scholarly journals Foreign Safe Asset Demand and the Dollar Exchange Rate

2021 ◽  
Author(s):  
ZHENGYANG JIANG ◽  
ARVIND KRISHNAMURTHY ◽  
HANNO LUSTIG
Keyword(s):  
Exchange Rate ◽  
Dollar Exchange Rate ◽  
Asset Demand

scholarly journals Foreign Safe Asset Demand and the Dollar Exchange Rate

2018 ◽  
Author(s):  
Zhengyang Jiang ◽  
Arvind Krishnamurthy ◽  
Hanno Lustig
Keyword(s):  
Exchange Rate ◽  
Dollar Exchange Rate ◽  
Asset Demand

scholarly journals Foreign Safe Asset Demand and the Dollar Exchange Rate

2018 ◽  
Author(s):  
Zhengyang Jiang ◽  
Arvind Krishnamurthy ◽  
Hanno N. Lustig
Keyword(s):  
Exchange Rate ◽  
Dollar Exchange Rate ◽  
Asset Demand

Foreign Safe Asset Demand for US Treasurys and the Dollar

2018 ◽  
Vol 108 ◽  
pp. 537-541 ◽  
Author(s):  
Zhengyang Jiang ◽  
Arvind Krishnamurthy ◽  
Hanno Lustig
Keyword(s):  
Exchange Rate ◽  
Present Theory ◽  
Convenience Yield ◽  
Treasury Bonds ◽  
Foreign Investors ◽  
Dollar Exchange Rate ◽  
Dollar Basis ◽  
Foreign Bonds ◽  
Asset Demand

We present theory showing that the spot dollar exchange rate reflects the value of all future convenience yields that foreign investors assign to US Treasuries. The convenience yield also creates wedge, the Treasury-based dollar basis, between the yield on foreign bonds and the currency-hedged yield on US Treasury bonds. We use the Treasury basis to measure the foreign convenience yield and show that an increase in the basis coincides with an appreciation of the dollar, consistent with the theory. The variation in the Treasury basis accounts for 25 percent of the quarterly variation in the dollar between 1988 and 2017.

The Euro-Dollar Exchange Rate: A Long Term Perspective

2000 ◽  
Author(s):  
Jerome Teiletche
Keyword(s):  
Exchange Rate ◽  
Dollar Exchange Rate

Bitcoin Sentiment Index, Performance and US Dollar Exchange Rate

2020 ◽  
Author(s):  
Ishfaque Ahmed Soomro ◽  
Suresh Kumar Oad Rajput ◽  
Najma Ali
Keyword(s):  
Exchange Rate ◽  
Dollar Exchange Rate ◽  
Us Dollar

Further Evidence on Implicit Bands in the Yen/Dollar Exchange Rate

2006 ◽  
Author(s):  
Francisco J. Ledesma Rodríguez ◽  
Manuel Navarro Ibáñez ◽  
Jorge Pérez Rodríguez ◽  
Simón Javier Sosvilla Rivero
Keyword(s):  
Exchange Rate ◽  
Dollar Exchange Rate

scholarly journals Macroeconomic News “Surprises” and the Rand/Dollar Exchange Rate

2005 ◽  
Vol 29 (3) ◽  
pp. 1-16
Author(s):  
J Fedderke ◽  
P Flamand
Keyword(s):  
Exchange Rate ◽  
Macroeconomic News ◽  
Dollar Exchange Rate

Testing for deterministic nonlinear dependence in the australian dollar–US dollar exchange rate series

1996 ◽  
Vol 3 (4) ◽  
pp. 267-269
Author(s):  
Apostolos Serletis ◽  
Paul Dormaar
Keyword(s):  
Exchange Rate ◽  
Nonlinear Dependence ◽  
Dollar Exchange Rate ◽  
Australian Dollar ◽  
Us Dollar
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