Central bank digital currency: A review and some macro-financial implications
H Chen, PL Siklos - Journal of Financial Stability, 2022 - Elsevier
Abstract Central Bank Digital Currencies (CBDC) have attracted considerable interest and
its deployment on a global scale is imminent. However, CBDC face several challenges …
its deployment on a global scale is imminent. However, CBDC face several challenges …
[HTML][HTML] What keeps stablecoins stable?
RK Lyons, G Viswanath-Natraj - Journal of International Money and …, 2023 - Elsevier
Using trades between the stablecoin treasury and private investors, we quantify how
improved arbitrage design stabilizes the price of the dominant stablecoin, Tether. We identify …
improved arbitrage design stabilizes the price of the dominant stablecoin, Tether. We identify …
Asymmetric volatility connectedness on the forex market
We show how bad and good volatility propagate through the forex market, ie, we provide
evidence for asymmetric volatility connectedness on the forex market. Using high-frequency …
evidence for asymmetric volatility connectedness on the forex market. Using high-frequency …
Channels of US monetary policy spillovers to international bond markets
We show significant US monetary policy (MP) spillovers to international bond markets. Our
methodology identifies US MP shocks as the change in short-term Treasury yields around …
methodology identifies US MP shocks as the change in short-term Treasury yields around …
The prudential use of capital controls and foreign currency reserves
J Bianchi, G Lorenzoni - Handbook of International Economics, 2022 - Elsevier
We provide a simple framework to study the prudential use of capital controls and currency
reserves that have been explored in the recent literature. We cover the role of both …
reserves that have been explored in the recent literature. We cover the role of both …
[图书][B] A quantitative model for the integrated policy framework
Many central banks have relied on a range of policy tools, including foreign exchange
intervention (FXI) and capital flow management tools (CFMs), to mitigate the effects of …
intervention (FXI) and capital flow management tools (CFMs), to mitigate the effects of …
[图书][B] Foreign exchange intervention: A dataset of public data and proxies
G Adler, KS Chang, R Mano, Y Shao - 2021 - books.google.com
Foreign exchange intervention (FXI) is a highly debated topic. Yet, comprehensive and
comparable data on FXI is hard to find. This paper provides a new dataset of FXI covering a …
comparable data on FXI is hard to find. This paper provides a new dataset of FXI covering a …
Understanding the dynamics of foreign reserve management: The central bank intervention policy and the exchange rate fundamentals
IU Akdogan - International Economics, 2020 - Elsevier
The aim of this study is to examine the behaviour of central banks in managing their foreign
exchange reserves. This includes measuring the effects of macroeconomic fundamentals on …
exchange reserves. This includes measuring the effects of macroeconomic fundamentals on …
International macroeconomics with imperfect financial markets
M Maggiori - Handbook of international economics, 2022 - Elsevier
A review of recent advances in open economy analysis under segmented international
financial markets. A set of modeling tools that have been used to understand financial crises …
financial markets. A set of modeling tools that have been used to understand financial crises …
[图书][B] Central bank policy: Theory and practice
P Warjiyo, SM Juhro - 2019 - emerald.com
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Access Publish with us Advanced search Bibliography Perry Warjiyo Solikin M. Juhro …
Access Publish with us Advanced search Bibliography Perry Warjiyo Solikin M. Juhro …