Exchange rates, foreign currency exposure and sovereign risk

Author:

Bernoth Kerstin,Herwartz Helmut

Funder

Deutsche Forschungsgemeinschaft

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference66 articles.

1. An empirical model of the Brazilian country risk–an extension of the beta country risk model;Andrade;Appl. Econ.,2006

2. Avdjiev, S., Bruno, V., Koch, C., & Shin, H.S. (2018). The dollar exchange rate as a global risk factor: evidence from investment. BIS Working Papers 695, Bank of International Settlement.

3. International currency exposures, valuation effects and the global financial crisis;Bénétrix;Journal of International Economics,2015

4. Blanchard, O. (2004). Fiscal dominance and inflation targeting: Lessons from Brazil. NBER Working Paper 10389, National Bureau of Economic Research.

5. Capital flows and the risk-taking channel of monetary policy;Bruno;Journal of Monetary Economics,2015

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