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New Shocks, Exchange Rates and Equity Prices1

New Shocks, Exchange Rates and Equity Prices1 »

Source: New Shocks, Exchange Rates and Equity Prices

Volume/Issue: 2008/284

Series: IMF Working Papers

Author(s): Pietro Cova , Alessandro Rebucci , Akito Matsumoto , and Massimiliano Pisani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

ISBN: 9781451871425

Keywords: News Shocks, Persistence, exchange rate, money supply, exchange rate volatility,

We study exchange rate and equity price dynamics, in general equilibrium, in the presence of news shocks about future productivity and monetary policy. We identify a condition under which these asset prices become...

The Response of the Current Account to Terms of Trade Shocks

The Response of the Current Account to Terms of Trade Shocks »

Source: The Response of the Current Account to Terms of Trade Shocks : Persistence Matters

Volume/Issue: 2003/143

Series: IMF Working Papers

Author(s): Paul Cashin , and Christopher Kent

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2003

ISBN: 9781451856361

Keywords: terms of trade, shock persistence, terms of trade shocks, trade shocks, trade shock, current account balance, Current accounts,

Is the relationship between the current account balance and the terms of trade affected by the persistence of terms of trade shocks? In intertemporal models of the current account that incorporate a consumption-smo...

New Shocks, Exchange Rates and Equity Prices

New Shocks, Exchange Rates and Equity Prices »

Volume/Issue: 2008/284

Series: IMF Working Papers

Author(s): Pietro Cova , Alessandro Rebucci , Akito Matsumoto , and Massimiliano Pisani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

DOI: http://dx.doi.org/10.5089/9781451871425.001

ISBN: 9781451871425

Keywords: News Shocks, Persistence, exchange rate, money supply, exchange rate volatility,

We study exchange rate and equity price dynamics, in general equilibrium, in the presence of news shocks about future productivity and monetary policy. We identify a condition under which these asset prices become...

The Response of the Current Account to Terms of Trade Shocks
			: Persistence Matters

The Response of the Current Account to Terms of Trade Shocks : Persistence Matters »

Volume/Issue: 2003/143

Series: IMF Working Papers

Author(s): Paul Cashin , and Christopher Kent

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2003

DOI: http://dx.doi.org/10.5089/9781451856361.001

ISBN: 9781451856361

Keywords: terms of trade, shock persistence, terms of trade shocks, trade shocks, trade shock, current account balance, Current accounts,

Is the relationship between the current account balance and the terms of trade affected by the persistence of terms of trade shocks? In intertemporal models of the current account that incorporate a consumption-smo...