US monetary policy uncertainty and RMB deviations from covered interest parity

Author:

Lin Zhitao1,Qian Xingwang2

Affiliation:

1. School of Economics, Jinan University, Guangzhou, China

2. Department of Economics and Finance, SUNY Buffalo State College, Buffalo, NY, USA

Funder

National Natural Science Foundation of China

Humanities and Social Sciences Foundation of the Ministry of Education of China

Natural Science Foundation of Guangdong Province

Social Science Foundation of Guangdong Province

Social Science Foundation of Guangzhou

Institute of Finance

Publisher

Informa UK Limited

Subject

Political Science and International Relations,Economics and Econometrics,Sociology and Political Science

Reference34 articles.

1. Hoarding for stormy days—Test of international reserves adjustment providing financial buffer stock services

2. The Dollar, Bank Leverage, and Deviations from Covered Interest Parity

3. Measuring Economic Policy Uncertainty*

4. Borio, Claudio, Mobeen Iqbal, Robert McCauley, Patrick McGuire, and Vladyslav Sushko. 2018. “The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets.” BIS Working Paper No. 590. Bank for International Settlements. https://www.bis.org/publ/work590.pdf

5. Dollar Shortage, Central Bank Actions, and the Cross Currency Basis

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. RMB internationalization and exchange rate exposure of Chinese listed firms;Journal of International Money and Finance;2024-07

2. Original sin redux and deviations from covered interest parity;Journal of International Money and Finance;2023-12

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