“...This paper studies the reaction of the conditional mean and volatility of the euro–dollar exchange rate to statements by European Central Bank and national...”

“...The dollarization of the domestic banking system represents a source of vulnerability for emerging market countries, and a debate has emerged over whether the...”

“...We study the correlation of monthly excess returns for seven major countries over the period 1960-90. We find that the international covariance and correlation...”

“...We examine the impact and spillover effects of monetary policy surprises on international bond returns. Within the framework of Campbell and Ammer (1993), we...”

“...This paper analyses the choices of exchange rate regimes in developing countries since 1980. Static and dynamic random-effects multinomial panel models are...”

“...This paper analyzes the effects of changes in the U.S. Federal Reserve's Federal Funds rate on emerging countries' interest rates using high frequency (weekly)...”

“...In this paper I analyze whether restrictions to capital mobility reduce vulnerability to external shocks. More specifically, I ask if countries that restrict...”

“...This paper re-examines the empirical modeling of Purchasing Power Parity (PPP) deviations in the presence of commodity market frictions. First, we show that a...”

“...This study investigates the contemporaneous correlation and the spillover effects between the US and the German stock markets around the opening of the two...”

“...This paper examines the determinants of the market-assessed sovereign risk premium, measured by the Brady bond stripped yield spread. Our study shows that,...”