The behavior of currencies during risk-off episodes:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
[Washington, D.C.]
International Monetary Fund
2013
|
| Series: | IMF working paper
WP/13/8 |
| Subjects: | |
| Online Access: | FLA01 |
| Item Description: | Title from PDF title page (IMF Web site, viewed Jan. 22, 2013). - "Monetary and Capital Markets Department, Research Department.". - "January 2013." Print version record |
| Physical Description: | 1 online resource (34 pages) |
| ISBN: | 9781475536102 1475536100 |
Staff View
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| 505 | 8 | |a Episodes of increased global risk aversion, also known as risk-off episodes, have become more frequent and severe since 2007. During these episodes, currency markets exhibit recurrent patterns, as the Japanese yen, Swiss franc, and U.S. dollar appreciate against other G-10 and emerging market currencies. The pattern of these moves can be explained by a combination of fundamental factors, such as the nominal interest rate, the international investment position and measures of exchange rate misalignment, and market-liquidity factors, such as bid-offer spreads and restrictions on international capital flows. We also find that currency performance in a risk-off episode has become more related to a currency's yield and relationship to broader risks in recent years | |
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| 650 | 7 | |a Foreign exchange |2 fast | |
| 650 | 7 | |a Foreign exchange / Econometric models |2 fast | |
| 650 | 7 | |a Foreign exchange rates |2 fast | |
| 650 | 7 | |a Foreign exchange rates / Econometric models |2 fast | |
| 650 | 4 | |a Foreign exchange |a Foreign exchange |x Econometric models |a Foreign exchange rates |a Foreign exchange rates |x Econometric models | |
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Record in the Search Index
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| bvnumber | BV045356466 |
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| contents | Episodes of increased global risk aversion, also known as risk-off episodes, have become more frequent and severe since 2007. During these episodes, currency markets exhibit recurrent patterns, as the Japanese yen, Swiss franc, and U.S. dollar appreciate against other G-10 and emerging market currencies. The pattern of these moves can be explained by a combination of fundamental factors, such as the nominal interest rate, the international investment position and measures of exchange rate misalignment, and market-liquidity factors, such as bid-offer spreads and restrictions on international capital flows. We also find that currency performance in a risk-off episode has become more related to a currency's yield and relationship to broader risks in recent years |
| ctrlnum | (ZDB-4-EBU)ocn824813135 (OCoLC)824813135 (DE-599)BVBBV045356466 |
| dewey-full | 332.45 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.45 |
| dewey-search | 332.45 |
| dewey-sort | 3332.45 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV045356466 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:15:51Z |
| institution | BVB |
| isbn | 9781475536102 1475536100 |
| language | English |
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| publishDate | 2013 |
| publishDateSearch | 2013 |
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| publisher | International Monetary Fund |
| record_format | marc |
| series2 | IMF working paper |
| spelling | De Bock, Reinout Verfasser aut The behavior of currencies during risk-off episodes prepared by Reinout De Bock and Irineu de Carvalho Filho [Washington, D.C.] International Monetary Fund 2013 1 online resource (34 pages) txt rdacontent c rdamedia cr rdacarrier IMF working paper WP/13/8 Title from PDF title page (IMF Web site, viewed Jan. 22, 2013). - "Monetary and Capital Markets Department, Research Department.". - "January 2013." Print version record Episodes of increased global risk aversion, also known as risk-off episodes, have become more frequent and severe since 2007. During these episodes, currency markets exhibit recurrent patterns, as the Japanese yen, Swiss franc, and U.S. dollar appreciate against other G-10 and emerging market currencies. The pattern of these moves can be explained by a combination of fundamental factors, such as the nominal interest rate, the international investment position and measures of exchange rate misalignment, and market-liquidity factors, such as bid-offer spreads and restrictions on international capital flows. We also find that currency performance in a risk-off episode has become more related to a currency's yield and relationship to broader risks in recent years BUSINESS & ECONOMICS / Finance bisacsh Foreign exchange fast Foreign exchange / Econometric models fast Foreign exchange rates fast Foreign exchange rates / Econometric models fast Foreign exchange Foreign exchange Econometric models Foreign exchange rates Foreign exchange rates Econometric models Carvalho Filho, Irineu de Sonstige oth International Monetary Fund Sonstige oth Erscheint auch als Druck-Ausgabe De Bock, Reinout Behavior of currencies during risk-off episodes [Washington, D.C.] : International Monetary Fund, 2013 9781557755308 |
| spellingShingle | De Bock, Reinout The behavior of currencies during risk-off episodes Episodes of increased global risk aversion, also known as risk-off episodes, have become more frequent and severe since 2007. During these episodes, currency markets exhibit recurrent patterns, as the Japanese yen, Swiss franc, and U.S. dollar appreciate against other G-10 and emerging market currencies. The pattern of these moves can be explained by a combination of fundamental factors, such as the nominal interest rate, the international investment position and measures of exchange rate misalignment, and market-liquidity factors, such as bid-offer spreads and restrictions on international capital flows. We also find that currency performance in a risk-off episode has become more related to a currency's yield and relationship to broader risks in recent years BUSINESS & ECONOMICS / Finance bisacsh Foreign exchange fast Foreign exchange / Econometric models fast Foreign exchange rates fast Foreign exchange rates / Econometric models fast Foreign exchange Foreign exchange Econometric models Foreign exchange rates Foreign exchange rates Econometric models |
| title | The behavior of currencies during risk-off episodes |
| title_auth | The behavior of currencies during risk-off episodes |
| title_exact_search | The behavior of currencies during risk-off episodes |
| title_full | The behavior of currencies during risk-off episodes prepared by Reinout De Bock and Irineu de Carvalho Filho |
| title_fullStr | The behavior of currencies during risk-off episodes prepared by Reinout De Bock and Irineu de Carvalho Filho |
| title_full_unstemmed | The behavior of currencies during risk-off episodes prepared by Reinout De Bock and Irineu de Carvalho Filho |
| title_short | The behavior of currencies during risk-off episodes |
| title_sort | the behavior of currencies during risk off episodes |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Foreign exchange fast Foreign exchange / Econometric models fast Foreign exchange rates fast Foreign exchange rates / Econometric models fast Foreign exchange Foreign exchange Econometric models Foreign exchange rates Foreign exchange rates Econometric models |
| topic_facet | BUSINESS & ECONOMICS / Finance Foreign exchange Foreign exchange / Econometric models Foreign exchange rates Foreign exchange rates / Econometric models Foreign exchange Foreign exchange Econometric models Foreign exchange rates Foreign exchange rates Econometric models |
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