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This paper studies overborrowing, financial crises and macro-prudential policy in an equilibrium...

We apply a hidden Markov model of the term structure to modeling the Brazilian swap rate curve....

Reconciling the high frequency of price changes at the micro level and their apparent rigidity at...

Increased attention is being paid to assessments of the actual values of countries' real exchange...

Quantifying the size and speed of the exchange rate pass-through to prices is important for...

In light of the strong correlation between exchange rate movements and domestic prices in Turkey,...