The paper explores empirically the tight links between exchange rates and the global
network of equity holdings. Exchange rates can be expressed in terms of “equity net …

This paper explores the impact of unexpected changes in European carbon policy on
Portugal's energy sector, focusing on effects on sales, output prices, and labor market …

Energy prices crucially affect financial cycles. We employ the bivariate empirical mode
decomposition (BEMD) model to disaggregate the daily interval data of the volatility index …

This paper explores a novel directional liquidity-based transmission channel of monetary
policy, which explains the heterogeneity in the response of commodity future prices to …

With the deepening of commodity financialization, the risk linkage between global
commodity markets and financial markets becomes more complex. In this paper, we …

This paper investigates the consequences of global shocks on a sample of low-and
lowermiddle-income countries with a particular focus on fragile and conflict-affected states …

Аннотация Предложено развитие модели Мертона-Васичека для учета валютных
кредитов в портфеле ссуд и определения величины валютных макронадбавок к риск …

Chinese monetary policy propagates at the international level through a crucial commodity
channel. We document that, different from monetary policy in advanced economies, the …

Is the inflation targeting framework robust to an environment with commodity price swings?
This paper revisits Svensson (2000)'s seminal article on open economy inflation targeting …

This cumulative dissertation explores the economic and social consequences of the 2003–
2013 commodity price boom in Latin America through three essays, examining its effects on …