, 2023. "Trade competitiveness and the aggregate returns in global stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
  10. Wataru Miyamoto & Thuy Lan Nguyen & Hyunseung Oh, 2022. "In Search of Dominant Drivers of the Real Exchange Rate," Working Paper Series 2022-09, Federal Reserve Bank of San Francisco.
  11. Jason Allen & Milena Wittwer, 2023. "Centralizing Over-the-Counter Markets?," Journal of Political Economy, University of Chicago Press, vol. 131(12), pages 3310-3351.
  12. Leonie Bräuer & Harald Hau, 2022. "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," Swiss Finance Institute Research Paper Series 22-77, Swiss Finance Institute.
  13. John H Cochrane, 2022. "Portfolios for Long-Term Investors [Rare disasters and asset markets in the twentieth century]," Review of Finance, European Finance Association, vol. 26(1), pages 1-42.
  14. Ostry, D. A., 2023. "Tails of Foreign Exchange-at-Risk (FEaR)," Janeway Institute Working Papers 2311, Faculty of Economics, University of Cambridge.
  15. Atif Mian & Ludwig Straub & Amir Sufi, 2021. "A Goldilocks Theory of Fiscal Policy," Working Papers 2021-37, Princeton University. Economics Department..
  16. Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2024. "A Portfolio Approach to Global Imbalances," Journal of Finance, American Finance Association, vol. 79(3), pages 2025-2076, June.
  17. Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2022. "A natural level of capital flows," Journal of Monetary Economics, Elsevier, vol. 130(C), pages 1-16.
  18. Diamond, William & Jiang, Zhengyang & Ma, Yiming, 2024. "The reserve supply channel of unconventional monetary policy," Journal of Financial Economics, Elsevier, vol. 159(C).
  19. Moretti,Matías & Pandolfi,Lorenzo & Schmukler,Sergio L. & Villegas Bauer,Germán & Williams,Tomás, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," Policy Research Working Paper Series 10735, The World Bank.
  20. Gutierrez, Bryan & Ivashina, Victoria & Salomao, Juliana, 2023. "Why is dollar debt Cheaper? Evidence from Peru," Journal of Financial Economics, Elsevier, vol. 148(3), pages 245-272.
  21. Egemen Eren & Semyon Malamud & Haonan Zhou, 2023. "Signaling with debt currency choice," BIS Working Papers 1067, Bank for International Settlements.
  22. repec:oup:ooecxx:v:1:y:2022:i::p:1-10. is not listed on IDEAS
  23. Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2021. "Foreign Safe Asset Demand and the Dollar Exchange Rate," Journal of Finance, American Finance Association, vol. 76(3), pages 1049-1089, June.
  24. Bahaj, Saleem & Czech, Robert & Ding, Sitong & Reis, Ricardo, 2023. "The market for inflation risk," Bank of England working papers 1028, Bank of England.
  25. Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2024. "The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(4), pages 1320-1346, December.
  26. Clemens Sialm & Qifei Zhu, 2024. "Currency Management by International Fixed‐Income Mutual Funds," Journal of Finance, American Finance Association, vol. 79(6), pages 4037-4081, December.
  27. Vedolin, Andrea & Korsaye, Sofonias Alemu & Trojani, Fabio, 2020. "The Global Factor Structure of Exchange Rates," CEPR Discussion Papers 15337, C.E.P.R. Discussion Papers.
  28. Yang, Bohan & Wang, Bin, 2024. "The time-varying U.S. treasury bond demand elasticity," Economics Letters, Elsevier, vol. 241(C).
  29. Pierre Olivier Gourinchas, 2023. "International Macroeconomics: From the Great Financial Crisis to COVID-19, and Beyond," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 1-34, March.
  30. Benedictow, Andreas & Hammersland, Roger, 2023. "Transition risk of a petroleum currency," Economic Modelling, Elsevier, vol. 128(C).
  31. Xavier Gabaix & Ralph S J Koijen & Robert Richmond & Motohiro Yogo, "undated". "Artificial intelligence and big holdings data: Opportunities for central banks," BIS Working Papers 1222, Bank for International Settlements.
  32. Zefeng Chen & Zhengyang Jiang, 2022. "The Liquidity Premium of Digital Payment Vehicle," CESifo Working Paper Series 9933, CESifo.
  33. Holland, Sara B. & Sarkissian, Sergei & Schill, Michael J. & Warnock, Francis E., 2024. "Nonlinearities and a pecking order in cross-border investment," Journal of Banking & Finance, Elsevier, vol. 166(C).
  34. Michael B. Devereux & Charles Engel & Steve Pak Yeung Wu, 2023. "Collateral Advantage: Exchange Rates, Capital Flows and Global Cycles," NBER Working Papers 31164, National Bureau of Economic Research, Inc.
  35. Dennij Mandeij, 2020. "Determination of Equilibrium Exchange Rate Rupiah Against US Dollar and its Volatility: Application of Asset Approach," International Journal of Business and Administrative Studies, Professor Dr. Bahaudin G. Mujtaba, vol. 6(6), pages 323-336.
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