Exchange Rates and Dollar Liquidity

EEA
Presenter(s) Type Archive date Archive time Length
Marco Graziano
Jantke de Boer
Daniel Ostry
Ambrogio Cesa-Bianchi
Contributed Sessions
23/08/22
14:00 CEST
90 mins
Presenter(s)
Type
Archive date
23/08/22
Archive time
14:00 CEST
Length
90 mins

Papers

(Listed in order of presenters above)

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

Global Portfolio Network and Currency Risk Premia

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

Dash for Dollars