BoC–BoE Sovereign Default Database: Methodology and Assumptions,
David Beers, Obiageri Ndukwe, Karim McDaniels and Alex Charron,
from Bank of Canada
(2023)
Keywords: Debt management; Development economics; Financial stability; International financial markets
Dollar Rivals,
Jeffrey Frankel,
from National Bureau of Economic Research, Inc
(2023)
Intervening against the Fed,
Alexander Rodnyansky, Yannick Timmer and Naoki Yago,
from CESifo
(2023)
Keywords: foreign exchange intervention, monetary policy spillovers, balance sheet channel, exchange rates, dollar debt
Beta-Sorted Portfolios,
Matias Cattaneo, Richard Crump and Weining Wang,
from Federal Reserve Bank of New York
(2023)
Keywords: nonparametric estimation; partitioning; beta pricing models; portfolio sorting; partition; kernel regression; smoothly varying coefficients; Fama-MacBeth variance estimator