EVOLUTION OF DOLLAR/EURO EXCHANGE RATE BEFORE AND AFTER THE BIRTH OF EURO AND POLICY IMPLICATIONS,
Heng Chen, Dietrich Fausten and Wing-Keung Wong,
from Monash University, Department of Economics
(2006)
Keywords: Euro, Exchange rate, Monetary model, Cointegration
Hong Kong's Financial Market Interactions with the US and Mainland China in Crisis and Tranquil Times,
Dong He, Zhiwei Zhang and Honglin Wang,
from Hong Kong Monetary Authority
(2009)
Keywords: Financial markets interactions, Financial crisis
Liquidity, Risk Appetite and Exchange Rate Movements During the Financial Crisis of 2007-2009,
Cho-Hoi Hui, Hans Genberg and Tsz-Kin Chung,
from Hong Kong Monetary Authority
(2009)
Keywords: Sub-prime crisis; carry trades; liquidity; leverage
The impact of macroeconomic announcements on real time foreign exchange rates in emerging markets,
Fang Cai, Hyunsoo Joo and Zhiwei Zhang,
from Board of Governors of the Federal Reserve System (U.S.)
(2009)
Keywords: Foreign exchange rates; Developing countries
Exchange rates dependence: what drives it?,
Sigridur Benediktsdottir and Chiara Scotti,
from Board of Governors of the Federal Reserve System (U.S.)
(2009)
Bivariate Causality between Exchange Rates and Stock Prices on Major Asian Countries,
Hooi Hooi Lean and Marwan Halim,
from Monash University, Department of Economics
(2005)
Keywords: Asian Financial Crisis, 911-Terrorist-Attack, Dynamic Linkages, Cointegration, Bivariate Causality
From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers,
Naohiko Baba and Frank Packer,
from Bank for International Settlements
(2009)
Keywords: FX swap, Covered interest parity, Financial market turmoil, Counterparty risk, US dollar swap lines, Term auction facility, Central bank cooperation, Lehman bankruptcy