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A tool to undertand the world currencies: the correlation map
(2016-11-11)
The currency markets are dominated by the few greatest currencies (as $, €, ¥, £ …). Their strong influence is gathering many currencies around them. From the outside, it looks like a large group of correlated currencies. ...
Commodity price perdictability: commodity currencies or global risk factor
(Universidad Torcuato Di Tella, 2015)
In this paper, I argue that global factors also have a role in forecasting commodity prices. That is, both global factors and the exchange rates of small commodity exporters have predictive power over global commodity ...
Toward a theory of international currency : a step further
(Escola de Pós-Graduação em Economia da FGV, 1995-09-06)
We generalize the two-country, two-currency model of Matsuyama, Kiyotaki and Matsui to resolve two 'shortcomings' in their approach. First, we endogenize prices and excb.ange rates. Second, we introduce monetary policy. ...
Does monetary policy stabilize the exchange rate following a currency crisis?
(Escola de Pós-Graduação em Economia da FGV, 1999-05-27)
This paper provides evidence on the relationship between monetary policy and the exchange rate in the aftermath of currency crises. It ana1yzes a large data set of currency crises in 80 countries in the period 1980 to 1998. ...
On liability dollarization: a simple model with domestic and foreign creditors
(Universidad de San Andrés. Departamento de Economía, 2005-02)