Liquidity and exchange rates: an empirical investigation
From MaRDI portal
Publication:6650200
DOI10.1093/RESTUD/RDAC072MaRDI QIDQ6650200
Charles Engel, Steve Pak Yeung Wu
Publication date: 6 December 2024
Published in: Review of Economic Studies (Search for Journal in Brave)
Cites Work
- Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
- Is econometrics useful for private policy making? A case study of replacement policy at an auto rental company
- Why are so many goods priced to end in nine? And why this practice hurts the producers
- End of 9-endings, price recall, and price perceptions
- Using elasticities to derive optimal income tax rates
- Bounds on elasticities with optimization frictions: a synthesis of micro and macro evidence on labor supply
- U.S. Monetary Policy and the Global Financial Cycle
- The Role of Portfolio Constraints in the International Propagation of Shocks
- Noise Trading and Exchange Rate Regimes
- Cross-Border Banking and Global Liquidity
- Rationally Inattentive Seller: Sales and Discrete Pricing
- IV Quantile Regression for Group-Level Treatments, With an Application to the Distributional Effects of Trade
- A Model of the International Monetary System*
- Asymptotic Inference about Predictive Ability
- Redistributive Taxation in the Roy Model*
- A Sparsity-Based Model of Bounded Rationality *
- International Liquidity and Exchange Rate Dynamics *
- Rare Disasters and Exchange Rates *
- The Taxation of Superstars*
- Banking, Trade, and the Making of a Dominant Currency
- Monetary Policy and the Predictability of Nominal Exchange Rates
- Forward and Spot Exchange Rates in a Multi-Currency World*
This page was built for publication: Liquidity and exchange rates: an empirical investigation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6650200)