Skip to content!

Topic Financial Markets

0 filter(s) selected
Go to page
remove add
187 results, from 51
Schumpeter BSE Macro Seminar

Dollar Demand and International Risk Sharing (with Rohan Kekre)

02.02.2021| Moritz Lenel, Princeton University
Seminar of the Macro Department

Fatal austerity: the economic consequences of Heinrich Brüning

20.01.2021| Stephanie Ettmeier
Schumpeter BSE Macro Seminar

Dynamic Oligopoly and Price Stickiness

19.01.2021| Ivan Werning, MIT
Schumpeter BSE Macro Seminar

Confidence, Fundamentals, and Consumption, joint with Jean-Paul L'Huillier and Robert Waldmann

12.01.2021| Donghoon Yoo, Institute of Social and Economic Research, Osaka University, Japan
Seminar of the Macro Department

Disentangling Covid-19, containment and mobility shocks

06.01.2021| Malte Rieth
Schumpeter BSE Macro Seminar

The Great Depression as a saving glut

05.01.2021| Eric Monnet, Paris School of Economics and EHESS
Externe referierte Aufsätze

Financial Literacy and Intra-household Decision Making: Evidence from Rwanda

Research has consistently shown that women’s involvement in household decision making positively affects household outcomes such as nutrition and education of children. Is financial literacy a determinant for women to participate in intra-household decision making? Using data on savings groups in Rwanda, we examine this relationship and show that women with higher financial literacy are more involved ...

In: Journal of African Societies 30 (2021), 3, S. 225–250 | Antonia Grohmann, Annekathrin Schoofs
Externe referierte Aufsätze

The Dynamic Impact of FX Interventions on Financial Markets

Evidence on the effectiveness of foreign exchange (FX) interventions is either limited to short horizons or hampered by debatable identification. We address these limitations by identifying a structural vector autoregressive model for the daily frequency with an external instrument. Generally we find, for freely floating currencies, that FX intervention shocks significantly affect exchange rates and ...

In: The Review of Economics and Statistics 103 (2021), 5, S. 939–953 | Lukas Menkhoff, Malte Rieth, Tobias Stöhr
Externe referierte Aufsätze

The State-Dependent Trading Behavior of Banks in the Oil Futures Market

We study the state-dependent trading behavior of financial institutions in the oil futures market, using structural vector autoregressions with Markov switching in heteroskedasticity. We consider two states of the world: tranquil and turbulent. We decompose the observable time-varying price volatility during the period 2006M6–2016M5 into changes in the slopes of traders’ demand curves and into changes ...

In: Journal of Economic Behavior & Organization 191 (2021), S. 1011-1024 | Daniel Bierbaumer, Malte Rieth, Anton Velinov
187 results, from 51