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Keywords:Foreign exchange 

Working Paper
A stochastic dominance approach to the evaluation of foreign exchange forecasts

FRB Atlanta Working Paper , Paper 91-5

Working Paper
Economic effects of currency unions

This paper develops a new instrumental-variable (IV) approach to estimate the effects of different exchange rate regimes on bilateral outcomes. The basic idea is that the characteristics of the exchange rate regime between two countries (exchange rate variability, fixed or float, autonomous or common currencies) are partially related to the independent decisions of these countries to peg -explicitly or de facto- to a third currency, notably that of a main anchor. Our approach is to use this component of the exchange rate regime as an IV in regressions of bilateral outcomes. We illustrate the ...
Working Papers , Paper 02-4

Journal Article
Capital requirements for interest-rate and foreign-exchange hedges

Economic Review , Issue May , Pages 14-28

Newsletter
Foreign exchange trading and settlement: past and present

Since 1989, global foreign exchange turnover (and settlements) has more than tripled, to just over $2 trillion per day. This article expands upon a January 2005 Chicago Fed Letter that described broad clearing and settlement principles, and focuses more specifically on foreign exchange settlement practices, past and present.
Chicago Fed Letter , Issue Feb

Working Paper
China’s monetary policy and the exchange rate

The paper models monetary policy in China using a hybrid McCallum-Taylor empirical reaction function. The feedback rule allows for reactions to inflation and output gaps, and to developments in a trade-weighted exchange rate gap measure. The investigation finds that monetary policy in China has, on average, accommodated inflationary developments. But exchange rate shocks do not significantly affect monetary policy behavior, and there is no evidence of a structural break in the estimated reaction function at the end of the strict dollar peg in July 2005. The paper also runs an exercise ...
Working Paper Series , Paper 2010-19

Working Paper
Liberalization of Korea's foreign exchange markets

Pacific Basin Working Paper Series , Paper 92-08

Working Paper
A model of international cities: implications for real exchange rates

We develop a model of cities each inhabited by two agents, one specializing in manufacturing, the other in retail distribution. The distribution sector represents the physical transformation of all internationally traded goods from the factory gate to the final consumer. Using a panel of micro-prices at the city level, we decompose the cross-sectional variance of long-run LOP deviations into the fraction due to distribution costs, trade costs and a residual. For the median good, trade costs account for 50 percent of the variance, distribution costs account for 10 percent with 40 percent of ...
Globalization Institute Working Papers , Paper 38

Working Paper
Time-varying consumption betas and the foreign exchange market

Working Papers , Paper 94-24

Working Paper
Shortages of small change in early Argentina

In this note I review evidence suggesting that shortages of small change occurred in the territory of Argentina during the end of the eighteenth and the beginning of the nineteenth centuries. For the colonial period (until 1810) the main pieces of evidence are: (i) the widespread use of informal means of payment, (ii) the difficulties faced in retiring from circulation low quality subsidiary coins, and (iii) the numerous official resolutions banning the exporting of fractional money from the colonies. For the period from 1810 to 1825, the episodes surrounding the introduction of copper coins ...
Working Paper , Paper 03-12

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Neely, Christopher J. 25 items

Moreno, Ramon 8 items

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Weller, Paul A. 7 items

Tille, Cedric 5 items

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