Browsing Norges Banks vitenarkiv by Subject "exchange rate dynamics"

Now showing items 1-3 of 3

    • Exchange Rates, Interest Rates and the Global Carry Trade 

      Evans, Martin D. D.; Rime, Dagfinn (Working Papers;14/2017, Working paper, 2017)
      We empirically examine how the global carry trade affects the dynamics of spot exchange rates and interest rates across 13 countries from 2000, through the world financial crisis, until the end of 2011. Our model identifies ...

    • Financial Globalization and Bank Lending : The Limits of Domestic Monetary Policy? 

      Cao, Jin; Dinger, Valeriya (Working papers;4/2018, Working paper, 2018)
      We empirically analyze how bank lending reacts to monetary policy in the presence of global financial flows. Employing a unique and novel dataset of the funding modes and currency composition of the full population of ...

    • Micro Approaches to Foreign Exchange Determination 

      Evans, Martin D. D.; Rime, Dagfinn (Working Papers;5/2011, Working paper, 2011)
      Micro-based exchange-rate research examines the determination and behavior of spot exchange rates in an environment that replicates the key features of trading in the foreign exchange (FX) market. Traditional macro ...