Details about Kimberly A. Berg

Access statistics for papers by Kimberly A. Berg.

Last updated 2020-10-13. Update your information in the RePEc Author Service.

Short-id: pbe1033

Working Papers

2020

1. Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model
   NBER Working Papers, National Bureau of Economic Research, Inc

2019

2. Demographics and Monetary Policy Shocks
   2019 Meeting Papers, Society for Economic Dynamics View citations (4)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (4)

2017

3. Global Macro Risks in Currency Excess Returns
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in Staff Working Papers, Bank of Canada (2016) View citations (6)
   See also Journal Article in Journal of Empirical Finance (2018)

2016

4. Predictive Ability of Commodity Prices for the Canadian Dollar
   Staff Analytical Notes, Bank of Canada View citations (3)

2013

5. Third-Country Effects on the Exchange Rate
   2013 Meeting Papers, Society for Economic Dynamics View citations (5)
   See also Journal Article in Journal of International Economics (2015)

Journal Articles

2019

1. International spillovers of U.S. financial volatility
   Journal of International Money and Finance, 2019, 97, (C), 19-34 View citations (2)
2. Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium
   Journal of International Money and Finance, 2019, 95, (C), 297-316 View citations (2)

2018

3. Global macro risks in currency excess returns
   Journal of Empirical Finance, 2018, 45, (C), 300-315 View citations (12)
   See also Working Paper (2017)
4. Measures of global uncertainty and carry-trade excess returns
   Journal of International Money and Finance, 2018, 88, (C), 212-227 View citations (8)

2015

5. Third-country effects on the exchange rate
   Journal of International Economics, 2015, 96, (2), 227-243 View citations (11)
   See also Working Paper (2013)