International Liquidity and Exchange Rate Dynamics *
From MaRDI portal
Publication:4963042
DOI10.1093/QJE/QJV016zbMath1400.91344OpenAlexW2257520161MaRDI QIDQ4963042
Matteo Maggiori, Xavier Gabaix
Publication date: 6 November 2018
Published in: The Quarterly Journal of Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/qje/qjv016
Macroeconomic theory (monetary models, models of taxation) (91B64) Actuarial science and mathematical finance (91G99)
Related Items (9)
A Risk Measurement Model of China’s Non-Ferrous Metal Futures Market ⋮ Modeling sterilized interventions and balance sheet effects of monetary policy in a New-Keynesian framework ⋮ The purchasing power parity fallacy: time to reconsider the PPP hypothesis ⋮ Volatility GARCH models with the ordered weighted average (OWA) operators ⋮ FIRM EXPORT DYNAMICS AND THE EXCHANGE RATE: A QUANTITATIVE EXPLORATION ⋮ Quantitative easing in the US and financial cycles in emerging markets ⋮ Foundations for optimal inattention ⋮ Deep habits and exchange rate pass-through ⋮ Managing macroeconomic fluctuations with flexible exchange rate targeting
This page was built for publication: International Liquidity and Exchange Rate Dynamics *
