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   Articles with "rate shocks" as a keyword



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Corruption, interest rates and business cycles: comparison of emerging economies

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recommendations! Published in 2018 at "Economic Change and Restructuring"

DOI: 10.1007/s10644-017-9206-5

Abstract: We examine the hypothesis that corruption in a country negatively influences the macroeconomy through an increase in the country-specific interest rate (interest rate shock). An empirical study estimated the contribution of the interest rate shocks… read more here.

Keywords: interest rate; rate shocks; corruption; interest ... See more keywords
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Understanding exchange rate shocks during COVID-19

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recommendations! Published in 2021 at "Finance Research Letters"

DOI: 10.1016/j.frl.2021.102181

Abstract: Abstract Using a dynamic VAR model fitted to hourly data, we evaluate the evolution of spillover shocks from exchange rates returns of EURO, Yen, CAD and GBP. We find that over the COVID-19 sample: (a)… read more here.

Keywords: rate shocks; exchange rates; exchange; understanding exchange ... See more keywords
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Labor force participation, interest rate shocks, and unemployment dynamics in emerging economies

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recommendations! Published in 2018 at "Journal of Development Economics"

DOI: 10.1016/j.jdeveco.2018.03.003

Abstract: Abstract Emerging economies (EMEs) have highly volatile unemployment and real wages. Standard models with interest rate shocks can generate higher unemployment volatility, but still fall quantitatively short of matching the empirical volatility of unemployment. A… read more here.

Keywords: interest rate; unemployment; rate shocks; participation ... See more keywords
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Exchange rate shocks in multicurrency interbank markets

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recommendations! Published in 2021 at "Journal of Financial Stability"

DOI: 10.1016/j.jfs.2021.100888

Abstract: Abstract We simulate the impact on the nonbank liabilities of banks in a multiplex interbank environment arising from changes in currency exposure. Currency shocks as a source of financial contagion in the banking sector have… read more here.

Keywords: multicurrency interbank; currency; rate shocks; exchange rate ... See more keywords