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Working Papers - CESifo Group Munich
Working Papers - CESifo Group Munich

... and since the American economy began to slump in the last quarter of 2000, this interpretation has lost much of its appeal, because contrary to expectations the euro continued to weaken against the dollar. Something else must have happened that explains why people are selling their euros. De Grauwe ...
Sterilization - Princeton University Press
Sterilization - Princeton University Press

... relationship between government debt supplies and the return differential between domestic and foreign bonds, and empirical studies have had mixed success relating the two. Studies that include government debt and other outside assets, which usually dwarf foreign exchange intervention in magnitude, ...
Read the Full Article - Independent Institute
Read the Full Article - Independent Institute

... 1935 to 2013, Argentina had a compounded equivalent yearly inflation rate of 50 percent. This means that 4.58  1014 ARS in 2012 had the same purchasing power as one ARS in 1934.3 This is not the result of hyperinflation in the late 1980s; rather, it is the result of a chronic inflationary problem. ...
Going global with bonds
Going global with bonds

Why the Dollar Needs to Fall Further
Why the Dollar Needs to Fall Further

... States—is that many of their governments follow interventionist policies in currency markets that short-circuit the type of market correction in the dollar’s value now occurring with the euro and other major currencies. Many East Asian countries either peg their exchange rates at artificially low va ...
Working Paper
Working Paper

... The post Bretton Woods international monetary arrangements have been asymmetric. Typically, some countries maintain a system of -more or less- fixed parities among themselves while, at the same time, allowing the external value of their currencies to move freely against currencies that do not belong ...
NBER WORKING PAPER SERIES THE LOGIC OF CURRENCY CRISES Maurice Obstfeld
NBER WORKING PAPER SERIES THE LOGIC OF CURRENCY CRISES Maurice Obstfeld

... Marché des Changes," Paris, November 24-26, 1993, and forthcoming in the Cahiers Economiques et Monétaires of the Banque de France. I thank Matthew Jones and Dennis Bacsafra for excellent research assistance. Camilla Sommarmo, Lars Homgren, and Lars E. 0. Svensson generously helped me obtain data. C ...
2. I E D nternational
2. I E D nternational

... recovery of the global economy, the headline commodity price index picked up slightly during the second half of the year. As indicated by the inflation developments in the fourth quarter, advanced economies saw an inflation uptick in line with the rising economic activity. Similarly, inflation trend ...
The Yen Exchange Rate and Net Foreign Assets
The Yen Exchange Rate and Net Foreign Assets

... while in the steady state a positive NFA position supports a more appreciated exchange rate, in transition, the exchange rate movements may be a means of reaching a desired level of net foreign assets. These considerations can be illustrated using a simplified standard intertemporal open-economy mod ...
Lecture 9 The Money Supply Process
Lecture 9 The Money Supply Process

... base more than tripled as a result of the Fed's purchase of assets and new lending facilities to stem the financial crisis. • The currency ratio fell somewhat during this period, which our money supply model suggests would raise the money multiplier and the money supply because it would increase the ...
PDF Download
PDF Download

... Europe and China are now in the initial stages of negotiating a new trade and investment agreement that will start to address some of these issues. But it seems undeniable that market access in China will remain a key challenge and a key focus of resources for EU trade policy for the foreseeable fut ...
An Empirical Study of a ‘Mystery of Currency Exposure’ with the Case of A-Share Listed Companies
An Empirical Study of a ‘Mystery of Currency Exposure’ with the Case of A-Share Listed Companies

... exchange rate will gradually increase. On the one hand, there will inevitably be fluctuations in national economic development, which may cause changes in the RMB exchange rate. On the other hand, other countries in the world economy are also changing, and there are many uncertain factors that will ...
Political Economy in Macroeconomics
Political Economy in Macroeconomics

... depreciation. The real exchange rate implications of high inflation thus change the governments' incentives to inflate. One interesting aspect of the analysis is that it gives a specific real-world structure to the question of institutional commitment first raised in Chapter 5. The specific structur ...
accounting implications of foreign currency transactions translation
accounting implications of foreign currency transactions translation

... The relevant literature points out that there is a problem in understanding foreign currency translation because of frequent fluctuations in exchange rates, which increase the number of exchange rates used in the translation process. The argumentation for this assertion is metaphorically confirmed b ...
chapter outline
chapter outline

... IV. A First Theory of Exchange-Rate Determination: Purchasing-Power Parity A. Definition of purchasing-power parity: a theory of exchange rates whereby a unit of any given currency should be able to buy the same quantity of goods in all countries. B. The Basic Logic of Purchasing-Power Parity 1. The ...
The Long or Short of it: Determinants of Foreign Currency
The Long or Short of it: Determinants of Foreign Currency

... of country fixed effects in the estimation, we find support for a key general prediction of the theoretical literature: an increase in the propensity for a currency to depreciate during bad times is associated with a longer position in foreign currencies, which acts as a hedge against domestic output ...
Proposed Architecture for an ECOWAS Common Currency
Proposed Architecture for an ECOWAS Common Currency

... West African Monetary Zone (WAMZ) that would later merge with UEMOA. To that end, they facilitated collaborative policy research and public debate in support of the monetary integration agenda. In spite of the strong integration strategy of the sub-region and popular support in its favor, there is l ...
nipfp.org - Semantic Scholar
nipfp.org - Semantic Scholar

... Figure 3 shows China’s sharply rising reserves. As capital inflows and current account surpluses grew, currency pegging required larger intervention and hence an increasing pace of reserve accumulation. The pace of reserves accumulation steadily escalated. Reserves grew by 0.59% per month between Mar ...
Monetary and Fiscal Operations in the People`s Republic of China
Monetary and Fiscal Operations in the People`s Republic of China

... however, is that the PRC’s central government spending is very small in comparison with both developed and upper-middle income developing nations. Indeed, if aggregate demand is currently at the correct level, it is possible to relax central government budgets while at the same time tightening local ...
Ch08 - NTU
Ch08 - NTU

Global Imbalances, Current Account Rebalancing and Exchange Rate Adjustments Yavuz ARSLAN
Global Imbalances, Current Account Rebalancing and Exchange Rate Adjustments Yavuz ARSLAN

oecd development centre
oecd development centre

... lower debt costs may be of utmost importance in boosting investment and future output growth on the continent. This paper aims at identifying the determinants of South African currency premia — such premia usually form an important element of debt cost in developing countries — in order to assess th ...
Currency Portfolios and Currency Exchange in a
Currency Portfolios and Currency Exchange in a

... In our decentralized environment, agents are assumed to meet at random and trade bilaterally. They use currency to buy goods and services and/or the other currency. When agents meet and trade currencies, the nominal exchange rate is the ratio of the quantities of currencies exchanged. To provide age ...
Foreign Exchange Market - KV Institute of Management and
Foreign Exchange Market - KV Institute of Management and

... When interest rate for a particular currency rises, it will have a consequent effect on the yields for the assets denominated in that particular currency, nudging way for an increase in demand by investors and hence, increase the value of currency. Investors generally try to seek a balance between y ...
The Sequence of Capital Account Liberalization: a Microcosmic Model
The Sequence of Capital Account Liberalization: a Microcosmic Model

... integrates with the international capital market after capital account liberalization, the UIRP will no longer hold owing to the existence of a time-varying risk premium as a compensation for the speculative position in the foreign currency. ...
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Currency War of 2009–11

The Currency War of 2009–2011 is an episode of competitive devaluation which became prominent in September 2010. Competitive devaluation involves states competing with each other to achieve a relatively low valuation for their own currency, so as to assist their domestic industry. With the financial crises of 2008 the export sectors of many emerging economies have experienced declining orders, and from 2009 several states began or increased their levels of intervention to push down their currencies.Both private sector analysts and politicians including Tim Geithner have suggested the phrase currency war overstates the extent of hostility, but the term has been widely used by the media since Brazil's finance ministers Guido Mantega September 2010 announcement that a ""currency war"" had broken out.Other commentators including world statesmen such as Manmohan Singh and Guido Mantega suggested a currency war was indeed underway and that the leading participants are China and the US, though since 2009 many other states have been taking measures to either devalue or at least check the appreciation of their currencies. The US does not acknowledge that it is practicing competitive devaluation and its official policy is to let the dollar float freely. While the US has taken no direct action to devalue its currency, there is close to universal consensus among analysts that its quantitative easing programmes exert downwards pressure on the dollar.According to many analysts the currency war had largely fizzled out by mid-2011, though others including Mantega disagreed. As of March 2012, outbreaks of rhetoric have still been occurring, with additional measures being adopted by countries like Brazil to control the appreciation of their currency. Yet by June, there were signs that currency misalignment had been levelling out in China and across the world, with even Mantega relaxing some of Brazils anti-appreciation controls. Alarms were raised concerning a possible second 21st currency war in January 2013, this time with the most apparent tension being between Japan and the Euro-zone.
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