“...The canonical predictions of intertemporal open-economy macro models are tested by a structural VAR analysis of G7 countries. The analysis is distinguished...”

“...A debate has raged in the general equilibrium literature on the impact of trade costs on portfolio home bias. In all of these models there is a simple, easily...”

“...This paper presents a hybrid causal model for predicting the occurrence of currency crises by using the neuro fuzzy modeling approach. The model integrates the...”

“...We analytically derive optimal central bank portfolios in a minimum variance framework with two assets and transaction demands caused by sudden stops in...”

“...The CAPM as the benchmark asset pricing model generally performs poorly in both developed and emerging markets. We investigate whether allowing the model...”

“...We propose a method for calculating the macroeconomic costs of banking crises that controls for the downward impact of recessions on banking activity. This...”

“...I estimate the determinants of the demand for international reserves using quantile regressions. Employing a dataset of 108 developing nations over the period...”

“...This study examines the proposition that political business cycle theory is relevant to private foreign lenders to developing countries. We find that: credit...”

“...Using four years of second-by-second executed trade data, we study the intraday effects of a representative group of scheduled economic releases on three...”

“...We assess the impact of safe haven flows on market liquidity by examining the bid-ask spread in the Euro–U.S. dollar spot and forward markets around Y2K. In...”