This paper reviews existing theoretical and empirical research on the relationship between
oil prices and exchange rates. We start with theoretical transmission channels—which point …

This paper updates and expands the database on systemic banking crises presented in
Laeven and Valencia (IMF Econ Rev 61 (2): 225–270, 2013a). The database draws on 151 …

This paper investigates the relative importance of internal and external shocks for
macroeconomic performance (both real and nominal sectors) of a small open economy …

This paper updates the database on systemic banking crises presented in Laeven and
Valencia (2008, 2013). Drawing on 151 systemic banking crises episodes around the globe …

The war in Ukraine and new sanctions imposed on Russia have affected commodity prices
and induced historic moves in exchange rate markets. In this paper, we examine the impact …

This paper introduces a novel framework of partial connectedness measures to investigate
contagion dynamics between different types of oil price shocks and exchange rates. Oil price …

This paper introduces a new database of financial crises, providing an important insight into
the causes, duration, and consequences of different types of financial crises. Besides …

This paper analyses the factors that govern the choice of the currency composition of official
foreign exchange reserves. First, we introduce a new panel dataset on the key currencies in …

The aim of this study is to examine the behaviour of central banks in managing their foreign
exchange reserves. This includes measuring the effects of macroeconomic fundamentals on …

This paper examines the time-frequency return and volatility spillovers between major
commodity futures (copper, crude oil, gold, and wheat) and currency markets (British pound …