1.
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This paper studies international trade and macroeconomic dynamics triggered by economic sanctions, and the associated welfare losses, in a calibrated, asymmetric, three-c[...]
2024 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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2.
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How did funding structures—the source, instrument, currency, and counterparty location of financing—relate to the financial stress experienced in different countries and [...]
2023 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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3.
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We propose an uncovered expected returns parity (URP) condition for the bilateral spot exchange rate that results from free entry into international finance by global fin[...]
2022 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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4.
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We study the joint evolution of foreign exchange (FX) spot and swap market liquidity. We find strong co-movement in spot and swap market liquidity conditions and a robust[...]
2022 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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5.
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This paper studies risk premia in the foreign exchange market when investors entertain multiple models for consumption growth. Investors confront two sources of uncertain[...]
2020 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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6.
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Increased sovereign credit risk is often associated with sharp currency movements. Therefore, expectations of the probability of a sovereign default event can convey impo[...]
2018 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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7.
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We estimate the link between exchange rate fluctuations and the labour input of Canadian manufacturing industries. The analysis is based on a dynamic model of labour dema[...]
2017 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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8.
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In emerging-market economies, real exchange rate adjustment is critical for achieving a sustainable current account position and thereby for helping to maintain macroecon[...]
2016 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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9.
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Predictive regressions for bilateral exchange rates are typically run on variables from the associated bilateral pairs of countries. These regressions characteristically [...]
2015 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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10.
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This paper studies the determinants of the euro exchange rate volatility during the European sovereign debt crisis, allowing a role for macroeconomic fundamentals, policy[...]
2014 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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