Sovereign Yields and the Risk-Taking Channel of Currency Appreciation

By Boris Hofmann, Ilhyock Shim, Hyun Song Shin. 2016

110 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/fe616cb080c560b4c0400f589a16001895a2e9b4

Citations in the corpus

• The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment (2019, unknown): “At the same time, the exchange-rate fluctuations of the local currency vis-à-vis the US dollar impact the risk premium of local currency sovereign bonds (Hofmann et  al., 2016), and hence shape domestic financial conditions more generally.”