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forward exchange rates
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non-deliverable forward market
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On the use of sterilisation bonds in emerging
Asia
Mehrotra, Aaron
-
2013
We document recent developments in the use of sterilisation bonds by six central banks in emerging
Asia
, and discuss … has fallen relative to the rate of remuneration of required reserves, some central banks in
Asia
have increasingly used …
Persistent link: https://www.econbiz.de/10012148687
Saved in:
2
De facto currency baskets of China and East Asian economies: The rising weights
Fang, Ying
;
Huang, Shicheng
;
Niu, Linlin
-
2012
RMB currency basket during specific periods largely reflect the fact that these East
Asia
economies have been …
Persistent link: https://www.econbiz.de/10012148657
Saved in:
3
The impact of Chinese monetary policy shocks on East
Asia
Kozluk, Tomasz
;
Mehrotra, Aaron
-
2008
We study the effects of Chinese monetary policy shocks on China s major trading partners in East
Asia
by estimating …
Persistent link: https://www.econbiz.de/10012148549
Saved in:
4
Volatility dependence across
Asia
-Pacific on-shore and off-shore U.S.dollar futures markets
Colavecchio, Roberta
;
Funke, Michael
-
2007
This paper estimates switching autoregressive conditional heteroscedasticity (SWARCH) time series models for weekly returns of nine Asian forward exchange rates. We find two regimes with different volatility levels, whereby each regime displays considerable persistence. Our analysis provides...
Persistent link: https://www.econbiz.de/10012148539
Saved in:
5
Volatility transmissions between renminbi and
Asia
-Pacific on-shore and off-shore U.S. dollar futures
Colavecchio, Roberta
;
Funke, Michael
-
2006
-deliverable forward market and seven of its
Asia
-Pacific counterparts over the period January 1998 to March 2005.To account for the time …
Persistent link: https://www.econbiz.de/10012148519
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