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Jyh-Lin Wu

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Articles by Jyh-Lin Wu

Liquidity premiums, interest rate differentials, and nominal exchange rate prediction

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By Jyh-Lin Wu, Yi-Chiuan Wang
| Wiley Online Library Verified
CONFLICT OF INTEREST STATEMENT The authors declare that they have no relevant or material financial interest that relates to the research described in this paper. REFERENCES , & (2019). The Non-U.S. Bank Demand for U.S. Dollar Assets. Working Paper. (1991). Heteroscedasticity and autocorrelation consistent covariance matrix estimation. Econometrica, 59, 817–858. https://doi.org/10.2307/2938229 , , , & (2019). The dollar, bank leverage and the deviation from covered interest parity.
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Exchange rate regimes and current account persistence

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By Fu-Min Tseng, Jyh-Lin Wu
| Wiley Online Library Verified
Abstract We empirically examine Friedman's hypothesis that floating exchange rates facilitate current account adjustments. The main innovation in the empirical analysis is to control for the sample selection bias. We provide robust evidence that current account persistence decreases with the flexibility of nominal exchange rate regimes and is significantly higher under hard pegs than under floating for industrial countries.
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