create a website

Reserves and Risk: Evidence from China. (2020). Yamamoto, Yohei ; Fatum, Rasmus ; Hattori, Takahiro.
In: Globalization Institute Working Papers.
RePEc:fip:feddgw:88094.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 8

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Aizenman, J., Jinjarak, Y., 2020. Hoarding for stormy days – Test of international reserves adjustment providing financial buffer stock services. Review of International Economics. https://doi.org/10.1111/roie.12466 Andersen, T.G., Bollerslev, T., Diebold, F.X.,Vega, C., 2003. Micro effects of macro announcements: real-time price discovery in foreign exchange. American Economic Review 93, 38-62. https://doi.org/10.1257/000282803321455151 Andrews, D.W.K., 1993. Tests for parameter instability and structural change with unknown change point. Econometrica 61, 821-856. https://doi.org/10.2307/2951764 Bai, J., Perron, P., 1998. Estimating and testing linear models with multiple structural changes. Econometrica 66, 47-78. https://doi.org/10.2307/2998540 Baker, D., Walentin, K., 2001. Money for nothing: The increasing cost of foreign reserve holdings to developing nations. Center for Economic Policy Research.

  2. American Economic Review 108, 2629-2670. https://doi.org/10.1257/aer.20140443 Blanchard, O., Faruqee, H., Klyuev, V., 2009. Did foreign reserves help weather the crisis? IMF Survey Magazine, IMF.
    Paper not yet in RePEc: Add citation now
  3. Bianchi, J., Hatchondo, J.C., Martinez, L., 2018. International reserves and rollover risk.

  4. Cheung, Y.-W., Qian, X., 2009. Hoarding of international reserves: Mrs Maclup’s wardrobe and the Joneses. Review of International Economics 17, 824-843. https://doi.org/10.1111/j.1467-9396.2009.00850.x Dominguez, K.M.E., Hashimoto, Y., Ito, T., 2012. International reserves and the global financial crisis. Journal of International Economics 88, 388-406. https://doi.org/10.1016/j.jinteco.2012.03.003 ECB, 2006. The accumulation of foreign reserves. Occasional Paper Series No. 43.

  5. Fatum, R., Scholnick, B., 2008. Monetary policy news and exchange rate responses: Do only surprises matter? Journal of Banking and Finance 32, 1076-1086. https://doi.org/10.1016/j.jbankfin.2007.09.014 Fatum, R., Yamamoto, Y., 2016. Intra-Safe Haven Currency Behavior During the Global Financial Crisis. Journal of International Money and Finance 66, 49-64. https://doi.org/10.1016/j.jimonfin.2015.12.007 Fatum, R., Yetman, J., 2020. Accumulation of foreign currency reserves and risk-taking.

  6. Journal of International Money and Finance 102. https://doi.org/10.1016/j.jimonfin.2019.102097 Feldstein, M., 1999. Self-protection for emerging market economies. NBER Working Paper No. 6907. https://doi.org/10.3386/w6907 Hansen, B.E., 2000. Sample splitting and threshold estimation. Econometrica 68, 575-603. https://doi.org/10.1111/1468-0262.00124 Jeanne, O., 2007. International reserves in emerging market countries: Too much of a good thing? Brookings Papers on Economic Activity, 1:2007.

  7. Phylaktis, K., Ravazzolo, F., 2005. Stock prices and exchange rate dynamics. Journal of International Money and Finance 24, 1031-1053. https://doi.org/10.1016/j.jimonfin.2005.08.001 Rodrik, D., 2006. The social cost of foreign exchange reserves. International Economic Journal 20, 253-266. https://doi.org/10.1080/10168730600879331 Sengupta, R., 2010. Does reserve accumulation lead to higher currency-risk taking in the corporate sector? Firm-level evidence for Latin America. Santa Cruz Center for International Economics Working Paper No. 11-08.

  8. Tong, H., Wei, S.-J., 2019. Endogenous corporate leverage response to a safer macro environment: The case of exchange reserve accumulation. NBER Working Paper No. 26545. https://doi.org/10.3386/w26545 White, H., 1980. A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity. Econometrica 48, 817-838. https://doi.org/10.2307/1912934 Yeyati, E.L., 2008. The cost of reserves. Economics Letters 100, 39-42. https://doi.org/10.1016/j.econlet.2007.10.027 Yun, Y., 2020. Reserve accumulation and bank lending: Evidence from Korea. Journal of International Money and Finance 105. https://doi.org/10.1016/j.jimonfin.2020.102158

Cocites

Documents in RePEc which have cited the same bibliography

  1. Structural Break Tests Robust to Regression Misspecification. (2016). Boldea, Otilia ; Andreou, E ; Morshed, Alaa Abi.
    In: Discussion Paper.
    RePEc:tiu:tiucen:3b21f21c-2cef-49d7-bb9b-ad81f5ee71f2.

    Full description at Econpapers || Download paper

  2. Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds. (2016). Racicot, François-Éric ; Theoret, Raymond.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:62:y:2016:i:c:p:41-61.

    Full description at Econpapers || Download paper

  3. Asymmetric causality in-mean and in-variance among equity markets indexes. (2016). GONZALEZ SANCHEZ, MARIANO.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:36:y:2016:i:c:p:49-68.

    Full description at Econpapers || Download paper

  4. Do oil producing countries offer international diversification benefits? Evidence from GCC countries. (2016). Charfeddine, Lanouar ; Mimouni, Karim.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:263-280.

    Full description at Econpapers || Download paper

  5. Structural breaks and monetary dynamics: A time series analysis. (2016). El-Shazly, Alaa.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:53:y:2016:i:c:p:133-143.

    Full description at Econpapers || Download paper

  6. Breaks and the Statistical Process of Inflation: The Case of the ‘Modern’ Phillips Curve. (2016). Rambaccussing, Dooruj ; Russell, Bill.
    In: Dundee Discussion Papers in Economics.
    RePEc:dun:dpaper:294.

    Full description at Econpapers || Download paper

  7. U.S. and Mexican Tomatoes: Perceptions and Implications of the Renegotiated Suspension Agreement. (2016). Seale, James ; Onel, Gulcan ; Asci, Serhat ; Vansickle, John J.
    In: Journal of Agricultural and Resource Economics.
    RePEc:ags:jlaare:230780.

    Full description at Econpapers || Download paper

  8. Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina?. (2015). Tomio, Davide ; Pelizzon, Loriana ; Uno, Jun ; Subrahmanyam, Marti G..
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:95.

    Full description at Econpapers || Download paper

  9. Momentum in Imperial Russia. (2015). Goetzmann, William ; Huang, Simon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21700.

    Full description at Econpapers || Download paper

  10. The Equilibrium Real Funds Rate: Past, Present and Future. (2015). West, Kenneth ; Hamilton, James ; Hatzius, Jan ; Harris, Ethan S.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21476.

    Full description at Econpapers || Download paper

  11. Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets. (2015). Ngene, Geoffrey ; Lambert, Charles ; Darrat, Ali .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:50:y:2015:i:4:p:465-483.

    Full description at Econpapers || Download paper

  12. Detecting financial contagion in a multivariate system. (2014). Candelon, Bertrand ; Blatt, Dominik ; Manner, Hans.
    In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100411.

    Full description at Econpapers || Download paper

  13. The equity premium: a deeper puzzle. (2014). Azeredo, Francisco .
    In: Annals of Finance.
    RePEc:kap:annfin:v:10:y:2014:i:3:p:347-373.

    Full description at Econpapers || Download paper

  14. Trust and the Welfare State: The Twin Peaks Curve. (2014). Sangnier, Marc ; Cahuc, Pierre ; Algan, Yann.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01000117.

    Full description at Econpapers || Download paper

  15. Forecasting House Prices in the United States with Multiple Structural Breaks. (2014). Kundu, Srikanta ; Sarkar, Nityananda ; Barari, Mahua ; Chowdhury, Kushal Banik.
    In: International Econometric Review (IER).
    RePEc:erh:journl:v:6:y:2014:i:1:p:1-23.

    Full description at Econpapers || Download paper

  16. The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market. (2014). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:31:y:2014:i:c:p:21-33.

    Full description at Econpapers || Download paper

  17. Measuring and testing for the systemically important financial institutions. (2014). Castro Iragorri, Carlos ; Ferrari, Stijn.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:25:y:2014:i:c:p:1-14.

    Full description at Econpapers || Download paper

  18. Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry. (2014). Pouliot, William ; Olmo, Jose.
    In: Discussion Papers.
    RePEc:bir:birmec:14-02.

    Full description at Econpapers || Download paper

  19. The duration of business cycle expansions and contractions: are there change-points in duration dependence?. (2013). Castro, Vitor.
    In: Empirical Economics.
    RePEc:spr:empeco:v:44:y:2013:i:2:p:511-544.

    Full description at Econpapers || Download paper

  20. Physician Agency and Competition: Evidence from a Major Change to Medicare Chemotherapy Reimbursement Policy. (2013). Newhouse, Joseph ; Jacobson, Mireille ; Chang, Tom Y. ; Craig C. Earle, M. D., .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19247.

    Full description at Econpapers || Download paper

  21. Okuns Law: Fit at Fifty?. (2013). Loungani, Prakash ; Ball, Laurence ; Leigh, Daniel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18668.

    Full description at Econpapers || Download paper

  22. Testing for Structural Breaks at Unknown Time: A Steeplechase. (2013). Giesen, Sebastian ; El-Shagi, Makram.
    In: Computational Economics.
    RePEc:kap:compec:v:41:y:2013:i:1:p:101-123.

    Full description at Econpapers || Download paper

  23. Expected monetary policy and the dynamics of bank lending rates. (2013). Scharler, Johann ; Kwapil, Claudia.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:27:y:2013:i:c:p:542-551.

    Full description at Econpapers || Download paper

  24. Fiscal policy in good and bad times. (2013). Lieb, Lenard ; Candelon, Bertrand.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2679-2694.

    Full description at Econpapers || Download paper

  25. Multiple Change-Point Detection in Linear Regression Models via U-Statistic Type Processes. (2013). Pouliot, William ; Kapar, Burcu.
    In: Discussion Papers.
    RePEc:bir:birmec:13-13.

    Full description at Econpapers || Download paper

  26. GDP and life expectancy in Italy and Spain over the long-run (1861-2008): insights from a time-series approach. (2013). Felice, Emanuele ; Andreu, Josep Pujol .
    In: UHE Working papers.
    RePEc:aub:uhewps:2013_06.

    Full description at Econpapers || Download paper

  27. Do financial investors affect the price of wheat?. (2012). Girardi, Daniele.
    In: MPRA Paper.
    RePEc:pra:mprapa:40285.

    Full description at Econpapers || Download paper

  28. Identifying observed factors in approximate factor models: estimation and hypothesis testing. (2012). Chen, Liang.
    In: MPRA Paper.
    RePEc:pra:mprapa:37514.

    Full description at Econpapers || Download paper

  29. Exports, imports and growth. (2012). Rinaldi, Alberto ; Pistoresi, Barbara.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:49:y:2012:i:2:p:241-254.

    Full description at Econpapers || Download paper

  30. Do financial investors affect commodity prices? The case of Hard Red Winter Wheat. (2011). Girardi, Daniele.
    In: MPRA Paper.
    RePEc:pra:mprapa:35670.

    Full description at Econpapers || Download paper

  31. Arguments contre la zone franc. (2011). Kuikeu, Oscar.
    In: MPRA Paper.
    RePEc:pra:mprapa:33710.

    Full description at Econpapers || Download paper

  32. Comment la dernière crise financière a relancé le débat relatif à larrimage du fcfa à leuro. (2011). Kuikeu, Oscar.
    In: MPRA Paper.
    RePEc:pra:mprapa:32077.

    Full description at Econpapers || Download paper

  33. Measuring and testing for the systemically important financial institutions. (2011). Castro Iragorri, Carlos ; Ferrari, Stijn.
    In: Documentos de Trabajo.
    RePEc:col:000092:008779.

    Full description at Econpapers || Download paper

  34. Modern Medicine and the Twentieth Century Decline in Mortality: Evidence on the Impact of Sulfa Drugs. (2010). Jayachandran, Seema ; Smith, Kimberly V. ; Lleras-Muney, Adriana.
    In: American Economic Journal: Applied Economics.
    RePEc:aea:aejapp:v:2:y:2010:i:2:p:118-46.

    Full description at Econpapers || Download paper

  35. The Persistence of Inflation in Switzerland. (2009). Maag, Thomas ; Elmer, Simone .
    In: KOF Working papers.
    RePEc:kof:wpskof:09-235.

    Full description at Econpapers || Download paper

  36. Yield-Curve Based Probit Models for Forecasting U.S. Recessions: Stability and Dynamics. (2008). Kauppi, Heikki.
    In: Discussion Papers.
    RePEc:tkk:dpaper:dp31.

    Full description at Econpapers || Download paper

  37. Likelihood-Based Confidence Sets for the Timing of Structural Breaks. (2008). Morley, James ; Eo, Yunjong.
    In: MPRA Paper.
    RePEc:pra:mprapa:10372.

    Full description at Econpapers || Download paper

  38. Trade costs and the Home Market Effect. (2008). Trionfetti, Federico ; Crozet, Matthieu.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-00497693.

    Full description at Econpapers || Download paper

  39. The dynamic interaction of order flows and the CAD/USD exchange rate. (2008). Neely, Christopher ; Gradojevic, Nikola.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-006.

    Full description at Econpapers || Download paper

  40. Changes in the informational content of term spreads: Is monetary policy becoming less effective?. (2008). Gómez Biscarri, Javier ; Gomez-Biscarri, Javier.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:60:y:2008:i:5:p:415-435.

    Full description at Econpapers || Download paper

  41. Trade costs and the Home Market Effect. (2008). Trionfetti, Federico ; Crozet, Matthieu.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:76:y:2008:i:2:p:309-321.

    Full description at Econpapers || Download paper

  42. Business fluctuations in Italy, 1861-1913: The new evidence. (2007). Fenoaltea, Stefano ; Ciccarelli, Carlo.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:44:y:2007:i:3:p:432-451.

    Full description at Econpapers || Download paper

  43. Finite sample multivariate structural change tests with application to energy demand models. (2007). Yelou, Clement ; Khalaf, Lynda ; Bernard, Jean-Thomas ; Idoudi, Nadhem.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:1219-1244.

    Full description at Econpapers || Download paper

  44. Testing for Breaks Using Alternating Observations. (2006). Iglesias, Emma ; Bunzel, Helle.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:12694.

    Full description at Econpapers || Download paper

  45. Establishing Credibility: Evolving Perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11792.

    Full description at Econpapers || Download paper

  46. One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory. (2005). Rodrigues, Anthony ; Estrella, Arturo.
    In: Staff Reports.
    RePEc:fip:fednsr:232.

    Full description at Econpapers || Download paper

  47. Establishing credibility: evolving perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
    In: Staff Reports.
    RePEc:fip:fednsr:231.

    Full description at Econpapers || Download paper

  48. Robust GMM tests for structural breaks. (2005). Urga, Giovanni ; Trojani, Fabio ; Gagliardini, Patrick.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:129:y:2005:i:1-2:p:139-182.

    Full description at Econpapers || Download paper

  49. Impact factors. (2005). Paruolo, Paolo ; Omtzigt, Pieter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:128:y:2005:i:1:p:31-68.

    Full description at Econpapers || Download paper

  50. Nominal rigidities, relative prices and skewness. (2005). Dabús, Carlos ; Caraballo, M. Angeles ; Dabus, Carlos.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2005_17.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-20 20:23:21 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.