Macro Paper Warehouse

Warehouse / Journals / American Economic Review: Insights

American Economic Review: Insights

1 papers tracked 0 forthcoming 1 classics
⌁ Follow this journal
Showing 1 papers
Published Classic American Economic Review: Insights Published Sep 2019
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity

Stefan Avdjiev · Wenxin Du · Cathérine Koch · Hyun Song Shin

The strength of the US dollar, the size of covered interest parity deviations and the growth of dollar-denominated cross-border bank lending move together in what the authors call a triangular …