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852 results, from 1
  • 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

    Exchange Rates, Foreign Currency Exposure and Sovereign Risk

    We quantify the causal link between exchange rate movements and sovereign risk of 16 major emerging market economies (EMEs) by means of structural vector autoregressive models (SVARs) and conditional on data from 10/2004 through 12/2016. We apply a novel data-based identification approach of the structural shocks that allows to account for the complex interrelations within the triad of exchange rates, ...

    In: Journal of International Money and Finance 117 (2021), 102454 | Kerstin Bernoth, Helmut Herwatz
  • DIW Roundup 142 / 2022

    How Shocks Affect Stock Market Participation

    While there is a broad consensus in the literature that stock ownership is associated with individual characteristics, such as wealth, income, risk preferences, and financial literacy, less is known about the dynamics of stock market participation (SMP). Major fluctuations in SMP are oftentimes related to political events, economic shocks, and technological disruptions. We discuss the literature that ...

    2022| Lorenz Meister, Karla Schulze
  • Seminar of the Macro Department

    Frugal fatalities? A narrative assessment of the cost of austerity

    26.04.2022| Katharina Schramm
  • Schumpeter BSE Macro Seminar

    Foreign Currency Debt and Expectations

    26.04.2022| Kenza Benhima, University of Lausanne
  • Seminar of the Macro Department

    tba

    11.01.2022| Alexander Kriwoluzky
  • Seminar of the Macro Department

    Wealth inequality cycles

    25.01.2022| Sören Gaum
  • Seminar of the Macro Department

    tba

    22.02.2022| Hannah Magdalena Seidl
  • Seminar of the Macro Department

    A 200-hundered Year EMBI

    05.04.2022| Josefin Meyer
  • Externe referierte Aufsätze

    Common Ownership Patterns in the European Banking Sector: The Impact of the Financial Crisis

    We provide a description of ownership patterns in the top 25 European banks for the period 2003–2015, where we especially focus on the global financial crisis. Investment managers, such as Blackrock, are dominant in terms of number of blockholdings in different banks, maintaining fairly stable “common ownership” networks throughout our sample. However, the financial crisis led to capital injections ...

    In: Journal of Competition Law & Economics 18 (2022), 1, S. 135–167 | Albert Banal-Estañol, Nuria Boot, Jo Seldeslachts
852 results, from 1
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