Exchange Rates and Dollar Liquidity

EEA
Presenter(s) Type Length Chair Room Number Add to calendar
Marco Graziano Jantke de Boer Daniel Ostry Ambrogio Cesa-Bianchi Contributed Sessions 23/08 14:00 CEST
90
mins
Ambrogio Cesa-Bianchi
E1.06
Add to Calendar 2022-08-23 14:00:00 2022-08-23 15:30:00 EEA-ESEM 2022: Exchange Rates and Dollar Liquidity. Room: E1.06 EEA-ESEM 2022 congress@eeassoc.org Europe/Rome public

Papers

(Listed in order of presenters above)

Convenience yields and the foreign demand for US Treasuries: portfolio-level evidence from European banks

Read paper

Global Portfolio Network and Currency Risk Premia

Read paper

Tails of Foreign Exchange at Risk (FEaR): Exchange Rate Disasters and Dollar Liquidity Yields

Read paper

Dash for Dollars

Read paper

Presentations

Convenience yields and the foreign demand for US Treasuries: portfolio-level evidence from European banks

View

Global Portfolio Network and Currency Risk Premia

View

Tails of Foreign Exchange at Risk (FEaR): Exchange Rate Disasters and Dollar Liquidity Yields

Dash for Dollars