The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment

Author:

Avdjiev Stefan,Bruno Valentina,Koch Catherine,Shin Hyun Song

Publisher

Springer Science and Business Media LLC

Subject

General Economics, Econometrics and Finance,General Business, Management and Accounting

Reference42 articles.

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2. Arellano, M., and S. Bond. 1991. Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations. Review of Economic Studies 58(2): 277–297.

3. Avdjiev, S., and E. Takats. 2018. Monetary policy spillovers and currency networks in cross-border bank lending: lessons from the 2013 Fed Taper Tantrum. Review of Finance. https://doi.org/10.1093/rof/rfy030 .

4. Avdjiev, S., W. Du, C. Koch, and H.S. Shin. The Dollar, Bank Leverage and the Deviation from Covered Interest Parity. American Economic Review: Insights (forthcoming).

5. Avdjiev, S., Z. Kuti, and E Takáts. 2012. The Euro Area Crisis and Cross-Border Bank Lending to Emerging Markets. BIS Quarterly Review, December, 37–47.

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