Research classified by
Journal of
Economic Literature (JEL) codes
Top JEL
/
F: International Economics
/ /
F3: International Finance
/ / /
F31: Foreign Exchange
This topic is covered by the following reading lists:- Mondialisation
- SOEP based publications
Most recent items first, undated at the end.
2012 The effects of the exchange rate changes on the current account balance in the Turkish economy
by Esin OKAY & Rana ATABAY BAYTAR & Ercan SARIDOĞAN
2012 Döviz kuru volatilitesi modelleri: Türkiye uygulaması
by Timur Han GÜR & Hasan Murat ERTUĞRUL
2012 Exchange rate expectations of chartists and fundamentalists
by Dick, Christian D. & Menkhoff, Lukas
2012 Monetary policy under alternative exchange rate regimes in Central and Eastern Europe
by Ziegler, Christina
2012 Oil price forecasting under asymmetric loss
by Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg
2012 Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters
by Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg
2012 Long Run Exchange Rate Pass-Through: A Panel Cointegration Approach
by Nidhaleddine Ben Cheikh
2012 Boom-and-bust cycles marked by capital inflows, current account deterioration and a rise and fall of the real exchange rate
by Müller-Plantenberg, Nikolas
2012 Balance of payments flows and exchange rate prediction in Japan
by Müller-Plantenberg, Nikolas
2012 Long swings in Japan’s current account and in the yen
by Müller-Plantenberg, Nikolas
2012 Sektorel Reel Efektif Doviz Kurlari : Turkiye Uygulamasi
by Hulya Saygili & Gokhan Yilmaz & Sibel Filazioglu & Hakan Toprak
2012 Common Movement of the Emerging Market Currencies
by Meltem Gulenay Chadwick & Fatih Fazilet & Necati Tekatli
2012 Oil Prices and Emerging Market Exchange Rates
by M. Ibrahim Turhan & Erk Hacihasanoglu & Ugur Soytas
2012 Robustness and Exchange Rate Volatility
by Edouard Djeutem & Ken Kasa
2012 Exchange Rate, External Orientation of Firms and Wage Adjustment
by Francesco Nucci & Alberto Franco Pozzolo
2012 The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises
by Greg Farrell & Shakill Hassan & Nicola Viegi
2012 The Sustainability of Monetary Unions. Can the Euro Survive?
by Paolo Canofari & Giancarlo Marini & Giovanni Piersanti
2012 Properties of Foreign Exchange Risk Premiums
by Lucio Sarno & Paul Schneider & Christian Wagner
2012 Currency Momentum Strategies
by Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf
2012 Proyección de precios de exportación utilizando tipos de cambio: Caso peruano
by Ferreyra, Jesús & Vásquez, José
2012 The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises
by Greg Farrell & Shakill Hassan & Nicola Viegi
2012 Should The South African Reserve Bank Respond To Exchange Rate Fluctuations? Evidence From The Cosine-Squared Cepstrum
by Rangan Gupta
2012 Capital mobility in the Caucasus
by Jamilov, Rustam
2012 Exchange rate variation and fiscal balance in Nigeria: a time series analysis
by SANGOSANYA, Awoyemi O. & ATANDA, AKINWANDE A,
2012 Nominal effective exchange rate neutrality: the case of Macedonia
by Josheski, Dushko & Lazarov, Darko
2012 Exchange return co-movements and volatility spillovers before and after the introduction of Euro
by Antonakakis, Nikolaos
2012 Trade flows, exchange rate uncertainty and financial depth: evidence from 28 emerging countries
by Demir, Firat & Caglayan, Mustafa & Dahi, Omar S.
2012 Firm Productivity, Exchange Rate Movements, Sources of Finance and Export Orientation
by Demir, Firat & Caglayan, Mustafa
2012 REAL Exchange Rate Misalignment and Economic Performance of WEST AFRICAN MONETARY ZONE:Implications for macroeconomic unionisation
by Raji, Rahman Olanrewaju
2012 Securitization in Turkish banking system
by Aysan, Ahmet Faruk & Rengifo, Erick William & Ozsoz, Emre
2012 Oil prices and emerging market exchange rates
by Hacihasanoglu, Erk & Turhan, Ibrahim M. & Soytas, Ugur
2012 Dynamics of Foreign Currency Lending in Turkey
by Kutan, Ali & Ozsoz, Emre & Rengifo, Erick
2012 Bernanke Was Right: Currency Manipulation Policy in Emerging Foreign Exchange Markets
by Chen, Shiu-Sheng
2012 The Political Economy Of Foreign Exchange Market Intervention
by Shinji Takagi & Kenichi Hirose & Issei Kozuru
2012 Trade Effects of Exchange Rates and their Volatility: Chile and New Zealand
by Marilyne Huchet-Bourdon & Jane Korinek
2012 Country Size, Currency Unions, and International Asset Returns
by Tarek Alexander Hassan
2012 Can Oil Prices Forecast Exchange Rates?
by Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi
2012 Is Paper Money Just Paper Money? Experimentation and Local Variation in the Fiat Paper Monies Issued by the Colonial Governments of British North America, 1690-1775: Part I
by Farley Grubb
2012 Epilogue: Foreign-Exchange-Market Operations in the Twenty-First Century
by Michael D. Bordo & Owen Humpage & Anna J. Schwartz
2012 Microeconomic Sources of Real Exchange Rate Variability
by Mario J. Crucini & Christopher I. Telmer
2012 Central Banks and Gold Puzzles
by Joshua Aizenman & Kenta Inoue
2012 Noisy Information, Distance and Law of One Price Dynamics Across US Cities
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
2012 Is Tanzania a Success Story? A Long Term Analysis
by Sebastian Edwards
2012 Real Effective Exchange Rates for 178 Countries: a New Database
by Zsolt Darvas
2012 Government Spending, Monetary Policy, and the Real Exchange Rate
by Hafedh Bouakez & Aurélien Eyquem
2012 FX Intervention in the Yen-US Dollar Market: A Coordination Channel Perspective
by Stefan Reitz , Mark P. Taylor
2012 Global Imbalances and Foreign Asset Expansion by Developing Economy Central Banks
by Joseph E. Gagnon
2012 Trilemma Policy Convergence Patterns and Output Volatility
by Joshua Aizenman & Hiro Ito
2012 How would Capital Account Liberalisation Affect China's Capital Flows and the Renminbi Real Exchange Rates?
by Dong He & Lillian Cheung & Wenlang Zhang & Tommy Wu
2012 Productivity Growth of the Non-Tradable Sectors in China
by Dong He & Wenlang Zhang & Gaofeng Han & Tommy Wu
2012 Nonlinear expectations in speculative markets - Evidence from the ECB survey of professional forecasters
by Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg
2012 De facto currency baskets of China and East Asian economies: The rising weights
by Fang, Ying & Huang, Shicheng & Niu, Linlin
2012 Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding
by Ulrich Fritsche & Christian Pierdzioch & Jan-Christoph Ruelke & Georg Stadtmann
2012 Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function?
by Ulrich Fritsche & Christian Pierdzioch & Jan-Christoph Ruelke & Georg Stadtmann
2012 Foreign Exchange Intervention in Emerging Markets: A Survey of Empirical Studies
by Menkhoff, Lukas
2012 Re-examining Purchasing Power Parity for the Australian Real Exchange Rate
by Mubariz Hasanov
2012 Investigating the Time Varying Nature of the Link between Inflation and Currency Substitution in the Turkish Economy
by Aysen Arac & Funda Telatar & Erdinc Telatar
2012 Are Southeast Asian Real Exchange Rates Mean Reverting?
by Frédérique Bec & Songlin Zeng
2012 Taux de change et mésalignements du franc CFA avant et après l’introduction de l’euro
by Blaise Gnimassoun
2012 The impact of macro news and central bank communication on emerging European forex markets
by Balázs Égert & Evžen Kočenda
2012 Nominal and Real Exchange Rate Models in South Africa: How Robust Are They?
by Balázs Égert
2012 Is Paper Money just Paper Money/ Experimentation and Local Variation in the Fiat Paper Monies Issued by the Colonial Government of British North America, 1690-1775: Part I
by Farley Grubb
2012 The Scapegoat Theory of Exchange Rates: The First Tests
by Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele
2012 Portfolio Allocation and International Risk Sharing
by Benigno, Gianluca & Küçük, Hande
2012 Capital controls and foreign exchange policy
by Fratzscher, Marcel
2012 Currency Momentum Strategies
by Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas
2012 Sources of Risk in Currency Returns
by Chernov, Mikhail & Graveline, Jeremy & Zviadadze, Irina
2012 On currency misalignments within the euro area
by Virginie Coudert & Cécile Couharde & Valérie Mignon
2012 Exchange Rate Misalignment - The Case of the Chinese Renminbi
by Yin-Wong Cheung
2012 Limits of Monetary Policy Autonomy by East Asian Debtor Central Banks
by Axel Löffler & Gunther Schnabl & Franziska Schobert
2012 Real Exchange Rate Undervaluation and Growth: Is there a Total Factor Productivity Growth Channel?
by Samba MBAYE
2012 Public Debt Tipping Point Studies Ingnore How Exchange Rate Changes May Create A Financial Meltdowns
by Robin Pope & Reinhard Selten
2012 The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence
by Dagfinn Rime & Hans Jørgen Tranvåg
2012 Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
by Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros
2012 An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks
by Gregory H. Bauer & Antonio Diez de los Rios
2012 Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
by Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros
2012 On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey
by Simón Sosvilla-Rivero & Maria del Carmen Ramos-Herrera
2012 The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests
by Hyeongwoo Kim & Young-Kyu Moh
2012 Gelismekte Olan Ulkelerin Kurlarindaki Ortak Hareketin Analizi
by Meltem Gulenay Chadwick & Fatih Fazilet & Necati Tekatli
2012 The Impact of National Currency Instability and the World Financial Crisis in the Credit Risk. The Case of Albania
by Dr. Anila MANÇKA
2012 Estimation Of The Time-Varying Risk Premium In The Czech Foreign Exchange Market
by Vít Pošta
2012 How do FX market participants affect the forint exchange rate?
by Norbert Kiss M. & Zoltán Molnár
2012 Are the Real Exchange Rates of the New EU Member Countries in Line with Fundamentals? – Implications of the NATREX Approach
by Michael Frenkel & Isabell Koske
2012 Exchange-Rate Volatility And Industry Trade Between The U.S. And Korea
by MOHSEN BAHMANI-OSKOOEE & HANAFIAH HARVEY & SCOTT W. HEGERTY
2012 Half Life of the Real Exchange Rate: Evidence from the Nonlinear Approach in Emerging Economies
by Chin-Ping King
2012 The Federal Reserve as an Informed Foreign Exchange Trader: 1973–1995
by Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz
2012 Is Exchange Rate Stabilization an Appropriate Cure for the Dutch Disease?
by Ruy Lama & Juan Pablo Medina
2012 Real Exchange Rate and Foreign Direct Investment in Sub-Saharan Africa: Some Empirical Results
by Oluremi Ogun & Festus O. Egwaikhide & Eric K. Ogunleye
2012 Efficiency Tests in Foreign Exchange Market
by Hsien-Yi Lee & Khatanbaatar Sodoikhuu
2012 Exchange Rate Volatility and its Impact on Industrial Production, Before and After the Introduction of Common Currency in Europe
by Muhammad Jamil & Erich W. Streissler & Robert M. Kunst
2012 Les politiques budgétaire et monétaire à la suite de la crise financière. Synthèse de la conférence BDF/EABCN/EJ/PSE des 8 et 9 décembre 2011
by BUSSIÈRE, M. & TOWBIN, P.
2012 An Empirical Assessment of the Real Exchange Rate and Poverty in Nigeria
by Ben. U. Omojimite & Victor E. Oriavwote
2012 Taxa de Câmbio e Preços de Commodities: Uma Investigação sobre a Hipótese da Doença Holandesa no Brasil
by Michele Polline Veríssimo & Clésio Lourenço Xavier & Flávio Vilela Vieira
2012 Estimating The Real Effective Exchange Rate Volatility With Arch And Garch Models
by Serife Ozsahin & Dogan Uysal
2011 Exchange Rate Policy And Inflation In The Process Of Currency Integration In Slovenia, Slovakia And Estonia With The Eurozone
by Dorota Zuchowska
2011 Do structural breaks in exchange rate volatility matter? Evidence from Asia-Pacific currencies
by Yongyang SU & Chi Keung Marco LAU & Mehmet Hüseyin BİLGİN
2011 Denge döviz kurunun portföy yaklaşımı ile analizi: Türkiye örneği
by Aydanur GACENER ATIŞ & Utku UTKULU
2011 Fiscal adjustment in Greece: In search for sustainable public finances
by van Aarle, Bas & Kappler, Marcus
2011 Individual exchange rate forecasts and expected fundamentals
by Dick, Christian D. & MacDonald, Ronald & Menkhoff, Lukas
2011 The macroeconomic effects of large exchange rate appreciations
by Kappler, Marcus & Reisen, Helmut & Schularick, Moritz & Turkisch, Edouard
2011 Cross-hedging of correlated exchange rates
by Broll, Udo & Wong, Kit Pong
2011 Determinants of carry trades in Central and Eastern Europe
by Hoffmann, Andreas
2011 An equilibrium model of 'global imbalances' revisited
by Körner, Finn Marten
2011 The macroeconomic effects of large exchange rate appreciations
by Kappler, Marcus & Reisen, Helmut & Schularick, Moritz & Turkisch, Edouard
2011 Exchange rate pass-through: New evidence from German micro data
by Berner, Eike
2011 Exchange rate dynamics, expectations, and monetary policy
by Chen, Qianying
2011 Currency blocs in the 21st century
by Fischer, Christoph
2011 On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets
by Dieci, Roberto & Westerhoff, Frank
2011 The real exchange rate of an oil exporting economy: Empirical evidence from Nigeria
by Hassan Suleiman & Zahid Muhammad
2011 Exploring oil price – exchange rate nexus for Nigeria
by Zahid Muhammad & Hassan Suleiman & Reza Kouhy
2011 Informed and Uninformed Trading in the EUR/PLN Spot Market
by Katarzyna Bien
2011 Temporal Aggregation and Purchasing Power Parity Persistence
by Yamin Ahmad & William D. Craighead
2011 Volatility Transmission in Emerging European Foreign Exchange Markets
by Evzen Kocenda & Vit Bubak & Filip Zikes
2011 Small Lessons from the Recent Euro-Dollar Skirmishes
by Dino Martellato
2011 Dynamics, Structural Breaks and the Determinants of the Real Exchange Rate of Australia
by Khorshed Chowdhury
2011 Adapting the international monetary system to face 21st century challenges
by Aldo Caliari
2011 El traspaso de tipo de cambio a precios en Uruguay
by Diego Gianelli
2011 Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
by Chia-Lin Chang & Michael McAleer
2011 Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing
by John Cotter & Don Bredin
2011 Tail Behaviour of the Euro
by John Cotter
2011 Exchange Rate Exposure under Liquidity Constraints
by Sarah Guillou & Stefano Schiavo
2011 Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules
by Mahir Binici & Yin-Wong Cheung
2011 Exchange Rate Equations Based on Interest Rate Rules : In-Sample and Out-of-Sample Performance (Faiz Kurallarina Dayali Doviz Kuru Denklemleri : Orneklem Ici ve Disi Performans)
by Mahir Binici & Yin-Wong Cheung
2011 Do External Political Pressures Affect the Renminbi Exchange Rate?
by Laurent Pauwels & Li-Gang Liu
2011 A Framework to Analyze the Impact of Exchange Rate: Uncertainty on Output Decisions
by Gonzalo Varela
2011 Real Exchange Rate Uncertainty and Output: A Sectoral Analysis
by Gonzalo Varela
2011 The Extrapolative Component in Exchange Rate Expectations and the Not-So-Puzzling Interest Parity: The Case of Uruguay
by Gonzalo Varela
2011 The new Keynesian Phillips curve: Does it fit Norwegian data?
by Pål Boug, Ådne Cappelen and Anders R. Swensen
2011 Foreign currency returns and systematic risks
by Victoria Galsband & Thomas Nitschka
2011 Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach
by Yu-chin Chen & Wen-Jen Tsay
2011 Investigating the oil price-exchange rate nexus: Evidence from Africa
by Simeon Coleman & Juan Carlos Cuestas & Estefanía Mourelle
2011 Firm productivity, exchange rate movements, sources of finance and export orientationInventories and sales uncertainty
by Mustafa Caglayan & Firat Demir
2011 The Forward Discount Puzzle: Identi cation of Economic Assumptions
by Seongman Moon & Carlos Velasco
2011 Do Foreign Excess Return Regressions Convey Valid Information?
by Seongman Moon & Carlos Velasco
2011 Tests for m-dependence Based on Sample Splitting Methods
by Seongman Moon & Carlos Velasco
2011 Remittances and the Dutch disease in Sub-Saharan Africa. A Dynamic Panel Approach
by Francis M. Kemegue & Reneé van Eyden & Emmanuel Owusu-Sekyere
2011 Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa
by Lumengo Bonga-Bonga & Jamela Hoveni
2011 The Rand as a Carry Trade Target: Risk, Returns and Policy Implications
by Shakill Hassan & Sean Smith
2011 Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices
by Joscha Beckmann
2011 Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis
by Joscha Beckmann & Ansgar Belke & Frauke Dobnik
2011 Spread Components in the Hungarian Forint-Euro Market
by M. FRÖMMEL & F. VAN GYSEGEM
2011 PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks
by Mark J. Holmes & Jesús Otero & Theodore Panagiotidis
2011 Dedollarization and financial robustness
by Gondo, Rocio & Orrego, Fabrizio
2011 Exchange rate pass-through and inflation targeting in Peru
by Winkelried, Diego
2011 Capital Flows, Monetary Policy and FOREX Interventions in Peru
by Rossini, Renzo & Quispe, Zenon & Rodriguez, Donita
2011 Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data
by Riane de Bruyn & Rangan Gupta & Lardo stander
2011 Remittances And The Dutch Disease In Sub-Saharan Africa: A Dynamic Panel Approach
by Emmanuel Owusu-Sekyere & Renee van Eyden & Francis Kemegue
2011 Analysis of an unannounced foreign exchange regime change
by Khemraj, Tarron & Pasha, Sukrishnalall
2011 Growth under Exchange Rate Volatility: Does Access to Foreign or Domestic Equity Markets Matter?
by Demir, Firat
2011 Testing for weak form market efficiency in Indian foreign exchange market
by Sasikumar, Anoop
2011 J-Curve Dynamics and the Marshall-Lerner Condition: Evidence from Azerbaijan
by Jamilov, Rustam
2011 Currency Crises During the Great Recession: Is This Time Different?
by Arduini, Tiziano & De Arcangelis, Giuseppe & Del Bello, Carlo Leone
2011 Turkey's trilemma trade-offs
by Cortuk, Orcan & Singh, Nirvikar
2011 Devaluation and income inequality: Evidence from Pakistan
by Muhammad, Shahbaz & Faridul, Islam & Muhammad Sabihuddin, Butt
2011 Applying the structural equation model rule-based fuzzy system with genetic algorithm for trading in currency market
by Su, EnDer & Fen, Yu-Gin
2011 Global imbalances and capital account openness: an empirical analysis
by Saadaoui, Jamel
2011 The behavior of real exchange rates: the case of Japan
by Chang, Ming Jen & Lin, Chang Ching & Yin, Shou Yung
2011 The Exchange Rate and Interest Rate Differential Relationship: Evidence from Two Financial Crises
by Li, Kui-Wai & Wong, Douglas K T
2011 Identifying the Signs of Currency Speculation in Hong Kong's Linked exchange Rate
by Li, Kui-Wai
2011 Are foreign currency markets interdependent? evidence from data mining technologies
by Malliaris, A.G. & Malliaris, Mary
2011 Real Exchange Rates and Productivity: Evidence From Asia
by Yan, Isabel K. & Kakkar, Vikas
2011 Financial Liberalization And Demand For Money: A Case of Pakistan
by Khan, Rana Ejaz Ali & Hye, Qazi Muhammad Adnan
2011 Monetary sterilization and dual nominal anchors: some Caribbean examples
by Khemraj, Tarron & Pasha, Sukrishnalall
2011 Panel unit root tests of purchasing power parity hypothesis: Evidence from Turkey
by Gozgor, Giray
2011 The threshold nonstationary panel data approach to forward premiums
by Nagayasu, Jun
2011 Impact of exchange rate changes on domestic inflation: a study of a small Pacific Island economy
by Jayaraman, T. K. & Choong, Chee-Keong
2011 China-Malaysia’s long run trading and exchange rate: complementary or conflicting?
by Chan, Tze-Haw & Hooy, Chee-Wooi
2011 Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach
by Le, Thai-Ha & Chang, Youngho
2011 VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored
by Kim, Hyeongwoo
2011 The macroeconomic implication of exchange rate regimes
by Josheski, Dushko & Ljubica, Cikarska & Cane, Koteski
2011 How much you know matters: A note on the exchange rate disconnect puzzle
by Onur, Esen
2011 Evolution of Zimbabwe’s economic tragedy: a chronological review of macroeconomic policies and transition to the economic crisis
by Ndlela, Thandinkosi
2011 China’s new exchange rate regime, optimal basket currency and currency diversification
by Zhang, Zhichao & Shi, Nan & Zhang, Xiaoli
2011 The effects of real exchange rate misalignment and real exchange volatility on exports
by Diallo, Ibrahima Amadou
2011 Exchange rate arrangements and misalignments: contrasting words and deeds
by Yougbaré, Lassana
2011 Are exchange rates really free from seasonality? An exploratory analysis on monthly time series
by Cellini, Roberto & Cuccia, Tiziana
2011 Averting Currency Crises: The Pros and Cons of Financial Openness
by Gus, Garita & Chen, Zhou
2011 A small open economy New Keynesian model for a foreign exchange constrained economy
by Senbeta, Sisay
2011 Bretton Woods Fixed Exchange Rate System versus Floating Exchange Rate System
by Geza, Paula & Giurca Vasilescu, Laura
2011 The role of monetary policy in managing the euro - dollar exchange rate
by Mylonidis, Nikolaos & Stamopoulou, Ioanna
2011 The Concepts of Equilibrium Exchange Rate: A Survey of Literature
by Siregar, Reza
2011 Defending Against Speculative Attacks: Reputation, Learning, and Coordination
by Chong Huang
2011 Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru
by Alberto Humala & Gabriel Rodriguez
2011 Does The Exchange Rate Pass-Through Into Prices Change When Inflation Targeting Is Adopted? The Peruvian Case Study Between 1994 And 2007
by Paul Castillo & Luis Maertens Odria & Gabriel Rodríguez
2011 Exchange Rate Volatility and Choice of Anchor Currency - Prospects for a Melanesian Currency Union
by Willie Lahari
2011 Non-Stationary Interest Rate Differentials and the Role of Monetary Policy
by Philipp Matros & Enzo Weber
2011 To What Extent Do Exchange Rates and their Volatility Affect Trade?
by Marilyne Huchet-Bourdon & Jane Korinek
2011 Explaining the Appreciation of the Brazilian real
by Annabelle Mourougane
2011 Understanding the Recent Surge in the Accumulation of International Reserves
by Petar Vujanovic
2011 Global Imbalances, Exchange Rate Pegs and Capital Flows: A Closer Look
by Paul van den Noord
2011 The Macroeconomic Effects of Large Exchange Rate Appreciations
by Marcus Kappler & Helmut Reisen & Moritz Schularick & Edouard Turkisch
2011 Fluctuations in the international prices of oil, dairy products, beef and lamb between 2000 and 2008: A review of market-specific demand and supply factors
by Phil Briggs & Carly Harker & Tim Ng & Aidan Yao
2011 Determinants of the Dinar-Euro Nominal Exchange Rate
by Milan Nedeljkovic & Branko Urosevic
2011 Who cares about the Chinese Yuan?
by Balasubramaniam, Vimal & Patnaik, Ila & Shah, Ajay
2011 Who cares about the Chinese Yuan?
by Balasubramaniam, Vimal & Patnaik, Ila & Shah, Ajay
2011 Essais sur la modélisation de la dynamique du taux de change à travers les enseignements de la finance comportementale
by Di Filippo, Gabriele
2011 Adjustment patterns to commodity terms of trade shocks: the role of exchange rate and international reserves policies
by Joshua Aizenman & Sebastian Edwards & Daniel Riera-Crichton
2011 The External Impact of China's Exchange Rate Policy: Evidence from Firm Level Data
by Barry Eichengreen & Hui Tong
2011 Ownership Characteristics, Real Exchange Rate Movements and Labor Market Adjustment in China
by Risheng Mao & John Whalley
2011 Financial Sector Ups and Downs and the Real Sector: Big Hindrance, Little Help
by Joshua Aizenman & Brian Pinto & Vladyslav Sushko
2011 The Federal Reserve as an Informed Foreign Exchange Trader: 1973 – 1995
by Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz
2011 International Reserves and the Global Financial Crisis
by Kathryn M.E. Dominguez & Yuko Hashimoto & Takatoshi Ito
2011 Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis
by Andrew K. Rose & Mark M. Spiegel
2011 How Reliable are De Facto Exchange Rate Regime Classifications?
by Barry Eichengreen & Raul Razo-Garcia
2011 Carry Trades and Risk
by Craig Burnside
2011 International Risk Cycles
by François Gourio & Michael Siemer & Adrien Verdelhan
2011 What's Next for the Dollar?
by Martin S. Feldstein
2011 Risk, Monetary Policy and the Exchange Rate
by Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò
2011 The Real Exchange Rate, Real Interest Rates, and the Risk Premium
by Charles Engel
2011 Exchange Rates in Emerging Countries: Eleven Empirical Regularities from Latin America and East Asia
by Sebastian Edwards
2011 Carry Trade and Momentum in Currency Markets
by Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo
2011 A Darwinian Perspective on "Exchange Rate Undervaluation"
by Qingyuan Du & Shang-Jin Wei
2011 What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
by Harrison Hong & Motohiro Yogo
2011 Forecasting the Polish zloty with non-linear models
by Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch
2011 Foreign Output Shocks and Monetary Policy Regimes in Small Open Economies: A DSGE Evaluation of East Asia
by Joseph D. ALBA & Wai–Mun CHIA & Donghyun PARK
2011 Dynamics Between Strategic Commodities and Financial Variables
by Thai-Ha LE & Youngho CHANG
2011 Real Exchange Rate Movements in Developed and Developing Economies: an Interpretation of the Balassa-Samuelson's Framework
by Taya Dumrongrittikul
2011 Do Policy-Related Shocks Affect Real Exchange Rates? An Empirical Analysis Using Sign Restrictions and a Penalty-Function Approach
by Taya Dumrongrittikul
2011 Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model
by Pipat Wongsaart & Jiti Gao
2011 Keynesian and Austrian Perspective on Crisis, Shock Adjustment, Exchange Rate Regime and (Long-Term) Growth
by Mathilde Maurel & Gunther Schnabl
2011 Beating the Random Walk in Central and Eastern Europe by Survey Forecasts
by Anna Naszódi
2011 Testing the asset pricing model of exchange rates with survey data
by Anna Naszódi
2011 The role of currency swaps in the domestic banking system and the functioning the swap market during the crisis
by Judit Páles & Zsolt Kuti & Csaba Csávás
2011 A Tale of Three Countries: Recovery after Banking Crises
by Zsolt Darvas
2011 Currency Speculation in a Game-Theoretic Model of International Reserves
by Carlos J. Perez & Manuel S. Santos
2011 European exchange rates volatility and its asymmetrical components during the financial crisis
by Daniel Stavarek
2011 PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks
by Mark J. Holmes & Jesus Otero & Theodore Panagiotidis
2011 Foreign exchange rates under Markov Regime switching model
by Stéphane GOUTTE & Benteng Zou
2011 Hegemonic Currencies during the Crisis: The Dollar versus the Euro in a Cartalist Perspective
by David Fields & Matías Vernengo
2011 Modeling Exchange Rates with Incomplete Information
by Philippe Bacchetta & Eric van Wincoop
2011 Order Flows, Fundamentals and Exchange Rates
by Kentaro Iwatsubo & Ian W. Marsh
2011 The Information Improving Channel of Exchange Rate Intervention: How Do Official Announcements Work?
by Kentaro Iwatsubo & Satoshi Kawanishi
2011 PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks
by Mark J. Holmes & Jesús Otero & Theodore Panagiotidis
2011 Nonlinear Expectations in Speculative Markets - Evidence from the ECB Survey of Professional Forecasters
by Stefan Reitz & Jan-Christoph Rülke & Georg Stadtmann
2011 Capital Account Liberalization and the Role of the Renminbi
by Nicholas Lardy & Patrick Douglass
2011 Renminbi Rules: The Conditional Imminence of the Reserve Currency Transition
by Arvind Subramanian
2011 The Real Exchange Rate, Real Interest Rates, and the Risk Premium
by Engel, Charles
2011 A Simple Panel-CADF Test for Unit Roots
by Costantini, Mauro & Lupi, Claudio
2011 The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR
by Marina Tkalec
2011 Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics
by Viet Hoang Nguyen & Yongcheol Shin
2011 The role of the chinese dollar peg for macroeconomic stability in China and the world economy
by Gunther Schnabl
2011 Information Flow between Sovereign CDS and Dollar-Yen Currency Option Markets in the Sovereign Debt Crisis of 2009-2011
by Cho-Hoi Hui & Tom Fong
2011 Exchange Rates and the Margins of Trade: Evidence from Chinese Exporters
by Heiwai Tang & Yifan Zhang
2011 Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules
by Mahir Binici & Yin-Wong Cheung
2011 Renminbi Going Global
by Xiaoli Chen & Yin-Wong Cheung
2011 A Macro-Finance Approach to Exchange Rate Determination
by Yu-chin Chen & Kwok Ping Tsang
2011 A Case for Interest Rate Inertia in Monetary Policy
by Bask, Mikael
2011 Exchange rate misalignment estimates – Sources of differences
by Cheung , Yin-Wong & Fujii, Eiji
2011 Exchange rate misalignments: A comparison of China today against recent historical experiences of Japan, Germany, Singapore and Taiwan
by ´He, Xinhua & Qin, Duo & Liu, Yimeng
2011 China’s new exchange rate regime, optimal basket currency and currency diversification
by Zhang, Zhichao & Shi, Nan & Zhang, Xiaoli
2011 Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries
by Berganza, Juan Carlos & Broto, Carmen
2011 The threat of 'currency wars': A European perspective
by Zsolt Darvas & Jean Pisani-Ferry
2011 A note on testing for purchasing power parity
by Heinen, Florian
2011 The dynamics of real exchange rates - A reconsideration
by Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp
2011 Financial professionals' overconfidence:Is it experience, function, or attitude?
by Gloede, Oliver & Menkhoff, Lukas
2011 Are Euro exchange rates markets efficient? New evidence from a large panel
by Adrian Wai-Kong Cheung & Jen-Je Su & Astrophel Kim Choo
2011 Measuring the economic significance of structural exchange rate models
by Mario Cerrato & John Crosby & Muhammad Kaleem
2011 A nonlinear panel unit root test under cross section dependence
by Mario Cerrato & Christian de Peretti & Rolf Larsson & Nicholas Sarantis
2011 Government Spending, Monetary Policy, and the Real Exchange Rate
by Hafedh Bouakez & Aurélien Eyquem
2011 The trend of the real exchange rate overvaluation in open emerging economies: the case of Brazil
by André Nassif & Carmem Feijó & Eliane Araújo
2011 Une analyse critique de la composition des exportations du canton du Tessin et une appréciation des risques d'une revalorisation du franc suisse
by Massonnet, Jonathan
2011 L'économie fribourgeoise: une analyse critique de son extraversion internationale et une appréciation des risques d'une revalorisation du franc suisse
by Massonnet, Jonathan
2011 Exchange rate exposure under liquidity constraints
by Sarah Guillou & Stefano Schiavo
2011 A convergence-sensitive optimum-currency-area index
by Michal Skořepa
2011 The Multiscale Causal Dynamics of Foreign Exchange Markets
by Stelios Bekiros & Massimiliano Marcellino
2011 Nonlinear causality testing with stepwise multivariate filtering
by Stelios Bekiros
2011 Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics
by Stelios Bekiros
2011 Estimating Central Bank preferences in a small open economy: Sweden 1995-2009
by Gaetano D’Adamo
2011 The Currency of the People’s Republic of China and Production Fragmentation
by Nobuaki Yamashita
2011 A De Facto Asian-Currency Unit Bloc in East Asia : It Has Been There but We Did Not Look for It
by Eric Girardin
2011 Trans-Pacific Rebalancing : Thailand Case Study
by Chalongphob Sussangkarn & Deunden Nikomborirak
2011 Asian Monetary Unit and Monetary Cooperation in Asia
by Eiji Ogawa & Junko Shimizu
2011 Towards an Expanded Role for Asian Currencies : Issues and Prospects
by Hwee Kwan Chow
2011 Evaluating Asian Swap Arrangements
by Joshua Aizenman & Yothin Jinjarak & Donghyun Park
2011 The Political Economy of Reducing the United States Dollar’s Role as a Global Reserve Currency
by Josef T. Yap
2011 Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
by Bin Zhang
2011 Trilemma and Financial Stability Configurations in Asia
by Joshua Aizenman
2011 The Impossible Trinity and Capital Flows in East Asia
by Stephen Grenville
2011 Impact of US Quantitative Easing Policy on Emerging Asia
by Peter J. Morgan
2011 Management of Exchange Rate Regimes in Emerging Asia
by Ramkishen S. Rajan
2011 The Currency of the People’s Republic of China and Production Fragmentation
by Nobuaki Yamashita
2011 The International Regulatory Regime on Capital Flows
by Federico Lupo Pasini
2011 A De Facto Asian-Currency Unit Bloc in East Asia : It Has Been There but We Did Not Look for It
by Eric Girardin
2011 Asian Monetary Unit and Monetary Cooperation in Asia
by Eiji Ogawa & Junko Shimizu
2011 Evaluating Asian Swap Arrangements
by Joshua Aizenman & Yothin Jinjarak & Donghyun Park
2011 The Political Economy of Reducing the United States Dollar’s Role as a Global Reserve Currency
by Josef T. Yap
2011 Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
by Bin Zhang
2011 Trilemma and Financial Stability Configurations in Asia
by Joshua Aizenman
2011 Management of Exchange Rate Regimes in Emerging Asia
by Ramkishen S. Rajan
2011 A De Facto Asian-Currency Unit Bloc in East Asia : It Has Been There but We Did Not Look for It
by Eric Girardin
2011 Trans-Pacific Rebalancing : Thailand Case Study
by Chalongphob Sussangkarn & Deunden Nikomborirak
2011 Asian Monetary Unit and Monetary Cooperation in Asia
by Eiji Ogawa & Junko Shimizu
2011 Towards an Expanded Role for Asian Currencies : Issues and Prospects
by Hwee Kwan Chow
2011 The Political Economy of Reducing the United States Dollar’s Role as a Global Reserve Currency
by Josef T. Yap
2011 Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
by Bin Zhang
2011 Trilemma and Financial Stability Configurations in Asia
by Joshua Aizenman
2011 The Impossible Trinity and Capital Flows in East Asia
by Stephen Grenville
2011 Impact of US Quantitative Easing Policy on Emerging Asia
by Peter J. Morgan
2011 The International Regulatory Regime on Capital Flows
by Federico Lupo Pasini
2011 Trans-Pacific Rebalancing : Thailand Case Study
by Chalongphob Sussangkarn & Deunden Nikomborirak
2011 The Signalling Channel of Central Bank Interventions: Modelling the Yen/US Dollar Exchange Rate
by Yu-Fu Chen & Michael Funke & Nicole Glanemann
2011 Can Oil Prices Forecast Exchange Rates?
by Domenico Ferraro & Ken Rogoff & Barbara Rossi
2011 Misalignments and Dynamics of Real Exchange Rates in the CFA Franc Zone
by Cécile Couharde & Issiaka Coulibaly & Olivier Damette
2011 The Determinants Of The Vietnamese Economics Competitiveness, A Lesson For Developing Countries
by Van Ha NGUYEN & Xavier GALIEGUE
2011 Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates
by Theoharry Grammatikos & Robert Vermeulen
2011 Improving forecasting performance by window and model averaging
by Prasad S Bhattacharya & Dimitrios D Thomakos
2011 Cross-section Dependence and the Monetary Exchange Rate Model: A Panel Analysis
by Joscha Beckmann & Ansgar Belke & Frauke Dobnik
2011 Identifying the Weights in Exchange Market Pressure
by Franc Klaassen
2011 Exchange Rate Policy under Sovereign Default Risk
by Andreas Schabert
2011 Identifying the Weights in Exchange Market Pressure
by Franc Klaassen
2011 The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?
by Daniela Federici & Giancarlo Gandolfo
2011 The "Exorbitant Privilege": A Theoretical Exposition
by Wenli Cheng & Dingsheng Zhang
2011 International Transmission of Monetary Shocks and the Non-Neutrality of International Money
by Wenli Cheng & Dingsheng Zhang
2011 China’s Dominance Hypothesis and the Emergence of a Tri-polar Global Currency System
by Fratzscher, Marcel & Mehl, Arnaud
2011 On the Distribution of Exchange Rate Regime Treatment Effects on International Trade
by Dorn, Sabrina & Egger, Peter
2011 Can Oil Prices Forecast Exchange Rates?
by Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara
2011 130 years of fiscal vulnerabilities and currency crashes in advanced economies
by Fratzscher, Marcel & Mehl, Arnaud & Vansteenkiste, Isabel
2011 Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis
by Rose, Andrew K & Spiegel, Mark
2011 External Adjustment and the Global Crisis
by Lane, Philip R. & Milesi-Ferretti, Gian Maria
2011 Properties of Foreign Exchange Risk Premiums
by Sarno, Lucio & Schneider, Paul & Wagner, Christian
2011 Carry Trade and Momentum in Currency Markets
by Burnside, Craig & Eichenbaum, Martin & Rebelo, Sérgio
2011 Carry Trades and Global Foreign Exchange Volatility
by Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas
2011 Carry Trades, Monetary Policy and Speculative Dynamics
by Plantin, Guillaume & Shin, Hyun Song
2011 International Macro-Finance
by Pavlova, Anna & Rigobon, Roberto
2011 Hedging Behaviour of Czech Exporting Firms
by Vlastimil Cadek & Helena Rottova & Branislav Saxa
2011 Sustainable Real Exchange Rates in the New EU Member States: What Did the Great Recession Change?
by Jan Babecky & Ales Bulir & Katerina Smidkova
2011 On the Inclusion of the Chinese Renminbi in the SDR Basket
by Agnès Bénassy-Quéré & Damien Capelle
2011 Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach
by Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault
2011 The Signalling Channel of Central Bank Interventions: Modelling the Yen / US Dollar Exchange Rate
by Yu-Fu Chen & Michael Funke & Nicole Glanemann
2011 Does China Still Have a Labor Cost Advantage?
by Janet Ceglowski & Stephen Golub
2011 Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules
by Mahir Binici & Yin-Wong Cheung
2011 Exchange Rate Misalingment Estimates - Sources of Differences
by Yin-Wong Cheung & Eiji Fujii
2011 China and its Dollar Exchange Rate: A Worldwide Stabilizing Influence?
by Ronald Ian McKinnon & Gunther Schnabl
2011 The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?
by Daniela Federici & Giancarlo Gandolfo
2011 Portfolio Allocation and International Risk Sharing
by Gianluca Benigno & Hande Küçük-Tuger
2011 Challenges for the dollar as a reserve currency
by Gianluca Benigno
2011 Can a pure real business cycle model explain the real exchange rate: the case of Ukraine
by Onishchenko, Kateryna
2011 Modelling and Forecasting the Indian Re/US Dollar Exchange Rate
by Pami Dua & Rajiv Ranjan
2011 Currency Crises, Exchange Rate Regimes, and Capital Account Liberalization: A Duration Analysis Approach
by Mohammad Karimi & Marcel-Cristian Voia
2011 Empirics of Currency Crises: A Duration Analysis Approach
by Mohammad Karimi & Marcel-Cristian Voia
2011 Identifying Extreme Values of Exchange Market Pressure
by Mohammad Karimi & Marcel-Cristian Voia
2011 The Balassa-Samuelson Effect Reversed: New Evidence from OECD Countries
by Matthias Gubler & Christoph Sax
2011 Exchange Rate Pass-Through and Credit Constraints: Firms Price to Market as Long as They Can
by Georg H. Strasser
2011 Foreign exchange market structure, players and evolution
by Michael R. King & Carol Osler & Dagfinn Rime
2011 The Exchange Rate Pass-Through in the New EU Member States
by Jimborean, R.
2011 Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle
by Lopez, C. & Murray, C J. & Papell, D H.
2011 Short Note on the Unemployment Rate of the French Overseas Regions
by Hoarau, J-F. & Lopez, C. & Paul, M.
2011 The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?
by Della Corte, P. & Sarno, L. & Sestieri, G.
2011 Exchange Rate Pass-Through to Prices: Evidence from Mexico
by Carlos Capistrán & Raúl Ibarra-Ramírez & Manuel Ramos Francia
2011 Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries
by Juan Carlos Berganza & Carmen Broto
2011 Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market
by Michael Hutchison & Gurnain Kaur Pasricha & Nirvikar Singh
2011 Exchange Rates and Individual Good’s Price Misalignment: Some Preliminary Evidence of Long-Horizon Predictability
by Wei Dong & Deokwoo Nam
2011 External Stability, Real Exchange Rate Adjustment and the Exchange Rate Regime in Emerging-Market Economies
by Olivier Gervais & Lawrence Schembri & Lena Suchanek
2011 Effects of a Free Trade Agreement on the Exchange Rate Pass-Through to Import Prices
by Arnoldo Lopez Marmolejo
2011 Are Wages Equal Across Sectors of Production? A Panel Data Analysis for Tradable and Non-Tradable Goods
by Achim Schmillen
2011 Hysteresis and Import Penetration with Decreasing Sunk Costs
by Henry Aray
2011 The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis
by Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera
2011 Improving forecasting performance by window and model averaging
by Prasad S Bhattacharya & Dimitrios D Thomakos
2011 Reassessing the Link between the Japanese Yen and Emerging Asian Currencies
by Bong-Han Kim & Hyeongwoo Kim & Hong-Ghi Min
2011 Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries
by Bong-Han Kim & Hyeongwoo Kim
2011 Purchasing Power Parity and the Taylor Rule
by Hyeongwoo Kim & Masao Ogaki
2011 Studies On Financial Markets In East Asia
by
2011 Monetary Policy after the Crisis
by Marek Belka & Jens Thomsen & Kim Abildgren & Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco & Petar Chobanov & Amine Lahiani & Nikolay Nenovsky & Cristina Badarau & Grégory Levieuge & Tomasz Łyziak & Jan Przystypa & Ewa Stanisławska & Ewa Wróbel & Urszula Szczerbowicz
2011 Measures To Recalibrate The Macroeconomic Policies In The New Eu Member States That Are To Adopt The Single Currency
by Pop, Napoleon & Milea, Camelia & Lupu, Iulia & Criste, Adina & Ailinca, Alina Georgeta & Iordache, Floarea & Rotaru, Alina
2011 Testing Purchasing Power Parity for the New EU Members and Turkey : Panel Cointegration Analysis with Disaggregated CPI
by Hulya Saygili & Mesut Saygili
2011 Long-Run Purchasing Power Parity with Asymmetric Adjustment: Evidence from Mainland China and Taiwan
by Yang-Cheng Lu & Chang, Tsangyao & Chin-Ping Yu
2011 Revisiting Purchasing Power Parity for Nine Transition Countries Using the Rank Test for Nonlinear Cointegration
by Chang, Tsangyao & Chiu, Chi Chen & Tzeng, Han Wen
2011 The Relationship between Exchange Rate and Key Macroeconomic Indicators. Case Study: Romania
by Anca Elena Nucu
2011 La formulación de políticas desde una perspectiva macroprudencial en economías emergentes
by Moreno, Ramón
2011 Los mecanismos de transmisión de la política monetaria en Perú
by Castillo, Paul & Pérez, Fernando & Tuesta, Vicente
2011 Presiones cambiarias en el Perú: Un enfoque no lineal
by Morales Vásquez, Daniel
2011 Framing world monetary system reform: Fritz Machlup and the Bellagio Group conferences
by Carol M. Connell
2011 Modelling Fuel Prices. An I(1) Analysis
by Katarzyna Leszkiewicz-Kedzior
2011 Empirical Test of the Efficiency of Currency Investments
by Svend Reuse
2011 Financial liberalisation – The dilemmas of national adaptation
by István Magas
2011 Devaluation As The Instrument For Recession Overcoming In Bosnia And Herzegovina
by ZELJKO MARIC &
2011 The Relationship Between Productivity and Relative Prices in Romania (Balassa-Samuelson Internal Mechanism)
by Ghiba Nicolae
2011 Public Indebtedness in Developing Cuntries: Romanian Case
by Dobranschi Marian
2011 Country Risk in the Post-Crisis Landscape
by Deceanu Liviu & Rovinaru Flavius
2011 Exchange Rate - a Tool to Influence Economic Life
by Bucur Ion & Dusmanescu Dorel & Bucur Cristian
2011 Utilisation Of Benchmarking Techniques For Fundamenting Development Strategies In The Manufacturing Industry In Romania
by Rujan Ovidiu & Tartavulea Ramona Iulia & Vasilescu Felician & Geambasu Cristina Venera
2011 The Implications Of Varying Exchange Rates For The International Trade
by Sandu Carmen
2011 Exchange-Rates Forecasting: Exponential Smoothing Techniques And Arima Models
by Fat Codruta Maria & Dezsi Eva
2011 The Sovereign Debt Challange: An Overview
by Deceanu Liviu - Daniel & Mihut Ioana & Pop Stanca
2011 Do exchange-rate forecasters herd? A note on the zloty/dollar and yen/dollar exchange rate
by Georg Stadtmann & Dirk Schäfer
2011 Foreign reserve strategies for emerging economies - before and after the crisis
by Judit Antal & Áron Gereben
2011 Should the UK Join the Euro Zone? Evidence from a Synthetic OCA Assessment
by Kang-Soek Lee & Philippe Saucier
2011 The Effects of a Dual Exchange Rate System in a Financial Crisis: A Target Zone Perspective
by Chung-rou Fang
2011 The Causal Relationship between Stock Prices and Exchange Rates: Evidence from the G-7
by Shyh-Wei Chen & Tzu-Chun Chen
2011 Acýk Enflasyon Hedeflemesi Doneminde Parasal Aktarim Mekanizmasinin Doviz Kuru Kanali: Turkiye Uzerine Ekonometrik Bir Analiz
by Sevda YAPRAKLI
2011 Prediction of Currency Crises Using a Fiscal Sustainability Indicator
by Alexis Cruz Rodriguez
2011 External imbalance, valuation adjustments and real Exchange rate: evidence of predictability in an emerging economy
by Pablo Pincheira & Jorge Selaive
2011 The Determinants of Financial Euroization in a Post-Transition Country: Do Threshold Effects Matter?
by Marijana Ivanov & Marina Tkalec & Maruška Vizek
2011 Classifying international aspects of currency regimes
by Thomas Willett & Eric M.P. Chiu & Sirathorn (B.J.) Dechsakulthorn & Ramya Ghosh & Bernard Kibesse & Kenneth Kim & Jeff (Yongbok) Kim & Alice Ouyang
2011 Testing for nonlinearity of exchange rates: an information-theoretic approach
by Yuqin Zhang & Abdol S. Soofi & Shouyang Wang
2011 Financial system stress and unemployment in industrial countries
by Horst Feldmann
2011 The Composition of Foreign Reserves of the Central Banks of Selected Countries: Will the Euro Replace the Dollar?
by Akbar Komijani & Hossein Tavakolian
2011 Foreign Aid And The Real Exchange Rate In The West African Economic And Monetary Union (Waemu)
by Eberechukwu UNEZE
2011 Real Exchange Rate, Foreign Trade And Real Output Growth: The Case Of Spain, 1970-2009
by HSING, Yu & GUISAN, M.C.
2011 Foreign Aid And The Real Exchange Rate In The West African Economic And Monetary Union (Waemu)
by Eberechukwu UNEZE
2011 Interactions between the Exchange Rates and the Differential of the Stock Returns between Romania and US during the Global Crisis
by Razvan STEFANESCU & Ramona DUMITRIU
2011 The Effect of Exchange Rate and Inflation on Foreign Direct Investment and Its Relationship with Economic Growth in Nigeria
by Alex Ehimare OMANKHANLEN
2011 Risk aversion, exchange-rate uncertainty, and the law of one price: insights from the market for online air-travel tickets
by Michael G. Arghyrou & Andros Gregoriou & Panayiotis M. Pourpourides
2011 Endogenous inflows of speculative capital and the optimal currency appreciation path
by Mei Li & Junfeng Qiu
2011 Exchange Rate Policy And Regional Integration In Asia
by Michel Aglietta & Claire Labonne & Françoise Lemoine
2011 Mindestkurs für den Schweizer Franken: Gefährlicher Interventionismus der SNB?
by Oliver Landmann & Gunther Schnabl & David Iselin & Michael J. Lamla & Rudolf Minsch
2011 Umbruch im Weltwährungssystem: Sollte die Zeit freier Wechselkurse beendet werden?
by Jörg Asmussen & Gunther Schnabl
2011 FOREX - historický vývoj, súčasný stav a perspektívy vývoja najväčšieho finančného trhu súčasnosti
by Jozef Portašík
2011 Purchasing Power Parity Analyzed from a Continuous-Time Model
by João Nicolau
2011 FX strategies in periods of distress
by Jacob Gyntelberg & Andreas Schrimpf
2011 Foreign exchange trading in emerging currencies: more financial, more offshore
by Robert McCauley & Michela Scatigna
2011 La crise fi nancière : quels enseignements pour la macroéconomie internationale ? Synthèse de la conférence AEJ Macro/BDF/CEPR/ECARES/PSE des 28 et 29 octobre 2011
by BUSSIÈRE, M. & KALANTZIS, Y.
2011 The Effects of Real and Nominal Shocks on Real and Nominal Exchange Rates: The Case of Turkey
by Ahmet Murat ALPER
2011 International reserve diversification
by Ousmène Mandeng
2011 Effects of Different Currencies and Exchange Rate Regimes in Post-Yugoslav Countries during the Global Financial and Economic Crisis
by Ivanka Petkova
2011 Volatilidade Cambial e Crescimento Econômico: Teorias e Evidências para Economias em Desenvolvimento e Emergentes (1980 e 2007)
by Eliane Cristina de Araújo
2011 The Relationship Between Exchange Rate And Exports In Romania Using A Vector Autoregressive Model
by Carmen Sandu & Nicolae Ghiba
2011 The Impact of Rand/US Dollar Exchange Rate Volatility on the Performance of Futures Markets for Agricultural Commodities
by Motlatjo Moholwa & Guangling (Dave) Liu
2011 Purchasing Power Parity in Eastern European Countries: Further Evidence from Black Market Exchange Rates
by Alper Aslan & Ferit Kula
2010 Exchange Rate Regimes in the Modern Era
by Michael W. Klein & Jay C. Shambaugh
2010 Does Real Exchange Rate Volatility Affect Sectoral Trade Flows?
by Mustafa Caglayan & Jing Di
2010 Foreign exchange reserve accumulation in the ASEAN-4 : challenges, opportunities, and policy options
by Donghyun Park & Gemma Esther B. Estrada
2010 Recovering risk-neutral densities from exchange rate options: Evidence from Lira-Dollar options
by Halil İbrahim AYDIN & Ahmet DEĞERLİ & Pınar ÖZLÜ
2010 Planes no creíbles de estabilización de precios, riesgo cambiario y opciones reales para posponer consumo. Un análisis con volatilidad estocástica
by Venegas-Martínez, Francisco
2010 Efectividad de la intervención cambiaria en Guatemala
by Castillo Maldonado, Carlos Eduardo
2010 Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo
by Arango, Luis Eduardo & Velandia, Daniel Eduardo
2010 The road to monetary union in Latin America: An EMS-type fixed exchange rate system as an intermediate step
by Garcia Rocabado, Daniel
2010 The theory of optimum currency areas and growth in emerging markets
by Schnabl, Gunther & Hoffmann, Andreas
2010 Analysis of the intraday effects of economic releases on the currency market
by Rezania, Omid & Rachev, Svetlozar T. & Sun, Edward & Fabozzi, Frank J.
2010 Is the Chinese currency substantially misaligned to warrant further appreciation?
by Qin, Duo & He, Xinhua
2010 Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern
by Pierdzioch, Christian & Schäfer, Dirk & Stadtmann, Georg
2010 The future of the international exchange rate system
by Schäfer, Wolf
2010 On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates
by Reitz, Stefan & Ruelke, Jan C. & Taylor, Mark P.
2010 Equilibrium Real Effective Exchange Rates and Real Exchange Rate Misalignments: Time Series vs. Panel Estimates
by Oliver Hossfeld
2010 Does the nominal exchange rate regime affect the real interest parity condition?
by Christian Dreger
2010 Conventions in the Foreign Exchange Market:Do they really explain Exchange Rate Dynamics?
by Gabriele Di Filippo
2010 Wechselkurse und österreichischer Außenhandel
by Doris Ritzberger-Grünwald & Julia Wörz
2010 Workers' Remittances and the Equilibrium Real Exchange Rate: Theory and Evidence
by Adolfo Barajas & Ralph Chami & Dalia Hakura & Peter Montiel
2010 Workers' Remittances and the Equilibrium Real Exchange Rate: Theory and Evidence
by Adolfo Barajas & Ralph Chami & Dalia Hakura & Peter Montiel
2010 Discrepancies between Purchasing Power Parities and Exchange Rates under the Law of One Price: A Puzzle (partly) Explained?
by Leon Podkaminer
2010 Pegging the future West African single currency in regard to internal/external competitiveness: a counterfactual analysis
by Gilles Duffrenot & Kimiko Sugimoto
2010 Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States
by Peter Chobanov & Amine Lahiani & Nikolay Nenovsky
2010 Adaptive Forecasting of Exchange Rates with Panel Data
by Leonardo Morales-Arias & Alexander Dross
2010 Small Traders in Currency Futures Markets Format
by Carl Chiarella & Andreas Rothig
2010 External constraint and financial crises with balance sheet effects
by Meixing Dai
2010 Monnaie et Crise Bancaire dans une Petite Economie Ouverte
by Jin Cheng
2010 Is low inflation really causing the decline in exchange rate pass-through?
by Miguel A. León-Ledesma & Reginaldo P. Nogueira Júnior
2010 Bank globalization and the balance sheet channel of monetary transmission
by Sami Alpanda & Uluc Aysun
2010 Securitization and the balance sheet channel of monetary transmission
by Uluc Aysun & Melanie Guldi & Ralf Hepp
2010 Investigating Sources of Unanticipated Exposure in Industry Stock Returns
by Don Bredin & Stuart Hyde
2010 Assessing Co-ordinated Asian Exchange Rate Regimes
by Raj Aggarwal & Cal B. Muckley
2010 The Political Economy of the Undervalued Renminbi
by Ingrid H. Rima
2010 Turkiye icin Yeni Reel Efektif Doviz Kuru Endeksleri
by Hulya Saygili & Mesut Saygili & Gokhan Yilmaz
2010 Welfare Gains from Disinflation in an Economy With Currency Substitution (Para Ikamesinin Oldugu Bir Ekonomide Enflasyonun Dusurulmesinden Kaynaklanan Refah Kazanimlari)
by H. Murat Ozbilgin
2010 Recovering Risk-Neutral Densities from Exchange Rate Options: Evidence in Turkey (Kur Opsiyonlarindan Riske Duyarsiz Yogunluk Fonksiyonu Cikarimi: Turkiye Ornegi)
by Halil Ibrahim Aydin & Ahmet Degerli & Pinar Ozlu
2010 Periodic Sequences of Arbitrage: A Tale of Four Currencies
by Rod Cross & Victor Kozyakin & Brian O'Callaghan & Alexei Pokrovskii & Alexey Pokrovskiy
2010 Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables
by Nikolaos Antonakakis
2010 Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity
by Tommaso Mancini Griffoli & Angelo Ranaldo
2010 Momentum in stock market returns: Implications ofr risk premia on foreign currencies
by Thomas Nitschka
2010 Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
by Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer
2010 The Time-Varying Systematic Risk of Carry Trade Strategies
by Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind
2010 Convertibility Restriction Determination in China's Foreign Exchange Market and its Impact of Forward Pricing
by Yi Wang
2010 Evaluating currency crisis:A multivariate Markov switching approach
by Kostas Mouratidis & Dimitris Kenourgios & Aris Samitas
2010 Trade Flows, Exchange Rate Uncertainty and Financial Depth: Evidence from 28 Emerging Countries
by Mustafa Caglayan & Omar S. Dahi & Firat Demir
2010 For Rich or for Poor: When does Uncovered Interest Parity Hold?
by Maurice J. Roche & Michael J. Moore
2010 What do we know about real exchange rate nonlinearities?
by R. KRUSE & M. FRÖMMEL & L. MENKHOFF & P. SIBBERTSEN
2010 Country-Specific Risk Premium, Taylor Rules, and Exchange Rates
by Barbara Annicchiarico & Alessandro Piergallini
2010 The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies
by Mark J. Holmes & Jesús Otero & Theodore Panagiotidis
2010 Purchasing Power Parity and the European Single Currency: Some New Evidence
by Maria Christidou & Theodore Panagiotidis
2010 The Asia Financial Crises and Exchange Rates: Had There Been Volatility Shifts for Asian Currencies?
by Takashi Oga & Wolfgang Polasek
2010 Gold and the U.S. Dollar: Tales from the Turmoil
by Massimiliano Marzo & Paolo Zagaglia
2010 Some stylized facts of returns in the foreign exchange and stock markets in Peru
by Humala, Alberto & Rodriguez, Gabriel
2010 Los Mecanismos de Transmisión de la Política Monetaria en Perú
by Castillo, Paul & Perez, Fernando & Tuesta, Vicente
2010 Exchange Rate Misalignments: Historical Experience of Japan, Germany, Singapore and Taiwan Compared to China Today
by Duo Qin & Xinhua He & Yimeng Liu
2010 Is the Chinese Currency Substantially Misaligned to Warrant Further Appreciation?
by Duo Qin & Xinhua He
2010 Renovation of the Global Reserve Regime: Concepts and Proposals
by Peter B. Kenen
2010 The equilibrium real exchange rate of China: a productivity approach
by Yan, Isabel K. & Kakkar, Vikas
2010 Анализ Факторов Динамики Обменного Курса Рубля
by Trunin, Pavel & Knyazev, Dmitriy & Kudykina, Ekaterina
2010 The impact of real oil price on real effective exchange rate: The case of Azerbaijan
by Hasanov, Fakhri
2010 Implications of real exchange rate misalignment in developing countries: theory, empirical evidence and application to growth performance in Zimbabwe
by Ndlela, Thandinkosi
2010 Expanding Varieties in the Nontraded Goods Sector and the Real Exchange Rate Depreciation
by He, Qichun
2010 Iceland's Economic and Financial Crisis: Causes, Consequences and Implications
by Spruk, Rok
2010 Lessons from the foreign exchange market reforms in Ghana: 1983-2006
by Sanusi, Aliyu Rafindadi
2010 Exchange rate pass-through to consumer prices in Ghana: Evidence from structural vector auto-regression
by Sanusi, Aliyu Rafindadi
2010 The impact of global economic imbalance on migrant workers and economies of the Gulf Cooperation Council
by Marzovilla, Olga
2010 Implicații ale volatilității cursului de schimb asupra schimburilor comerciale internaționale (cazul Romaniei)
by Ghiba, Nicolae
2010 Impactul modificării ratei dobânzii asupra cursului de schimb în România
by Ghiba, Nicolae
2010 Efecte ale volatilității cursului de schimb asupra exporturilor
by Ghiba, Nicolae
2010 Валютна Криза В Україні В Контексті Сучасних Моделей Фінансових Криз
by Petrushchak, Bohdan
2010 To devalue or not to devalue? How East European countries responded to the outflow of capital in 1997-99 and in 2008-09
by Popov, Vladimir
2010 Introduction to the foreign exchange market
by Violeta, Gaucan
2010 Determinants of current account in the EU: the relation between internal and external balances in the new members
by Ketenci, Natalya & Uz, Idil
2010 Updating the PPP puzzle: should we use nonlinear models?
by Zanetti Chini, Emilio
2010 Determinants of the exchange market pressure in the euro-candidate countries
by Stavarek, Daniel
2010 Oil Shocks and Kuwait’s Dinar Exchange Rate: the Dutch Disease Effect
by Al-mulali, Usama & Che Sab, Normee
2010 Asymmetric Response in Foreign Exchange Volatility under Structural Break
by Sen, Chitrakalpa & Chakrabarti, Gagari & Sarkar, Amitava
2010 Does asymmetric information play a role in explaining the Asian currency crisis? Application to Indonesian and Malaysian cases using a two-state Markov Switching model
by Trabelsi, Emna
2010 Forecasting Malaysian Exchange Rate: Do Artificial Neural Networks Work?
by Chan, Tze-Haw & Lye, Chun Teck & Hooy, Chee-Wooi
2010 Re-examination of the long-run purchasing power parity: further evidence from Turkey
by Korap, Levent & Aslan, Özgür
2010 The Optimal Path of the Chinese Renminbi
by Dupuy, Philippe & Carlotti, Jean-Etienne
2010 China-Malaysia’s Trading and Exchange Rate: Complementary or Conflicting Features?
by Chan, Tze-Haw & Hooy, Chee-Wooi
2010 Market Myths in Contemporary Economics
by Punabantu, Siize
2010 Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi
by Pontines, Victor & Siregar, Reza Y.
2010 Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries
by Pontines, Victor & Siregar, Reza Y.
2010 Exchange Rate Volatility and Employment Growth in Developing Countries: Evidence from Turkey
by Demir, Firat
2010 The Impact of Oil Prices on the Exchange Rate and Economic Growth in Norway
by Al-mulali, Usama
2010 Impact of global economic imbalance on migrant workers and economies of the Gulf Cooperation Council
by Marzovilla, Olga
2010 Choice of exchange rate regimes for African countries: Fixed or Flexible Exchange rate regimes?
by Simwaka, Kisu
2010 The US Subprime Crises and Extreme Market Pressures in Asia
by Siregar, Reza & Pontines, Victor & Mohd Hussain, Nurulhuda
2010 Managing India's Foreign Exchange Reserve: A preliminary exploration of issues and options
by Chaisse, Julien & Chakraborty, Debashis & Mukherjee, Jaydeep
2010 The Structural Relationship between Current and Capital Account Balance in India: A Time Series Analysis
by Chakraborty, Debashis & Mukherjee, Jaydeep & Sinha, Tanaya
2010 Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment
by Kim, Hyeongwoo & Moh, Young-Kyu
2010 Pricing to Market in Business Cycle Models
by Drozd, Lukasz A. & Nosal, Jaromir B.
2010 Gold and the U.S. Dollar: Tales from the turmoil
by Marzo, Massimiliano & Zagaglia, Paolo
2010 Onshore and offshore market for Indian Rupee: recent evidence on volatility and shock spillover
by Behera, Harendra
2010 US Cotton Exports to Textile Producers: The Effects of Bilateral Exchange Rates
by Durmaz, Nazif & Thompson, Henry
2010 External constraint and financial crises with balance sheet effects
by Dai, Meixing
2010 From dollar peg to basket peg:the experience of Kuwait in view of the GCC monetary unification
by Marzovilla, Olga & Mele, Marco
2010 Carry Trade, Forward Premium Puzzle and Currency Crisis
by Kaizoji, Taisei
2010 Properties of Foreign Exchange Risk Premiums
by Sarno, Lucio & Schneider, Paul & Wagner, Christian
2010 Uncertainty and Currency Crises: Evidence from Survey Data
by Prati, Alessandro & Sbracia, Massimo
2010 Does the uncovered interest parity hold in short horizons?
by Levent, Korap
2010 Country-Specific Risk Premium, Taylor Rules, and Exchange Rates
by Annicchiarico, Barbara & Piergallini, Alessandro
2010 Capital Inflows, Inflation and Exchange Rate Volatility: An Investigation for Linear and Nonlinear Causal Linkages
by Abdul Rashid & Fazal Husain
2010 Drivers of exchange rate dynamics in selected CIS countries: Evidence from a FAVAR analysis
by Christian Dreger & Jarko Fidrmuc
2010 Asset Prices and Real Economic Activity
by E. Philip Davis
2010 The Renminbi and Poor-Country Growth
by Christopher Garroway & Burcu Hacibedel & Helmut Reisen & Edouard Turkisch
2010 New Zealand's Exchange Rate Cycles: Evidence and Drivers
by Gemma Mabin
2010 Monetary policy implementation and uncovered interest parity: empirical evidence from Oceania
by Alfred Guender & Bevan Cook
2010 The exchange rate regime in Asia: From crisis to crisis
by Patnaik, Ila & Shah, Ajay & Sethy, Anmol & Balasubramaniam, Vimal
2010 The exchange rate regime in Asia: From crisis to crisis
by Patnaik, Ila & Shah, Ajay & Sethy, Anmol & Balasubramaniam, Vimal
2010 International Macro-Finance
by Anna Pavlova & Roberto Rigobon
2010 The European Union, the Euro, and Equity Market Integration
by Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel
2010 Currency Carry Trades
by Travis J. Berge & Òscar Jordà & Alan M. Taylor
2010 From the Great Moderation to the global crisis: Exchange market pressure in the 2000s
by Joshua Aizenman & Jaewoo Lee & Vladyslav Sushko
2010 Countercyclical Currency Risk Premia
by Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan
2010 Exchange Market Pressure and Absorption by International Reserves: Emerging Markets and Fear of Reserve Loss During the 2008-09 Crisis
by Joshua Aizenman & Michael M. Hutchison
2010 Why has the yen failed to become a dominant invoicing currency in Asia? A firm-level analysis of Japanese Exporters' invoicing behavior
by Takatoshi Ito & Satoshi Koibuchi & Kiyotaka Sato & Junko Shimizu
2010 Monetary Policy and the Uncovered Interest Parity Puzzle
by David K. Backus & Federico Gavazzoni & Christopher Telmer & Stanley E. Zin
2010 In Search of Real Rigidities
by Gita Gopinath & Oleg Itskhoki
2010 Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?
by Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek
2010 Surfing the Waves of Globalization: Asia and Financial Globalization in the Context of the Trilemma
by Joshua Aizenman & Menzie D. Chinn & Hiro Ito
2010 The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium
by Yanping Chong & Òscar Jordà & Alan M. Taylor
2010 Investor Overconfidence and the Forward Premium Puzzle
by Craig Burnside & Bing Han & David Hirshleifer & Tracy Yue Wang
2010 International reserves and swap lines: substitutes or complements?
by Joshua Aizenman & Yothin Jinjarak & Donghyun Park
2010 What Determines European Real Exchange Rates?
by Martin Berka & Michael B. Devereux
2010 Detecting Crowded Trades in Currency Funds
by Momtchil Pojarliev & Richard M. Levich
2010 The Fall of the Vanishing Interim Regime Hypothesis: Towards a New Paradigm of the Choice of the Exchange Rate Regimes
by Michal Jurek
2010 Asia's Sovereign Wealth Funds and Reform of the Global Reserve System
by Donghyun PARK & Andrew Rozanov
2010 Uncovering uncovered interest parity during the classical gold standard era, 1888-1905
by Andrew Coleman &
2010 Equilibrium on international assets and goods
by Patrice Fontaine & Cuong Le Van
2010 International Transmission of Monetary Shocks in a Ricardian World
by Wenli Cheng & Dingsheng Zhang
2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
by Mario Forni & Luca Gambetti
2010 Analysing currency risk premia in the Czech Republic, Hungary, Poland and Slovakia
by András Rezessy
2010 Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market
by Yuliya Lovcha & Alejandro Perez-Laborda
2010 Risk premium shocks, monetary policy and exchange rate pass-through in the Czech Republic, Hungary and Poland
by Balázs Vonnák
2010 The Threat of 'Currency Wars': a European Perspective
by Zsolt Darvas & Jean Pisani-Ferry
2010 Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?
by Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek
2010 Digging Out the PPP Hypothesis: an Integrated Empirical Coverage
by Miguel de Carvalho & Paulo Julio
2010 The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies
by Mark J. Holmes & Theodore Panagiotidis & Jesus Otero
2010 What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries
by Maria Grydaki & Stilianos Fountas
2010 Purchasing Power Parity and the European Single Currency: Some New Evidence
by Maria Christidou & Theodore Panagiotidis
2010 Terms of Trade Shocks and Economic Performance Under Different Exchange Rate Regimes
by A. H. Ahmad & Eric J. Pentecost
2010 Is this time different for Asia?: Evidence from stock Markets
by Yushi Yoshida
2010 Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
by Chia-Lin Chang & Michael McAleer
2010 Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence
by Katarina Juselius
2010 Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?
by Rasmus Fatum & Jesper Pedersen & Peter Norman Sørensen
2010 Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?
by Rasmus Fatum
2010 Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?
by Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek
2010 Purchasing Power Parity and the European Single Currency: Some New Evidence
by Maria Christidou & Theodore Panagiotidis
2010 Structural Change in Current Account and Real Exchange Rate Dynamics: Evidence from the G7 Countries
by Masahiko Shibamoto & Shigeto Kitano
2010 Adaptive Forecasting of Exchange Rates with Panel Data
by Leonardo Morales-Arias & Alexander Dross
2010 Liability dollarization and fear of floating
by Nguyen, Quoc Hung
2010 Natural Gas Export Revenue, Fiscal Balance and Inflation in Myanmar
by Kubo, Koji
2010 The Extreme Risk Problem for Monetary Policies of the Euro-Candidates
by Hubert Gabrisch & Lucjan T. Orlowski
2010 Exchange Rates, Price Levels, and Inflation Targeting: Evidence from Asian Countries
by Weera Prasertnukul & Donghun Kim & Makoto Kakinaka
2010 Evolution of India's exchange rate regime
by Ashima Goyal
2010 The Indian exchange rate and central bank action: A GARCH analysis
by Ashima Goyal & Sanchit Arora
2010 Policy Measures to Alleviate Foreign Currency Liquidity Shortages under Aggregate Risk with Moral Hazard
by Hiroshi Fujiki
2010 The Cross-Country Incidence of the Global Crisis
by Philip Lane & Gian Maria Milesi-Ferretti
2010 Exchange Rate Policy in Brazil
by John Williamson
2010 Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes
by Jeffrey Frankel & Daniel
2010 The Asia Financial Crises and Exchange Rates
by Oga, Takashi & Polasek, Wolfgang
2010 The Accumulation of Foreign Exchange by Central Banks: Fear of Capital Mobility?
by Andreas Steiner
2010 Central Banks’ Dilemma: Reserve Accumulation, Inflation and Financial Instability
by Andreas Steiner
2010 What Does the Yield Curve Tell Us about Exchange Rate Predictability?
by Yu-chin Chen & Kwok Ping Tsang
2010 Home Bias in Currency Forecasts
by Yu-chin Chen & Kwok Ping Tsang & Wen Jen Tsay
2010 The Risk of Sudden Depreciation of the Euro in the Sovereign Debt Crisis of 2009-2010
by Cho-Hoi Hui & Tsz-Kin Chung
2010 Measuring Renminbi Misalignment: Where Do We Stand?
by Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii
2010 Renminbising China's Foreign Assets
by Yin-Wong Cheung & Guonan Ma & Robert N. McCauley
2010 Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities
by Cho-Hoi Hui & Tsz-Kin Chung & Chi-Fai Lo
2010 Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity
by OKIMOTO, Tatsuyoshi & SHIMOTSU, Katsumi
2010 To Segment or Not to Segment Markets? A Note on the Profitability of Market Segmentation for an International Oligopoly
by Gallo, Fredrik
2010 The Relationship between Exchange Rates and Interest Rate Differentials: a Wavelet Approach
by Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer
2010 An Investigation of the Causal Relations between Exchange Rates and Interest Rate Differentials Using Wavelets
by Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer
2010 Bi-currency versus Single-Currency Targeting: Lessons from the Russian Experience
by Sokolov, Vladimir
2010 Off-the-record target zones: Theory with an application to Hong Kong's currency board
by Chen, Yu-Fu & Funke, Michael & Glanemann, Nicole
2010 A Large Trader in Bubbles and Crashes: an Application to Currency Attacks
by Mei Li & Frank Milne
2010 Carry Trade with Maintained Currencies - A Risk and Return Analysis for the Egyptian Pound
by Christian Kalhoefer & Sara Shenouda & Ahmed Badawi
2010 How Should Macroeconomic Policy Respond to Foreign Financial Crises?
by Anthony J. Makin
2010 The duration of business cycle expansions and contractions: Are there change-points in duration dependence?
by Vitor Castro
2010 Exchange Rate Target Zones: A Survey of the Literature
by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte
2010 Microstructure order flow: statistical and economic evaluation of nonlinear forecasts
by Mario Cerrato & Hyunsok Kim & Ronald MacDonald
2010 Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate: Evidence from Multivariate Unobserved Components Models
by Xiaoshan Chen & Ronald MacDonald
2010 Equilibrium exchange rate determination and multiple structural changes
by Hyunsok Kim & Ronald MacDonald
2010 A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates
by Christian de Peretti & Carole Siani & Mario Cerrato
2010 Testing for “contagion” of the subprime crisis on the Middle East and North African stock markets : A Markov Switching EGARCH approach
by Wajih Khallouli & Modibo René Sandretto
2010 Deposit Dollarization and Its Impact on Financial Deepening in the Developing World
by Eduardo Court & Emre Ozsoz & Erick W. Rengifo
2010 Evaluating the Effects of Deposit Dollarization in Bank Profitability
by Ali M. Kutan & Erick W. Rengifo & Emre Ozsoz
2010 Securitization and the Balance Sheet Channel of Monetary Transmission
by Uluc Aysun & Ralf Hepp
2010 Estimating the Baumol-Bowen and Balassa-Samuelson effects in the Polish economy -- a disaggregated approach
by Andrzej Torój & Karolina Konopczak
2010 “Quo Vadis Real? Estimating the Brazilian Real Exchange Rate Misalignment in Vector Error Correction Model with Structural Change”
by Emerson Fernandes Marçal & Fernando Barbi
2010 Are Small Countries Able to Set their Own Interest Rates? Assessing the Implications of the Macroeconomic Trilemma
by Helmut Herwartz & Jan Roestel
2010 427 - Comparing alternative methodologies for real exchange rate assessment - Matteo Salto and Aless
by Matteo Salto & Alessandro Turrini
2010 Management of China's foreign exchange reserves: a case study on the state administration of foreign
by Yu-Wei Hu
2010 A Concise History of Exchange Rate Regimes in Latin America
by Roberto Frankel & Martín Rapetti
2010 The role of the terms of trade in the trade channel of transmission of oil price shocks
by Maravalle, Alessandro
2010 Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes
by Frankel, Jeffrey & Xie, Daniel
2010 Do countries falsify economic date strategically? Some evidence that they do
by Michalski, Tomasz & Stoltz, Gilles
2010 The Yuan’s Exchange Rates and Pass-through Effects on the Prices of Japanese and US Imports
by Yuqing Xing
2010 The Financial Crisis, Rethinking of the Global Financial Architecture, and the Trilemma
by Joshua Aizenman & Menzie D. Chinna & Hiro Ito
2010 The Role of Macroeconomic Policy in Rebalancing Growth
by Peter J. Morgan
2010 Inflation Targeting and Pass-through Rate in East Asian Economies
by Hiroyuki Taguchi & Woong-Ki Sohn
2010 The Indian Exchange Rate and Central Bank Action : A GARCH Analysis
by Ashima Goyal & Sanchit Arora
2010 Capital Inflows, Inflation and Exchange Rate Volatility : An Investigation for Linear and Nonlinear Causal Linkages
by Abdul Rashid & Fazal Husain
2010 The Role of Macroeconomic Policy in Rebalancing Growth
by Peter J. Morgan
2010 The exchange rate regime in Asia : From Crisis to Crisis
by Ila Patnaik & Ajay Shah & Anmol Sethy & Vimal Balasubramaniam
2010 The Role of Macroeconomic Policy in Rebalancing Growth
by Peter J. Morgan
2010 Off-the-Record Target Zones: Theory with an Application to Hong Kong’s Currency Board
by Yu-Fu Chen & Michael Funke & Nicole Glanemann
2010 Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle
by Cosmin L. Ilut
2010 Investor Overconfidence and the Forward Premium Puzzle
by A. Craig Burnside & Bing Han & David A. Hirshleifer & Tracy Yue Wang
2010 Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors
by A. Craig Burnside
2010 Do Peso Problems Explain the Returns to the Carry Trade?
by A. Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio T. Rebelo
2010 The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment
by A. Craig Burnside
2010 Can Exchange Rates Forecast Commodity Prices?
by Yu-chin Chen & Kenneth Rogoff & Barbara Rossi
2010 Real exchange rate misalignments and economic performance for the G20 countries
by Audrey Sallenave
2010 Equilibrium on International Financial Assets and Goods Marke
by Patrice Fontaine & Cuong Le Van
2010 The Forward Premium Puzzle and Latent Factors Day by Day
by Kerstin Bernoth & Juergen von Hagen & Casper de Vries
2010 The Forward Premium Puzzle and Latent Factors Day by Day
by Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries
2010 The Impact of Real Oil Price on Real Effective Exchange Rate: The Case of Azerbaijan
by Fakhri Hasanov
2010 Regionality Revisited: An Examination of the Direction of Spread of Currency Crisis
by Amil Dasgupta & Roberto Leon-Gonzalez & Anja Shortland
2010 Global Imbalances and the Current Account Adjustment Process: An Empirical Analysis
by Marius Tippkötter
2010 Has the Euro Affected the Choice of Invoicing Currency?
by Ligthart, J.E. & Werner, S.E.V.
2010 Do Countries falsify Economic Data Strategically? Some Evidence That They Do
by Tomasz Michalski & Gilles Stoltz
2010 Fixed Exchange Rate Regimes in Mediterranean Countries and the Experience of Cyprus
by George Syrichas
2010 Assessing the Equilibrium Exchange Rate of the Cyprus Pound at the time of Euro Adoption
by George Kyriacou & Maria Papageorghiou
2010 Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates
by Theoharry Grammatikos & Robert Vermeulen
2010 Bilateral Financial Linkages and Global Imbalances: A View on The Eve of the Financial Crisis
by Milesi-Ferretti, Gian Maria & Strobbe, Francesco & Tamirisa, Natalia
2010 Why crises happen - nonstationary macroeconomics
by Davidson, James & Meenagh, David & Minford, Patrick & Wickens, Michael R.
2010 The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?
by Della Corte, Pasquale & Sarno, Lucio & Sestieri, Giulia
2010 The Cross-Country Incidence of the Global Crisis
by Lane, Philip R. & Milesi-Ferretti, Gian Maria
2010 Product adjustments: A firm-level analysis of the impact of a real exchange rate shock
by Moxnes, Andreas & Ulltveit-Moe, Karen-Helene
2010 The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium
by Chong, Yanping & Jordà, Òscar & Taylor, Alan M.
2010 Spot and Forward Volatility in Foreign Exchange
by Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias
2010 Currency Crises and Monetary Policy: A Study on Advanced and Emerging Economies
by Eijffinger, Sylvester C. W. & Karatas, Bilge
2010 The Forward Premium Puzzle and Latent Factors Day by Day
by Bernoth, Kerstin & de Vries, Casper G & von Hagen, Jürgen
2010 Cross-Border Investment in Small International Financial Centers
by Lane, Philip R. & Milesi-Ferretti, Gian Maria
2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
by Forni, Mario & Gambetti, Luca
2010 Learning and Complementarities: Implications for Speculative Attacks
by Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy
2010 Theoretical Structure of the FAGE Model
by Jingliang Xiao
2010 Exchange Rate Flexibility Across Financial Crises
by Virginie Coudert & Cecile Couharde & Valerie Mignon
2010 Estimation of Consistent Multi-Country FEERs
by Benjamin Carton & Karine Herve
2010 The Impact of Fiscal Rules on Public Finances: Theory and Empirical Evidence for the Euro Area
by Wim Marneffe & Bas Van Aarle & Wouter Van Der Wielen & Lode Vereeck
2010 The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes
by Michael G. Arghyrou & John D. Tsoukalas
2010 Pegging the Renminbi to a Basket - Facts, Prospects and Consequences
by Heikki Oksanen
2010 On the Effects of Monetary Policy Shocks on Exchange Rates
by Michael Binder & Qianying Chen & Xuan Zhang
2010 Financial Dollarization and European Union Membership
by Kyriakos C. Neanidis
2010 Volatility Transmission in Emerging European Foreign Exchange Markets
by Vít Bubák & Evžen Kocenda & Filip Zikes
2010 A Panel Data Investigation of Real Exchange Rate Misalignment and Growth
by Ronald MacDonald & Flávio Vieira
2010 Has the Euro Affected the Choice of Invoicing Currency?
by Jenny Ligthart & Sebastian E. V. Werner
2010 Active Currency Investing and Performance Benchmarks
by Michael Melvin & Duncan Shand
2010 Renminbising China's Foreign Assets
by Yin-Wong Cheung & Guonan Ma & Robert N. McCauley
2010 Monetary Policy, Model Uncertainty and Exchange Rate Volatility
by Agnieszka Markiewicz
2010 Bank Bailouts, International Linkages and Cooperation
by Friederike Niepmann & Tim Schmidt-Eisenlohr
2010 Monetary Policy Rules and Foreign Currency Positions
by Bianca De Paoli & Hande Küçük-Tuger & Jens Søndergaard
2010 Currency Unions in Prospect and Retrospect
by J. M. C. Santos Silva & Silvana Tenreyro
2010 Capital Flows and their Impact on the Real Effective Exchange Rate
by Jean-Louis COMBES & Patrick PLANE & Tidiane KINDA
2010 Taux de change réel et compétitivité de l'économie réunionnaise
by Michaël GOUJON & Fabien CANDAU & Jean-François HOARAU & Serge REY
2010 The Loonie’s Flirtation with Parity: Prospects and Policy Implications
by Philippe Bergevin & Colin Busby
2010 The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes
by Arghyrou, Michael G & Tsoukalas, John D.
2010 Carry Trade
by Oscar Jorda
2010 Monetary policy implementation and uncovered interest parity: empirical evidence from Oceania
by Alfred Guender & Bevan Cook
2010 Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
by Chia-Lin Chang & Michael McAleer
2010 The Future of Monetary Policy: Roles of Financial Stability and Exchange Rate
by Nasha Ananchotikul & Nuwat Nookhwun & Paiboon Pongpaichet & Songklod Rastapana & Phurichai Rungcharoenkitkul
2010 Price Discovery in Currency Markets
by Carol Osler & Alexander Mende & Lukas Menkhoff
2010 The Efficiency of the Global Markets for Final Goods and Productive Capabilities
by Georg H. Strasser
2010 A Transaction Data Study of the Forward Bias Puzzle
by Francis Breedon & Dagfinn Rime & Paolo Vital
2010 The international monetary system, 1844-1870: Arbitrage, efficiency, liquidity
by Stefano Ugolini
2010 The Origins of Foreign Exchange Policy: The National Bank of Belgium and the Quest for Monetary Independence in the 1850s
by Stefano Ugolini
2010 The long-run exchange rate for NOK: a BEER approach
by Geir E. Alstad
2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model fiscal. We obtain the following results. (ii) Both supply and demand shocks are important sources of fluctuations; supply prevails for GDP, while demand prevails for employment and information. (ii) Policy matters: Both monetary and fiscal policy shocks have sizeable effects on output and prices, with little evidence of crowding out; both monetary and fiscal authorities implement important systematic countercyclical policies reacting to demand shocks. (iii) Negative demand shocks have a large long-run positive effect on productivity, consistently with the Schumpeterian cleansing view of recessions
by Mario Forni & Luca Gambetti
2010 Liquidity problems in the FX liquid market: Ask for the "BIL"
by Borgy, V. & Idier, J. & Le Fol, G.
2010 Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009
by Gustavo Abarca & José Gonzalo Rangel & Guillermo Benavides
2010 The euro as a reserve currency for global investors
by Luis M. Viceira & Ricardo Gimeno
2010 International Capital Flows and Bond Risk Premia
by Jesus Sierra
2010 Non-Stationary Interest Rate Differentials and the Role of Monetary Policy
by Matros, Philipp & Weber, Enzo
2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
by Mario Forni & Luca Gambetti
2010 Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment
by Hyeongwoo Kim & Young-Kyu Moh
2010 What Drives Commodity Prices?
by Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini
2010 VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored
by Hyeongwoo Kim
2010 Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns
by Leonidas Tsiaras
2010 On European monetary integration and the persistence of real effective exchange rates
by Robinson Kruse
2010 Intertemporal Risk-Return Trade-off in Foreign Exchange Rates
by Charlotte Christiansen
2010 Dividend predictability around the world
by Jesper Rangvid & Maik Schmeling & Andreas Schrimpf
2010 Weathering the financial storm: The importance of fundamentals and flexibility
by Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson
2010 The Quest for Stability: the view of financial institutions
by Hans J. Blommestein & Lex H. Hoogduin & Jolanda J.W. Peeters & Wim W. Boonstra & Verónica Vallés & Christian Weistroffer & Stephan Schulmeister
2010 The Quest for Stability: the macro view
by Willem H. Buiter & Stefan Gerlach & Clemens J.M. Kool & José Viñals
2010 Crisis Management at Cross-Roads
by Rym Ayadi & Morten Balling & Jaime Caruana & Johan Evenepoel & Ingimundur Fridriksson & Rosa Maria Lastra & Frank Lierman & Gregory Nguyen & Francesco Papadia & Peter Praet & Guy Quaden & Paul Tucker & Freddy van den Spiegel
2010 Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long
by Haddad, Mona & Pancaro, Cosimo
2010 Random Walk Theory and Exchange Rate Dynamics in Transition Economies
by Nikola Gradojević & Vladimir Djaković & Goran Andjelić
2010 Exchange Rate and Interest Rate Distribution and Volatility under the Portuguese Target Zone
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2009 International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence
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2009 Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?
by Rasmus Fatum
2009 A New Method for Identifying the Effects of Foreign Exchange Interventions
by Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu
2009 Global Funding Liquidity, Equity Returns and Crash Risk: Implications for Monetary Policy
by Aidan Corcoran
2009 Cross-Border Investment in Small International Financial Centers
by Philip Lane & Gian Maria Milesi-Ferretti
2009 The Impact of the Financial Crisis on Emerging Asia
by Morris Goldstein & Daniel Xie
2009 The GCC Monetary Union: Choice of Exchange Rate Regime
by Mohsin S. Khan
2009 Reverse Shooting of Exchange Rates
by Peijie Wang
2009 Rational Overconfidence and Social Security
by Carsten Krabbe Nielsen
2009 Defending Against Speculative Attacks
by Tijmen Daniëls & Henk Jager & Franc Klaassen
2009 An Estimated Two-Country DSGE Model: losses from UK membership in EMU
by Moons, Cindy
2009 Stability of East Asian Currencies during the Global Financial Crisis
by Junko Shimizu & Eiji Ogawa
2009 Analysis on ƒÀ and ƒÐ Convergences of East Asian Currencies
by Eiji Ogawa & Taiyo Yoshimi
2009 Lessons for China from Financial Liberalization in Scandinavia
by Hongyi Chen & Lars Jonung & Olaf Unteroberdoerster
2009 A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility
by Yin-Wong Cheung & Kon S. Lai
2009 Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets
by Roberta Colavecchio & Michael Funke
2009 Real Exchange Rate, Productivity and Labor Market Rigidities
by Yu Sheng & Xinpeng Xu
2009 Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008
by Laurence Fung & Ip-wing Yu
2009 Funding Liquidity Risk and Deviations from Interest-Rate Parity During the Financial Crisis of 2007-2009
by Cho-Hoi Hui & Hans Genberg & Tsz-Kin Chung
2009 Liquidity, Risk Appetite and Exchange Rate Movements During the Financial Crisis of 2007-2009
by Cho-Hoi Hui & Hans Genberg & Tsz-Kin Chung
2009 Econometric Approach to Early Warnings of Vulnerability in the Banking System and Currency Markets for Hong Kong and Other EMEAP Economies
by Matthew S. Yiu & Alex Ho & Lu Jin
2009 Oil Prices and Real Exchange Rate Movements in Oil-Exporting Countries: The Role of Institutions
by Rickne, Johanna
2009 Uncovered Interest Parity in a Partially Dollarized Developing Country: Does UIP Hold in Bolivia? (And If Not, Why Not?)
by Melander, Ola
2009 Asian Sovereign Debt and Country Risk
by Johansson, Anders C.
2009 Testing for Unit Roots in Panel Time Series Models with Multiple Breaks
by Westerlund, Joakim
2009 A soft edge target zone model: Theory and application to Hong Kong
by Chen, Yu-Fu & Funke, Michael & Glanemann, Nicole
2009 Renminbi misaligned - Results from meta-regressions
by Korhonen, Iikka & Ritola, Maria
2009 Real Exchange Rate, Output and Oil: Case of Four Large Energy Producers
by Korhonen, Iikka & Mehrotra, Aaron
2009 Dutch disease in former Soviet Union: Witch-hunting?
by Égert, Balázs
2009 Trader see, trader do: How do (small) FX traders react to large counterparties' trades?
by Menkhoff, Lukas & Schmeling, Maik
2009 Endogenous Inflows of Speculative Capital and the Optimal Currency Appreciation Path
by Mei Li, & Junfeng Qiu
2009 Inflation, Growth and Exchange Rate Regimes in Small Open Economies
by Paula Hernandez-Verme
2009 Small Open Economies with Frictions in Credit Markets: Target inflation or money growth when floating?
by Paula Hernandez-Verme
2009 Exchange Rate Policy in Vietnam, 1985 – 2008
by Tran Phuc Nguyen & Duc-Tho Nguyen
2009 Excess Comovements between the Euro/US dollar and British pound/US dollar exchange rates
by Michael Kühl
2009 The Impact of Fixed Exchange Rates on Fiscal Discipline
by Makram El-Shagi
2009 Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM
by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte
2009 Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion
by Mario Cerrato & Hyunsok Kim & Ronald MacDonald
2009 An investigation of customer order flow in the foreign exchange market
by Mario Cerrato & Nicholas Sarantis & Alex Saunders
2009 Exchange rate forecasters’ performance: evidence of skill?
by Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky
2009 Financial Vulnerability in the Central and Eastern European Countries
by Irène Andreou & Aleksandra Zdzienicka
2009 Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911
by Filippo Cesarano & Giulio Cifarelli & Gianni Toniolo
2009 Lessons for China from financial liberalization in Scandinavia
by Hongyi Chen & Lars Jonung & Olaf Unteroberdoerster
2009 External rebalancing is not just an exporters' story: real exchange rates, the non-tradable sector and the euro
by Eric Ruscher & Guntram B. Wolff
2009 Sustainable real exchange rates in the new EU Member States: Is FDI a mixed blessing?
by Jan Babecký & Aleš Bulíř & Kateřina šmídková
2009 The Case of Japanese Manufacturing Firms
by Mitsuyo ANDO & Akie IRIYAMA
2009 Empowering the IMF: Should Reform be a Requirement for Increasing the Fund's Resources?
by Mark Weisbrot & Jose Cordero & Luis Sandoval
2009 Real Exchange Rate Misalignments
by Cristina Terra, Frederico Valladares
2009 On the GCC Currency Union
by Weshah Razzak
2009 Sticky Wages, Incomplete Pass-Through and Inflation Targeting: What is the Right Index to Target?
by Salem M. Abo-Zaid
2009 Understanding forecast failure of ESTAR models of real exchange rates
by Daniel Buncic
2009 The pass-through effect: a twofold analysis
by Antonio Forte
2009 The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies
by Frankel, Jeffrey & Poonawala, Jumana
2009 The Mechanics of Central Bank Intervention in Foreign Exchange Markets
by Basu, Kaushik
2009 Measuring Asymmetry and Persistence in Conditional Volatility in Real Output : Evidence from Three East Asian Tigers Using a Multivariate GARCH approach
by Vu Thanh Hai & Albert K. Tsuia & Zhaoyong Zhang
2009 Recent Monetary Policy Statement of Bangladesh Bank (July 2009) An Analytical Commentary
by Debapriya Bhattacharya & Towfiqul Islam Khan
2009 Are the East Asian Currencies still Misaligned? An Analysis Based on Absolute PPP-Income Relationship using Panel Data
by Taizo Motonishi
2009 Currency Regime and Monetary Autonomy
by Hiroyuki Taguchi
2009 Indian Capital Control Liberalization : Evidence from NDF Markets
by Michael Hutchison & Jake Kendall & Gurnain Pasricha & Nirvikar Singh
2009 Time-Varying Currency Betas : Evidence from Developed and Emerging Markets
by Prabhath Jayasinghe & Albert K. Tsui
2009 A Soft Edge Target Zone Model: Theory And Application To Hong Kong
by Yu-Fu Chen & Michael Funke & Nicole Glanemann
2009 Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière
by Salem Boubakri
2009 The Balassa-Samuelson model in general equilibrium with markup variations
by Romain Restout
2009 How Stable Are Monetary Models of the Dollar-Euro Exchange Rate?: A Time-Varying Coefficient Approach
by Joscha Beckmann & Ansgar Belke & Michael Kühl
2009 International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence
by Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault
2009 Real Convergence, Capital Flows, and Competitiveness in Central and Eastern Europe
by Ansgar Belke & Gunther Schnabl & Holger Zemanek
2009 Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis
by Christian Dreger & Jarko Fidrmuc
2009 Does the Canadian Economy suffer from Dutch Disease?
by Michel Beine & Charles S. Bos & Serge Coulombe
2009 Are the East Asian Currencies still Misaligned? An analysis based on absolute PPP-Income relationship using panel data
by Taizo Motonishi
2009 What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries
by Nikolaos Giannellis & Athanasios Papadopoulos
2009 Dispersion of Beliefs in the Foreign Exchange Market
by Christian Wolff & Ron Jongen & Willem F.C. Verschoor & Remco C.J. Zwinkels
2009 Asset Prices, Exchange Rates and the Current Account
by Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio
2009 The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
by Jordà, Òscar & Taylor, Alan M.
2009 The Crisis in the Foreign Exchange Market
by Melvin, Michael & Taylor, Mark P
2009 Can Parameter Instability Explain the Meese-Rogoff Puzzle?
by Bacchetta, Philippe & Beutler, Toni & van Wincoop, Eric
2009 The Exchange Rate Effect of Multi-Currency Risk Arbitrage
by Hau, Harald
2009 The Time-Varying Systematic Risk of Carry Trade Strategies
by Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul
2009 Crash Risk in Currency Markets
by Farhi, Emmanuel & Fraiberger, Samuel P. & Gabaix, Xavier & Rancière, Romain & Verdelhan, Adrien
2009 On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals
by Bacchetta, Philippe & van Wincoop, Eric
2009 Safe Haven Currencies
by Ranaldo, Angelo & Söderlind, Paul
2009 Exchange Rate Forecasting, Order Flow and Macroeconomic Information
by Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira
2009 Will an Appreciation of the Renminbi Rebalance the Global Economy? A Dynamic Financial CGE Analysis
by Jingliang Xiao & Glyn Wittwer
2009 Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
by Frédérique Bec & Mélika Ben Salem & Marine Carrasco
2009 On Equilibrium Exchange Rates: is Emerging Asia Different?
by Antonia Lopez-Villavicencio & Valerie Mignon
2009 Currency Misalignments and Growth: a New Look Using Nonlinear Panel Data Methods
by Sophie Bereau & Antonia Lopez Villavicencio & Valerie Mignon
2009 Exchange-Rate Misalignments in Duopoly: the Case of Airbus and Boeing
by Agnes Benassy-Quere & Lionel Fontagne & Horst Raff
2009 The Dollar in the Turmoil
by Agnes Benassy-Quere & Sophie Bereau & Valerie Mignon
2009 Real Convergence, Capital Flows, and Competitiveness in Central and Eastern Europe
by Ansgar Belke & Gunther Schnabl & Holger Zemanek
2009 International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence
by Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault
2009 The Crisis in the Foreign Exchange Market
by Michael Melvin & Mark P. Taylor
2009 A Cross-Country Empirical Analysis of International Reserves
by Yin-Wong Cheung & Hiro Ito
2009 Exchange Rate Forecasters' Performance: Evidence of Skill?
by Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky
2009 Bank of England Interest Rate Announcements and the Foreign Exchange Market
by Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Taylor
2009 The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa
by Balazs Egert
2009 The Behavioural Zloty/Euro Equilibrium Exchange Rate
by Joanna Beza-Bojanowska & Ronald MacDonald
2009 'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks
by Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O. Aa. Solheim
2009 Getting Talk Back on Target: The Exchange Rate and the Inflation Rate
by David Laidler
2009 Exchange rate uncertainty and deviations from Purchasing Power Parity: Evidence from the G7 area
by Arghyrou, Michael G & Gregoriou, Andros & Pourpourides, Panayiotis M.
2009 A new solution to the purchasing power parity puzzles? Risk-aversion, exchange rate uncertainty and the law of one price: Insights from the market of online air-travel tickets
by Arghyrou, Michael G & Gregoriou, Andros & Pourpourides, Panayiotis M.
2009 Modeling Sample Selection for Durations with Time-Varying Covariates, With an Application to the Duration of Exchange Rate Regimes
by Frederick J. Boehmke & Chris Meissner
2009 Exchange Rate Pass-Through into Romanian Price Indices: A VAR Approach
by Bogdan Cozmanca & Florentina Manea
2009 Private information, stock markets, and exchange rates
by Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan
2009 Overconfidence in Currency Markets
by Thomas Oberlechner & Carol Osler
2009 Managed Floats to Damp Shocks like 1982-5 and 2006-9: Field and Laboratory Evidence for Chinese Interest in a Single World Currency
by Robin Pope, , & Reinhard Selten, & Sebastian Kube, & Jürgen von Hagen
2009 Prominent Numbers, Indices and Ratios in Exchange Rate Determination and Financial Crashes: in Economists’ Models, in the Field and in the Laboratory
by Robin Pope & Reinhard Selten & Sebastian Kube & Jürgen von Hagen
2009 Nominalist Heuristics and Economic Theory
by Robin Pope & Reinhard Selten & Sebastian Kube
2009 Monetary policy and exchange rate overshooting: Dornbusch was right after all
by Hilde C. Bjørnland
2009 The role of house prices in the monetary policy transmission mechanism in small open economies
by Hilde C. Bjørnland & Dag Henning Jacobsen
2009 Revisiting the importance of non-tradable goods' prices in cyclical real exchange rate fluctuations
by Ida Wolden Bache & Kjersti Næss & Tommy Sveen
2009 Asymmetric information in the interbank foreign exchange market
by Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime
2009 Heterogeneous dynamics, aggregation and the persistence of economic shocks
by Laura Mayoral
2009 Analyzing aggregate real exchange rate persistence through the lens of sectoral data
by Laura Mayoral & Maréa Dolores Gadea
2009 A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008
by Guillermo Benavides & Carlos Capistrán
2009 Exchange Rate Pass-through and Monetary Policy: How Strong is the Link?
by Stephen Murchison
2009 Productivity, the Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited
by Ehsan U. Choudhri & Lawrence L. Schembri
2009 The Asian crisis. What did local stock markets expect?
by Alicia Garcia-Herrero & Jacob Gyntelberg & Andrea Tesei
2009 Exchange Rate, Employment and Hours: What Firm-Level Data Say
by Francesco Nucci & Alberto Franco Pozzolo
2009 What do we know about real exchange rate non-linearities?
by Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen
2009 Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise
by Ingmar Nolte & Valeri Voev
2009 The Time-Varying Systematic Risk of Carry Trade Strategies
by Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind
2009 A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
by Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius
2009 Forecast Evaluation of Explanatory Models of Financial Variability
by Sucarrat, Genaro
2009 The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained
by García Solanes, José & Torrejón-Flores, Fernando
2009 Exchange Rates and Fundamentals: Footloose or Evolving Relationship?
by Lucio Sarno & Giorgio Valente
2009 Banking credit in the global economic and financial crisis. The situation in Romania
by BUNESCU Petre
2009 Uncovered Interest Parity and Financial Market Volatility
by Alexandra Horobet & Sorin Dumitrescu & Dan Gabriel Dumitrescu
2009 Balanza de pagos, estabilidad y crecimiento en México 1979-2005
by Yanod Márquez Aldana
2009 Behavioral and Permanent Zloty/Euro Equilibrium
by Joanna Beza-Bojanowska
2009 Behavioral and Permanent Zloty/Euro Equilibrium
by Joanna Beza-Bojanowska
2009 From PPP to Natrex - the Case of Czech Crown
by Jan Vejmělek & Jiří Škop
2009 Exchange Rates And Volatility In Central And Eastern Europe: A Test For Uncovered Interest Parity
by HOROBET Alexandra Lavinia & DUMITRESCU Sorin-Adrian & DUMITRESCU Dan-Gabriel
2009 Determination of the Real Exchange Rate of the Ruble and Assessment of Long-Run Policy of Real Exchange Rate Targeting
by Sosunov, K. & Ushakov, N.
2009 Analysis of the Relationship Between the Exchange Rate Policy of the Russian Central Bank and the Interest Rates: Uncovered and Covered Parity
by Evsey Gurvich & Vladimir Sokolov & Alexey Ulyukaev
2009 Economic convergence and the fundamental equilibrium exchange rate in Poland
by Michal Rubaszek
2009 Risk premium shocks, monetary policy and exchange rate pass-through in small, open countries
by Balázs Vonnák
2009 The role of the FX swap market in the Hungarian financial system
by István Mák & Judit Páles
2009 Short-Run And Long-Run Effects Of Currency Depreciation On The Bilateral Trade Balance Between Pakistan And Her Major Trading Partners
by Mohsen Bahmani-Oskooee & Jehanzeb Cheema
2009 A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility
by Yin-Wong Cheung & Kon S. Lai
2009 Forecasting The Exchange Rate Series With Ann: The Case Of Turkey
by Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag
2009 Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective, and through Which Channel Does It Work?
by Rasmus Fatum
2009 The Mid 1990s Peso Crisis in Mexico: An Application of the Girton-Roper Model
by Edward E. Ghartey
2009 Transmission of Exchange Rate Shocks into Domestic Inflation: The Case of the Czech Republic
by Oxana Babecká-Kucharčuková
2009 Information Spillover, Volatility and the Currency Markets for the Binary Choice Model
by Walid Ben Omrane & Christian M. Hafner
2009 Consumo y decisiones de portafolio en ambientes estocásticos: un marco teórico unificador
by Francisco Venegas Martínez & Abigail Rodríguez Nava
2009 MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: The Case of Argentina, Brazil, Taiwan and Turkey, 1986-2006
by Idil UZ & Mehrin DALAN
2009 Testing The Modified-Combined Ppp And Uip Hypothesis In South Asian Economies
by Abdul RASHID
2009 Half-Life Deviations from PPP in the South African Development Community (SADC)
by Thabo M. Mokoena & Gupta, R. & Van Eyden, R.
2009 Functional Forms and PPP: The Case of Canada, the EU, Japan, and the U.K
by Hsing, Y
2009 Firm Liquidation and Economic Crisis under Unexpected Exchange Rate Shock
by Qiang Gong & Shen Jia & Justin Yifu Lin
2009 The Dollar - Unsafe Haven
by Agnes Benassy-Quere
2009 Terms of Trade and Exchange Rates: a Relationship Complicated by Anchor Policies
by Virginie Coudert & Cecile Couharde & Valerie Mignon
2009 Beyond Cheap Talks: Assessing the Undervaluation of the Chinese Currency Between 1994 and 2007
by Jinzhao Chen
2009 Crisis and Volatility in Asian Versus Latin American Real Exchange Rates
by Andre Varella Mollick
2009 Eurovisionen in Mittel- und Osteuropa im Zeichen der Finanzmärkte
by Gunther Schnabl
2009 On the purchasing power parity for Latin-American countries
by Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade
2009 Une analyse économétrique des sources de fluctuations du taux de change réel dans trois pays en développement. Le cas du Maroc, des Philippines et de l'Uruguay
by Imed Drine & Christophe Rault
2009 Taux de change d'équilibre. Une question d'horizon
by Agnès Bénassy-Quéré & Sophie Béreau & Valérie Mignon
2009 Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times
by Helinä Laakkonen & Markku Lanne
2009 Monetary Independence under Floating Exchange Rates: Evidence Based on International Breakeven Inflation Rates
by Helmut Herwartz & Jan Roestel
2009 Inferential Expectations
by Gordon Douglas Menzies & Daniel John Zizzo
2009 Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle
by Vivien Lewis & Agnieszka Markiewicz
2009 Características de la inflación importada en Bolivia: ¿Puede contenerse con política cambiaria?
by Marco Antonio Laguna Vargas
2009 Execution methods in foreign exchange markets
by Paola Gallardo & Alexandra Heath
2009 Impact of the Currency Board System on the course of International Economic Crises
by Ilina Lilova
2009 Inflation Targeting and Fear of Floating in Brazil, Mexico and South Korea
by Reginaldo Pinto Nogueira Junior
2009 On The Internationalization Of The Firms €“ From Theory To Practice
by Filimon Stremtan & Silvia - Stefania Mihalache & Valeria Pioras
2009 Managing Transaction Exposure
by Dalina Dumitrescu
2009 On The Exchange Rate Risk Contribution To The Performance Of International Investments: The Case Of Romania
by Alexandra HOROBET & Livia ILIE
2009 Assessment of the exchange rate convergence in Euro-candidate countries
by Daniel Stavárek
2009(XIX) China at the Crossroad:Creating the Asian Single Currency or Internationalizing RMB
by Zhang YUYAN
2008 Half-Life Deviations from PPP in the SADC
by Thabo Mokoena & Rangan Gupta & Renee van Eyden
2008 Testing for PPP Using SADC Real Exchange Rates
by Thabo Mokoena & Rangan Gupta & Renee van Eyden
2008 Testing for Fractional Integration in SADC Real Exchange Rates
by Thabo Mokoena & Rangan Gupta & Renee Van Eyden
2008 A Nonlinear Panel Unit Root Test under Cross Section Dependence
by Mario Cerrato & Christian de Peretti & Nick Sarantis
2008 Currency Boards in Retrospect and Prospect
by Holger C. Wolf & Atish R. Ghosh & Helge Berger & Anne-Marie Gulde
2008 Money, Crises, and Transition: Essays in Honor of Guillermo A. Calvo
by
2008 Do Real Exchange Rates Follow a Nonlinear Mean Reverting Process in Developing Countries
by Mohsen Bahmani-Oskooee & Ali M. Kutan & Su Zhou
2008 Rejim değişikliği, işlem motivasyonu ve döviz talebi: Türkiye örneği
by Cafer KAPLAN & Ferhan SALMAN
2008 Döviz kurlarının öngörüsünde stokastik oynaklık modelleri
by Alper ÖZÜN & Mehmet TÜRK
2008 Türkiye ekonomisinde istikrar koşullarına ilişkin bir çalışma: Türkiye’de kamu borç stoku/GSMH oranının sabit kalabilmesi için gerekli faiz-dışı-bütçe fazlası/GSMH eşik değerinin (9x12) boyutlarında bir matris ile örneklenen olası senaryoların gerçekleşmesi halinde hesaplanması ve sonuçların kuramsal imlemleri
by Umut ÇAKMAK & Kemal ÇAKMAN
2008 A Semi-Structural Method to Estimate the NATREX for a Small Open Economy. The Case of Finland
by Isabell Koske
2008 Idiosyncratic Consumption Risk and Predictability of the Carry Trade Premium: Euro Area Evidence
by Thomas Nitschka
2008 Foreign exchange interventions in emerging market countries: New lessons from Argentina
by Brause, Alexander
2008 Export production under exchange rate uncertainty
by Broll, Udo & Gilroy, B. Michael & Lukas, Elmar
2008 Export production, hedging exchange rate risk: the duopoly case
by Broll, Udo & Wahl, Jack E. & Wessel, Christoph
2008 China's exchange rate impasse and the weak U.S. dollar
by McKinnon, Ronald & Schnabl, Gunther
2008 Forecast Evaluation of Explanatory Models of Financial Return Variability
by Sucarrat, Genaro
2008 The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained
by García Solanes, José & Torrejón-Flores, Fernando
2008 FX basket options
by Hakala, Jürgen & Wystup, Uwe
2008 Financial exchange rates and international currency exposures
by Lane, Philip R. & Shambaugh, Jay C.
2008 (How) Will the Euro Affect Inflation in the Czech Republic? A contribution to the current debate
by Tomás Slacík
2008 Determinants of the Trade Balance in Industrialized Countries
by Martin Falk
2008 The Debt-adjusted Real Exchange Rate for China
by Frait, Jan & Komárek, Luboš
2008 Searching New Ways of Financing the EU Budget: on the Proposal of a European Tax on Foreign Exchange Transactions
by Sándor Richter
2008 Yuan Real Exchange Rate Undervaluation, 1997-2006. How Much, How Often? Not Much, Not Often
by Jeff Chen & Wende Deng & David Kemme
2008 Does Inflation Targeting Matter for Output Growth? Evidence from Industrial and Emerging Economies
by Varella Mollick, Andre & Torres, Rene Cabral & Carneiro, Francisco G.
2008 What is the Future Role of the Chinese Currency in Global Financial Markets?
by John Ryan
2008 Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
2008 The Limits to Dollarization in Ecuador: Lessons from Argentina
by Mathew Bradbury & Matías Vernengo
2008 Stochastic Discount Factor Approach to International Risk-Sharing: A Robustness Check of the Bilateral Setting
by Metodij Hadzi-Vaskov & Clemens J.M. Kool
2008 Stochastic Discount Factor Approach to International Risk-Sharing: Evidence from Fixed Exchange Rate Episodes
by Metodij Hadzi-Vaskov & Clemens J.M. Kool
2008 Does the Nominal Exchange Rate Explain the Backus-Smith Puzzle? Evidence from the Eurozone
by Metodij Hadzi-Vaskov
2008 Forecasting Exchange Rates: The Multi-State Markov-Switching Model with Smoothing
by Chunming Yuan
2008 The Exchange Rate and Macroeconomic Determinants: Time-Varying Transitional Dynamics
by Chunming Yuan
2008 Bankruptcy Costs, Liability Dollarization, and Vulnerability to Sudden Stops
by Uluc Aysun & Adam Honig
2008 Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure
by Uluc Aysun & Melanie Guldi
2008 International Money and Finance
by Paul Hallwood & Ronald MacDonald
2008 The process of convergence towards the euro for the Visegrad-4 countries
by Giuliana Passamani
2008 Trade-imbalances networks and exchange rate adjustments: The paradox of a new Plaza
by Andrea Fracasso & Stefano Schiavo
2008 Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming
by Tolga Caskurlu & Mustafa C. Pinar & Aslihan Salih & Ferhan Salman
2008 A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)
by Daniel Buncic
2008 Conditional Efficacy of Sterilized Intervention
by Jun, Jongbyung
2008 What Drives the Swiss Franc?
by Samuel Reynard
2008 Does FOMC News Increase Global FX Trading?
by Andreas M. Fischer & Angelo Ranaldo
2008 Cost Pass Through in a Competitive Model of Pricing-to-Market
by Raphael Anton Auer & Thomas Chaney
2008 Does Real Exchange Rate Volatility Affect Sectoral Trade Flows?
by Mustafa Caglayan & Jing Di
2008 Exchange rate dynamics, asset market structure and the role of the trade elasticity
by Christoph Thoenissen
2008 Forecasting Exchange Rates with a Large Bayesian VAR
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
2008 Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels
by Georgios Chortareas & George Kapetanios
2008 The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets
by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen
2008 The Monetary Model of Exchange Rate: Evidence from the Philippines Using ARDL Approach
by Long, Dara & Samreth, Sovannroeun
2008 The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan
by Olimov, Ulugbek & Sirajiddinov, Nishanbay
2008 El Riesgo País y el Tipo de Cambio Nominal entre el Perú y Estados Unidos. Una aproximación a través de un Modelo de Mercado de Activos de determinación del Tipo de Cambio. (1998:12 – 2007:12)
by Salazar, Eduardo
2008 The Economics of Financial Derivative Instruments
by NWAOBI, GODWIN C
2008 Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies
by Chit, Myint Moe & Rizov, Marian & Willenbockel, Dirk
2008 Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times
by Laakkonen, Helinä & Lanne, Markku
2008 Testing for PPP in the Mean-Group Panel Regression Framework: Further Evidence
by Noman, Abdullah
2008 Purchasing Power Parity in South Asia: A Panel Data Approach
by Noman, Abdullah
2008 Network analysis of exchange data: Interdependence drives crisis contagion
by Matesanz, David & Ortega, Guillermo J.
2008 Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies
by Ardic, Oya Pinar & Ergin, Onur & Senol, G. Bahar
2008 Monetary exchange rate model: supportive evidence from nonlinear testing procedures
by Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah
2008 What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?
by Vargas, Gregorio A.
2008 Empirical Evidence Of The Balance Of Payments Constrained Growth In Cuba. The Effects Of Comercial Regimes Since 1960
by Fugarolas Álvarez-Ude, Guadalupe & Mañalich Gálvez, Isis & Matesanz Gómez, David
2008 Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting
by Nwaobi, Godwin
2008 A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)
by Buncic, Daniel
2008 Financing Policies and Firm Vulnerability in Indonesia
by Prasetyantoko, Agustinus
2008 Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc
by Baccouche, Rafik & Bouoiyour, Jamal & Hatem, M’Henni & Mouley, Sami
2008 Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s)
by Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy
2008 The macroeconomic determinants of remittances in Bangladesh
by Hasan, Mohammad Monirul
2008 Exchange Rate Volatility and Non-Traditional Exports Performance: Zambia, 1965–1999
by Musonda, Anthony
2008 Incentives from Exchange Rate Regimes in an Institutional Context
by Goyal, Ashima
2008 International parity relations between Poland and Germany: a cointegrated VAR approach
by Stazka, Agnieszka
2008 Financial integration in emerging market economies
by Pasricha, Gurnain
2008 A monetary model of TL/US$ exchange rate: a co-integrating approach
by Levent, Korap
2008 Exchange rate determination of TL/US$: a co-integration approach
by Levent, Korap
2008 Asymmetric information content of the YTL/US$ exchange rate return: new evidence from the post-crisis data using arma-egarch-m modeling
by Levent, Korap
2008 Efectul Balassa-Samuelson in Romania
by Dumitru, Ionut
2008 Exchange Rates Predictability in Developing Countries
by Sarmidi, Tamat
2008 Exchange Rate Volatility and the extent of Currency Substitution in Nigeria
by Yinusa, D. Olalekan & Akinlo, A.E.
2008 Exchange Rate Volatility, Currency Substitution and Monetary Policy in Nigeria
by Yinusa, D. Olalekan
2008 Presion y ataques especulativos en el mercado cambiario de la Republica Dominicana
by Cruz Rodriguez, Alexis
2008 Analýza volatility devizových kurzů vybraných ekonomik
by Bednarik, Radek
2008 Covered Interest Rate Parity: The Case of the Czech Republic
by Bednarik, Radek
2008 La Ley del Precio Unitario en la Zona Metropolitana Fronteriza
by Blanco-Gonzalez, Lorenzo & Fullerton, Thomas M., Jr.
2008 Public debt and currency crisis: how central bank opacity can make things bad?
by Dai, Meixing
2008 Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan
2008 Economic convergence and the fundamental equilibrium exchange rate in Poland
by Rubaszek, Michał
2008 Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia
by Baharom, A.H. & Habibullah, M.S. & R.C., Royfaizal
2008 Exchange Market Pressure in Central European Countries from the Eurozone Membership Perspective
by Stavarek, Daniel
2008 Causation analysis between stock price and exchange rate: Pre and post crisis study on Malaysia
by Baharom, A.H. & Royfaizal, R. C & Habibullah, M.S.
2008 Japanese Yen as an alternative vehicle currency in Asian
by Azali, M. & Royfaizal, R.C. & Lee, C.
2008 Impact of exchange rate shock on prices of imports and exports
by Duasa, Jarita
2008 Taylor Rules and the Euro
by Tanya, Molodtsova & Nikolsko-Rzhevskyy, Alex & Papell, David
2008 The Impact of Yuan/Ringgit on Bilateral Trade Balance of China and Malaysia
by Hooy, Chee Wooi & Chan, Tze-Haw
2008 Purchasing Power Parity and Real Exchange Rate in Japan
by Long, Dara
2008 Panel Cointegration and the Monetary Exchange Rate Model
by Basher, Syed A. & Westerlund, Joakim
2008 Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria
by Shehu Usman Rano, Aliyu
2008 Pruebas de cointegración de paridad de poder adquisitivo
by Wallace, Frederick & Lozano Cortés, René & Cabrera-Castellanos, Luis F.
2008 Bilateral J-Curves between Pakistan and Her Trading Partners
by Zehra Aftab & Sajawal Khan
2008 Explosive Roots in Level Vector Autoregressive Models
by Hammad Qureshi
2008 Monetary Transmission Mechanism in Central and Eastern Europe: Surveying the Surveyable
by Balázs Égert & Ronald MacDonald
2008 The Significance of Switzerland's Enormous Current-Account Surplus
by Peter Jarrett & Céline Letremy
2008 Interdependencies between Monetary policy and Foreign-Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic
by Luiz de Mello & Diego Moccero & Jean-Yves Gnabo
2008 Pass-Through of Exchange Rates to Prices in Serbia: 2001-2007
by Nikola Tasic
2008 Does the currency regime shape unhedged currency exposure
by Patnaik, Ila & Shah, Ajay
2008 Does the currency regime shape unhedged currency exposure
by Patnaik, Ila & Shah, Ajay
2008 Choice of Exchange Rate System and Macroeconomic Volatility of Three Emerging Asian Countries
by Hui-Boon Tan & Lee-Lee Chong
2008 "Currency Manipulation" and World Trade
by Robert W. Staiger & Alan O. Sykes
2008 Predictability and 'Good Deals' in Currency Markets
by Richard M. Levich & Valerio Poti
2008 Assessing the Emerging Global Financial Architecture: Measuring the Trilemma's Configurations over Time
by Joshua Aizenman & Menzie D. Chinn & Hiro Ito
2008 Emerging Market Currency Excess Returns
by Stephen Gilmore & Fumio Hayashi
2008 Carry Trades and Currency Crashes
by Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen
2008 Real Exchange Rate Movements and the Relative Price of Non-traded Goods
by Caroline M. Betts & Timothy J. Kehoe
2008 Sequencing of Reforms, Financial Globalization, and Macroeconomic Vulnerability
by Sebastian Edwards
2008 Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
2008 Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers
by Momtchil Pojarliev & Richard M. Levich
2008 Financial Stability, the Trilemma, and International Reserves
by Maurice Obstfeld & Jay C. Shambaugh & Alan M. Taylor
2008 Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set
by Menzie D. Chinn & Michael J. Moore
2008 Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies
by Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii
2008 Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability
by Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe
2008 Exchange Rate Regimes and Capital Mobility: How Much of the Swoboda Thesis Survives?
by Barry Eichengreen
2008 Common Risk Factors in Currency Markets
by Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan
2008 The Continuing Puzzle of Short Horizon Exchange Rate Forecasting
by Kenneth S. Rogoff & Vania Stavrakeva
2008 Do Peso Problems Explain the Returns to the Carry Trade?
by A. Craig Burnside & Martin S. Eichenbaum & Isaac Kleshchelski & Sergio Rebelo
2008 A Pragmatic Approach to Capital Account Liberalization
by Eswar S. Prasad & Raghuram Rajan
2008 Systemic Sudden Stops: The Relevance Of Balance-Sheet Effects And Financial Integration
by Guillermo A. Calvo & Alejandro Izquierdo & Luis-Fernando Mejía
2008 Understanding International Price Differences Using Barcode Data
by Christian Broda & David E. Weinstein
2008 Estimation of De Facto Exchange Rate Regimes: Synthesis of the Techniques for Inferring Flexibility and Basket Weights
by Jeffrey A. Frankel & Shang-Jin Wei
2008 The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models
by Jón Steinsson
2008 The Euro May Over the Next 15 Years Surpass the Dollar as Leading International Currency
by Menzie D. Chinn & Jeffrey A. Frankel
2008 Sterilization, Monetary Policy, and Global Financial Integration
by Joshua Aizenman & Reuven Glick
2008 Can Exchange Rates Forecast Commodity Prices?
by Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi
2008 The Real Exchange Rate, Mercantilism and the Learning by Doing Externality
by Joshua Aizenman & Jaewoo Lee
2008 The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply
by Hanno Lustig & Adrien Verdelhan
2008 Rare Disasters and Exchange Rates
by Emmanuel Farhi & Xavier Gabaix
2008 Exchange Rate, Employment and Hours: What Firm-Level Data Say
by Pozzolo, Alberto Franco & Nucci, Francesco
2008 The dynamic e ects of monetary policy: A structural factor model approach
by Mario Forni & Luca Gambetti
2008 Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: tests based on EUR/HUF option-implied densities
by Csaba Csávás
2008 Are the exchange rates of EMU candidate countries anchored by their expected euro locking rates?
by Anna Naszódi
2008 Management of FX settlement risk in Hungary (Report II)
by Eszter Tanai
2008 Leveraged carry trade portfolios
by Zsolt Darvas
2008 Endogenous Market Structures and Strategic Trade Policy
by Federico Etro
2008 Exchange Rate Volatility and Output Volatility: a Theoretical Approach
by Maria Grydaki & Stilianos Fountas
2008 Does the US international debt affect the euro/dollar exchange rate?
by Costas Karfakis
2008 What Determines the Forward Exchange Rate of the Euro?
by Costas Karfakis
2008 Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks?
by Hafedh Bouakez & Michel Normandin
2008 The impact of FX Central Bank Intervention in a Noise Trading Framework
by Michel Beine & Paul De Grauwe & Marianna Grimaldi
2008 A New Evidence for Exchange Rate Pass-through: Disaggregated Trade Data from Local Ports
by Yushi Yoshida
2008 A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
by Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius
2008 Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan
by Rasmus Fatum & Michael Hutchison & Thomas Wu
2008 Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate
by Kentaro Iwatsubo & Yoshihiro Kitamura
2008 Real Effective Exchange Rate Uncertainty, Threshold Effects, and Aggregate Investment – Evidence from Latin American Countries
by Bianca Clausen
2008 The Effect of Exchange Rate Volatility on International Trade: The Implication for Production Networks in East Asia
by Hayakawa, Kazunobu & Kimura, Fukunari
2008 The contribution of domestic, regional, and international factors to Latin America’s business cycle
by Melisso Boschi & Alessandro Girardi
2008 Nonlinear Exchange Rate Predictability
by Carlos Felipe Lopez Suarez & Jose Antonio Rodriguez Lopez
2008 Unemployment and Real Exchange Rate Dynamics in Latin American Economies
by Raimundo Soto
2008 Real Exchange Rate Dynamics under Staggered Loan Contracts
by Ippei Fujiwara & Yuki Teranishi
2008 Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information
by Mario J. Crucini & Mototsugu Shintani & and Takayuki Tsuruga
2008 Estimating Consistent Fundamental Equilibrium Exchange Rates
by William R. Cline
2008 Exchange Rate Economics
by John Williamson
2008 Currency Undervaluation and Sovereign Wealth Funds: A New Role for the World Trade Organization
by Aaditya Mattoo & Arvind Subramanian
2008 Booms and Busts in Latin America: The Role of External Factors
by Alejandro Izquierdo & Randall Romero & Ernesto Talvi
2008 Macro Wine in Financial Skins: The Oil-FX Interdependence
by Enzo Weber
2008 Monetary and fiscal policy in an estimated two country DSGE Model: micro-economic foundations and applications to the euro area and the UK
by Cindy, Cindy
2008 Return, Trading Volume, and Market Depth in Currency Futures Markets
by Ai-ru (Meg) Cheng & Yin-Wong Cheung
2008 Hoarding of International Reserves: A Comparison of the Asian and Latin American Experiences
by Yin-wong Cheung & Hiro Ito
2008 Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects
by Rasmus Fatum & Michael M. Hutchison
2008 A Note on Estimating Realignment Probabilities -- A First-Passage-Time Approach
by Cho-Hoi Hui & Chi-Fai Lo
2008 The Foreign Exchange Exposure of Chinese Banks
by Eric Wong & Jim Wong & Phyllis Leung
2008 Do External Political Pressures Affect the Renminbi Exchange Rate?
by Li-gang Liu & Laurent Pauwels & Jun-yu Chan
2008 Market Expectation of Appreciation of the Renminbi
by Cho-Hoi Hui & Chi-Fai Lo & Tsz-Kin Chung
2008 One Money, Several Cycles? Evaluation of European business cycles using model-based cluster analysis
by Crowley, Patrick
2008 Leveraged Carry Trade Portfolios
by Zsolt Darvas
2008 A new unit root test against ESTAR based on a class of modified statistics
by Kruse, Robinson
2008 The undisclosed Renminbi Basket: are the markets telling us something about where the Renminbi - US Dollar Exchange Rate is going?
by Marc Gronwald & Michael Funke
2008 The undisclosed Renminbi Basket: are the markets telling us something about where the Renminbi - US Dollar Exchange Rate is going?
by Marc Gronwald & Michael Funke
2008 Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
by Roberta Colavecchio & Michael Funke
2008 Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset
by Michael Kühl
2008 Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case
by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte
2008 3-Regime symmetric STAR modeling and exchange rate reversion
by Mario Cerrato & Hyunsok Kim & Ronald MacDonald
2008 Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship
by Joseph P. Byrne & Jun Nagayasu
2008 La contagion liée au changement des anticipations : évidence de la crise coréenne
by Wajih Khallouli & René Sandretto & Mohamed Ayadi
2008 Long Run Determinants of Real Exchange Rates in Latin America
by Jorge Carrera & Romain Restout
2008 Monopolistic Competition and the Dependent Economy Model
by Romain Restout
2008 Dollarization as an Investment Signal in Developing Countries: The Case of Croatia, Czech Republic, Peru, Slovak Republic and Turkey
by Emre Ozsoz & Erick W. Rengifo & Dominick Salvatore
2008 The Simultaneity Bias of the Uncovered Interest Rate Parity: Evidence for Brazil
by Alex Luiz Ferreira
2008 The Strategic Euro Laggards
by Martin Gregor
2008 The Political Economics Side of the J-Curve
by António Caleiro
2008 Forecasting Exchange Rates with a Large Bayesian VAR
by A. Carriero & G. Kapetanios & M. Marcellino
2008 Global Impact of a Shift in Foreign Reserves to Euros
by Fritz Breuss & Werner Roeger & Jan in 't Veld
2008 Implications of EMU for Global Macroeconomic and Financial Stability
by Björn Döhring & Heliodoro Temprano-Arroyo
2008 Hedging and invoicing strategies to reduce exchange rate exposure - a euro-area perspective
by Björn Döhring
2008 The Effect of Exchange Rate Volatility on International Trade in East Asia
by Kazunobu HAYAKAWA & Fukunari KIMURA
2008 The Determinants of Exchange Rate Regimes in Emerging Market Economies
by Mehmet Guclu
2008 Estimating Exchange Rate Equations Using Estimated Expectations
by Fair, Ray C.
2008 New Estimation of China's Exchange Rate Regime
by Frankel, Jeffrey
2008 Estimation of De Facto Exchange Rate Regimes: Synthesis of The Techniques for Inferring Flexibility and Basket Weights
by Frankel, Jeffrey & Wei, Shang-Jin
2008 Non-linear adjustment of import prices in the European Union
by Campa, Jose M. & Gonzalez, Jose M. & Sebastia, Maria
2008 Bilateral J-Curves between Pakistan and Her Trading Partners
by Zehra Aftab & Sajawal Khan
2008 Managing Capital Flows : The Case of the People’s Republic of China
by Yongding Yu
2008 Real Exchange Rate Dynamics in the Presence of Nontraded Goods and Transaction Costs
by Inkoo LEE & Jonghyup SHIN
2008 Managing Capital Flows : The Case of the Philippines
by Josef T. Yap
2008 Can Exchange Rates Forecast Commodity Prices?
by Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara
2008 Monopolistic Competition and the Dependent Economy Model
by Romain Restout
2008 A Regime Switching Analysis of Exchange Rate Pass-through
by Kólver Hernández & Asli Leblebicioglu
2008 Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?
by Christian Dreger
2008 Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?
by Christian Dreger
2008 Defending against Speculative Attacks
by Tijmen R. Daniels & Henk Jager & Franc Klaassen
2008 Monetary Policy Strategy And The Euro: Lessons from Cyprus
by George Syrichas
2008 Estimating Exchange Rate Equations Using Estimated Expectations
by Ray C. Fair
2008 La parité des pouvoirs d’achat pour l’économie chinoise : Une nouvelle analyse par les tests de racine unitaire
by Olivier DARNÉ & Jean-François HOARAU
2008 General to specific modelling of exchange rate volatility : a forecast evaluation
by Luc Bauwens & Genaro Sucarrat
2008 Are Capital Controls in the Foreign Exchange Market Effective?
by Christian Wolff & Stefan T.M. Straetmans & Roald J. Versteeg
2008 The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach
by Forni, Mario & Gambetti, Luca
2008 Fundamentals at Odds? The US Current Account Deficit and The Dollar
by Milesi-Ferretti, Gian Maria
2008 Forecasting Exchange Rates with a Large Bayesian VAR
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano
2008 The International Dimension of Productivity and Demand Shocks in the US Economy
by Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain
2008 The Composition of Government Spending and the Real Exchange Rate
by Galstyan, Vahagn A. & Lane, Philip R.
2008 The Long or Short of it: Determinants of Foreign Currency Exposure in External Balance Sheets
by Lane, Philip R. & Shambaugh, Jay C
2008 Arbitrage in the Foreign Exchange Market: Turning on the Microscope
by Akram, Qaisar Farooq & Rime, Dagfinn & Sarno, Lucio
2008 Do Peso Problems Explain the Returns to the Carry Trade?
by Burnside, A Craig & Eichenbaum, Martin & Kleshchelski, Isaac & Rebelo, Sérgio
2008 The Rise and Fall of the Dollar, or When did the Dollar Replace Sterling as the Leading Reserve Currency?
by Eichengreen, Barry & Flandreau, Marc
2008 Exchange Rate Regimes and Capital Mobility: How Much of the Swoboda Thesis Survives?
by Eichengreen, Barry
2008 Can Central Banks Go Broke?
by Buiter, Willem H
2008 Does FOMC News Increase Global FX Trading?
by Fischer, Andreas M & Ranaldo, Angelo
2008 Dispersion of Beliefs in the Foreign Exchange Market
by Jongen, Ron & Verschoor, Willem F C & Wolff, Christian C & Zwinkels, Remco C.J.
2008 Are Capital Controls in the Foreign Exchange Market Effective?
by Straetmans, Stefan & Versteeg, Roald & Wolff, Christian C
2008 Financial Stability, the Trilemma, and International Reserves
by Obstfeld, Maurice & Shambaugh, Jay C & Taylor, Alan M
2008 The Role of Portfolio Constraints in the International Propagation of Shocks
by Pavlova, Anna & Rigobon, Roberto
2008 Exchange Rates and Fundamentals: Footloose or Evolving Relationship?
by Sarno, Lucio & Valente, Giorgio
2008 Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies
by Virginie Coudert & Cecile Couharde & Valerie Mignon
2008 Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling
by Sophie Bereau & Antonia Lopez Villavicencio & Valerie Mignon
2008 Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries
by Virginie Coudert & Cecile Couharde
2008 Equilibrium Exchange Rates: a Guidebook for the Euro-Dollar Rate
by Agnes Benassy-Quere & Sophie Bereau & Valérie Mignon
2008 How Robust are Estimated Equilibrium Exchange Rates? A Panel BEER Approach
by Agnes Benassy-Quere & Sophie Bereau & Valérie Mignon
2008 Shifting Patterns in Marks and Registration: France, the United States and United Kingdom, 1870-1970
by Paul Duguid & Teresa da Silva Lopes & John Mercer
2008 Currency Undervaluation and Sovereign Wealth Funds: A New Role for the World Trade Organization
by Arvind Subramanian & Aaditya Mattoo
2008 Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach
by Lukas Menkhoff & Rafael R. Rebitzky & Michael Schröder
2008 High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?
by Lukas Menkhoff
2008 Exchange Rate Regime and Wage Determination in Central and Eastern Europe
by Gunther Schnabl & Christina Ziegler
2008 China’s Exchange Rate Impasse and the Weak U.S. Dollar
by Ronald Ian McKinnon & Gunther Schnabl
2008 A Two-Country NATREX Model for the Euro/Dollar
by Marianna Belloc & Daniela Federici
2008 Deviations from the Law of One Price in Japan
by Yin-Wong Cheung & Eiji Fujii
2008 The Undisclosed Renminbi Basket: Are the Markets Telling us something about where the Renminbi – US Dollar Exchange Rate is Going?
by Michael Funke & Marc Gronwald
2008 Purchasing Power Parity for Developing and Developed Countries. What can we Learn from Non-Stationary Panel Data Models?
by Imed Drine & Christophe Rault
2008 Dollarization in Transition Economies: New Evidence from Georgia
by Olga Aslanidi
2008 Interdependence Between Foreign Exchange Markets and Stock Markets in Selected European Countries
by Mevlud Islami
2008 Interdependence Between Foreign Exchange Markets and Stock Markets in Selected European Countries
by Mevlud Islami
2008 Short-run Exchange-rate Dynamics: Theory And Evidence
by John A. Carlson & Christian M. Dahl & Carol L. Osler
2008 Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939
by Dimitrios Sideris
2008 Some Empirical Evidence on the Effects of U.S. Monetary Policy Shocks on Cross Exchange Rates
by Sarantis Kalyvitis & Ifigeneia Skotida
2008 The Volatility of International Trade Flows and Exchange Rate Uncertainty
by Christopher F. Baum & Mustafa Caglayan
2008 The role of house prices in the monetary policy transmission mechanism in the U.S
by Hilde C. Bjørnland & Dag Henning Jacobsen
2008 Does the law of one price hold in international financial markets? Evidence from tick data
by Q. Farooq Akram & Dagfinn Rime & Lucio Sarno
2008 How does monetary policy respond to exchange rate movements? New international evidence
by Hilde C. Bjørnland & Jørn I. Halvorsen
2008 Exchange rate pass-through in new Member States and candidate countries of the EU
by Ramón María-Dolores
2008 Dangerous liaisons? An empirical assessment of inflation targeting and exchange rate regimes
by Horacio Aguirre & Tamara Burdisso
2008 The Role of Foreign Exchange Dealers in Providing Overnight Liquidity
by Chris D'Souza
2008 McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates
by Antonio Diez de los Rios
2008 Policy Coordination in an International Payment System
by James T. E. Chapman
2008 Sterilized Intervention in Emerging-Market Economies: Trends, Costs, and Risks
by Robert Lavigne
2008 The Carry Trade, Portfolio Diversification, and the Adjustment of the Japanese Yen
by Corinne Winters
2008 The Canadian Dollar and Commodity Prices: Has the Relationship Changed over Time?
by Philipp Maier & Brian DePratto
2008 The Impact of Sovereign Wealth Funds on International Financial Stability
by Tamara Gomes
2008 An eclectic third generation model of financial and exchange rate crises
by Joaquin Novella Izquierdo & Joan Ripoll i Alcon
2008 News And Expectations In Financial Markets: An Experimental Study
by Gordon Menzies & Daniel Zizzo
2008 The Contribution Of Domestic, Regional And International Factors To Latin America'S Business Cycle
by Melisso Boschi & Alessandro Girardi
2008 Inflation Targeting Policy: The Experiences Of Indonesia And Thailand
by Reza Siregar & Siwei Goo
2008 Estimating High-Frequency Based (Co-) Variances: A Unified Approach
by Ingmar Nolte & Valeri Voev
2008 Short-run Exchange-Rate Dynamics: Theory and Evidence
by John A Carlson & Christian M. Dahl & Carol L. Osler
2008 Real Exchange Rate Dynamics in Macedonia: Old Wisdoms and New Insights
by Bogoev, Jane & Bojceva Terzijan, Sultanija & Égert, Balázs & Petrovska, Magdalena
2008 A Model of an Optimum Currency Area
by Ricci, Luca Antonio
2008 Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries
by Qin, Duo
2008 Measuring Long-Run Exchange Rate Pass-Through
by Kozluk, Tomasz & Banerjee, Anindya & de Bandt, Olivier
2008 Equilibrium real exchange rate and misalignments : Lessons from a VAR-ECM model applied to Tunisia
by Fatma Marrakchi Charfi
2008 Choice of the Exchange Policies in the Developments Countries: Study of the Competitiveness of Tunisia
by Hend Sfaxi Benahji
2008 Why the Euro Will Rival the Dollar
by Menzie Chinn & Jeffrey Frankel
2008 Argentinean real exchange rate 1900-2006, test purchasing power parity theory
by Marcos José Dal Bianco
2008 Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data
by Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright
2008 Una reconsideración del modelo Balassa-Samuelson en la zona euro
by Ana R. Martínez Cañete
2008 Direction of Change at the Bucharest Stock Exchange
by Radu Lupu & Cristiana Tudor
2008 Colombia y Venezuela: desempeño económico, tipo de cambio y relaciones Estado-empresarios
by Alberto Martínez C.
2008 La dolarización financiera: experiencia internacional y perspectivas para Colombia
by Carlos E. León Rincón & Alejandro Revéiz Herault
2008 International Asset Markets and Real Exchange Rate Volatility
by Martin Bodenstein
2008 Relative version of the theory of purchasing power parity: problems of empirical verification
by Martin Mandel & Vladimír Tomšík
2008 Vulnerabilities in an economy to extensive pressures on the exchange rate
by Michal Pazou
2008 Some thoughts on nominal convergence, its drivers and determinants for the new eu member states preparing the euro adoption
by Václav Žďárek
2008 Financial derivatives, their use and impact on firm performance and value
by Robert Vitík
2008 Real Exchange Rate of the Czech Koruna and the Prices of Non-tradable Goods and Services
by Martin Mandel & Vladimír Tomšík
2008 Againts And For The High Speed Trains' Multimplication
by Benea Ciprian & Baciu Adrian
2008 A experiência internacional de regimes de metas de inflação: uma análise com painel dinâmico [International experience in inflation targeting regimes: an analysis with a dynamic panel]
by Marcos Rocha & José Luís Oreiro
2008 Trends in the liquidity of Hungarian financial markets – What does the MNB’s new liquidity index show?
by Judit Páles & Lóránt Varga
2008 An Empirical Test of the Efficiency Hypothesis on the Renminbi NDF in Hong Kong Market
by Hideki Izawa
2008 Who Does a Currency Transaction Tax Harm More: Short-Term Speculators or Long-Term Investors?
by Markus Demary
2008 The Relation between Exchange Rate Volatility and Firm Valuation: Polynomial Distributed Lag Model
by Luke Lin & Chau-Jung Kuo
2008 Exchange Rate Determination Of Tl/Us$:A Co-Integration Approach
by Levent KORAP
2008 Cambios de la Tasa de Política y su Efecto en la Estructura a Plazo de Colombia
by Luis Eduardo Arango & Andrés González & John Jairo León & Luis Fernando Melo.
2008 What Exactly is "Bad News" in Foreign Exchange Markets? Evidence from Latin American Markets
by Cecilia Maya & Karoll Gómez
2008 Who is Afraid of Asian FX Interventions? Large Lessons for Europe from a Three-asset-portfolio Model
by Sebastian Dullien
2008 Sectoral Performance in the African Economy – Some Issues and Trends
by RavinderRena
2008 Using Weekly Empirical Probabilities in Currency Analysis and Forecasting
by Andrew C Pollock, Alex Macaulay, Mary E Thomson, Dilek Önkal
2008 Monetary Policy Efficiency in the Economies of Central Asia
by Asel Isaková
2008 Competition and Relative Prices when the Exchange Rate Changes: Evidence from Exporting Companies
by Jiří Podpiera & Marie Raková
2008 Parametric vs. non-parametric methods for estimating option implied risk-neutral densities: the case of the exchange rate Mexican peso – US dollar
by Guillermo Benavides Perales & Israel Felipe Mora Cuevas
2008 The Euro/Dollar Equilibrium Real Exchange Rate: A Continuous Time Approach
by Marianna Belloc & Daniela Federici & Giancarlo Gandolfo
2008 Long-Run And Short-Run Dynamics Of Foreign Exchange Reserves Flows And Domestic Credit In Pakistan
by KHAN, Muhammad Arshad
2008 The Baumol-Balassa-Samuelson Effect Over One Century In Six Eu Countries And The United States
by RAZGALLAH, B.
2008 The turning black tide: energy prices and the Canadian dollar
by Ramzi Issa & Robert Lafrance & John Murray
2008 Exchange-rate pass-through at the product level
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2008 Currency Transaction Tax Elasticity: an Econometric Estimation
by Francis Bismans & Olivier Damette
2008 A Two-Sector Small Open Economy Model with Monopolistically Competitive Non Traded Markets
by Romain Restout
2008 Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan
by Jean-Yves Gnabo & Christelle Lecourt
2008 La parité des pouvoirs d'achat pour l'économie chinoise : une nouvelle analyse par les tests de racine unitaire
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2008 Taux de change d'équilibre et politiques économiques. Une approche contingente
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2008 Nonlinear PPP Deviations: A Monte Carlo Investigation of Their Unconditional Half-Life
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2008 The Nonlinear Dynamics of Foreign Reserves and Currency Crises
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2008 Threshold Adjustment of Deviations from the Law of One Price
by Luciana Juvenal & Mark P. Taylor
2008 Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps
by Wing Hong Chan
2008 Purchasing Power Parity with Strategic Markets
by Konstantinos G. Papadopoulos
2008 The Effects of Turkish Central Bank's Interventions Over Currency Rate Volatility
by K. Batu Tunay
2008 Recent developments in monetary policy analysis for emerging countries
by Javier García-Cicco
2008 Risco País, Fluxos de Capitais e Determinação da Taxa de Juros no Brasil: Uma Analise de Impactos por Meio da Metodologia VEC
by Milton Biage & Vanessa Petrelli Correa & Henrique Dandas Neder
2008 The choice of exchange regimes by transition countries
by Roxana NANU & Radu BUZIERNESCU
2008 Insights Into Central And Eastern European Countries Competitiveness: On The Exposure Of Capital Markets To Exchange Rate Risk
by Alexandra HOROBET & Sorin DUMITRESCU
2008 Modelling the Rand-Dollar Future Spot Rates: The Kalman Filter Approach
by Lumengo Bonga-Bonga
2008 South African "Rand"/U.S. "Dollar" Exchange Rate Variability, Parity Theories, and Investment Rules
by Stephen S. Kyereme
2008 Stock Prices and the Exchange Rate in a Monetary Model: A ARDL Bounds Testing Approach Using South African Data
by Smile Dube
2007 Foreign Exchange, Interest and the Dynamics of Public Debt in Latin America
by Carlos E. Schonerwald da Silva & Matías Vernengo
2007 Modelling and Forecasting the Metical-Rand Exchange Rate
by Samuel Zita & Rangan Gupta
2007 Domestic–foreign Interest Rate Differentials: Near Unit Roots and Symmetric Threshold Models
by Jack Strauss & Mark E. Wohar
2007 Savings and investment in developing countries : Granger causality test
by Mohammad Afzal
2007 Managing foreign exchange risk : the Malaysian experience in the 1997 financial crisis
by Chong Foo Lim & Ahamed Kameel Mydin Meera
2007 Türkiye’de döviz kuru oynaklığının uzun hafiza özelliklerinin analizi
by Serpil TÜRKYILMAZ & Mustafa ÖZER
2007 Küresel finansal riskler karşısında Türkiye’de reel sektörün finansal yapısı ve borç dolarizasyonu
by Erdal ÖZMEN & Cihan YALÇIN
2007 Türkiye’de nominal döviz kuru, faiz oranları ve döviz kuru risk primi ilişkilerinin regresyon ağaçları ile incelenmesi
by Ahmet ŞENGÖNÜL & Tevfik AYTEMİZ
2007 Türkiye’de faiz oranları ve döviz kuru arasındaki nedensellik ilişkisi: 1984 – 2006
by Ekrem GÜL & Aykut EKİNCİ & Mustafa ÖZER
2007 İhracat, ithalat ve reel döviz kuru ilişkisi: Türkiye için bir VAR modeli
by Ömer YILMAZ & Vedat KAYA
2007 Türkiye’de vadeli döviz işlemlerinin spot döviz piyasa volatilitesi üzerine etkileri
by Hasan F. BAKLACI
2007 La tendencia a la bipolarización de los regímenes cambiarios
by Ripoll i Alcón, Joan
2007 Consumption growth, uncovered equity parity and the cross-section of returns on foreign currencies
by Thomas Nitschka
2007 The foreign exchange rate rate exposure of nations
by Entorf, Horst & Moebert, Jochen & Sonderhof, Katja
2007 The proximity-concentration trade-off in a dynamic framework
by Yalcin, Erdal
2007 Differential Taxation and Corporate Futures-Hedging
by Wahl, Jack E. & Broll, Udo
2007 Monetary policy operations of debtor central banks in MENA countries
by Schnabl, Gunther & Schobert, Franziska
2007 A Model of an Optimum Currency Area
by Ricci, Luca Antonio
2007 Real exchange rate dynamics in Macedonia: Old wisdoms and new insights
by Bogoev, Jane & Bojceva Terzijan, Sultanija & Égert, Balázs & Petrovska, Magdalena
2007 Asymmetry and Spillover Effects in the North American Equity Markets
by Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K.
2007 Measuring Long-Run Exchange Rate Pass-Through
by de Bandt, Olivier & Banerjee, Anindya & Kozluk, Tomasz
2007 Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from five OECD countries
by Qin, Duo
2007 A Heterogenous Agents Model Usable for the Analysis of Currency Transaction Taxes
by Demary, Markus
2007 Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange Rates
by Lee, Hwa-Taek & Yoon, Gawon
2007 The timing and magnitude of exchange rate overshooting
by Hoffmann, Mathias & Søndergaard, Jens & Westelius, Niklas J.
2007 International investment positions and exchange rate dynamics: a dynamic panel analysis
by Binder, Michael & Offermanns, Christian J.
2007 Exchange rate dynamics in a target zone: a heterogeneous expectations approach
by Bauer, Christian & De Grauwe, Paul & Reitz, Stefan
2007 An assessment of the trends in international price competitiveness among EMU countries
by Fischer, Christoph
2007 End-user order flow and exchange rate dynamics
by Taylor, Mark P. & Schmidt, Markus & Reitz, Stefan
2007 Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia
by Petra Posedel & Josip Tica
2007 A Forewarning Indicator System For Financial Crises : The Case Of Six Central And Eastern European Countries
by Irene Andreou & Gilles Dufrenot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand
2007 Macroeconomic Sources of Foreign Exchange Risk in New EU Members
by Tigran Poghosyan & Evzen Kocenda
2007 Dutch Disease Scare in Kazakhstan: Is It Real?
by Balázs Égert & Carol S. Leonard
2007 Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges?
by Balázs Égert & Kirsten Lommatzsch & Amina Lahrèche-Révil
2007 A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle
by Qian Chen & David E. Giles
2007 Safe Haven Currencies
by Angelo Ranaldo & Paul Söderlind
2007 Carry Trades: Betting Against Safe Haven
by Daniel Kohler
2007 On the impact of fundamentals, liquidity and coordination on market stability
by Francisco Peñaranda & Jón Daníelsson
2007 Balassa-Samuelson Effect Approaching Fifty Years: Is it Retiring Early in Australia?
by Chowdhury, Khorshed
2007 Are The Real Exchange Rate Indices of Australia Non-Stationary in the Presence of Structural Break?
by Chowdhury, Khorshed
2007 Nonlinearity as an Explanation of the Forward Exchange Rate Anomaly
by Derek Bond & Niall Hession & Michael J Harrison & Edward J O’Brien
2007 Modelling Ireland’s Exchange Rates - From EMS to EMU
by Derek Bond & Michael J Harrison & Edward J O’Brien
2007 Disaggregate Productivity Comparisons: Sectoral Convergence in OECD Countries
by Johannes Van Biesebroeck
2007 Exchange Rates and Fundamentals : Is there a Role for Nonlinearities in Real Time?
by Kurmas Akdogan & Yunus Aksoy
2007 The NOK/euro exhange rate after inflation targeting: The interest rate rules
by Roger Bjørnstad and Eilev S. Jansen
2007 Intervention Policy of the BoJ: a Unified Approach
by Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt
2007 Safe Haven Currencies
by Angelo Ranaldo & Paul Söderlind
2007 Communicating Policy Options at the Zero Bound
by Lukas Burkhard & Andreas M. Fischer
2007 The reaction of asset markets to Swiss National Bank communication
by Angelo Ranaldo & Enzo Rossi
2007 Segmentation and Time-of-Day Patterns in Foreign Exchange Markets
by Angelo Ranaldo
2007 Do FX traders in Bishkek have similar perceptions to their London colleagues? Survey evidence of market ractitioners' views
by Andreas M. Fischer & Gulzina Isakova & Ulan Termechikov
2007 Financial Liberalization and Monetary Policy Cooperation in East Asia
by Hwee Kwan Chow & Peter Nicholas Kriz & Roberto S. Mariano & Augustine H H Tan
2007 Asian Currency Baskets: An Answer in Search of a Question?
by Hwee Kwan Chow
2007 Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors
by Prabhath Jayasinghe & Albert K. Tsui
2007 Recovering Probabilistic Information From Options Prices and the Underlying
by Bruce Mizrach
2007 Volatility Regimes in Central and Eastern European Countries’ Exchange Rates
by M. FRÖMMEL
2007 Monitoring Bands and Monitoring Rules: how currency intervention can change market composition
by Luisa Corrado & Marcus Miller & Lei Zhang
2007 Optimal Monetary Policy and the Sources of Local-Currency Price Stability
by Giancarlo Corsetti & Luca Dedola & Sylvain Leduc
2007 Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach
by Richard T. Baillie & Claudio Morana
2007 The Role of Large Players in a Dynamic Currency Attack Game
by Mei Li & Frank Milne
2007 Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity
by Tatsuyoshi Okimoto & Katsumi Shimotsu
2007 Zimbabwe’s Black Market for Foreign Exchange
by Albert Makochekanwa
2007 The response of industry stock returns to market, exchange rate and interest rate risks
by Hyde, Stuart J
2007 Recent Performance Of The Hong Kong Dollar Linked Exchange Rate System
by Genberg, Hans & He, Dong & Leung, Frank
2007 Speed of Adjustment in Cointegrated Systems
by Fanelli, Luca & Paruolo, Paolo
2007 Nova monetarna rješenja u segmentu prigodnoga kovinskog novca
by Matić, Branko
2007 On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries
by Stavarek, Daniel
2007 In The Middle of the Heat:The GCC countries Between Rising Oil Prices and the Sliding Greenback
by Razzak, W A
2007 Effects of exchange rate policy on bilateral export trade of WAMZ countries
by Balogun, Emmanuel Dele
2007 Exchange rate policy and export performance of WAMZ countries
by Balogun, Emmanuel Dele
2007 The Single Global Currency - Common Cents for the World (2007 Edition)
by Bonpasse, Morrison
2007 The Costs to Consumers of a Depreciated Conversion Rate to the Euro
by Marques, Luis B
2007 Welfare Implications of Exchange Rate Changes
by Marques, Luis B
2007 A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya
by Nandwa, Boaz & Mohan, Ramesh
2007 Monetary Policy Operations of Debtor Central Banks in MENA Countries
by Schnabl, Gunther & Schobert, Franziska
2007 A structural investigation of third-currency shocks to bilateral exchange rates
by Melecky, Martin
2007 Foreign exchange intervention and central bank independence: The Latin American experience
by Nunes, Mauricio & Da Silva, Sergio
2007 Economic Integration and the Foreign Exchange
by Weber, Enzo
2007 Currency Preferences in a Tri-Polar Model of Foreign Exchange
by Melecky, M
2007 Régimes de change: Le chemin vers la flexibilité
by Sfia, Mohamed Daly
2007 The Economics of Uncovered Interest Parity Condition for Emerging Markets: A Survey
by Alper, C. Emre & Ardic, Oya Pinar & Fendoglu, Salih
2007 Le choix du régime de change pour les économies émergentes
by Sfia, Mohamed Daly
2007 A Two-Country NATREX Model for the Euro/Dollar
by Belloc, Marianna & Federici, Daniela
2007 Comparative analysis of the exchange market pressure in Central European countries with the Eurozone membership perspective
by Stavarek, Daniel
2007 Strategic monetary policy in a monetary union with non-atomistic wage setters
by Cuciniello, Vincenzo
2007 The Bilateral J-curve: Turkey versus her 13 Trading Partners
by Halicioglu, Ferda
2007 Small price change response to a large devaluation in a menu cost model
by Bruchez, Pierre-Alain
2007 Modeling and Forecasting the Malawi Kwacha-US Dollar Nominal Exchange Rate
by Simwaka, Kisu
2007 Pertinence de la dévaluation du Franc CFA de janvier 1994 : Une évaluation par le taux de change réel d’équilibre. Cas de l’économie camerounaise
by Bouoiyour, jamal & Kuikeu, Oscar
2007 Modèls Garch à la mémoire longue: application aux taux de change tunisiens
by Lahiani, Amine & Yousfi, Ouidad
2007 Is Mercosur an optimum currency area?
by Neves, J. Anchieta & Stocco, Leandro & Da Silva, Sergio
2007 The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets
by Cifter, Atilla & Ozun, Alper
2007 Analyzing CBRT's FOREX interventions using EGARCH (2001-2006)
by Levent, Korap
2007 Does currency substitution affect exchange rate uncertainty? the case of Turkey
by Levent, Korap
2007 Latin American foreign exchange intervention - Updated
by Da Silva, Sergio & Nunes, Mauricio
2007 Are Pound and Euro the Same Currency? - Updated
by Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio
2007 Exchange Rate Arrangements in Central and Eastern European Countries – Evolutions and Characteristics
by Toma, Ramona
2007 Does the interest differential explain future exchange rate return? a re-examination of the UIP hypothesis for the Turkish economy
by Levent, Korap
2007 Information content of exchange rate volatility: Turkish experience
by Levent, Korap
2007 Impact of Exchange Rate Changes on Domestic Inflation: he Turkish Experience
by Levent, Korap
2007 Modeling purchasing power parity using co-integration: evidence from Turkey
by Levent, Korap
2007 Is the Chinese Renminbi Undervalued?
by Tatom, John
2007 Is The U.S. Dollar Set to Plummet in Value?
by Tatom, John
2007 Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria
by Shehu Usman Rano, Aliyu
2007 Uncovered Interest Parity: Cross-sectional Evidence
by Lee, Byung-Joo
2007 Exchange Market Pressure and Monetary Policy: Evidence from Pakistan
by M. Idrees Khawaja
2007 Impact of Export Subsidies on Pakistan’s Exports
by Nadeem Ul Haque & M. Ali Kemal
2007 Kelet-közép európai devizaárfolyamok elõrejelzése határidõs árfolyamok segítségével
by Zsolt Darvas & Zoltán Schepp
2007 Market Integration in the Golden periphery The Lisbon/London Exchange, 1854-1891
by Rui Pedro Esteves & Jaime Reis & Fabiano Ferramosca
2007 Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship?
by Alfred A. Haug & Syed A. Basher
2007 Long-run real exchange rate changes and the properties of the variance of k-differences
by Masao Ogaki & Sungwook Park
2007 The pitfalls of estimating transactions costs from price data: evidence from trans-Atlantic gold-point arbitrage, 1886-1905
by Andrew Coleman
2007 Exchange Rate Pass-Through in ASEAN: Implications for the Prospects of Monetary Integration in the Region
by Carlos Cortinhas
2007 Renminbi Equilibrium Exchange Rate: an Agnostic View. Kurs równowagi dla waluty chinskiej: zdanie odrebne
by Mestiri, Sana & Bouveret, Antoine & Sterdyniak, Henri
2007 Long-run real exchange rate determinants: evidence from eight new EU member states, 1993–2003
by Candelon, Bertrand & Kool, Clemens & Raabe, Katharina & Veen, Tom van
2007 Central bank intervention and exchange rate volatility, its continuous and jump components
by Beine, Michel & Lahaye, Jérôme & Laurent, Sébastien & Neely, Christopher J. & Palm, Franz C.
2007 The renminbi equilibrium exchange rate : an agnostic view
by Bouveret, Antoine & Sterdyniak, Henri & Mestiri, Sana
2007 Do Professional Currency Managers Beat the Benchmark?
by Momtchil Pojarliev & Richard M. Levich
2007 Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s:(Hard) Lessons Learned for Monetary Policy in a Small Open Economy
by Michael D. Bordo & Ali Dib & Lawrence Schembri
2007 Optimal Monetary Policy and the Sources of Local-Currency Price Stability
by Giancarlo Corsetti & Luca Dedola & Sylvain Leduc
2007 An Asset-Pricing View of External Adjustment
by Anna Pavlova & Roberto Rigobon
2007 Financial Exchange Rates and International Currency Exposures
by Philip Lane & Jay C. Shambaugh
2007 Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors
by A. Craig Burnside
2007 Exchange Rate Models Are Not as Bad as You Think
by Charles Engel & Nelson C. Mark & Kenneth D. West
2007 Understanding the Forward Premium Puzzle: A Microstructure Approach
by Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo
2007 Large Hoarding of International Reserves and the Emerging Global Economic Architecture
by Joshua Aizenman
2007 Random Walk Expectations and the Forward Discount Puzzle
by Philippe Bacchetta & Eric van Wincoop
2007 Exchange Rate Fundamentals and Order Flow
by Martin D. D. Evans & Richard K. Lyons
2007 The Forward Premium is Still a Puzzle
by Craig Burnside
2007 Global Currency Hedging
by John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira
2007 On the Rand: Determinants of the South African Exchange Rate
by Jeffrey Frankel
2007 Collateral Damage: Exchange Controls and International Trade
by Shang-Jin Wei & Zhiwei Zhang
2007 Is Bad News About Inflation Good News for the Exchange Rate?
by Richard Clarida & Daniel Waldman
2007 The Influence of Actual and Unrequited Interventions
by Kathryn M.E. Dominguez & Freyan Panthaki
2007 On Current Account Surpluses and the Correction of Global Imbalances
by Sebastian Edwards
2007 Monetary information arrivals and intraday exchange rate volatility : A comparison of the GARCH and the EGARCH models
by Darmoul Mokhtar & Nizar Harrathi
2007 Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates
by Zsolt Darvas & Gábor Rappai & Zoltán Schepp
2007 The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics
by Luciana Juvenal & Mark P. Taylor
2007 Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different?
by Georgios Chortareas & John Nankervis & Ying Jiang
2007 Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports
by Christopher F Baum & Mustafa Caglayan
2007 Bond Immunization and Exchange Rate Risk: Some Further Considerations
by Ivan Ivanov & Jason Hecht
2007 The behaviour of the real exchange rate: Evidence from regression quantiles
by Kleopatra Nikolaou
2007 Exchange Rate Monitoring Bands: Theory and Policy
by Luisa Corrado & Marcus Miller & Lei Zhang
2007 Sentiment in foreign exchange markets: Hidden fundamentals by the back door or just noise?
by Rafael R. Rebitzky
2007 Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates
by Zsolt Darvas & Zoltán Schepp
2007 Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target Zone Literature
by Zsolt Darvas
2007 The Influence of Actual and Unrequited Interventions
by Kathryn M. E. Dominguez & Freyan Panthaki
2007 Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs
by Maurice J. Roche & Michael J. Moore
2007 When countries do not do what they say: Systematic discrepancies between exchange rate regime announcements and de facto policies
by Bersch, Julia & Klüh, Ulrich H.
2007 A New Look at Economic Convergence in Europe: A Common Factor Approach
by Bettina Becker & Stephen G. Hall
2007 Real-Time Effects of Central Bank Interventions in the Euro Market
by Rasmus Fatum & Jesper Pedersen
2007 The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements
by Christian Conrad & Michael J. Lamla
2007 Foreign Exchange Intervention and the Political Business Cycle : A Panel Data Analysis
by Axel Dreher & Roland Vaubel
2007 Estimating High-Frequency Based (Co-) Variances: A Unified Approach
by Ingmar Nolte & Valeri Voev
2007 Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform
by Ingmar Nolte & Sandra Lechner
2007 Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤
by Ingmar Nolte & Valeri Voev
2007 Exchange Rates and Global Imbalances: The Importance of Asset Valuation Effects and Interest Rate Changes
by Christian M. Oberpriller
2007 Global Current Account Imbalances and Exchange Rate Adjustment: The Role of Oil Suppliers Valuation Effects and Interest Rate Changes
by Christian M. Oberpriller
2007 Currency Areas and International Assistance
by Tim Worrall & Pierre M. Picard
2007 China's Impact on the Exports of Other Asian Countries: A Note
by Kumakura, Masanaga & Kuroko, Masato
2007 Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models?
by Imed Drine & Christophe Rault
2007 Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?
by Tobias Knedlik & Rolf Scheufele
2007 The Role Of Commodity Terms Of Trade In Determining The Real Exchange Rates Of Mediterranean Countries
by Juan Carlos Cuestas & Javier Ordoñez & Mariam Camarero
2007 Dollarization of Debt Contracts: Evidence from Chilean Firms
by Miguel Fuentes
2007 Theory and Empirics of Real Exchange Rates in Developing Countries
by Raimundo Soto & Ibrahim A. Elbadawi.
2007 Pass-Through to Import Prices: Evidence from Developing Countries
by Miguel Fuentes
2007 Solving Endogeneity in Assessing the Efficacy of Foreign Exchange Market Interventions
by Seok Gil Park
2007 An "Almost-Too-Late" Warning Mechanism For Currency Crises
by Jesus Crespo Cuaresma & Tomas Slacik
2007 The Broad Yen Carry Trade
by Masazumi Hattori & Hyun Song Shin
2007 Monetary Policy in East Asia: the Case of Singapore
by Bennett T. McCallum
2007 Congress, Treasury, and the Accountability of Exchange Rate Policy: How the 1988 Trade Act Should Be Reformed
by C. Randall Henning
2007 Measurement and Inference in International Reserve Diversification
by Anna Wong
2007 A (Lack of) Progress Report on China's Exchange Rate Policies
by Morris Goldstein
2007 What is Learned from a Currency Crisis, Fear of Floating or Hollow Middle? Identifying Exchange Rate Policy in Recent Crisis Countries
by Soyoung Kim
2007 On the macroeconomic causes of exchange rates volatility
by Claudio Morana
2007 Exchange Control in Italy and Bulgaria in the Interwar Period: History and Perspectives
by Nikolay Nenovsky & Giovanni Pavanelli & Kalina Dimitrova
2007 Economic Integration and the Foreign Exchange
by Enzo Weber
2007 What Happened to the Transatlantic Capital Market Relations?
by Enzo Weber
2007 The Timing and Magnitude of Exchange Rate Overshooting
by Niklas J. Westelius & Mathias Hoffmann & Jens Sondergaard
2007 Is Sterilized Intervention Effective? New International Evidence
by Pierre L. Siklos & Diana N. Weymark
2007 The Overvaluation of Renminbi Undervaluation
by Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii
2007 Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries
by Yin-wong Cheung & Kon S. Lai
2007 Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar
by Laurence Fung & Ip-wing Yu
2007 Is the Hong Kong Dollar Exchange Rate "Bounded" in the Convertibility Zone?
by Cho-Hoi Hui & Tom Fong
2007 Testing for Purchasing Power Parity in Cointegrated Panels
by Carlsson, Mikael & Lyhagen, Johan & Österholm, Pär
2007 Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts
by Sellin, Peter
2007 Price Setting Transactions and the Role of Denominating Currency in FX Markets
by Friberg, Richard & Wilander, Fredrik
2007 A case for interest rate smoothing
by Bask, Mikael
2007 Instrument rules in monetary policy under heterogeneity in currency trade
by Bask, Mikael
2007 Optimal monetary policy under heterogeneity in currency trade
by Bask, Mikael
2007 Long swings and chaos in the exchange rate in a DSGE model with a Taylor rule
by Bask, Mikael
2007 Robust Taylor rules in an open economy with heterogeneous expectations and least squares learning
by Bask, Mikael & Selander, Carina
2007 The Undisclosed Renminbi Basket: Are The Markets Telling Us Something About Where The Renminbi - US Dollar Exchange Rate Is Going?
by Funke, Michael & Gronwald, Marc
2007 Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets
by Colavecchio , Roberta & Funke, Michael
2007 Equilibrium exchange rates in oil-dependent countries
by Korhonen, Iikka & Juurikkala, Tuuli
2007 An "almost-too-late" warning mechanism for currency crises
by Crespo Cuaresma, Jesýs & Slacik, Tomas
2007 Currency substitution in a de-dollarizing economy: The case of Russia
by Harrison , Barry & Vymyatnina, Yulia
2007 Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP
by Menkhoff, Lukas & Rebitzky, Rafael
2007 Whose trades convey information? Evidence from a cross-section of traders
by Menkhoff, Lukas & Schmeling, Maik
2007 Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets
by Roberta Colavecchio & Michael Funke
2007 International Monopoly under Uncertainty
by Henry Aray
2007 Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses
by Michael Kühl
2007 IMF Support and Inter-regime Exchange rate Volatility
by Ivo J.M. Arnold & Ronald MacDonald & Casper G. de Vries
2007 Disaggregate Real Exchange Rate Behaviour
by Giorgio Fazio & Ronald MacDonald & Peter McAdam
2007 Parametric and Non-parametric Approaches to Exits from Fixed Exchange Rate Regimes
by Ahmet Atil Asici
2007 Optimal monetary policy under a floating regime with non-atomistic wage setters
by Vincenzo Cuciniello
2007 A forewarning indicator system for financial crises: the case of six Central and Eastern European countries
by Irene Andreou & Gilles Dufrénot & Alain Sand & Aleksandra Zdzienicka-Durand
2007 Taxa Real de Câmbio, Mobilidade de Capitais e Mudança Estrutural num Modelo Kaldoriano Modificado de Causalidade Cumulativa
by José Luís Oreiro & Breno Pascualote Lemos
2007 Hedging the Exchange Rate Risk in International Portfolio Diversification: Currency Forwards versus Currency Options
by Raimond Maurer & Shohreh Valiani
2007 Argentina's Monetary and Exchange Rate Policies after the Convertibility Regime Collapse
by Roberto Frenkel & Martín Rapetti
2007 Un nuevo índice de tipo de cambio real para México
by Carballo, Edgar A. & Urzúa, Carlos M.
2007 What Drives Corporate Bond Market Betas?
by Abhay Abhyankar & Angelica Gonzalez
2007 Fear of Appreciation
by Levy-Yeyati, Eduardo & Sturzenegger, Federico
2007 On the Rand: Determinants of the South African Exchange Rate
by Frankel, Jeffrey
2007 Impact of Export Subsidies on Pakistan’s Exports
by Nadeem Ul Haque
2007 Exchange Rate Exposure of Sectoral Returns and Volatilities : Evidence from Japanese Industrial Sectors
by Ananda Jayawickrama & Tilak Abeysinghe
2007 A Roadmap for East Asian Monetary Integration : The Necessary First Step
by Kyung Tae Lee & Deok Ryong Yoon
2007 Exogenous Shocks and Exchange Rate Management in Developing Countries
by Sajid Anwar & S. Zahid Ali
2007 Asian Currency Baskets : An Answer in Search of a Question?
by Charles Adams & Hwee Kwan Chow
2007 Financial Liberalization and Monetary Policy Cooperation in East Asia1
by Hwee Kwan Chow & Peter N. Kriz & Roberto S. Mariano & Augustine H. H. Tan
2007 Fluctuation in the International Currency Reserves of Less Developed Countries: HIPC vs Non-HIPC
by Augustine A. Boakye & Hassan Molana
2007 Talks, financial operations or both? Generalizing central banks' FX reaction functions
by Oscar Bernal Diaz & Jean-Yves Gnabo
2007 Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates?
by Christian Dreger & Eric Girardin
2007 The Trade and FDI Effects of EMU Enlargement
by Jelle Brouwer & Richard Paap & Jean-Marie Viaene
2007 The Forward Premium Puzzle only emerges gradually
by Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries
2007 Model-free Measurement of Exchange Market Pressure
by Franc Klaassen & Henk Jager
2007 Currency Invoicing in International Trade: A Panel Data Approach
by Ligthart, J.E. & Da Silva, J.
2007 Behavior Equilibrium Exchange Rate and Misalignment of Renminbi: A Recent Empirical Study
by Jinzhao Chen
2007 The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries
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2007 A Resolution of the Forward Discount Puzzle
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2007 Nonlinear Exchange Rate Adjustment in the Enlarged Euro zone. Evidence and Implications for Candidate Countries
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2007 An Economic Evaluation of Empirical Exchange Rate Models
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2007 Communicating Policy Options at the Zero Bound
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2007 Optimal Monetary Policy and the Sources of Local-Currency Price Stability
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2007 Testing Uncovered Interest Parity: A Continuous-Time Approach
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2007 Financial Exchange Rates and International Currency Exposures
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2007 Understanding the Forward Premium Puzzle: A Microstructure Approach
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2007 Stiglitz Versus the IMF on the Asian Debt Crisis: An Intertemporal Model with Real Exchange Rate Overshooting
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2007 Irving Fisher, Expectational Errors, and the UIP Puzzle
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2007 Household Heterogeneity and Real Exchange Rates
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2007 Currency areas and international assistance
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2007 Transmission of Exchange Rate Shocks into Domestic Inflation: The Case of the Czech Republic
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2007 Testing Uncovered Interest Parity: A Continuous-Time Approach
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2007 An Objective Function for Simulation Based Inference on Exchange Rate Data
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2007 International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis
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2007 Terms of Trade, Catch-up, and Home Market Effect: The Example of Japan
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2007 The Trade and FDI Effects of EMU Enlargement
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2007 Volatility of Exchange Rates in Selected New EU Members: Evidence from Daily Data
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2007 Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach
by Christian Josef Bauer & Paul De Grauwe & Stefan Reitz
2007 A Role Model for China? Exchange Rate Flexibility and Monetary Policy in Japan
by Gunther Schnabl & Christian Danne
2007 Exchange Rate Volatility and Growth in Emerging Europe and East Asia
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2007 Dutch Disease Scare in Kazakhstan: Is it real?
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2007 Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges?
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2007 Beyond the Salassa-Samuelson Effect in some New Member States of the European Union
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2007 Diferenciais de produtividade e taxa de câmbio real nas economias desenvolvidas e em desenvolvimento
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2007 Capturing asymmetry in real exchange rate with quantile autoregression
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2007 Bulls, Bears and Excess Volatility: can currency intervention help?
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2007 Beggar Thy Neighbour Exchange Rate Regime Misadvice  from Misapplications of Mundell (1961) and the Remedy
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2007 Exchange Rate Determination: A Model of the Decisive Role of Central Bank Cooperation and Conflict
by Robin Pope & Reinhard Selten & Sebastian Kube & Johannes Kaiser & Jürgen von Hagen
2007 Exchange Rate Determination: A Model of the Decisive Role of Central Bank Cooperation and Conflict
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2007 Home Bias and Purchasing Power Parity: Evidence from the G-7 Countries
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2007 Foreign Exchange Intervention and Equilibrium Real Exchange Rates
by Dimitrios A. Sideris
2007 Exchange rate forecasting, order flow and macroeconomic information
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2007 Asian Currency Crises: Do Fundamentals still Matter? A Markov-Switching Approach to Causes and Timing
by J L Ford & Bagus Santoso & N J Horsewood
2007 Measuring Long-Run Exchange Rate Pass-Through
by .De Bandt, O. & Banerjee, A. & Kozluk, T.
2007 Equilibrium exchange rates in the new EU members: external imbalances vs. real convergence
by Enrique Alberola & Daniel Navia
2007 ARGEM: a DSGE model with banks and monetary policy regimes with two feedback rules, calibrated for Argentina
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2007 Testing Uncovered Interest Parity: A Continuous-Time Approach
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2007 Where Does Price Discovery Occur in FX Markets?
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2007 Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy
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2007 Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies
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2007 The Political Economy of Exchange Rates. The Case of the Japanese Yen
by Nathalie Aminian & K.C.Fung & Alicia Garcia-Herrero & Chelsea C. Lin
2007 Political and institutional factors in regime change in the ERM: An application of duration analysis
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2007 Growth and Banking Structure in a Partially Dollarized Economy
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2007 Relative Risk Aversion And The Transmission Of Financial Crises
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2007 Increasing Returns, Financial Capital Mobility And Real Exchange Rate Dynamics
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2007 The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets
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2007 Asymmetry and Spillover Effects in the North American Equity Markets
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2007 Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries
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2007 The Credibility of CIS Exchange Rate Policies-a technical trader's view
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2007 Real Exchange Rate Fluctuations and Relative Prices in Turkey
by Ugur Ciplak
2007 Déficit público e inestabilidad de los tipos de cambio
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2007 Long range dependence and the purchasing power parity (in Russian)
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2007 Equilibrium Exchange Rates in the Eu New Members: Methodology, Estimation and Applicability to ERM II
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2007 Exchange Rate Dynamics and the Disconnect
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2007 How do macroeconomic announcements and FX market transactions affect exchange rates?
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2007 Differential Taxation and Corporate Futures-Hedging
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2007 Paridad del Poder Adquisitivo en el Tipo de Cambio Argentino (Peso/Dólar)
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2007 How To Intervene In Fx Market: Market Microstructure Approach
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2007 Currency Substitution and Currency Crises
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2007 Real Exchange Rate Variation and Export Revenue: Asian Evidence
by Wen-Shwo Fang & Tsang-Yao Chang & YiHao Lai
2007 Factor Model Forecasting of Inflation in Croatia
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2007 The Impact of Kuna Exchange Rate Volatility on Croatian Exports
by Petar Soric
2007 Assessment of the Balassa-Samuelson Effect in Croatia
by Josip Funda & Gorana Lukiniæ & Igor Ljubaj
2007 Monetary Policy in East Asia: The Case of Singapore
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2007 Speculative currency attacks: role of inconsistent macroeconomic policies and real exchange rate overvaluation
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2007 Desarrollo del mercado de derivados cambiarios en Chile
by Luís Antonio Ahumada & Jorge Selaive C.
2007 Imperfect Common Knowledge in First-Generation Models of Currency Crises
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2007 Corporate Taxation and Futures-Hedging
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2007 Fiscal Policy and the Current Account in a Small Open Economy
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2007 Determinants of Exchange-Rate Volatility: The Case of the New EU Members
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2007 Tipo de cambio, posiciones netas de los especuladores y el tamaño del mercado de futuros del peso mexicano
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2007 Información privilegiada, administración de riesgos y utilidades esperadas: una aplicación al estudio de crisis cambiarias
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2007 Exchange Rate Implications for Australian Manufacturing Investment and Exports
by Swift, Robyn
2007 Reassessment Of Currency Index By Fundamentals
by Hiroya Akiba & Yonghui Jia
2007 Monetary and Financial Integration in Asia: Introduction
by Agnes Benassy-Quere & Valerie Mignon
2007 Anticipated effects of foreign currency reserve diversification in Asian countries: Do China and India matter for coordination?
by Friedrich L. Sell
2007 Random walks and half-lives in Chilean and Mexican peso real exchange rates: 1980-2003
by André Varella Mollick
2007 Economic fundamentals and exchange rates under different exchange rate regimes: Korean experience
by Byung-Joo Lee
2007 Politiques et performances macroéconomiques de la zone euro. Institutions, incitations, stratégies
by Jérôme Creel & Éloi Laurent & Jacques Le Cacheux
2007 La politique de change de la zone euro ou le hold-up tranquille de la BCE
by Jérôme Creel & Éloi Laurent & Jacques Le Cacheux
2007 Fluctuations de Change et Performances Economiques
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2007 Which Are the World's Wobblier Currencies? Reference Exchange Rates and Their Variation
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2007 Conditional Volatility and Distribution of Exchange Rates: GARCH and FIGARCH Models with NIG Distribution
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2007 Risk in carry trades: a look at target currencies in Asia and the Pacific
by Jacob Gyntelberg & Eli M Remolona
2007 What drives the growth in FX activity? Interpreting the 2007 triennial survey
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2007 Evidence of carry trade activity
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2007 Issues regarding euroisation in regions neighbouring the euro area
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2007 Les enjeux de l’euroïsation dans les régions voisines de la zone euro
by DESECURES, M. & POUVELLE, C.
2007 The Relationship Between Stock Prices and Exchange Rates: An Empirical Study on Emerging Markets
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2007 Regímenes monetarios alternativos en un modelo EGDE de una economía pequeña y abierta con precios y salarios pegajosos
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2007 Análise da Taxa de Câmbio a Partir do Índice de Pressão Cambial: A Experiência Brasileira de 1994 a 1999
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2007 Nominalexchange Rate Volatilityand Its Effecton Capitalinvestmentin Turkey
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2006 Default and the Term Structure in Sovereign Bonds
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2006 The Microstructure Approach to Exchange Rates
by Richard K. Lyons
2006 Price Indices and Nonlinear Mean-Reversion of Real Exchange Rates
by Jyh-Lin Wu & Pei-Fen Chen
2006 Export Promotion through Exchange Rate Changes: Exchange Rate Depreciation or Stabilization
by WenShwo Fang & YiHao Lai & Stephen M. Miller
2006 Döviz kuru rejimlerinin kur oynaklığı üzerine etkisi: Türkiye örneği
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2006 1994 ve 2000-2001 krizlerinin çoklu denge açısından değerlendirilmesi
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2006 Euro - Dolar paritesindeki oynaklığın ihracat üzerine etkisi: Türkiye örneği
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2006 The reaction of monetary policy to exchange rate
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2006 Döviz kurundaki değişkenliğin Türkiye’nin ithalatına uzun dönemli etkisi
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2006 Türkiye İstikrara Kavuştu Mu?
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2006 Purchasing Power Parity among Developing Countries and their Trade-Partners. Evidence from Selected CEEC and Implications for their Membership of EU
by Nikolaos Giannellis & Athanasios P. Papadopoulos
2006 China's Exchange Rate Appreciation in the Light of the Earlier Japanese Experience
by McKinnon, Ronald
2006 The New Exchange Rate Policy in the Emerging Market Economies: with Special Emphasis on China
by Sell, Friedrich L.
2006 Exchange rates and FDI: Goods versus capital market frictions
by Buch, Claudia M. & Kleinert, Jörn
2006 Optimale Fakturierung im Außenhandel
by Fuchs, Frank & Broll, Udo & Wahl, Jack E.
2006 For Which Countries did PPP hold? A Multiple Testing Approach
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2006 Are PPP Tests Erratically Behaved? Some Panel Evidence
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2006 Capital markets and exchange rate stabilization in East Asia: Diversifying risk based on currency baskets
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2006 A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications
by Fischer, Christoph & Porath, Daniel
2006 The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis
by Reitz, Stefan & Taylor, Mark P.
2006 The Harrod-Balassa-Samuelson Effect: A Survey of Empirical Evidence
by Josip Tica & Ivo Družić
2006 Trade Costs and the Open Macroeconomy
by Novy, Dennis
2006 Regional Vulnerability : The Case of East Asia
by Mody, Ashoka & Taylor, Mark P.
2006 The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis
by Menkhoff, Lukas & Taylor, Mark P.
2006 Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?
by Lothian, James R. & Taylor, Mark P.
2006 Measuring the Impact of Intervention on Exchange Market Pressure
by P. Siklos, D. Waymark
2006 Monetary Transmission Mechanism in Central & Eastern Europe: Gliding on a Wind of Change
by Fabrizio Coricelli & Balázs Égert & Ronald MacDonald
2006 Central Bank Interventions, Communication & Interest Rate Policy in Emerging European Economies
by Balázs Égert
2006 Capital Account Liberalization And Exchange Rate Regime Choice, What Scope For Flexibility In Tunisia?
by BEN ALI Mohamed Sami & &
2006 Foreign Exchange Risk Premium Determinants: Case of Armenia
by Tigran Poghosyan & Evzen Kocenda &
2006 A Yield Curve Perspective on Uncovered Interest Parity
by Leo Krippner
2006 A Yield Curve Perspective on Uncovered Interest Parity
by Leo Krippner
2006 Reforming China’s Exchange Rate Policy
by John Ryan
2006 Measuring the Impact of Intervention on Exchange Market Pressure
by Pierre L. Siklos & Diana N. Weymark
2006 Hedging, Speculation, and Investment in Balance-Sheet Triggered Currency Crises
by Andreas Röthig & Willi Semmler & Peter Flaschel
2006 The Importance of Interest Rate Volatility in Empirical Tests of Uncovered Interest Parity
by Metodij Hadzi-Vaskov & Clemens Kool
2006 The Impact of Exchange Rate Volatility on Indonesia’s Exports to the USA: An Application of ARDL Bounds Testing Procedure
by Arief Bustaman & Kankesu Jayanthakumaran
2006 Volatility Clustering, Leverage Effects, and Jump Dynamics in the US and Emerging Asian Equity Markets
by Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk
2006 Financial Crisis and Foreign Exchange Exposure of Korean Exporting Firms
by Ronald A. Ratti & Sung-Wook Yoon & Jae-Young Choi
2006 Inflation Targeting, Exchange Rate Pass-Through and 'Fear of Floating'
by Reginaldo P. Nogueira Jnr
2006 Periodically Collapsing Rational Bubbles in Exchange Rates: A Markov-Switching Analysis for a Sample of Industrialised Markets
by Jose Eduardo de A. Ferreira
2006 Effects of Fundamentals on the Exchange Rate: A Panel Analysis for a Sample of Industrialised and Emerging Economies
by Jose Eduardo de A. Ferreira
2006 Inflation Targeting and the Role of Exchange Rate Pass-through
by Reginaldo P. Nogueira Jnr
2006 Testing for Balance Sheet Effects in Emerging Market Countries
by Uluc Aysun
2006 Automatic Stabilizer Feature of Fixed Exchange Rate Regimes in Emerging Markets
by Uluc Aysun
2006 The Exchange Rate-Investment Nexus and Exchange Rate Instability: Another Reason for 'Fear of Floating'
by Habib Ahmed & C. Paul Hallwood & Stephen M. Miller
2006 Modeling the Term Structure of Exchange Rate Expectations
by Christian Bauer & Sebastian Horlemann
2006 Monetary and Exchange Rate Stability in South East Asia
by Christian Bauer & Bernhard Herz
2006 The short and long-run determinants of the real exchange rate in Mexico
by Antonia López Villavicencio & Josep Lluís Raymond Bara
2006 Real equilibrium exchange rates. A panel data approach for advanced and emerging economies
by Antonia López Villavicencio
2006 Optimal Degree of Public Information Dissemination
by Camille Cornand & Frank Heinemann
2006 Teaching Post Keynesian Exchange Rate Theory
by John Harvey
2006 Purchasing Power Parity: The Irish Experience Re-visited
by Derek Bond & Michael J. Harrison & Edward J. O'Brien
2006 Some Empirical Observations on the Forward Exchange Rate Anomaly
by Derek Bond & Michael J. Harrison & Niall Hession & Edward J. O'Brien
2006 Corporate Sector Financial Structure in Turkey : A Descriptive Analysis
by Halil Ibrahim Aydin & Cafer Kaplan & Mehtap Kesriyeli & Erdal Ozmen & Cihan Yalcin & Serkan Yigit
2006 Public Debt Maturity and Currency Crises
by Paul Levine & Alexandros Mandilaras & Jun Wang
2006 The New Keynesian Phillips Curve for a Small Open Economy
by Pål Boug, Ådne Cappelen and Anders Rygh Swensen
2006 New Evidence on the Puzzles: Monetary Policy and Exchange Rates
by Almuth Scholl & Harald Uhlig
2006 Learning to Forecast the Exchange Rate: Two Competing Approaches
by Paul De Grauwe & Agnieszka Markiewicz
2006 A Habit-Based Explanation of the Exchange Rate Risk Premium
by Adrien Verdelhan
2006 The Coordination Channel of Foreign Exchange Intervention
by Stefan Reitz & M.P Taylor
2006 Exchange Rates and Fundamentals: Is there a Role for Nonlinearities in Real Time?
by Yunus Aksoy & Kurmas Akdogan
2006 Managing Exchange Rate Volatility: A Comparative Counterfactual Analysis of Singapore 1994 to 2003
by Peter Wilson & Henry Ng Shang Ren
2006 Prospects For Enhanced Exchange Rate Cooperation in East Asia: Some Preliminary Findings from Generalized PPP Theory
by Peter Wilson & Choy Keen Meng
2006 Real Exchange Rate Volatility and Asset Market Structure
by Christoph Thoenissen
2006 A Habit-Based Explanation of the Exchange Rate Risk Premium
by Adrien Verdelhan
2006 Industry Restructuring, Mark-ups, and Exchange Rate Pass-Through
by Beverly Lapham & Danny Leung
2006 Expectations and Contagion in Self-fulfilling Currency Attacks
by Todd Keister
2006 Could capital gains smooth a current account rebalancing?
by Michele Cavallo & Cedric Tille
2006 The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building
by Jesús Ferreyra & Jorge Salas
2006 Depreciation expectations and interest rate differentials: Are there regime switches? The Peruvian case
by Alberto Humala
2006 Limiting Foreign Exchange Exposure through Hedging: The Australian Experience
by Chris Becker & Daniel Fabbro
2006 Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries
by Duo Qin
2006 Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates
by Richard T. Baillie & George Kapetanios
2006 Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach - The Case of Developing Asia
by Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising
2006 Industry Restructuring, Mark-ups, and Exchange Rate Pass-Through
by Beverly Lapham & Danny Leung
2006 The (Un-) Stable Relationship between The Exchange rate and its Fundamentals
by Carlo Altavilla
2006 Forecasting and Combining Competing Models of Exchange rate Determination
by Carlo Altavilla & Paul De Grauwe
2006 Estimating the Equilibrium Real Exchange Rate for Namibia
by J. H. Eita & Moses M. Sichei
2006 El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006
by Hernández Monsalve, Mauricio Alberto & Mesa Callejas, Ramón Javier
2006 Modelling Central Bank Intervention Activity under Inflation Targeting
by Horvath, Roman
2006 Non-linear adjustment in law of one price deviations and physical characteristics of goods
by Berka, Martin
2006 Hedge funds, exchange rates and causality: Evidence from Thailand and Malaysia
by Azman-Saini, W.N.W.
2006 Understanding the Backus-Smith Puzzle: It’s the (Nominal) Exchange Rate, Stupid
by Hess, Gregory & Shin, Kwanho
2006 Exchange Rate Pass-Through and Structural Macroeconomic Shocks in Developing Countries: An Empirical Investigation
by Barhoumi, Karim
2006 Stock prices, exchange rates and causality in Malaysia: a note
by Azman-Saini, W.N.W. & Habibullah, M.S. & Law, Siong Hook & Dayang-Afizzah, A.M.
2006 Output, the Real Exchange Rate, and the Crises in Turkey
by Ardic, Oya Pinar
2006 The Changing Dynamics of the East Asian Real Exchange Rates after the Financial Crisis: Further Evidence on Mean Reversion
by Baharumshah, Ahmad Zubaidi & Chan, Tze-Haw & Aggarwal, Raj
2006 Exchange Rate Pass-Through:Evidence Based on Vector Autoregression with Sign Restrictions
by An, Lian
2006 Câmbio de longo prazo do mil-réis: uma abordagem empírica referente às taxas contra a libra esterlina e o dólar (1795-1913)
by Moura Filho, Heitor
2006 Do Exchange Rate Regimes Matter? Evidence for Developing Countries
by Larrain, Felipe & Parro, Francisco
2006 Tunisia: Sources Of Real Exchange Rate Fluctuations
by Sfia, Mohamed Daly
2006 Macroeconomic policy and the exchange rate: working together?
by Goyal, Ashima
2006 Testing the Equilibrium Exchange Rate Model - Updated
by Guilherme, Moura & Sergio, Da Silva
2006 Political Uncertainty and the Peso Problem
by Javier, Garcia-fronti & Lei, Zhang
2006 Competitiveness, Economic Freedom and Real Exchange Rate. Evidence from Romania
by Herciu, Mihaela & Toma, Ramona
2006 Exchange rate policy and trade balance. A cointegration analysis of the argentine experience since 1962
by Matesanz Gómez, David & Fugarolas Álvarez-Ude, Guadalupe
2006 Información privilegiada, administración de riesgos y utilidades esperadas: Una aplicación de los juegos de señalización al estudio de crisis cambiarias
by Ruiz-Porras, Antonio
2006 Presión en el mercado cambiario para el caso venezolano (1984-2003)
by Pedauga, Luis Enrique & Noguera, Carlos
2006 Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?
by Westerlund, Joakim & Basher, Syed A.
2006 Ability of the New EU Member States to Fulfill the Exchange Rate Stability Convergence Criterion
by Stavarek, Daniel
2006 Estimation of the Exchange Market Pressure in the EU4 Countries: A Model-Dependent Approach
by Stavarek, Daniel
2006 The real exchange rate of the rand and competitiveness of South Africa's trade
by Mtonga, Elvis
2006 Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?
by Horvath, Roman & Komarek, Lubos
2006 The Single Global Currency: Common Cents for the World
by Bonpasse, Morrison
2006 Estimarea cursului de schimb real de echilibru in România
by Dumitru, Ionut
2006 The optimal degree of exchange rate flexibility: A target zone approach
by Jesús Rodríguez López & Hugo Rodríguez Mendizábal
2006 Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland
by Jesús Rodríguez López & José Luis Torres Chacón
2006 How tight should one's hands be tied? Fear of floating and credibility of exchange regimes
by Jesús Rodríguez López & Hugo Rodríguez Mendizábal
2006 The Open Economy Consequences of U.S. Monetary Policy
by John Bluedorn & Christopher Bowdler
2006 Can Perpetual Learning Explain the Forward Premium Puzzle?
by George W. Evans & Avik Chakraborty
2006 Identifying Determinants of Germany's International Price Competitiveness: A Structural VAR Approach
by Martin Meurers
2006 The Open Economy Consequences of U.S. Monetary Policy
by John Bluedorn & Christopher Bowdler
2006 industries de haute technologie de la zone euro et des Etats-Unis : une étude comparée de la compétitivité et des parts de marché
by Guillou, Sarah
2006 Testing for multiple regimes in the tail behavior of emerging currency returns
by Candelon, Bertrand & Straetmans, Stefan
2006 La valeur du yuan. Les paradoxes du taux de change d’équilibre
by Mestiri, Sana & Bouveret, Antoine & Sterdyniak, Henri
2006 When Is It Optimal to Abandon a Fixed Exchange Rate?
by Sergio Rebelo & Carlos A. Vegh
2006 Financial Versus Monetary Mercantilism-Long-run View of Large International Reserves Hoarding
by Joshua Aizenman & Jaewoo Lee
2006 Price Impacts of Deals and Predictability of the Exchange Rate Movements
by Takatoshi Ito & Yuko Hashimoto
2006 Euros and Zeros: The Common Currency Effect on Trade in New Goods
by Richard E. Baldwin & Virginia Di Nino
2006 External Imbalances in an Advanced, Commodity-Exporting Country: The Case of New Zealand
by Sebastian Edwards
2006 A Simple Test of the Effect of Interest Rate Defense
by Allan Drazen & Stefan Hubrich
2006 Are Currency Appreciations Contractionary in China?
by Jianhuai Shi
2006 The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies
by Jeffrey Frankel & Jumana Poonawala
2006 The Returns to Currency Speculation
by Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo
2006 Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment
by Menzie D. Chinn & Ron Alquist
2006 On the Determinants of Exporters' Currency Pricing: History vs. Expectations
by Shin-ichi Fukuda & Masanori Ono
2006 Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System
by Takatoshi Ito & Yuko Hashimoto
2006 Signaling Credibility --- Choosing Optimal Debt and International Reserves
by Joshua Aizenman & Jorge Fernández-Ruiz
2006 Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through
by Takatoshi Ito & Kiyotaka Sato
2006 Portfolio Choice in a Monetary Open-Economy DSGE Model
by Charles Engel & Akito Matsumoto
2006 Phoenix Miracles in Emerging Markets: Recovering without Credit from Systemic Financial Crises
by Guillermo A. Calvo & Alejandro Izquierdo & Ernesto Talvi
2006 Capital Controls: An Evaluation
by Nicolas Magud & Carmen M. Reinhart
2006 The impact of monetary policy signals on the intradaily Euro-dollar volatility
by Darmoul Mokhtar
2006 La crise monétaire turque de 2000/2001 : analyse de l'échec du plan de stabilisation par le change du FMI
by Jérôme Héricourt & Julien Reynaud
2006 Customer order flow, information and liquidity on the Hungarian foreign exchange market
by Áron Gereben & György Gyomai & Norbert Kiss M.
2006 Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable
by Balázs Égert & Ronald MacDonald
2006 Long maturity forward rates of major currencies are stationary
by Zsolt Darvas & Zoltán Schepp
2006 Strategic Export Promotion
by Federico Etro
2006 PPP over a century: Co-integration and structural change
by Ekaterini Panopoulou
2006 The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates
by Ekaterini Panopoulou & Dimitrios Malliaropulos & Theologos Pantelidis & Nikitas Pittis
2006 Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market: Austria-Hungary, 1876-1914
by Komlos, John & Flandreau, Marc
2006 Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects
by Rasmus Fatum & Michael M. Hutchison
2006 Testing Temporal Disaggregation
by Christian Müller
2006 An Empirical Test of the Efficiency Hypothesis on the Renminbi NDF in Hong Kong Market
by Hideki Izawa
2006 International Exchange Rate Systems - Where do we Stand?
by Horst Siebert
2006 EU Integration and its Implications for Asian Economies – What we Know and What Not
by Rolf J. Langhammer & Rainer Schweickert
2006 Nonlinear trend stationary of real exchange rates: The case of the Mediterranean countries
by Juan Carlos Cuestas & Javier Ordoñez Monfort & Maria Amparo Camarero Olivas
2006 Exchange Rate Policy and the Relative Distribution of FDI between Host Countries
by Yuqing Xing
2006 Pricing to market of Italian exporting firms
by Roberto Basile & Sergio de Nardis & Alessandro Girardi
2006 Tipo de Cambio Nominal en un Régimen de Flotación: Chile 2000-2005
by Luis Felipe Lagos & Rodrigo Cerda
2006 Incentives from exchange rate regimes in an institutional context
by Ashima Goyal
2006 Exchange Rates and External Adjustment: Does Financial Globalization Matter?
by Philip Lane & Gian Maria Milesi-Ferretti
2006 Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen
by Peter G. Szilagyi & Jonathan A. Batten
2006 The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests
by Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty
2006 The External Policy of the Euro Area: Organizing for Foreign Exchange Intervention
by C. Randall Henning
2006 The Case for an International Reserve Diversification Standard
by Edwin M. Truman & Anna Wong
2006 Implications of the Modigliani-Miller Theorem for the Study of Exchange Rate Regimes
by Alexandre B. Cunha
2006 The Influence of Information Costs on the Integration of Financial Markets: Northern Europe, 1350-1560
by Oliver Volckart
2006 AMU Deviation Indicator for Coordinated Exchange Rate Policies in East Asia and its Relation with Effective Exchange Rates
by Eiji Ogawa & Junko Shimizu
2006 The Illusion of Precision and the Role of the Renminbi in Regional Integration
by Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii
2006 A Reappraisal of the Border Effect on Relative Price Volatility
by Yin-wong Cheung & Kon S. Lai
2006 Signaling Effects of Foreign Exchange Interventions and Expectation Heterogeneity among Traders
by Iwatsubo, Kentaro & Shimizu, Junko
2006 Adjustment Speeds of Nominal Exchange Rates and Prices toward Purchasing Power Parity
by Iwatsubo, Kentaro
2006 Foreign exchange market interventions as monetary policy
by Post, Erik
2006 Cointegration and the stabilizing role of exchange rates
by Alexius, Annika & Post, Erik
2006 Chartist Trading in Exchange Rate Theory
by Selander, Carina
2006 Arbitrage in the Foreign Exchange Market: Turning on the Microscope
by Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio
2006 A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro
by Lindblad, Hans & Sellin, Peter
2006 Real Exchange Rate Adjustment In European Transition Countries
by Maican, Florin G. & Sweeney, Richard J.
2006 The effect of a transaction tax on exchange rate volatility
by Lanne , Markku & Vesala , Timo
2006 Fundamentals and technical trading: behaviour of exchange rates in the CEECs
by Bask , Mikael & Fidrmuc , Jarko
2006 Exchange rate volatility without the contrivance of fundamentals and the failure of PPP
by Bask, Mikael
2006 Adaptive learning in an expectational difference equation with several lags: selecting among learnable REE
by Bask, Mikael
2006 Announcement effects on exchange rate movements: continuity as a selection criterion among the REE
by Bask , Mikael
2006 Exchange rate sensitivity of China’s bilateral trade flows
by Wang, Jiao & Ji, Andy G.
2006 Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
by Colavecchio , Roberta & Funke, Michael
2006 Exchange rate policy and the relative distribution of FDI among host countries
by Xing, Yuqing
2006 Monetary transmission mechanism in Central and Eastern Europe: Gliding on a wind of change
by Coricelli, Fabrizio & Égert, Balázs & MacDonald, Ronald
2006 Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies
by Balazs Egert
2006 The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis
by Menkhoff, Lukas & Taylor, Mark P.
2006 Price Discovery in Currency Markets
by Osler, Carol & Mende, Alexander & Menkhoff, Lukas
2006 Profits and Speculation in Intra-Day Foreign Exchange Trading
by Mende, Alexander & Menkhoff, Lukas
2006 Volatility Regimes in Central and Eastern European Countries' Exchange Rates
by Frömmel, Michael
2006 Local Information in Foreign Exchange Markets
by Menkhoff, Lukas & Schmeling, Maik
2006 Exchange-rate policies and trade in the MENA countries
by Amina Lahrèche-Révil & Juliette Milgram
2006 A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials
by Mathias Hoffmann & Ronald MacDonald
2006 Credibility of Exchange Rate Policies in Selected EU New Members: Evidence from High Frequency Data
by Jarko Fidrmuc & Roman Horváth
2006 Complementarities and Macroeconomics: Poisson Games
by Miltiadis Makris
2006 Daraltici Devalüasyon Hipotezi: Türkiye Üzerine Bir Uygulama
by Nazif Catik
2006 Reflexiones sobre la política cambiaria en México
by Guerrero, Carlos & Urzúa, Carlos M.
2006 Prospects For Enhanced Exchange Rate Cooperation In East Asia : Some Preliminary Findings From Generalized Ppp Theory
by Peter Wilson & Keen Meng Choy
2006 Managing Exchange Rate Volatility : A Comparative Counterfactual Analysis Of Singapore 1994 To 2003
by Peter Wilson & Henry Ng Shang Ren
2006 Incentives from Exchange Rate Regimes in an Institutional Context
by Ashima Goyal
2006 RMB Exchange Rate and Local Currency Price Stability : The Case of China and ASEAN+3
by Xiao Bing Feng
2006 Regional Currency Unit in Asia : Property and Perspective
by Woosik Moon & Yeongseop Rhee & Deokryong Yoon
2006 China’s Reform on Exchange Rate System and International Trade between Japan and China
by Kentaro Iwatsubo & Shunji Karikomi
2006 Real Exchange Rate in China : A Long-run Perspective
by Haihong Gao
2006 Intervention policy of the BoJ: a unified approach
by Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt
2006 Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan
by Oscar Bernal Diaz
2006 Testing the purchasing power parity in China
by Olivier Darné & Jean-François Hoarau
2006 Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates
by Zsolt Darvas & Gábor Rappai & Zoltán Schepp
2006 Exchange Rate Pass-Through and Relative Prices: An Industry-Level Empirical Investigation
by Prasad Bhattacharya & Cem A. Karayalcin & Dimitrios D. Thomakos
2006 Political Instability and the August 1998 Ruble Crisis
by Tatiana Fic & Omar F. Saqib
2006 What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey
by Christian Dreger & Georg Stadtmann
2006 Large Swings in Currencies driven by Fundamentals
by Phornchanok Cumperayot & Casper G. de Vries
2006 Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period
by Bevilacqua, Franco
2006 Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period
by Bevilacqua, Franco
2006 General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation
by Luc, BAUWENS & Genaro, SUCARRAT
2006 RMB Exchange Rate and Local Currency Price Stability: The Case of China and ASEAN+3
by Xiao Bing Feng
2006 Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU
by Nikolaos Giannellis & Athanasios Papadopoulos
2006 A New Look at the Forward Premium Puzzle
by Nikolay Gospodinov
2006 The Bell Jar: Commercial Interest Rates between Two Revolutions, 1688-1789
by Flandreau, Marc & Galimard, Christophe & Jobst, Clemens & Nogués Marco, Maria Del Pilar
2006 The Returns to Currency Speculation
by Burnside, A Craig & Eichenbaum, Martin & Kleshchelski, Isaac & Rebelo, Sérgio
2006 Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises
by Broner, Fernando A
2006 The International Financial Integration of China and India
by Lane, Philip R. & Schmukler, Sergio
2006 Predictability in Financial Markets: What Do Survey Expectations Tell Us?
by Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric
2006 Expectations and Exchange Rate Policy
by Devereux, Michael B & Engel, Charles M
2006 On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets
by Minford, Patrick & Peel, David
2006 Marketwide Private Information in Stocks: Forecasting Currency Returns
by Albuquerque, Rui & de Francisco, Eva & Marques, Luis
2006 Consumption and Real Exchange Rates with Incomplete Markets and Non-Traded Goods
by Benigno, Gianluca & Thoenissen, Christoph
2006 The Empirics of International Currencies: Historical Evidence
by Flandreau, Marc & Jobst, Clemens
2006 Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle
by Leon, Hyginus & Sarno, Lucio & Valente, Giorgio
2006 Purchasing Power Parity and Heterogenous Mean Reversion
by Koedijk, Kees & Tims, Ben & Van Dijk, Mathijs A
2006 The Logic of Compromise: Monetary bargaining in Austria-Hungary 1867-1913
by Flandreau, Marc
2006 Is the renminbi undervalued?
by Jan Lemmen
2006 General to specific modelling of exchange rate volatility: a forecast evaluation
by BAUWENS, Luc & SUCARRAT, Genaro
2006 Degree of Competition and Export-Production Relative Prices when the Exchange Rate Changes: Evidence from a Panel of Czech Exporting Companies
by Jiri Podpiera & Marie Rakova
2006 Exchange Rates and Order Flow in the Long Run
by M. Martin Boyer & Simon van Norden
2006 World Consistent Equilibrium Exchange Rates
by Agnes Benassy-Quere & Amina Lahreche-Revil & Valerie Mignon
2006 Exchange-Rate Pass-Trough at the Product Level
by Guillaume Gaulier & Amina Lahreche-Revil & Isabelle Mejean
2006 Can Oil Prices Explain the Real Appreciation of the Russian Ruble in 1998-2005?
by Kirill Sosunov & Oleg Zamulin
2006 Exchange-rate volatility, exchange-rate disconnect, and the failure of volatility conservation
by Alexei Deviatov & Igor Dodonov
2006 The Evolution of the East Asian Currency Baskets – Still Undisclosed and Changing
by Gunther Schnabl
2006 Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies
by Balazs Egert
2006 Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour?
by Guglielmo Maria Caporale & Christoph Hanck
2006 Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility
by Eric Hillebrand & Gunther Schnabl & Yasemin Ulu
2006 Forecasting and Combining Competing Models of Exchange Rate Determination
by Carlo Altavilla & Paul De Grauwe
2006 Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable
by Balazs Egert & Ronald MacDonald
2006 China’s Exchange Rate and International Adjustment in Wages, Prices, and Interest Rates: Japan Déjà Vu?
by Ronald Ian McKinnon & Gunther Schnabl
2006 How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World
by Lubos Briatka
2006 Foreign Exchange Risk Premium Determinants: Case of Armenia
by Tigran Poghosyan & Evzen Kocenda
2006 Consumption and Real Exchange Rates with Incomplete Markets and Non-Traded Goods
by Gianluca Benigno & Christoph Theonissen
2006 Macroeconomic Instability in the European Monetary System?
by Amalia Morales Zumaquero & Simón Sosvilla Rivero
2006 Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland
by Jesús Rodríguez López & José Luis Torres Chacón
2006 Current Account Imbalances and Real Exchange Rates in the Euro Area
by Arghyrou, Michael G & Chortareas, Georgios
2006 Capital Flow Volatility And Exchange Rates-- The Case Of India
by Pami Dua & Partha Sen
2006 Some Empirical Observations on the Forward Exchange Rate Anomaly
by Bond, Derek & Harrison, Michael J & Hession, Niall & O’Brien, Edward J.
2006 Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures
by Pesaran, M.H. & Smith, R.P & Yamagata. T. & Hvozdyk, L.
2006 Information and Communication Technology: Dynamics, Integration and Economic Stability
by Paul J.J. Welfens
2006 The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
by Hanno Lustig & Adrien Verdelhan
2006 How Homogenous are Currency Crises? A Panel Study Using Multiple-Response Models
by Tassos G. Anastasatos & Ian R. Davidson
2006 On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty
by Christopher F. Baum & Mustafa Caglayan
2006 Phoenix miracles in emerging markets: recovering without credit from systemic financial crises
by Alejandro Izquierdo & Ernesto Talvi & Guillermo A Calvo
2006 The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?
by Gabriele Galati & Philip D. Wooldridge
2006 Estimation of Asian effective exchange rates: a technical note
by San Sau Fung & Marc Klau & Guonan Ma & Robert N. McCauley
2006 Devaluations, output and the balance sheet effect: a structural econometric analysis
by Camilo E Tovar
2006 Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises
by Fernando A Broner
2006 The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
by Lustig, H. & Verdelhan, A.
2006 Is foreign exchange intervention effective? Some micro-analytical evidence from the Czech Republic
by Antonio Scalia
2006 Non-linear adjustment of import prices in the European Union
by José Manuel Campa & José M. González-Mínguez & María Sebastiá-Barriel
2006 Real exchange rates, dollarization and industrial employment in Latin America
by Arturo Galindo & Alejandro Izquierdo & José M. Montero
2006 Alternative monetary regimes in a DSGE model of a small open economy with two sectors and sticky prices and wages
by Guillermo Escudé
2006 A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market
by Ingrid Lo & Stephen G. Sapp
2006 The Turning Black Tide: Energy Prices and the Canadian Dollar
by Ramzi Issa & Robert Lafrance & John Murray
2006 Can Affine Term Structure Models Help Us Predict Exchange Rates?
by Antonio Diez de los Rios
2006 Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada
by Lynda Khalaf & Maral Kichian
2006 Are twin currency and debt crises special?
by Christian Bauer & Bernhard Herz & Volker Karb
2006 The Economic Consequences of Dollar Appreciation for US Manufacturing Investment: A Time-Series Analysis
by ROBERT A. BLECKER
2006 The real exchange rate of the dollar for a panel of OECD countries: Balassa-Samuelson or distribution sector effect?
by Mariam Camarero
2006 Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland
by Jesús Rodríguez López & José Luis Torres Chacón
2006 Welfare Gains from Optimal Policy in a Partially Dollarized Economy
by Carlos Gustavo Machicado
2006 Liquidity Shocks and the Dollarization of a Banking System
by Carlos Gustavo Machicado
2006 Models of Equilibrium Real Exchange Rates Revisited: A Selective Review of the Literature
by Reza Siregar & Ramkishen Rajan
2006 Fundamental Pitfalls of Exchange Market Pressure-Based Approaches to Identification of Currency Crises
by Victor Pontines & Reza Siregar
2006 Exchange Market Intervention and Evidence of Post-Crisis Flexible Exchange Rate Regimes in Selected East Asian Economies
by Victor Pontines & Reza Siregar
2006 Exchange Rate Markets And Conservative Inferential Expectations
by Gordon Menzies & Daniel Zizzo
2006 The Adoption of the Euro, Choice of Currency Regime and Integration of Payment Systems
by Michael C. Bonello & George M. von Furstenberg & Kari Kemppainen & Sinikka Salo
2006 Exchange Rate Economics in Transition Economies
by Josip Tica
2006 Exchange rate arrangements from extreme to normal
by Emilija Beker
2006 Monetary and Exchange Rate Stability at the EU Mediterranean Borders
by Christian Bauer & Bernhard Herz
2006 How Likely are Macroeconomic Crises in the CIS?
by Christian Bauer & Bernhard Herz & Volker Karb
2006 Macroeconomic Volatility under Alternative Exchange Rate Regimes in Turkey
by Saadet Kasman & Duygu Ayhan
2006 Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania
by Pelinescu, Elena & Caraiani, Petre
2006 Analysis of Foreign Imbalances and Exchange Rate Policy in the Romanian Economy
by Scutaru, Cornelia & Iordan, Mioara & Stanica, Cristian & Pauna, Bianca
2006 Strong Contagion with Weak Spillovers
by Martin Ellison & Liam Graham & Jouko Vilmunen
2006 Price level convergence dynamics in the CR and the accession strategy to the euro-zone
by Michal Pazour
2006 Monetary approach to inflation: A medium-term structural model in a small open economy (the case of the Czech Republic in 1996-2004)
by Josef Arlt & Martin Mandel & Vladimír Tomšík & Jan Kodera
2006 Parity Reversion in Real Exchange Rates: Fast, Slow, or Not at All?
by Paul Cashin & C. John McDermott
2006 Exchange Rate Pass-Through in the Euro Area
by Hamid Faruqee
2006 Exchange Rate Regimes, Location, and Specialization
by Luca Antonio Ricci
2006 A brief overview of the characteristics of interbank forint/euro trading
by Áron Gereben & Norbert Kiss M.
2006 Survey evidence on the exchange rate exposure of Hungarian SMEs
by Katalin Bodnár
2006 Main characteristics of non-residents’ trading on the foreign exchange and government bond markets
by Csaba Csávás & Lóránt Varga
2006 On the predictibility of the exchange rate behaviour: An application of Lucas' Model to the Spanish case/¿Es posible predecir el comportamiento del tipo de cambio? Una aplicación del modelo de Lucas al caso español
by BARBERÁ DE LA TORRE, RAFAEL ANTONIO & DONCEL PEDRERA, LUIS MIGUEL & SAINZ GONZÁLEZ, JORGE
2006 Can Equilibrium Models Replicate the Stochastic Properties of the Exchange Rates?/¿Se pueden replicar las propiedades estocásticas del tipo de cambio con un modelo de Equilibrio?
by JIMÉNEZ MARTÍN, JUAN ÁNGEL
2006 La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias
by Mauricio Alberto Hernández Monsalve & Ramón Javier Mesa
2006 Effective Exchange Rate Volatility And Mena Countries Exports To The Eu
by Serge Rey
2006 Testing for Nonlinear Granger Causality in the Price-Volume Relations of Taiwan's Stock and Foreign Exchange Markets
by Shyh-Wei Chen & Chun-Wei Chen
2006 Parity Reversion in Real Exchange Rates: Fast, Slow, or Not at All?
by Paul Cashin & C. John McDermott
2006 Exchange Rate Pass-Through in the Euro Area
by Hamid Faruqee
2006 Exchange Rate Regimes, Location, and Specialization
by Luca Antonio Ricci
2006 Revisiting the Decline in the Exchange Rate Pass-Through: Further Evidence from Japan's Import Prices
by Otani, Akira & Shiratsuka, Shigenori & Shirota, Toyoichiro
2006 The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data
by Jonathan Kearns & Phil Manners
2006 Ajuste de los fundamentos del modelo monetario en la determinación del tipo de cambio argentino
by Néstor A. Le Clech
2006 Hedging of Exchange Rate Risk: a Note
by Udo Broll, Stefan Schubert
2006 Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach
by William A. Barnett, Chang Ho Kwag
2006 Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions
by Adam Geršl
2006 Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English)
by Jan Brůha & Alexis Derviz
2006 Which Explains Stock Return Co-movement better, Corporate Governance or Corporate Transparency? Evidence from R2 (in English)
by Haksoon KIM
2006 Exchange Rate Volatility and Trade: A Literature Survey
by Ozturk
2006 El Posible Impacto Por El Incremento De Las Tasas De Interés En Estados Unidos Sobre La Economía De Guatemala
by BERUMEN, Sergio A. & ARRIAZA IBARRA, Karen
2006 Transaction costs, structural change, and the integration of international financial markets: cointegration between interest rates and price indexes in ten OECD countries, 1980-2000
by Khalifa H. Ghali & Musaed Ben Eid
2006 Devaluation And Output In Five Transition Economies: A Panel Cointegration Approach Of Poland, Hungary, Czech Republic, Slovakia And Romania, 1993-2000
by MITEZA, Ilir
2006 Determinants Of Exchange Rate Fluctuations For Venezuela: Application Of An Extended Mundell-Fleming Model
by HSING, Yu
2006 The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests
by Alex Maynard
2006 Real Equilibrium Exchange Rates: a Panel Data Approach for Advanced and Emerging Economies
by Antonia Lopez Villavicencio
2006 La crise monetaire turque de 2000/2001 : une analyse de l’echec du plan de stabilisation par le change du FMI
by Jerome Hericourt & Julien Reynaud
2006 Comportement de l’indice de risque pays en regime de fixite extreme des changes
by Caroline Duburcq
2006 Interventions de change en Asie et taux de change d’équilibre du dollar
by Benjamin Carton & Karine Herve & Nadia Terfous
2006 La contagion de la crise asiatique : dynamiques de court terme et de long terme
by Mohamed Ayadi & Riadh Boudhina & Wajih Khallouli & Rene Sandretto
2006 Central bank´s value at risk and financial crises: An application to the 2001 Argentine crisis
by Diego Nocetti
2006 Explaining real exchange rate fluctuations
by Amalia Morales-Zumaquero
2006 Les industries de haute technologie de la zone euro et des États-Unis. Une étude comparée de la compétitivité et des parts de marché
by Sarah Guillou
2006 La valeur du yuan. Les paradoxes du taux de change d'équilibre
by Antoine Bouveret & Sana Mestiri & Henri Sterdyniak
2006 L'impact du taux de change sur le tourisme en France
by Guillaume Chevillon & Xavier Timbeau
2006 Investissements directs américains et européens dans les PECOs. Quel rôle des effets de change ?
by Christian Aubin & Jean-Pierre Berdot & Daniel Goyeau & Jacques Léonard
2006 Publicité limitée de l'information et sur-réaction aux annonces lors des épisodes spéculatifs
by Camille Cornand & Frank Heinemann
2006 Size matters: Central bank interventions on the Yen/Dollar exchange rate
by Michel Beine & Ariane Szafarz
2006 Indexing Speculative Pressure on an Exchange Rate Regime: A Case Study of Macedonia
by King Banaian & Ming Chien Lo
2006 How Tight Should One's Hands be Tied? Fear of Floating and the Credibility of Exchange Rate Regimes
by Jesús RodrÃguez-López & Hugo Rodriguez Mendizabal
2006 Real Exchange Rate And Competitiveness In Romania
by Ramona Toma
2006 Forward currency markets in Asia: lessons from the Australian experience
by Guy Debelle & Jacob Gyntelberg & Michael Plumb
2006 Foreign exchange reserve accumulation in emerging markets: what are the domestic implications?
by M S Mohanty & Philip Turner
2006 The changing composition of official reserves
by Philip D Wooldridge
2006 Basket weaving: the euromarket experience with basket currency bonds
by Clifford R Dammers & Robert N McCauley
2006 The new BIS effective exchange rate indices
by Marc Klau & San Sau Fung
2006 Exchange Rate Misalignment and Growth: Old and New Econometric Evidence
by Paulo Gala & Claudio R. Lucinda
2006 The Validity of PPP Theory in South Africa: A Cointegration Approach
by Oludele A. Akinboade & Daniel Makina
2005 The Logic of Twin Debt and Currency Crises
by Bernhard Herz
2005 Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada
by Maral Kichian & Lynda Khalaf
2005 Financial Frictions, Distribution Costs, and Current Account Crises
by Sylvain Leduc & Diego Valderrama
2005 Exchange Rate Economics: Where Do We Stand?
by
2005 Solution Uniqueness in a Class of Currency Crisis Games
by Christian Bauer
2005 Credibility of CIS Exchange Rate Policies
by Christian Bauer & Bernhard Herz
2005 The Impact of Corruption on the Black Market Premium
by Mohsen Bahmani-Oskooee & Gour G. Goswami
2005 Expunerea la riscul valutar a firmelor româneşti: o analiză sectorială
by Horobeţ Alexandra
2005 Optimal Transparency and Risk-Taking to Avoid Currency Crises
by Christina E. Bannier & Frank Heinemann
2005 Türkiye''de Döviz Kuru Dinamikleri: 1987-2004
by Mehmet ORHAN & Sami KEŞKEK
2005 Flotar o dolarizar: ¿Qué nos dice la evidencia?
by Larraín B., Felipe
2005 A novel approach to exchange rate control using controlled backward stochastic differential equations
by A. N. Yannacopoulos
2005 Exchange Rate or Wage Changes in International Adjustment? Japan and China versus the United States
by McKinnon, Ronald
2005 Exposures and exposure hedging in exchange rate risk management
by Schäfer, Klaus & Pohn-Weidinger, Johannes
2005 Der Festkurs als merkantilistische Handelspolitik : Chinas Währungs- und Geldpolitik im Umfeld globaler Ungleichgewichte
by Schnabl, Gunther
2005 Dynamic Hedging of Real Wealth Risk
by Schubert, Stefan & Broll, Udo
2005 Robust Lessons about Practical Early Warning Systems
by Sawischlewski, Katja & Menkhoff, Lukas & Beckmann, Daniela
2005 Biases in FX-Forecasts: Evidence from Panel Data
by Audretsch, David B. & Stadtmann, Georg
2005 Fixed versus flexible exchange rates: Evidence from developing countries
by Hoffmann, Mathias
2005 The forecast ability of risk-neutral densities of foreign exchange
by Craig, Ben R. & Keller, Joachim
2005 Monetary disequilibria and the Euro/Dollar exchange rate
by Nautz, Dieter & Ruth, Karsten
2005 How the gold standard functioned in Portugal: an analysis of some macroeconomic aspects
by António Portugal Duarte & João Sousa Andrade
2005 Argentina: Trying to Make Sense of the Financial Tango
by Thierry Buchs
2005 Impact du fardeau virtuel de la dette sur le taux de change réel d'équilibre des pays en développement
by Babacar XSENE
2005 Sticky Prices, a Volatile Exchange Rate and the Border
by Mark David Witte
2005 Purchasing power parity: an empirical study of three EMU countries
by António Portugal Duarte
2005 Equilibrium Real Exchange Rate In Brazil Estimation And Policy Implications
by Thierry Buchs
2005 The Russian Currency Basket: The Rising Role of the Euro for Russia’s Exchange Rate Policies
by Gunther Schnabl
2005 Can the SupLR test discriminate between different switching
by CHARFEDDINE Lanouar
2005 Currency Manipulation versus Current Account Manipulation
by Junning Cai
2005 The Exchange Rate Forecasting Puzzle
by Francis Vitek
2005 German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs
by Entorf & Jamin
2005 Misalignment, Liabilities Dollarization And Exchange Rate Adjustment In Latin America
by Enrique Alberola
2005 Purchasing Power Parity: Granger Causality Tests for the Yen- Dollar Exchange Rate
by Gunther Schnabl & Dirk Baur
2005 Monetary Policy Shocks in a Tri-Polar Model of Foreign Exchange
by Martin Melecky
2005 International Capital Markets and Exchange Rate Stabilization in the CIS
by Gunther Schnabl
2005 Purchasing power parity: an empirical study of three EMU countries
by António Portugal Duarte
2005 Foreign Exchange Intervention And The Political Business Cycle: A Panel Data Analysis
by Axel Dreher & Roland Vaubel
2005 The Equilibrium Exchange Rate in a Bayesian State-Space Model: An Application to Australia
by Martin Melecky
2005 International Financial Adjustment
by Pierre-Olivier Gourinchas & Hélène Rey
2005 The Revived Bretton Woods System seen from the Benches - Lessons for Europe from a Three-Asset-Portfolio Model
by Sebastian Dullien
2005 Third-Currency Effects in a Tri-Polar Model of Foreign Exchange
by Martin Melecky
2005 The Behavioral Equilibrium Exchange Rate of the Czech Koruna
by Martin Melecky & Lubos Komarek
2005 The impact on the U.S. Dollar of the conflict between the American locomotive’s model and the emerging economies’ autopoietic growth
by Carlo Viviani & Paolo Savona
2005 Explaining the Real Exchange Rate during Sudden Stops and Tranquil Periods
by Akiko Terada-hagiwara
2005 The Portuguese Disinflation Process: Analysis of Some Costs and Benefits
by António Portugal Duarte
2005 Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates
by Martin Melecky
2005 Exchange rate exposure of stock returns at firm level
by Gamini Premaratne & Prabhath Jayasinghe
2005 Does Asian foreign exchange intervention really hurt Europe? Lessons from a three-asset portfolio model
by Sebastian Dullien
2005 Recent Developments in International Currency Derivatives Market: Implications for Poland
by Lucjan T. Orlowski
2005 Currency preferences and the Australian dollar
by Geoffrey Kingston & Martin Melecky
2005 Anticipations, External Crises and Growth Cycles in Emerging Market Countries
by Martin Melecky
2005 Can Long Horizon Data Beat Random Walk Under Engel-West Explanation?
by Jian Wang
2005 The Interaction between Technical Currency Trading and Exchange Rate Fluctuations
by Stephan Schulmeister
2005 Modelling International Bond Markets with Affine Term Structure Models
by Georg Mosburger & Paul Schneider
2005 The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications
by Oleg Korenok & Stanislav Radchenko
2005 Travel Hysteresis in the US Current Account After the Mid-1980s
by Roberto Meurer & Guilherme Moura & Sergio Da Silva
2005 Sectoral Productivity, Demand, and Terms of Trade: What Drives the Real Appreciation of the East European Currencies?
by Vasily Astrov
2005 Real Exchange Rate Misalignment: Prelude to Crisis?
by David M. Kemme & Saktinil Roy &
2005 Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues
by Balázs Égert, & László Halpern & Ronald MacDonald
2005 Exchange Rate Regimes, Foreign Exchange Volatility and Export Performance in Central and Eastern Europe: Just Another Blur Project?
by Balázs Égert & Amalia Morales-Zumaquero &
2005 Equilibrium Exchange Rate in the Czech Republic: How Good is the Czech BEER?
by Ian Babetskii & Balázs Égert &
2005 Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road Towards A Honeymoon Some Evidence from the ERM, ERM2 and Selected New EU Member States
by Jesús Crespo-Cuaresma & Balázs Égert & Ronald MacDonald
2005 Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis
by Balázs Égert & László Halpern &
2005 Testing for inflation convergence between the Euro Zone and its CEE partners
by Imed Drine & Christophe Rault &
2005 Foreign Exchange Interventions in Croatia and Turkey: Should We Give a Damn?
by Balázs Égert & Maroje Lang
2005 The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications
by Oleg Korenok & Stanislav Radchenko
2005 Australian Wool Exports and Exchange Rate Pass-Through: Asymmetric Responses and Market Share
by MoonJoong Tcha
2005 Inferential Expectations
by Gordon Menzies & Daniel John Zizzo
2005 Productivity growth and the exchange rate regime: The role of financial development
by Philippe Aghion & Philippe Bacchetta & Romain Rancière & Kenneth Rogoff
2005 Exchange Market Pressure, Monetary Policy, and Economic Growth: Argentina in 1993 - 2004
by Nuria Malet & Clara Garcia
2005 Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence
by WenShwo Fang & YiHao Lai & Stephen M. Miller
2005 Export Promotion through Exchange Rate Policy: Exchange Rate Depreciation or Stabilization?
by WenShwo Fang & YiHao Lai & Stephen M. Miller
2005 Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations
by Juan-Ángel Jiménez-Martín & M. Dolores Robles Fernández
2005 Speculative Attacks with Multiple Sources of Public Information
by Camille Cornand & Frank Heinemann
2005 Türkiye’de Faiz Oraný ile Döviz Kuru Arasýndaki Ýliþki: Faizlerin Düþürülmesi Kurlarý Yükseltirmi?
by Orhan Karaca
2005 Modeling Interest Rate Parity: A System Dynamics Approach
by John Harvey
2005 Post Keynesian versus Neoclassical Explanations of Exchange Rate Movements: A Short Look at the Long Run
by John Harvey
2005 The duration of fixed exchange rate regimes
by Sébastien Wälti
2005 Corporate Sector Debt Composition and Exchange Rate Balance Sheet Effect in Turkey
by Mehtap Kesriyeli & Erdal Ozmen & Serkan Yigit
2005 A Dynamic Model of Central Bank Intervention
by Ana Maria Herrera & Pinar Ozbay
2005 Exchange Rate Pass-through in a Small Open Economy
by Pål Boug, Ådne Cappelen and Torbjørn Eika
2005 The commodity currency puzzle
by Hilde C. Bjørnland and Håvard Hungnes
2005 On the Inadequacy of Newswire Reports for Empirical Research on Foreign Exchange Interventions
by Andreas M. Fischer
2005 Corner Solutions, Crises, and Capital Controls: A Theory and an Empirical Analyas on the Optimal Exchane Rate Regime in Emerging Economies
by Yasuyuki Swada & Pan A. Yotopoulos
2005 Exchange Rate or Wage Changes in International Adjustment? Japan and China versus the United States
by Ronald McKinnon
2005 The Long and the Short of It: Long Memory Regressors and Predictive Regressions
by Aaron Smallwood; Alex Maynard; Mark Wohar
2005 Study of Nonlinearities in the Dynamics of Exchange Rates: Is There Any Evidence of Chaos?
by Vitaliy Vandrovych
2005 Extracting expectations from currency option prices: a comparison of methods
by Marian Micu
2005 Have Exchange Rate Regimes in Asia become More Flexible Post crisis? Re- Visiting the Evidence
by Tony Cavoli & Ramkishen S. Rajan
2005 The relative importance of symmetric and asymmetric shocks and the determination of the exchange rate
by G. PEERSMAN
2005 Is the exchange rate a shock absorber or a source of shocks? New empirical evidence
by K. FARRANT & G. PEERSMAN
2005 The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo
2005 Modeling Exchange Rate Passthrough After Large Devaluations
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo
2005 O Mercado interbancário de câmbio no Brasil,Creation-Date: 2005-07
by Marcio Gomes Pinto Garcia & Fábio Urban
2005 A Decomposition of the Sources of Incomplete Cross-Border Transmission
by Rebecca Hellerstein
2005 Currency Areas and Monetary Coordination
by Qing Liu & Shouyong Shi
2005 Government Finance in the Wake of Currency Crises
by Craig Burnside & Martin Eichenbaum
2005 Financial Integration and the Wealth Effect of Exchange Rate Fluctuations
by Cedric Tille
2005 Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?
by Jorge Selaive & Vicente Tuesta R
2005 The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data
by Jonathan Kearns & Phil Manners
2005 Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach
by Lorenzo Cappiello & Nikolaos Panigirtzoglou
2005 Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?
by Richard T. Baillie & Rehim Kilic
2005 Testing for Neglected Nonlinearity in Long Memory Models
by Richard T. Baillie & George Kapetanios
2005 Forecasting Exchange Rate Volatility in the Presence of Jumps
by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen
2005 An Econometric Model of the Rand-US Dollar Nominal Exchange Rate
by Moses M. Sichei & Tewodros G. Gebreselasie & Olusegun A. Akanbi
2005 Exchange Rate of Indonesia: Does Rupiah Overshoot?
by Pratomo, Wahyu Ario
2005 Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
by Liew, Venus Khim-Sen & Lee, Hock-Ann & Lim, Kian-Ping
2005 Investor Overconfidence and the Forward Discount Puzzle
by Han, Bing & Hirshleifer, David & Wang, Tracy
2005 A complementary test for ADF test with an application to the exchange rates returns
by Liew, Venus Khim-Sen & Lau, Sie-Hoe & Ling, Siew-Eng
2005 A New Indicator of Competitiveness for Italy and the Main Industrial and Emerging Countries
by Finicelli, Andrea & Liccardi, Alessandra & Sbracia, Massimo
2005 Milkshake Prices, International Reserves, and the Mexican Peso
by Fullerton, Thomas & Torres, David
2005 International Parities and Exchange Rate Determination
by Zhao, Yan
2005 Volatility and Irish Exports
by Cotter, John & Bredin, Don
2005 Régimes de change intermédiaires dans les économies émergentes: le cas du Maroc
by Bouoiyour, Jamal & Emonnot, Claude & Rey, Serge
2005 Exchange rate in a resource based economy in the short term: the case of Russia
by Popov, Vladimir
2005 Risk and Asian exchange rate regimes
by Goyal, Ashima & Agarwal, Ankita
2005 A Multivariate Generalized Orthogonal Factor GARCH Model
by Lanne, Markku & Saikkonen, Pentti
2005 Economic growth and currency crisis: A real exchange rate entropic approach
by Matesanz Gómez, David & Ortega, Guillermo J.
2005 Restricción de balanza de pagos y vulnerabilidad externa en la argentina de los noventa. Un análisis de caso
by Fugarolas Álvarez-Ude, Guadalupe & Matesanz Gómez, David
2005 Um ensaio sobre expectativas da taxa de câmbio no Brasil
by Gaglianone, Wagner Piazza & Pereira, Ana Luiza Louzada
2005 East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests
by Baharumshah, Ahmad Zubaidi & Aggarwal, Raj & Chan, Tze-Haw
2005 Actual factors to determine cross-currency basis swaps: An empirical study on US dollar/Japanese yen basis swap rates from the late 1990s
by Shinada, Naoki
2005 Fundamental equilibrium exchange rate for the Polish zloty
by Rubaszek, Michal
2005 Econometrics of the forward premium puzzle
by Stephen E. Haynes & Avik Chakraborty
2005 The Challenges of EMU Accession Faced by Catching-up Countries: A Slovak Republic Case Study
by Anne-Marie Brook
2005 UIP, Expectations and the Kiwi
by Anella Munro
2005 Elasticity of risk aversion and international trade
by Udo Broll & Jack E. Wahl & Wing-Keung Wong
2005 Monetary Policy and Exchange Rate Dynamics: New Evidence from the Narrative Approach to Shock Identification
by John C. Bluedorn & Christopher Bowdler
2005 Les économistes sont-ils chartistes ou fondamentalistes ? Une enquête auprès de 80 chercheurs français
by Bessec, Marie
2005 Representative versus real households in the macro-economic modelling of inequality
by Sherman, Robinson & Robilliard, Anne-Sophie & Bourguignon, François
2005 Three Current Account Balances: A "Semi-Structuralist" Interpretation
by Menzie D. Chinn & Jaewoo Lee
2005 The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
by Jacob Boudoukh & Matthew Richardson & Robert Whitelaw
2005 What Defines "News" in Foreign Exchange Markets?
by Kathryn Dominguez & Freyan Panthaki
2005 The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo
2005 Pegged Exchange Rate Regimes -- A Trap?
by Joshua Aizenman & Reuven Glick
2005 Modeling Exchange-Rate Passthrough After Large Devaluations
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo
2005 Current Account Reversals: Always a Problem?
by Barry Eichengreen & Muge Adalet
2005 Can a Rapidly-Growing Export-Oriented Economy Smoothly Exit an Exchange Rate Peg? Lessons for China from Japan's High-Growth Era
by Barry Eichengreen & Mariko Hatase
2005 "Aggregation Bias" DOES Explain the PPP Puzzle
by Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey
2005 A Global Perspective on External Positions
by Philip R. Lane & Gian Maria Milesi-Ferretti
2005 A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation
by Menzie D. Chinn
2005 Regime-Switching Behavior of the Term Structure of Forward Markets
by Elena Tchernykh & William H. Branson
2005 Will the Euro Eventually Surpass the Dollar as Leading International Reserve Currency?
by Menzie Chinn & Jeffrey Frankel
2005 Relative Price Volatility Under Sudden Stops: The Relevance of Balance Sheet Effects
by Guillermo A. Calvo & Alejandro Izquierdo & Rudy Loo-Kung
2005 Wealth Transfers, Contagion, and Portfolio Constraints
by Anna Pavlova & Roberto Rigobon
2005 International Borrowing, Capital Controls and the Exchange Rate: Lessons from Chile
by Kevin Cowan & Jose De Gregorio
2005 International Reserves: Precautionary versus Mercantilist Views, Theory and Evidence
by Joshua Aizenman & Jaewoo Lee
2005 Crises in Emerging Market Economies: A Global Perspective
by Guillermo A. Calvo
2005 Effective Exchange Rate Classifications and Growth
by Justin M. Dubas & Byung-Joo Lee & Nelson C. Mark
2005 Sudden Stop, Financial Factors and Economic Collpase in Latin America: Learning from Argentina and Chile
by Guillermo A. Calvo & Ernesto Talvi
2005 Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era
by Menzie D. Chinn & Guy Meredith
2005 Fundamental equilibrium exchange rate for the Polish zloty
by Michal Rubaszek
2005 An international analysis of earnings, stock prices and bond yields
by Alain Durré & Pierre Giot
2005 Elasticity of risk aversion and international trade
by Udo Broll & Jack E. Wahl & Wing-Keung Wong
2005 Exchange Rate Smoothing in Hungary
by Péter Karádi
2005 Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidity
by Csaba Csávás & Szilárd Erhart
2005 The microstructure approach to exchange rates: a survey from a central bank’s viewpoint
by Áron Gereben & György Gyomai & Norbert Kiss M.
2005 Corporate Sector Debt Composition and Exchange Rate Balance Sheet Effect in Turkey
by Mehtap Kesriyeli & Erdal Ozmen & Serkan Yigit
2005 Repegging of the Lats to the Euro: Implications for the Financial Sector
by Viktors Ajevskis & Armands Pogulis
2005 The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations
by Michael Bergman & Yin-Wong Cheung & Kon S. Lai
2005 Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data
by Rasmus Fatum
2005 Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data
by Rasmus Fatum & Michael R. King
2005 Big Elephants in Small Ponds: Do Large Traders Make Financial Markets More Aggressive?
by Christina E. Bannier
2005 Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets
by Shu Wu
2005 Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach
by William Barnett & Chang Ho Kwag
2005 The Process Followed By Ppp Data. On The Properties Of Linearity Tests
by Ivan Paya & David A. Peel
2005 A New Analysis Of The Determinants Of The Real Dollar-Sterling Exchange Rate: 1871-1994
by Ivan Paya & David A. Peel
2005 Incentives from exchange rate regimes in an institutional context
by Ashima Goyal
2005 Pricing-to-Market Effects in Foreign Trade Prices. Evidence from a Cointegration Approach for Germany
by Sabine Stephan
2005 The duration of fixed exchange rate regimes
by Sébastien Wälti
2005 What Might the Next Emerging-Market Financial Crisis Look Like?
by Morris Goldstein
2005 Postponing Global Adjustment: An Analysis of the Pending Adjustment of Global Imbalances
by Edwin M. Truman
2005 China's Role in the Revived Bretton Woods System: A Case of Mistaken Identity
by Morris Goldstein & Nicholas R. Lardy
2005 On PPP, Unit Roots and Panels
by Wagner, Martin
2005 Effective Cross-Hedging for Commodity Currencies
by Chakriya Bowman
2005 The Market of Foreign Exchange Hedge in Brazil: Reactions of Financial Institutions to Interventions of the Central Bank
by Fernando N. de Oliveira & Walter Novaes
2005 New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates
by Almuth Scholl & Harald Uhlig
2005 Interventions and Japanese Economic Recovery
by Takatoshi Ito
2005 Cross-Country Relative Price Volatility: Effects of Market Structure
by Yin-wong Cheung & Eiji Fujii
2005 US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore
by Giorgio Valente
2005 The Chinese Economies in Global Context: The Integration Process and Its Determinants
by Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii
2005 Balance of Payments Surplus and Renminbi Revaluation Pressure
by Huayu Sun & Yue Ma
2005 Exchange Rates and Asymmetric Shocks in Small Open Economies
by Alexius, Annika & Post, Erik
2005 'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks
by Bjönnes, Geir H. & Holden, Steinar & Rime, Dagfinn & Solheim, Haakon O.Aa.
2005 The commodity currency puzzle
by Bjørnland, Hilde C. & Hungnes, Håvard
2005 Monetary policy and exchange rate interactions in a small open economy
by Bjørnland, Hilde C.
2005 Monetary Policy and the Illusionary Exchange Rate Puzzle
by Bjørnland, Hilde C.
2005 Speculative Attacks on Nordic Exchange-Rates, 1971-1992
by Forsman, Mats-Ola
2005 Globalisation, inequality and Swedish catch up in the late nineteenth century. Williamson’s real wage comparisons under scrutiny
by Larsson, Svante
2005 Choice of the substitution currency in Russia: How to explain the dollar's dominance?
by Dorbec, Anna
2005 Exchange rate regimes, foreign exchange volatility and export performance in Central and Eastern Europe: Just another blur project?
by Égert, Balázs & Morales-Zumaquero, Amalia
2005 Equilibrium exchange rates in Central and Eastern Europe: A meta-regression analysis
by Égert, Balázs & Halpern, László
2005 A note on exchange rate pass-through in CIS countries
by Korhonen, Iikka & Wachtel, Paul
2005 Economic Development, Exchange Rates, and the Structure of Trade
by Istvan Konya
2005 Robust Lessons about Practical Early Warning Systems
by Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja
2005 Do Dollar Forecasters Believe too Much in PPP?
by Menkhoff, Lukas & Rebitzky, Rafael & Schröder, Michael
2005 09/11 on the USD/EUR Foreign Exchange Market
by Mende, Alexander
2005 Official dollarization : a last resort solution to financial instability in Latin America ?
by Alexandre MINDA (LEREPS-GRES)
2005 Fundamental Volatility is Regime Specific
by Ivo. J.M. Arnold & Ronald MacDonald & Casper G. de Vries
2005 Regime-Switching in Exchange Rate Policy and Balance Sheet Effects
by Norbert Fiess & Rashmi Shankar
2005 The Pros and Cons of Higher Transparency: The Case of Speculative Attacks
by Jean-Pierre Allegret & Camille Cornand
2005 Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods
by Prasad V. Bidarkota
2005 Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Implications for the Central and Eastern European Countries
by Roman Horváth
2005 Rational Inattention: A Solution to the Forward Discount Puzzle
by Philippe Bacchetta & Eric van Wincoop
2005 The Effect of a Transaction Tax on Exchange Rate Volatility
by Markku Lanne & Timo Vesalay
2005 Going Multinational under Exchange Rate Uncertainty
by Gardeazabal Matías, Francisco Javier & Aray, Henry
2005 Estimating the equilibrium exchange rate of the Estonian kroon
by Marit Hinnosaar & Hannes Kaadu & Lenno Uusküla
2005 Towards an East Asian Monetary Union: An Econometrics Analysis of Shocks
by Kiyotaka Sato & Zhaoyong Zhang & Michael McAleer
2005 Estimation of Country-Pair Data Models Controlling for Clustered Errors: With International Trade Applications
by Cameron, Colin A. & Golotvina, Natalia
2005 Towards European monetary integration - the evolution of currency risk premium as a measure for monetary convergence prior to the implementation of currency unions
by Fernando González & Simo Launonen
2005 The link between interest rates and exchange rates - do contractionary depreciations make a difference?
by Marcelo Sánchez
2005 Cross-dynamics of volatility term structures implied by foreign exchange options
by Elizaveta Krylova & Jussi Nikkinen & Sami Vähämaa
2005 Explaining exchange rate dynamics - the uncovered equity return parity condition
by Elizaveta Krylova & Lorenzo Cappiello & Roberto A. De Santis
2005 How successful are exchange rate communication and interventions? Evidence from time-series and event-study approaches
by Marcel Fratzscher
2005 An international analysis of earnings, stock prices and bond yields
by Alain Durré & Pierre Giot
2005 Foreign exchange option and returns based correlation forecasts - evaluation and two applications
by Olli Castrén & Stefano Mazzotta
2005 Estimating and analysing currency options implied risk-neutral density functions for the largest new EU member states
by Olli Castrén
2005 Trading European sovereign bonds - the microstructure of the MTS trading platforms
by Yiu Chung Cheung & Frank de Jong & Barbara Rindi
2005 “Incentives from Exchange Rate Regimes in an Institutional Context"
by Ashima Goyal
2005 Have Exchange Rate Regimes in Asia become More Flexible Post crisis? Re-VISITING the EVIDENCE
by Tony Cavoli & Ramkishen S. Rajan
2005 Why do Central Banks intervene secretly? preliminary evidence of the BoJ
by Michel Beine & Oscar Bernal Diaz
2005 Currency Hedging for a Dutch Investor: The Case of Pension Funds and Insurers
by Luis Berggrun
2005 Were Verbal Efforts to Support the Euro Effective? A High-Frequency Analysis of ECB Statements
by David-Jan Jansen & Jakob de Haan
2005 The Impact of Central Bank FX Interventions on Currency Components
by Michel Beine & Charles S. Bos & Sebastian Laurent
2005 The Euro Introduction and Non-Euro Currencies
by Dick van Dijk & Haris Munandar & Christian M. Hafner
2005 Why Frequency Matters for Unit Root Testing
by H. Peter Boswijk & Franc Klaassen
2005 China's Exchange Rate Policy: The Case Against Abandoning the Dollar PEG
by Laurenceson, J. & Qin, F.
2005 Monetary Policy, Determinancy and Learnability in the Open Economy
by Bullard, J. & Schaling, E.
2005 The Effects of Budget Deficit Reduction on Exchange Rate: Evidence from Turkey
by Yaprak Gulcan & Mustafa Erhan Bilman
2005 Temporary Stabilization and the Real Option of Waiting when Consumption can be Delayed: an Extreme Value Approach
by Francisco Venegas-Martínez
2005 Exchange Rate Volatility and the Mixture of Distribution Hypothesis
by Luc, BAUWENS & Dagfinn, RIME & Genaro, SUCARRAT
2005 Does Bilateralism Promote Trade? Nineteenth Century Liberalization Revisited
by Accominotti, Olivier & Flandreau, Marc
2005 'Home Biases', 19th Century Style
by Flandreau, Marc
2005 The Importance of Nontradeable Goods' Prices in Cyclical Real Exchange Rate Fluctuations
by Burstein, Ariel Tomas & Eichenbaum, Martin & Rebelo, Sérgio
2005 Rational Inattention: A Solution to the Forward Discount Puzzle
by Bacchetta, Philippe & van Wincoop, Eric
2005 Modeling Exchange Rate Passthrough After Large Devaluations
by Burstein, Ariel Tomas & Eichenbaum, Martin & Rebelo, Sérgio
2005 'Aggregation Bias' DOES Explain the PPP Puzzle
by Imbs, Jean & Mumtaz, Haroon & Ravn, Morten O. & Rey, Hélène
2005 A Global Perspective on External Positions
by Lane, Philip R. & Milesi-Ferretti, Gian Maria
2005 Target Zones in Theory and History: Credibility, Efficiency, and Policy Autonomy
by Flandreau, Marc & Komlos, John
2005 How to Exit from Fixed Exchange Rate Regimes
by Asici, Ahmet Atil & Ivanova, Nadezhda & Wyplosz, Charles
2005 The Ties that Divide. A Network Analysis of the International Monetary System
by Flandreau, Marc & Jobst, Clemens
2005 Wealth Transfers, Contagion and Portfolio Constraints
by Pavlova, Anna & Rigobon, Roberto
2005 Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index
by Hurd, Matthew & Salmon, Mark & Schleicher, Christoph
2005 Real Exchange Rate Overshooting RBC Style
by Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti
2005 Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration
by van Tol, Michel R & Wolff, Christian C
2005 International Financial Adjustment
by Gourinchas, Pierre-Olivier & Rey, Hélène
2005 Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis
by Égert, Balázs & Halpern, László
2005 Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change
by Hau, Harald & Massa, Massimo & Peress, Joël
2005 Exchange rate volatility and the mixture of distribution hypothesis
by BAUWENS, Luc & RIME, Dagfinn & SUCARRAT, Genaro
2005 Forecasting exchange rates: a robust regression approach
by PREMINGER, Arie & FRANCK, Raphael
2005 Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Lessons for the Central and Eastern European Countries
by Roman Horvath
2005 Foreign Exchange Interventions and Interest Rate Policy in the Czech Republic: Hand in Glove?
by Balazs Egert & Lubos Komarek
2005 The Behavioural Equilibrium Exchange Rate of the Czech Koruna
by Lubos Komarek & Martin Melecky
2005 China and the Relationship Between the Oil Price and the Dollar
by Agnes Benassy-Quere & Valerie Mignon & Alexis Penot
2005 Real Equilibrium Exchange Rate in China
by Virginie Coudert & Cecile Couharde
2005 Assessing Central Bank Credibility During the ERM Crises: Comparing Option and Spot Market-Based Forecasts
by Markus Haas & Stefan Mittnik & Bruce Mizrach
2005 Non-Linearities in the Relation between the Exchange Rate and its Fundamentals
by Carlo Altavilla & Paul De Grauwe
2005 The Impact of FX Central Bank Intervention in a Noise Trading Framework
by Michel Beine & Paul De Grauwe & Marianna Grimaldi
2005 Arbitrage in foreign exchange markets within the context of a transactional algebra
by Rodolfo Apreda
2005 Structural Breaks in Volatility: Evidence for the OECD Real Exchange Rates
by Amalia Morales Zumaquero & Simón Sosvilla Rivero
2005 Determinantes da taxa de câmbio real no Brasil: 1971-2002
by Marco Flávio da Cunha Resende & Giordano Bruno Braz de Pinho Matos
2005 On the equality of Real Interest Rates across borders in Integrated Capital Markets
by Minford, Patrick & Peel, David
2005 Can a Real Business Cycle Model without price and wage stickiness explain UK real exchange rate behaviour?
by Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti
2005 Estimation of Country-Pair Data Models Controlling for Clustered Errors: with International Trade Applications
by A. Colin Cameron & Natalia Golotvina
2005 A Habit-Based Explanation of the Exchange Rate Risk Premium
by Adrien Verdelhan
2005 Some Further Evidence on Exchange-Rate Volatility and Exports
by George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas & Michael Ulan
2005 Monetary policy and exchange rate interactions in a small open economy
by Hilde C. Bjørnland
2005 “Large” vs. “small” players: A closer look at the dynamics of speculative attacks
by Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O.Aa. Solheim
2005 Arbitrage in the foreign exchange market: Turning on the microscope
by Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno
2005 Monetary policy and the illusionary exchange rate puzzle
by Hilde C. Bjørnland
2005 Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003
by Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno
2005 The mechanics of devaluations and the output response in a DSGE model: how relevant is the balance sheet effect?
by Camilo E Tovar
2005 The effectiveness of foreign exchange intervention in emerging market countries: evidence from the Czech koruna
by Gabriele Galati & Piti Disyatat
2005 Exchange rate dynamics in economies with portfolio rigidities
by Beatriz de-Blas-Pérez
2005 Cape Verde's exchange rate policy and its alternatives
by Romain Weber
2005 An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia
by Marc-André Gosselin & Nicolas Parent
2005 The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar
by Michael R. King & Rasmus Fatum
2005 Bubbles and crashes in a Behavioural Finance Model
by Paul De Grauwe & Marianna Grimaldi
2005 Fundamentals, International Role of Euro and 'Framing' of Expectations: What are the Determinants of the Dollar/Euro Exchange Rate?
by Pompeo Della Posta
2005 Exchange Rate Policies In Latin America And Asia, A Comparative Study
by Paulo Gala
2005 Determinantes Da Taxa De Câmbio Real No Brasil: 1971-2002
by Giordano Bruno Braz de Pinho Matos & Marco Flávio da Cunha Resende
2005 Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998
by Francisco J. Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge V. Pérez-Rodríguez & Simón Sosvilla-Rivero
2005 Testing the BalassA-Samuelson hypothesis in two different groups of countries: OECD and Latin America
by José García Solanes & Fernando Torrejón Flores
2005 External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries
by Reza Y. Siregar & Victor Pontines
2005 Incidence of Speculative Attacks on Rupiah During the Pre- and Post- 1997 Financial Crisis
by Reza Siregar & Victor Pontines
2005 External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries Abstract: The accumulations of foreign debts had indeed been at a rapid phase, particularly during the last few years leading to the outbreak of the 1997 financial crises in the four most severely effected economies, namely Indonesia, the Philippines, Thailand and Korea. Interestingly, during the same period, the rates of overshooting of these East Asian currencies have also been found to increase considerably. The objective of this paper is to evaluate whether the rapid accumulation of external debts, especially since 1994, has contributed to the overshooting of the East Asian countriesÂ’ currencies starting late 1997
by Reza Siregar & Victor Pontines
2005 The Determinants of Trade Balance and Adjustment to the Crisis in Indonesia
by Iman Sugema
2005 Incidences of Speculative Attacks on Rupiah During The Pre- and Post-1997 Financial Crisis
by Reza Siregar & Victor Pontines
2005 Synchronisation Of Financial Crises
by Mardi Dungey & Jan P.A.M. Jacobs & Lestano
2005 Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998
by Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin
2005 Inferential Expectations
by Gordon D. Menzies & Daniel John Zizzo
2005 Uniqueness in Currency Crisis Models
by Christian Bauer
2005 Technical trading, monetary policy, and exchange rate regimes
by Bernhard Herz & Christian Bauer
2005 How credible are the exchange rate regimes of the EU accession countries? Empirical evidence from market sentiments
by Christian Bauer & Bernhard Herz
2005 A Strange Animal? The Swiss Franc Exchange Rate as a "Captured" Random Walk
by Christian Jochum & Marcel R. Savioz
2005 Dynamic model of uncovered interest rate parity (theory and empirical verification in the transitive economies)
by Martin Mandel & Vladimír Tomšík & Jaroslava Durčáková
2005 Would Fast Sailing Towards the Euro Be Smooth? What Fundamental Real Exchange Rates Tell Us
by Kateřina Šmídková & Aleš Bulíř
2005 Non-linear "Tuning" of Frankel's Exchange Rate Model
by Aleš Michl
2005 Assessing Early Warning Systems: How Have They Worked in Practice?
by Andrew Berg & Eduardo Borensztein & Catherine Pattillo
2005 Real Exchange Rates in Developing Countries: Are Balassa-Samuelson Effects Present?
by Ehsan U. Choudhri & Mohsin S. Khan
2005 Why Did Central Banks Intervene in ERM I? The Post-1993 Experience
by Peter Brandner & Harald Grech
2005 The US current account deficit : how did it come about and what are the policy implications
by P. Butzen & E. De Prest & S. Ide & H. Zimmer
2005 Nueva Evidencia Empírica sobre las Turbulencias Cambiarias de la Peseta Española. 1989-1998/New Evidence about Turbulences on the Spanish Peseta. 1989-1998s
by RODRÍGUEZ, Mª ARACELI
2005 El precio del riesgo tras la entrada del euro/Risk Price after Euro’s Introduction
by SANTANA JIMÉNEZ, YOLANDA & PÉREZ RODRÍGUEZ, JORGE VICENTE
2005 Erken Uyari Sistemlerý Yoluyla Turkiye’Deki Ekonomik Krizlerin Analizi
by Prof.Dr. Cevat GERNI & Doc.Dr. O. Selcuk EMSEN & Dr. M. Kemal DEGER
2005 Análisis del Tipo de Cambio Real: Chile 1986-1999
by Rodrigo Cerda & Álvaro Donoso & Aldo Lema
2005 The Behavior of Interest Rate Differentials Under Shifting Exchange Rate Regimes: The Experience of Chile, Colombia and Israel
by Carlos Ibarra
2005 Assessing Early Warning Systems: How Have They Worked in Practice?
by Andrew Berg & Eduardo Borensztein & Catherine Pattillo
2005 Real Exchange Rates in Developing Countries: Are Balassa-Samuelson Effects Present?
by Ehsan U. Choudhri & Mohsin S. Khan
2005 America's Deficit, the World's Problem: Keynote Speech
by Obstfeld, Maurice
2005 El nivel adecuado de reservas internacionales: notas para el caso venezolano
by Leonardo Vera & Luis Zambrano Sequín
2005 Equilibrium Exchange Rate in the Czech Republic: How Good is the Czech BEER?
by Ian Babetskii & Balázs Égert
2005 Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries
by Aleš Bulíř
2005 The Exchange Rate and Purchasing Power Parity in Arbitrage-Free Models of Asset Pricing
by P. Sercu
2005 The Asian Currency Crisis and Australian Exports to East Asia
by Gunawardana, Pemasiri
2005 Error Correction Exchange Rate Modeling for Mexico: 1980 – 2001
by Fullerton, Th. & Lopez, J.J.
2005 East Asian Financial Crisis Revisited: An Econometric Analysis, 1981-2001
by Feridun, M.
2005 Purchasing Power Parity Based on Capital Account, Exchange Rate Volatility and Cointegration: Evidence from Some Developing Countries
by Ahmed, M.
2005 Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?
by Lucio Sarno
2005 Modelisation multifractale du taux de change dollar/euro
by Jerome Fillol
2005 Regime de change et croissance economique : une investigation empirique
by Chaker Aloui & Haithem Sassi
2005 Le taux de change euro-dollar : une approche fondee sur la co-integration avec break structurel
by Jean-Francois Goux
2005 Which Exchange Rate Regime in Central European Countries?
by Patrick Artus
2005 Is revaluation of the renminbi good news?
by Vanessa Rossi
2005 Whose afraid of a renminbi float?
by David Altig
2005 On the renminbi
by Jeffrey Frankel
2005 Sustaining fixed rates: The political economy of currency pegs in Latin America
by S. Brock Blomberg & Jeffry Frieden & Ernesto Stein
2005 The commodity-currency view of the Australian dollar: A multivariate cointegration approach
by Dimitris Hatzinikolaou & Metodey Polasek
2005 La gestion des taux de change dans les pays émergents. La leçon des expériences récentes
by Hanen Gharbi
2005 Un modèle de crises jumelles inspiré de la crise asiatique
by Irina Bunda
2005 Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity
by Aaron D. Smallwood
2005 Nonlinear Error-Correction Models for the FF/DM Rate
by Mustapha Baghli
2005 Distinguishing global dollar reserves from official holdings in the United States
by Robert McCauley
2005 Trading Asian currencies
by Corrinne Ho & Guonan Ma & Robert N McCauley
2005 Aggregation Problems in Estimates of Armington Elasticities and Pass-Through Effects
by Jorge Chami Batista & Nelson Isaac Abrahão Junior
2004 Dollarization in Ecuador: A Post-Keynesian Analysis
by Kenneth P. Jameson
2004 Uncovered interest parity tests and exchange rate expectations
by Philip Marey
2004 The overvaluation of PPP in Europe?
by Stuart Snaith & Jerry Coakley
2004 Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation
by Eiji Fuji & Jeannine Bailliu
2004 Twin Deficit or Twin Divergence? Fiscal Policy, Real Exchange Rate, and the Current Account in the U.S
by Soyoung Kim & Nouriel Roubini
2004 Financial Frictions, Distribution Costs, and Current Account Crises
by Sylvain Leduc & Diego Valderrama
2004 Taylor Rules in an Estimated Model of a Small Open Economy
by Nooman Rebei & Steven Ambler & Ali Dib
2004 Interest-rate Defenses of Currency Pegs
by Juan Sole
2004 The Decline and Fall of the Scandinavian Currency Union 1914 – 1924: Events in the Aftermath of World War I
by Talia, Krim
2004 The Integration and Efficiency of the Scandinavian Foreign Exchange Market 1873-1914: A Quantitative Analysis
by Talia, Krim
2004 Scandinavian Monetary Integration During the 19th Century: A Study of the Establishment of the Scandinavian Currency Union,1865-1875
by Talia, Krim
2004 Just how undervalued is the Chinese renminbi?
by Funke, Michael & Rahn, Jörg
2004 How Does the Monetary Model of Exchange Rate Determination Look When It Really Works?
by Daniel Garces-Diaz
2004 Purchasing Power Parity: the Choice of Price Index
by Maria Cristina T. Terra & Ana Lucia Vahia de Abreu
2004 Real Exchange Rate Misalignments
by Frederico Valladares & Cristina Terra
2004 Modeling Equilibrium Real Exchange Rates
by Raimundo Soto & Ibrahim Elbadawi
2004 Risk Premium and Nominal Rigidities
by Seongman Moon
2004 Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach
by Masao Ogaki & Jaebeom Kim
2004 On the long-run determinants of real exchange rates for developing countries : Evidence from Africa, Latin America and Asia
by Christophe Rault & Imed Drine
2004 Impacts of Real exchange Rate Volatility and Real Exchange Rate Misalignment on China
by Li Guangzhong & Jan P Voon
2004 On Synchronisation of Financial Crises
by Lestano & Mardi Dungey & Jan Jacobs
2004 Why Are Real Interest Rates Not Equalized Internationally?
by S. Young Chung & William J. Crowder
2004 Nonlinear Purchasing Power Parity under the Gold Standard
by Ivan Paya & David A. Peel
2004 German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs
by Jamin, Gösta & Entorf, Horst
2004 Foreign exchange regime, the real exchange rate and current account sustainability: The case of Turkey
by Togan, Sübidey & Ersel, Hasan
2004 The Stability and Growth Pact Time to Rebuild!
by Bofinger, Peter & Mayer, Eric
2004 Sterilized Foreign Exchange Market Interventions in a Chartist-Fundamentalist Exchange Rate Model
by Schmidt, Robert & Wollmershäuser, Timo
2004 A systematic comparison of professional exchange rate forecasts with judgmental forecasts of novices : Are there substantial differences?
by Schmidt, Robert & Leitner, Johannes
2004 Welfare Effects of Fiscal Policy under Alternative Exchange Rate Regimes : The Role of the Scale Variable of Money Demand
by Pitterle, Ingo & Steffen, Dirk
2004 Estimating medieval market integration: Evidence from exchange rates
by Volckart, Oliver & Wolf, Nikolaus
2004 Early warning systems of financial crises: implementation of a currency crisis model for Uganda
by Heun, Michael & Schlink, Torsten
2004 Foreign exchange interventions under inflation targeting: the Czech Experience
by Holub, Tomáš
2004 Efficient computation of option price sensitivities for options of American style
by Wallner, Christian & Wystup, Uwe
2004 PPP: a Disaggregated View
by Fischer, Christoph
2004 The Fed’s Consistent Monetary Policy: A Long Term Perspective
by Cornelis A. Los
2004 Overshooting and Exchange Rate Disconnect Puzzle: A Reappraisal
by Jean-Olivier Hairault & Lise Patureau & Thepthida Sopraseuth
2004 Real Exchange Rate Misalignment in Turkey, 1987-2003 (in Turkish)
by Aykut Kibritcioglu & Bengi Kibritcioglu
2004 Managerial and Customer Costs of Price Adjustment: Direct Evidence from Industrial Markets
by Mark Zbaracki & Mark Ritson & Daniel Levy & Shantanu Dutta & Mark Bergen
2004 The monetary approach to exchange rates in the CEECs
by Jesús Crespo-Cuaresma & Jarko Fidrmuc & Ronald McDonald
2004 Bilaterial equilibrium exchange rates of EU accession countries against the euro
by Jörg Rahn
2004 Economic Crises and Governments in Turkey, 1969-2001 (Turkiye'de Ekonomik Krizler ve Hukumetler, 1969-2001)
by Aykut Kibritcioglu
2004 Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Agricultural Trade
by Jean-Philippe Gervais & Bruno Larue & Olivier Bonroy
2004 Efficiency of the Foreign Exchange Market of Papua New Guinea During the Recent Float
by Guneratne Banda Wickremasinghe
2004 Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan
by Guneratne Banda Wickremasinghe & Param Silvapulle
2004 The Sri Lankan Rupee and Purchasing Power Parity during the Current Floating Period
by Guneratne Banda Wickremasinghe
2004 On Singaporean Dollar and Purchasing Power Parity
by Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim
2004 International Capital Markets, Macroeconomic Stability, and Exchange Rate Stabilization in the CIS and East Asia
by Gunther Schnabl
2004 The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection
by Eric Hillebrand & Gunther Schnabl
2004 Exchange Rate Regimes and Economic Linkages
by Jong-Wha Lee & Kwanho Shin
2004 Currency crises in Asia: A multivariate logit approach
by Jan P.A.M. Jacobs & Gerard H. Kuper & Lestano
2004 Indicators of financial crises do work! An early-warning system for six Asian countries
by Lestano & Jan Jacobs & Gerard H. Kuper
2004 A Dynamic Model of Endogenous Exchange Rate Pass-Through
by Tokhir Mirzoev
2004 What Makes Balance Sheet Effects Detrimental For The Country Risk Premium?
by ALICIA GARCIA HERRERO & JUAN CARLOS BERGANZA
2004 The Return to Soft Dollar Pegging in East Asia. Mitigating Conflicted Virtue
by Ronald McKinnon & Gunther Schnabl
2004 Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan
by Guneratne Banda Wickremasinghe & Param Silvapulle
2004 Purchasing Power Parity Hypothesis in Developing Economies:Some Empirical Evidence from Sri Lanka
by Guneratne Banda Wickremasinghe
2004 Efficiency Of Foreign Exchange Markets: A Developing Country Perspective
by Guneratne Banda Wickremasinghe
2004 Error Correction Exchange Rate Modeling Evidence for Mexico
by Thomas M Fullerton Jr & Miwa Hattori & Cuauhtemoc Calderon
2004 Causal Relationships Between Exchange Rates And Stock Prices In Malaysia And Thailand During The 1997 Currency Crisis Turmoil
by Huzaimi Hussain & Venus Khim-Sen Liew
2004 The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence
by Rui Albuquerque
2004 Comparison between Asian, Russian and Turkish financial crises
by Johanna Lukkarila
2004 Weak Economy and Strong Currency - The Origins of the Strong Yen in the 1990s
by Gunther Schnabl
2004 Testing The Causal Relationship Between Domestic Credit And Reserve Components Of A Country'S Monetary Base
by Edgar L. Feige & James M. Johannes
2004 Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?
by Jorge Selaive & Vicente Tuesta
2004 Exchange Rate Regimes and Macroeconomic Stability in Central and Eastern Europe
by Paul De Grauwe & Gunther Schnabl
2004 Nominal versus Real Convergence with Respect to EMU Accession - EMU Entry Scenarios for the New Member States
by Gunther Schnabl & Paul De Grauwe
2004 Balance Sheet Effects And The Country Risk Premium: An Empirical Investigation
by Alicia Garcia Herrero & Juan Carlos Berganza & Roberto Chang
2004 Restaurant Prices and the Mexican Peso
by Thomas M Fullerton Jr & Roberto Coronado
2004 Elections and Exchange Rate Policy Cycles
by Marco Bonomo & Cristina Terra
2004 How should emerging economies manage their foreign exchange reserves?
by Akash Gupta & Rahul Agarwal
2004 The Exchange Rate Exposure of UK Nonfinancial Companies: Industry-Level Analysis
by Ahmed A. El-Masry
2004 Persistence Characteristics of Latin American Financial Markets
by NYO NYO A. KYAW & CORNELIS A. LOS & SIJING ZONG
2004 Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets
by CORNELIS A. LOS
2004 Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997
by CORNELIS A. LOS & JEYANTHI KARUPPIAH
2004 Empirical evidence on the incentives to hedge transaction and translation exposure
by Niclas Hagelin & Bengt Pramborg
2004 Return-volatility linkages in the international equity and currency markets
by Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter
2004 Optimal Currency Hedging
by Rui Albuquerque
2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
by Evzen Kocenda & Lubos Briatka
2004 Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes
by Niklas Wagner & Terry A. Marsh
2004 Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis
by Peter Pedroni
2004 Lessons to be Learnt from the ERM and their Applicability to the Accession Economies Seeking to Join ERM2
by Pawel Kowalewski
2004 Equilibrium Exchange Rates in the Transition: The Tradable Price-Based Real Appreciation and Estimation Uncertainty
by Balázs Égert & Kirsten Lommatzsch
2004 Trust In Transition: Cross Country And Firm Evidence
by Martin Raiser & Alan Rousso & Franklin Steves
2004 The Foreign Property Rule: A Cost-Benefit Analysis
by David Burgess & Joel Fried
2004 Volatility clustering, leverage effects, and jumps dynamics in emerging Asian equity markets
by Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk
2004 Quadratic term structure models with jumps in incomplete currency markets
by Daal, Elton
2004 Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help
by Rafael Torres Sánchez & Javier Gómez Biscarri & Fernando Pérez de Gracia
2004 Exchange Rate and Inflation Dynamics in Dollarized Economies
by Luis Carranza & José E. Galdón-Sánchez & Javier Gómez Biscarri
2004 Leaning Against the Parity
by Alex Luiz Ferreira
2004 Does the World Real Interest Rate Affect the Real Exchange Rate? The South East Asian Experience
by Karine Gente & Miguel Leon-Ledesma
2004 Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era
by Francis W. Ahking
2004 Exchange rate depreciation and exports: The case of Singapore revisited
by WenShwo Fang & Stephen M. Miller
2004 The Power of the "Objective" Bayesian Unit-Root Test
by Francis W. Ahking
2004 An Assessment of the Case for Monetary Union or Official Dollarization in Argentina, Brazil, Chile, Uruguay and Venezuela
by Paul Hallwood & Ian W. Marsh & Joerg Scheibe
2004 Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate
by Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos
2004 Macroeconomic and policy uncertainty and Exchange rate risk Premium
by Juan-Ángel Jiménez-Martín & Rodrigo Peruga Urrea
2004 The Fit of Dynamic Equilibrium Models of Exchange Rate
by Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos
2004 Liquidity provision in the overnight foreign exchange market
by Geir Høidal Bjønnes, Dagfinn Rime and Haakon O.Aa. Solheim
2004 Exchange rate overshooting and the costs of floating
by Nouriel Roubini & Michele Cavallo & Kate Kisselev
2004 From Heterogeneous expectations to exchange rate dynamic:
by Philippe Protin & Luc Neuberg & Christine Louargant
2004 Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity
by Aaron Smallwood
2004 Optimal Taylor Rules in an Estimated Model of a Small Open Economy
by Nooman Rebei & Steve Ambler & Ali Dib
2004 Target Zone Interventions and Coordination of Expectations
by Stefan Reitz & Frank Westerhoff
2004 Consumption and Real Exchange Rates with Incomplete Markets and Non-traded Goods
by Gianluca Benigno & Christoph Thoenissen
2004 Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts
by Markus Haas & Stefan Mittnik & Bruce Mizrach
2004 Large Devaluations and the Real Exchange Rate
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo
2004 Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
by Frederique Bec & Melika Ben Salem & Marine Carrasco
2004 Exchange rate overshooting and the costs of floating
by Nouriel Roubini & Michele Cavallo & Kate Kisselev
2004 Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises
by Fernando A. Broner
2004 Net Foreing Assets and Imperfect Pass-through: The Consumption-Real Exchange Rate Anomaly
by Vicente Tuesta & Jorge Selaive
2004 The Profitability of Speculators in Currency Futures Markets
by Jonathan Kearns & Phil Manners
2004 Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After the Float
by Chris Becker & Michael Sinclair
2004 Fear of Sudden Stops: Lessons from Australia and Chile
by Ricardo J Caballero & Kevin Cowan & Jonathan Kearns
2004 Exchange Market Pressure in Australia
by Shakila Jeisman
2004 A Test of Momentum Trading Strategies in Foreign Exchange Markets: Evidence from the G7
by Rob Bianchi & Michael E. Drew & John Polichronis
2004 An Operating Economic Exposure - Australian Case Study: Foster’s Group Limited Beer
by Scott McCarthy & Adelina Ispriani
2004 Tail Behaviour of the Euro
by Cotter, John
2004 From fixed to flexible exchange rates: the case of india
by Bhattacharyya, Ranajoy
2004 International Financial Contagion: Evidence from the Argentine Crisis of 2001-2002
by Boschi, Melisso
2004 Floating Exchange Rate Regime
by Quader, Syed Manzur
2004 Conflict of Exchange Rates
by Das, Rituparna & Daga, U R
2004 Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002
by Barumshah, Ahmad Zubaidi & Chan, Tze-Haw & Fountas, Stilianos
2004 The modern history of exchange rate arrangements: A reinterpretation
by Reinhart, Carmen & Rogoff, Kenneth
2004 Inferential Expectations
by Gordon Menzies & Daniel John Zizzo
2004 Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates
by Angela Huang
2004 A model of Equilibrium Exchange Rates for the New Zealand and Australian dollar
by Simon Wren-Lewis
2004 The equilibrium exchange rate according to PPP and UIP
by Dominick Stephens
2004 An Analysis of Early Warning Signals of Currency Crises in Turkey, 1986-2004
by Aykut Kibritçioğlu
2004 Large Devaluations and the Real Exchange Rate
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo
2004 Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-day Activity Revealed in the Electronic Broking System
by Takatoshi Ito & Yuko Hashimoto
2004 The Long-Run Volatility Puzzle of the Real Exchange Rate
by Ricardo Hausmann & Ugo Panizza & Roberto Rigobon
2004 Exchange Rates and Fundamentals
by Charles Engel & Kenneth D. West
2004 Credible Commitment to Optimal Escape from a Liquidity Trap: The Role of the Balance Sheet of an Independent Central Bank
by Olivier Jeanne & Lars E.O. Svensson
2004 Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
by Chi-Young Choi & Nelson Mark & Donggyu Sul
2004 The Purchasing Power Parity Debate
by Alan M. Taylor & Mark P. Taylor
2004 Financial Constraints and Growth: Multinational and Local Firm Responses to Currency Crises
by Mihir A. Desai & C. Fritz Foley & Kristin J. Forbes
2004 On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects
by Guillermo A. Calvo & Alejandro Izquierdo & Luis-Fernando Mejia
2004 Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?
by Harald Hau & Helene Rey
2004 What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function
by Takatoshi Ito & Tomoyoshi Yabu
2004 High-Frequency Contagion Between the Exchange Rates and Stock Prices
by Yuko Hashimoto & Takatoshi Ito
2004 Does "Aggregation Bias" Explain the PPP Puzzle?
by Shiu-Sheng Chen & Charles Engel
2004 Monetary Policy and the Volatility of Real Exchange Rates in New Zealand
by Kenneth D. West
2004 Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One
by Charles Engel & Kenneth D. West
2004 Politique monétaire sous contrainte : le cas de la crise turque de 2000/2001
by Ayse Ertugrul & Jérôme Héricourt & Julien Reynaud
2004 Crise de change et politique monétaire optimale dans un modèle de troisième génération : le rôle de la prime de risque
by Vincent Bouvatier
2004 The determination of the equilibrium exchange rate in a simple general equilibrium model
by Cuong Le Van & Cécile Couharde & Thai Bao Luong
2004 Target zone rearrangements and exchange rate behavior in an options-based model
by Anna Naszódi
2004 The Effects of Macroeconomic News on Money Markets
by Norbert Kiss M.
2004 The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis
by Sofiane Sekioua
2004 Evaluating currency crises: the case of the European Monetary System
by Kostas Mouratidis & Nicola Spagnolo
2004 Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK
by Bettina Becker & Stephen Hall
2004 Exchange rate uncertainty and labour market adjustment under fixed and flexible exchange rates
by Michael Funke & Yu-Fu Chen
2004 A new interpretation of the real exchange rate - yield differential nexus
by Ana-Maria Fuertes & Jerry Coakley & Andrew Wood
2004 Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies
by Michael Arghyrou & Virginie Boinet & Christopher Martin
2004 The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries
by Javier Coto-Martinez & Juan C. Reboredo
2004 The Feldstein-Horioka puzzle is not as bad as you think
by Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo
2004 Testing for the uncovered interest parity using distributions implied by FX options
by Martin Cincibuch & David Vavra
2004 Consistency versus credibility: how do countries choose their exchange rate regime?
by Fabrizio Carmignani & Emilio Colombo & Patrizio Tirelli
2004 Towards Decoding Currency Volatilities
by D. Johannes Juttner & Wayne Leung
2004 Foreign Exchange and Money Markets in the Context of the Exchange Rate Target Zone
by Viktors Ajevskis & Armands Pogulis & Gunars Berzins
2004 An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency
by Tassos Anastasatos & Ian R. Davidson
2004 How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models
by Tassos Anastasatos & Ian R. Davidson
2004 Sectoral Exchange Rate Pass-through: A Tale of Two Policy Regimes in India
by Helena Marques & Sushanta Mallick
2004 Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04
by Rasmus Fatum & Michael M. Hutchison
2004 Purchasing Power Parity and the Real Exchange Rate in Bangladesh: A Nonlinear Analysis
by Ibrahim Chowdhury
2004 On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy
by Christian Pierdzioch & Serkan Yener
2004 Productivity Shocks and Delayed Exchange-Rate Overshooting
by Christian Pierdzioch
2004 Multilateral Aggregation-Theoretic Monetary Aggregation over Heterogeneous Countries
by William Barnett
2004 Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment
by Ivan Paya & David A. Peel
2004 Nonlinear Ppp Under The Gold Standard
by Ivan Paya & David A. Peel
2004 Why is China so Attractive for FDI The Role of Exchange Rates
by Yuqing Xing
2004 Has Trade Structure Any Importance in the Trasmission of Currency Shocks? An Empirical Application for Central and Eastern European Acceding Countries to Eu
by Roberta De Santis
2004 Adjusting China's Exchange Rate Policies
by Morris Goldstein
2004 Panel Data Tests of PPP. A Critical Overview
by Caporale, Guglielmo Maria & Cerrato, Mario
2004 Real Exchange Rate Volatility and the Choice of Regimes in Emerging Markets
by Terence D.Agbeyegbe & Patrick N. Osakwe
2004 Risk Properties of AMU denominated Asian Bonds
by Junko Shimizu & Eiji Ogawa
2004 How much depreciation of the US dollar for sustainability of the current accounts?
by Eiji Ogawa & Takeshi Kudo
2004 The Suitability of A Greater China Currency Union
by Yin-wong Cheung & Jude Yuen
2004 The Magic of the Exchange Rate: Optimal Escape from a Liquidity Trap in Small and Large OPen Economies
by Lars E.O. Svensson
2004 State Dependent Pricing and Exchange Rate Pass-Through
by Flodén, Martin & Wilander, Fredrik
2004 Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through
by Lindé, Jesper & Nessén, Marianne & Söderström, Ulf
2004 Bubbles and Crashes in a Behavioural Finance Model
by De Grauwe, Paul & Grimaldi, Marianna
2004 Exchange Rate Puzzles: A Tale of Switching Attractors
by De Grauwe, Paul & Grimaldi, Marianna
2004 The anticipated and concurring effects of EMU: exchange rate volatility, institutions and growth
by Bagella , Michele & Becchetti , Leonardo & Hasan , Iftekhar
2004 A meta-analysis of business cycle correlation between the euro area and CEECs: What do we know – and who cares?
by Fidrmuc, Jarko & Korhonen, Iikka
2004 Equilibrium exchange rates in the transition: The tradable price-based real appreciation and estimation uncertainty
by Égert, Balázs & Lommatzsch, Kirsten
2004 Essays on financial crises in emerging markets
by Komulainen, Tuomas
2004 The Rise of Fund Managers in Foreign Exchange: Will Fundamentals Ultimately Dominate?
by Gehrig, Thomas & Menkhoff,Lukas
2004 Warrant Pro 1: Market Price Synthesis with a Software Agent and a Neurosimulator
by Bartels, Patrick & Breitner, Michael H.
2004 Labour Demand and Exchange Rate Volatility
by Udo Broll & Sabine Hansen
2004 How the Gold Standard Functioned in Portugal: An Analysis of Some Macroeconomic Aspects
by António Portugal Duarte & João Sousa Andrade
2004 Would Fast Sailing towards the Euro Be Smooth? What Fundamental Real Exchange Rates Tells Us about Acceding Economies
by Kateřina Šmídková & Aleš Bulíř
2004 Productivity and the Real Euro-Dollar Exchange Rate
by Vivien Lewis
2004 International Dynamic Asset Allocation and the Effect of the Exchange Rate
by Kristien Smedts
2004 GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks
by George Kapetanios & Yongcheol Shin
2004 Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
by Eric van Wincoop & Philippe Bacchetta
2004 Exchange rates, equity returns and capital flows
by Helene Rey (Princeton) & Harald Hau (INSEAD)
2004 A New Micro Model of Exchange Rate Dynamics
by Rich Lyons & Martin Evans
2004 Asset Prices and Exchange Rates
by Roberto Rigobon & Anna Pavlova
2004 Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes
by Jing-zhi Huang & Liuren Wu
2004 FIxed, Float or Intermediate? A Cross-COuntry Time Series Analysis Of Exchange Rate Regimes
by Merih Uctum & Isamu Kato
2004 Optimal Taylor Rules in an Estimated Model of a Small Open Economy
by Nooman Rebei & Steven Ambler & Ali Dib
2004 Who Bears the Cost of a Change in the Exchange Rate?
by Rebecca Hellerstein
2004 Net Foreign Assets And Imperfect Financial Integration: An Empirical Approach
by Jorge Selaive ; Vicente Tuesta
2004 The Impact of Exchange Rate Regimes on Real Exchange Rates: ABC and Mexico in the 1990s
by Nanno Mulder & Anne-Laure Baldi
2004 Understanding Financial Vulnerability in Partially Dollarized Economies
by Diego Winkelried & Juan Francisco Castro & Eduardo Morón
2004 Sterilization of Capital Inflows and Balance of Payments Crises
by Marcos Buscaglia
2004 Foreign Exchange exposure, corporate financial policies and the exchange rate regime: Evidence from Brazil
by Jose Luiz Rossi Junior
2004 International capital flows and transmission of financial crises
by Aditya Goenka & Melisso Boschi
2004 Economic Fundamentals on Exchange Rates under Different Exchange Rate Regimes:
by Byung-Joo Lee
2004 Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market
by Young-Kyu Moh & Nelson C. Mark
2004 Granger Causality Among Pre-Crisis East Asian Exchange Rates
by Joseph D. ALBA & Donghyun PARK
2004 The Impact of the Japanese Banking Crisis on the Intraday FX Market
by Yuko Hashimoto
2004 Empirical Modelling of Contagion: A Review of Methodologies
by Martin, V. & Dungey & M.
2004 Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey
by Joseph D. ALBA & Donghyun PARK
2004 A Large Speculator in Contagious Currency Crises
by Kenshi Taketa
2004 Contagion of Currency Crises across Unrelated Countries without Common Lender
by Kenshi Taketa
2004 Monetary Exchange Rate Model Revisited: Cointegration And Forecasting In Heterogeneous Panel Data
by MUHAMMAD S. BUTT & AZHAR IQBAL & NUZHAT AHMAD
2004 Models of foreign exchange intervention: Estimation and testing
by Bryan W. Brown; Douglas J. Hodgson
2004 Nonlinear Modelling of Purchasing Power Parity in Indonesia
by Param Silvapulle & Titi Kanti Lestari & Jae Kim
2004 Spillover Effects of Fiscal Policy Under Flexible Exchange Rates
by Dirk Steffen & Ingo Pitterle
2004 Empirical Modelling of Contagion: A Review of Methodologies
by Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry
2004 Purchasing Power Parity Hypothesis in Developing Economies: Some Empirical Evidence from Sri Lanka
by Guneratne B Wickremasinghe
2004 Extreme Value Theory and the Incidence of Currency Crises
by Reza Siregar & Victor Pontines & Ramkishen Rajan,
2004 The Purchasing Power Parity Debate
by Taylor, Alan & Taylor, Mark
2004 Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?
by Olli Castrén
2004 Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?
by Olli Castrén
2004 Exchange rates and fundamentals - new evidence from real-time data
by Michael Ehrmann & Marcel Fratzscher
2004 Communication and exchange rate policy
by Marcel Fratzscher
2004 Production interdependence and welfare
by Kevin X.D. Huang & Zheng Liu
2004 Towards the estimation of equilibrium exchange rates for CEE acceding countries: methodological issues and a panel cointegration perspective
by Francisco Maeso-Fernandez & Chiara Osbat & Bernd Schnatz
2004 Non-fundamental exchange rate volatility and welfare
by Roland Straub & Ivan Tchakarov
2004 Fundamentals and joint currency crises
by Philipp Hartmann & Stefan Straetmans & Caspar G. de Vries
2004 Exchange rate risks and asset prices in a small open economy
by Alexis Derviz
2004 Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form
by Charles S. Bos & Neil Shephard
2004 Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals
by Chambers, M.J. & McCrorie, J.R.
2004 Large Devaluations and the Real Exchange Rate
by Burstein, Ariel Tomas & Eichenbaum, Martin & Rebelo, Sérgio
2004 Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues
by Égert, Balázs & Halpern, László & MacDonald, Ronald
2004 Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns
by Dunne, Peter & Hau, Harald & Moore, Michael
2004 The Rise of Fund Managers in Foreign Exchange
by Gehrig, Thomas & Menkhoff, Lukas
2004 Financial Globalization and Exchange Rates
by Lane, Philip R. & Milesi-Ferretti, Gian Maria
2004 Credible Commitment to Optimal Escape from a Liquidity Trap: The Role of the Balance Sheet of an Independent Central Bank
by Jeanne, Olivier & Svensson, Lars E O
2004 Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through
by Lindé, Jesper & Nessen, Marianne & Söderström, Ulf
2004 Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates?
by Hau, Harald & Rey, Hélène
2004 Purchasing Power Parity and the Euro Area
by Koedijk, Kees & Tims, Ben & Van Dijk, Mathijs A
2004 The Purchasing Power Parity Debate
by Taylor, Alan M & Taylor, Mark P
2004 A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates
by Parsley, David & Wei, Shang-Jin
2004 Differences in Exchange Rate Pass-Through in the Euro Area
by Campa, José Manuel & González Mìnguez, Jose Manuel
2004 Asset Prices and International Spillovers: An Empirical Investigation
by Sarno, Lucio & Valente, Giorgio
2004 Chinese Currency Controversies
by Eichengreen, Barry
2004 Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability
by Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio
2004 Reuters News Reports versus Official Interventions: The Inaccuracy of Reuters Reports for Swiss Interventions
by Fischer, Andreas M
2004 Fundamentals and Joint Currency Crises
by de Vries, Casper G & Hartmann, Philipp & Straetmans, Stefan
2004 Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms
by Cheung, Yiu Chung & de Jong, Frank & Rindi, Barbara
2004 Old Sins: Exchange Rate Clauses and European Foreign Lending in the 19th Century
by Flandreau, Marc & Sussman, Nathan
2004 Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the €/US$ Rate
by Bofinger, Peter & Schmidt, Robert
2004 Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices
by Bofinger, Peter & Leitner, Johannes & Schmidt, Robert
2004 The Asian Financial Crisis in Retrospect: What Happened? What Can We Conclude?
by Wink Joosten
2004 The predictive success and profitability of chart patterns in the Euro/Dollar foreign exchange market
by BEN OMRANE, Walid & VAN OPPEN, Hervé
2004 Central Bank forex interventions assessed using realized moments
by BEINE, Michel & LAURENT, Sébastien & PALM, Franz
2004 Exchange Rates in the New EU Accession Countries: What Have We Learned from the Forerunners
by Ales Bulir & Katerina Smidkova
2004 Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience
by Tomas Holub
2004 The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies
by Balazs Egert & Amina Lahreche-Revil & Kirsten Lommatzsch
2004 Optimal Degree of Public Information Dissemination
by Camille Cornand & Frank Heinemann
2004 Exchange Rate Regimes and Macroeconomic Stability in Central and Eastern Europe
by Paul De Grauwe & Gunther Schnabl
2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
by Evzen Kocenda & Lubos Briatka
2004 Financial Globalization and Exchange Rates
by Philip R. Lane & G Milesi-Feretti
2004 A Non-parametric reassessment of target zone nonlinearities: The Spanish Peseta/Deutsche Mark exchange rate
by Consuelo Gámez Amián & José L. Torres
2004 Las Prestaciones por Incapacidad Temporal: Una Evaluación mediante Modelos ARIMA
by Rosa Romay López & Daniel Santín González & Enrique González Arangüena
2004 Does Immigration Help to Explain Intra-Industry Trade? Evidence for Spain
by José Vicente Blanes Cristóbal
2004 A Non-parametric analysis of ERM exchange rate fundamentals
by José L. Torres
2004 Explaining Real Exchange Rates Fluctuations
by Amalia Morales Zumaquero.
2004 Personal Income Tax Decentralization, Inequality and Social Welfare
by Julio López Laborda & Jorge Onrubia Fernández
2004 The Purchasing Power Parity Debate
by Alan Taylor & Mark Taylor
2004 Movimentos Especulativos de Capitais e Comportamento da Taxa de Câmbio no Brasil
by Fernando de Aquino Fonseca Neto & Joanílio Rodolpho Teixeira
2004 Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan
by Dimitrios Sideris
2004 Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting
by Sophocles N. Brissimis & Dimitris A. Sideris & Fragiska K. Voumvaki
2004 Oil wealth and real exchange rates: The FEER for Norway
by Q. Farooq Akram
2004 Liquidity provision in the overnight foreign exchange market
by Geir Høidal Bjønnes & Dagfinn Rime & Haakon O. Aa. Solheim
2004 Are speculative attacks triggered by sunspots? A new test
by Nikola A. Tarashev
2004 Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises
by Fernando A. Broner
2004 Market Expectations Implicit in Derivative Prices: Applications to Exchange and Oil Markets
by Alejandro Díaz de León & Martha Elena Casanova
2004 What makes balance sheet effects detrimental for the country risk premium?
by Juan Carlos Berganza & Alicia García-Herrero
2004 Tango with the gringo: the hard peg and real misalign ment in Argentina
by Enrique Alberola & Humberto López & Luis Servén
2004 Optimal Taylor Rules in an Estimated Model of a Small Open Economy
by Steve Ambler & Ali Dib & Nooman Rebei
2004 Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation
by Jeannine Bailliu & Eiji Fujii
2004 National Saving-Investment Dynamics and International Capital Mobility
by Florian Pelgrin & Sebastian Schich
2004 Dynamic Monopolies with Stochastic Demand
by Walter Beckert
2004 Unobserved Heterogeneity in Panel Time Series Models
by Jerry Coakley & Ana-Maria Fuertes & Ron Smith
2004 A Internacionalização Da Indústria Brasileira E Seus Impactos Sobre Os Coeficientes De Pass-Through No Brasil No Período 1996-2001
by André Luiz Correa
2004 Câmbio, Inflação E Juros Na Transição Do Regime Cambial Brasileiro: Uma Análise De Vetores Auto-Regressivos E Causalidade
by Carlos de Almeida Cardoso & Flávio Vilela Vieira
2004 Fatores Políticos E Institucionais: Impactos Sobre Paradas Bruscas De Financiamento Externo
by Cristiano Prado Martins Barbosa
2004 Exchange Rate Dynamics In Brazil
by Flávio Vilela Vieira & Márcio Holland
2004 Paridade Do Poder De Compra: O Modelo De Reversão Não Linear Para O Brasil
by Cristiano Silveira Freixo & Fernando de Holanda Barbosa
2004 An empirical examination of exchange-rate credibility determinants in the EMS
by Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero
2004 The Yen, The US dollar and The Speculative Attacks Against The Thailand Baht
by Reza Siregar & Victor Pontines
2004 Successful and Unsuccessful Attacks: Evaluating the Stability of the East Asian Currencies
by Reza Siregar & Victor Pontines
2004 A Survey of Financial Integration in East Asia; How Far? How Much Further to Go?
by Reza Siregar & Ramkishen Rajan & Tony Cavoli
2004 Technical trading and the Volatility of Exchange Rates
by Christian Bauer & Bernhard Herz
2004 The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis
by Christian Pierdzioch & Georg Stadtmann
2004 Persistent, Nonfundamental Exchange Rate Fluctuations
by Irasema Alonso
2004 New methodological approaches to the construction of currency crashes models
by Michal Pazour
2004 Exchange Rate Behaviour after Recent Float: The Experience of Pakistan
by M. Ali Kemal & Rana Murad Haider
2004 Volatility of Exchange Rate and Export Growth in Pakistan: The Structure and Interdependence in Regional Markets
by Khalid Mustafa & Mohammed Nishat
2004 Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory
by Abdul Qayyum & Muhammad Arshad Khan & Khair-U-Zaman
2004 Exchange Rate Policy and the Management of Official and Private Capital Flows in Africa
by Edward Buffie & Christopher Adam & Stephen O'Connell & Catherine Pattillo
2004 Monetary Policy and Long-Horizon Uncovered Interest Parity
by Menzie D. Chinn & Guy Meredith
2004 Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets
by Mark P. Taylor & Elena Tchernykh Branson
2004 Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes
by Lucio Sarno & Giorgio Valente & Mark E. Wohar
2004 20 años de modelos ARCH: una visión de conjunto de las distintas variantes de la familia/20 Years of Arch Modelling: a Survey of Different Models in the Family
by DE ARCE BORDA, R.
2004 Trading Rule Profitability and Central Bank Interventions in the Dollar-Deutschmark Market
by Michael Frenkel & Georg Stadtmann
2004 The Mexican Peso And The Korean Won Real Exchange Rates: Evidence From Productivity Models
by Andre Varella Mollick & Margot Quijano
2004 Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets
by Mark P. Taylor & Elena Tchernykh Branson
2004 The Choice of Invoice Currency in International Trade: Implications for the Internationalization of the Yen
by Oi, Hiroyuki & Otani, Akira & Shirota, Toyoichiro
2004 Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach
by Kim, Jaebeom & Ogaki, Masao
2004 Real Exchange Rate Targeting. ¿Trilema Monetario o Control de Capitales? La Política Fiscal
by Javier Gerardo Milei
2004 Foreign Exchange Intervention: The Theoretical Debate and the Czech Koruna Episode
by Adam Geršl
2004 Commodity Currencies: A Macroeconomic Interpretation
by Polasek, Matt
2004 Does the Balassa-Samuelson Hypothesis Hold for Asian Countries?. An Empirical Analysis using Panel Data and Cointegration Tests
by Drine, I. & Rault, Ch.
2004 The Dollar in the G20
by Agnes Benassy-Quere & Amina Lahreche-Revil & Valerie Mignon
2004 Speculating on the Yuan
by Bronka Rzepkowski
2004 The Narrow Road to EMU Enlargement
by Amina Lahreche-Revil
2004 The Asian Central Banks and the Dollar
by Michel Aglietta & Bronka Rzepkowski
2004 The Dollar/Euro Exchange Rate
by John Williamson
2004 Taux de change reel d'equilibre et politique de change au Maroc : une approche non parametrique
by Jamal Bouoiyour & Velayoudom Marimoutou & Serge Rey
2004 La PPA est-elle verifiee pour les pays developpes et en developpement ? Un re-examen par l'econometrie des panels non-stationnaires
by Imed Drine & Christophe Rault
2004 Le declenchement des crises de change : qu'avons-nous appris depuis dix ans ?
by Andre Cartapanis
2004 Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ?
by Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Péguin-Feissolle
2004 Currency Options and Export-Flexible Firms
by Kit Pong Wong & Ho Yin Yick
2004 Why has FX trading surged?
by Gabriele Galati & Michael Melvin
2004 The markets for non-deliverable forwards in Asian currencies
by Guonan Ma & Corrinne Ho & Robert N McCauley
2004 Paridade do Poder de Compra: O Modelo de Reversão Não Linear para o Brasil
by Cristiano Silveira Freixo & Fernando de Holanda Barbosa
2004 The Exchange Rate Exposure of Major Commercial Banks in South Africa
by Walter A. de Wet & Tewodros G. Gebreselasie
2003 Nominal Rigidity, Desired Markup Variations, and Real Exchange Rate Persistence
by hafedh bouakez
2003 Long Memory Models and Tests for Cointegration: A Synthesizing Study
by Aaron D Smallwood & Stefan C Norrbin
2003 Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes
by Sarno, Lucio & Wohar, Mark
2003 Expectations and Currency Crisis - An experimental approach
by Michael Maschek & Jasmina Arifovic
2003 A New Interpretation of the Exchange Rate - Yield Differential Nexus
by Andrew Wood & Jerry Coakley & Ana-Maria Fuertes
2003 A Model of a Double Standard Exchange Rate System
by Riku Kinnunen
2003 A time series model for an exchange rate in a target zone with applications
by Lundbergh, Stefan & Teräsvirta, Timo
2003 On the Strenght of the US Dollar: Can it be Explained by Output Growth?
by P.J.G. Vlaar
2003 Exchange Rate Regimes: Choices and Consequences
by Atish R. Ghosh & Anne-Marie Gulde & Holger C. Wolf
2003 Feer: Relevant Literature And Empirical Literature
by Pelinescu, Elena
2003 Monetary Policy, Exchange Rate, And The Transmission Mechanism In Romania: A Structural Var Approach
by Botel, Cezar
2003 Un sistema de advertencia oportuna de crisis cambiarias para México
by Acevedo , Ernesto & Aguilar, Marlon
2003 Can Parameter Uncertainty Help Solve the Home Bias Puzzle?
by Bo Larsson & Dan Nyberg
2003 Biases of professional exchange rate forecasts: Psychological explanations and an experimentally based comparison to novices
by Leitner, Johannes & Schmidt, Robert & Bofinger, Peter
2003 Should one rely on professional exchange rate forecasts: An empirical analysis of professional forecasts for the /US-$ rate
by Bofinger, Peter & Schmidt, Robert
2003 Zur Qualität professioneller Wechselkursprognosen
by Schmidt, Robert
2003 De jure versus de facto: Exchange rate stabilization in Central and Eastern Europe
by Schnabl, Gunther
2003 China: a stabilizing or deflationary influence in East Asia?The problem of conflicted virtue
by Schnabl, Gunther
2003 Transparency in the foreign exchange market and the volume of international trade
by Broll, Udo & Eckwert, Bernhard
2003 Information, unternehmensinterne Kommunikation und Risikopolitik
by Broll, Udo & Gilroy, B. Michael & Wahl, Jack E.
2003 Genetic learning as an explanation of stylized facts of foreign exchange markets
by Lux, Thomas & Schornstein, Sascha
2003 "PPP tests in cointegrated panels: Evidence from Asian developing countries"
by Syed A. Basher & Mohammed Mohsin
2003 "PPP tests in cointegrated panels: Evidence from Asian developing countries"
by Syed A. Basher & Mohammed Mohsin
2003 Convergence to Purchasing Power Parity at the Commencement of the Euro
by Claude Lopez & David H. Papell
2003 What drives financial crises in emerging markets?
by Tuomas Komulainen & ) & Johanna Lukkarila
2003 PPP May not Hold for Agricultural Commodities
by Luciano Gutierrez
2003 Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5
by Ahmad Zubaidi Baharumshah & Venus Khim-Sen Liew & Evan Lau
2003 Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries
by Khim-sen Liew & Kian-Ping Lim & Huzaimi Hussain
2003 Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia
by Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong
2003 Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia
by Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong
2003 Uncovered Interest Rate Parity Over the Past Two Centuries
by James R. Lothian & Liuren Wu
2003 Currency Union and Real Exchange Rate Behavior
by James R. Lothian & Cornelia H. McCarthy
2003 Real Exchange Rate Behavior Under Floating and Fixed Regimes
by James R. Lothian & Cornelia H. McCarthy
2003 The Role of Information Disparity in the 1994/95 Mexican Peso
by Christina Bannier
2003 Private and Public Information in Self-Fulfilling Currency Crises
by Christina E. Bannier
2003 Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration
by Gilles DUFRENOT & Laurent MATHIEU & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE
2003 On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity
by Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim
2003 The Validity of PPP Revisited: An Application of Non-linear Unit Root Test
by Venus Khim-Sen Liew
2003 The Predictability of ASEAN-5 Exchange Rates
by Ahmad Zubaidi Baharumshah & Liew Khim Sen
2003 Are Asian Real Exchange Rates Stationary?
by Venus Khim-sen Liew & Ahmad Zubaidi Baharumshah & Terence Tai-leung Chong
2003 The Signals Approach as an Early Warning System for Currency Crises. An Application to Transition Economies - with special emphasis on Poland
by Christoph Pasternak
2003 Exchange Rates and Adjustment: Perspectives from the New Open Economy Macroeconomics
by Maurice Obstfeld
2003 Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach
by Shiu-Sheng Chen
2003 Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions
by Liew Khim Sen & Ahmad Zubaidi Baharumshah
2003 Privacy or Publicity - Who Drives the Wheel?
by Christina E. Bannier
2003 Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model
by Gilles DUFRENOT & Elisabeth GRIMAUD & Eug=E9nie LATIL & Val=E9rie MIGNON
2003 An Alternative to the BDS Test: Integration Across The Correlation Integral
by Evzen Kocenda
2003 Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad
by Juraj Valachy & Evžen Ko?enda &
2003 The Political-Economy of Argentina’s Debacle
by Marcos A. Buscaglia & &
2003 On the long-run determinants of real exchange rates for developing countries : Evidence from Africa, Latin America and Asia
by Imed Drine & Christophe Rault &
2003 A re-examination of the Purchasing Power Parity using non-stationary dynamic panel methods : a comparative approach for developing and developed countries
by Imed Drine & Christophe Rault &
2003 The Monetary Approach to Exchange Rates in the CEECs Relations and Output Performance
by Jesús Crespo-Cuaresma & Jarko Fidrmuc & Ronald MacDonald
2003 Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan
by Mototsugu Shintani
2003 Balance of Payments Constraint and Inflation
by Matias Vernengo
2003 Discrete devaluations and multiple equilibria in a first generation model of currency crises
by Fernando Broner
2003 Central bank intervenyion under target zones: the portuguese escudo in the ERM
by Macedo, Jorge Braga de & Nunes, Luis Catela & Pereira, Luis Brites
2003 The Pass-through from Depreciation to Inflation: Chile 1986-2001
by Carlos Noton
2003 The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis
by Debabrata Bagchi & Georgios E. Chortareas & Stephen M. Miller
2003 Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931
by C. Paul Hallwood & Ian W. Marsh
2003 La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas
by Juan Ángel Jiménez Martín & Rodrigo Peruga Urrea
2003 The Interactions between Debt and Currency Crises – Common Causes or Contagion?
by Bernhard Herz & Hui Tong
2003 Deviations from Uncovered Interest Rate Parity: A Post Keynesian Explanation
by John Harvey
2003 The importance of interest rates for forecasting the exchange rate
by Hilde C. Bjørnland and Håvard Hungnes
2003 The design of effective Central Bank interventions: the yen/dollar case
by Michel Beine & Ariane Szafarz
2003 Exchange Rate Regimes and Relative Prices: An Industry-Level Empirical Investigation
by Prasad S. Bhattacharya & Cem A. Karayalcin
2003 Exchange Monitoring Bands: Theory and Policy
by Luisa Corrado & Marcus H. Miller & Lei Zhang
2003 Fiscal Policy and Exchange Rates
by Barbara Annicchiarico
2003 Fiscal Deficits and Currency Crises
by Giancarlo Marini & Giovanni Piersanti
2003 A Theory of Exchange Rates and the Term Structure of Interest Rates
by Hyoung-Seok Lim & Masao Ogaki
2003 Government Finance in the Wake of Currency Crises
by Craig Burnside & Martin Eichenbaum & Sergio Rebelo
2003 Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange
by Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson
2003 Identifying the Efficacy of Central Bank Interventions: Evidence from Australia
by Jonathan Kearns & Roberto Rigobon
2003 Australia’s Medium-run Exchange Rate: A Macroeconomic Balance Approach
by Nikola Dvornak & Marion Kohler & Gordon Menzies
2003 Hedging versus not hedging: strategies for managing foreign exchange transaction exposure
by Scott McCarthy
2003 The Effectiveness of Foreign Exchange Intervention in Australia: A Factor Model Approach with GARCH Specifications
by Shakila Aruman
2003 Testing for Nonstationary Long Memory against Nonlinear Ergodic Models
by George Kapetanios & Yongcheol Shin
2003 The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests
by Georgios Chortareas & George Kapetanios
2003 Contagious Currency Crisis: A Spatial Probit Approach
by Álvaro A. Novo
2003 The Art of Gracefully Exiting a Peg
by Asici, Ahmet & Wyplosz, Charles
2003 Trends non linéaires et co-trending dans le taux de change réel effectif du dinar tunisien
by Bouoiyour, Jamal & Marimoutou, Velayoudoum & Rey, Serge
2003 The 1997-98 financial crisis in Malaysia: causes, response, and results – A Rejoinder
by Hasan, Zubair
2003 Information, unternehmensinterne Kommunikation und Risikopolitik
by Broll, Udo & Gilroy, Bernard Michael & Wahl, Jack E.
2003 Twin fallacies about exchange rate policy in emerging markets
by Reinhart, Carmen & Reinhart, Vincent
2003 Twin fallacies about exchange rate policy: A note
by Reinhart, Carmen & Reinhart, Vincent
2003 Monetary policy and the volatility of real exchange rates in New Zealand
by Ken West
2003 Debt Intolerance
by Carmen M. Reinhart & Kenneth S. Rogoff & Miguel A. Savastano
2003 When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?
by Kathryn M.E. Dominguez
2003 Asset Prices and Exchange Rates
by Anna Pavlova & Roberto Rigobon
2003 Strict Dollarization and Economic Performance: An Empirical Investigation
by Sebastian Edwards & I. Igal Magendzo
2003 Government Finance in the Wake of Currency Crises
by Craig Burnside & Martin Eichenbaum & Sergio Rebelo
2003 Twin Fallacies About Exchange Rate Policy in Emerging Markets
by Carmen M. Reinhart & Vincent R. Reinhart
2003 Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan
by Rasmus Fatum & Michael Hutchison
2003 Doomed to Deficits? Aggregate U.S. Trade Flows Re-Examined
by Menzie D. Chinn
2003 How is Macro News Transmitted to Exchange Rates?
by Martin D. D. Evans & Richard K. Lyons
2003 Escaping from a Liquidity Trap and Deflation: The Foolproof Way and Others
by Lars E.O. Svensson
2003 Varieties of Currency Crises
by Graciela L. Kaminsky
2003 A Prism into the PPP Puzzles: The Micro-foundations of Big Mac Real Exchange Rates
by David C. Parsley & Shang-Jin Wei
2003 The Unholy Trinity of Financial Contagion
by Graciela L. Kaminsky & Carmen Reinhart & Carlos A. Vegh
2003 The Chinese Economies in Global Context: The Integration Process and Its Determinants
by Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii
2003 Addicted to Dollars
by Carmen M. Reinhart & Kenneth S. Rogoff & Miguel A. Savastano
2003 The behavior of the nominal exchange rate at the beginning of disinflations
by Péter Benczúr
2003 When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?
by Kathryn M. E. Dominguez
2003 Limited Reserves and the Optimal Width of an Exchange Rate Target zone
by Simon Broome
2003 Limited Reserves and the Optimal Width of an Exchange Rate Target zone
by Simon Broome
2003 Efficient allocation of land in a decoupled world
by Roche, M. & McQuinn, K.
2003 Efficient allocation of land in a decoupled world
by Roche, M. & McQuinn, K.
2003 Global Production Networks and Regional Integration
by Sven W. Arndt
2003 Target Zones in History and Theory: Lessons from an Austro-Hungarian Experiment (1896-1914)
by Flandreau, Marc & Komlos, John
2003 International Parity Relationships Between Germany and the United States: A Joint Modelling Approach
by Katarina Juselius & Ronald MacDonald
2003 Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange
by Roman Frydman & Michael D. Goldberg
2003 Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market
by Rasmus Fatum & Barry Scholnick
2003 The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility
by Michael Frenkel & Christian Pierdzioch & Georg Stadtmann
2003 The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility
by Claudia M. Buch & Christian Pierdzioch
2003 The Effectiveness of the Interventions of the Swiss National Bank — An Event-Study Analysis
by Christian Pierdzioch & Georg Stadtmann
2003 Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates
by Christian Pierdzioch
2003 The Role of Information Disparity in the Mexican Peso Crisis 1994/95: Empirical Evidence
by Christina E. Bannier & Jochen Michaelis
2003 Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence
by Antonio Rubia Serrano & Trino-Manuel Ñíguez
2003 Fundamentos del Tipo de Cambio Real en Chile
by Rodrigo Cerda & Alvaro Donoso & Aldo Lema
2003 Desalineamientos Monetarios, Desalineamientos Cambiarios e Inflación
by Rodrigo Cerda & Aldo Lema
2003 Estimating the Impact of the Balassa-Samuelson Effect in Transition Economies
by Lojschová, Adriana
2003 China: A Stabilizing or Deflationary Influence in East Asia? THe Problem of Conflict Virtue
by Ronald McKinnon & Gunther Schnabl
2003 Central Bank Governance: Common Elements or Different Models?
by Viv Hall
2003 China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration
by Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii
2003 The East Asian Dollar Standard, Fear of Floating, and Original Sin
by Ronald McKinnon & Gunther Schnabl
2003 Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments
by Yin-wong Cheung & Kon S. Lai & Michael Bergman
2003 East Asian Equity Markets, Financial Crises, and the Japanese Currency
by Y.L. Cheung & Y.W. Cheung & K.C. Ng
2003 Synchronized Business Cycles in East Asia and Fluctuations in the Yen/Dollar Exchange Rate
by Ronald McKinnon & Gunther Schnabl
2003 The Big Mac Standard: A Statistical Illustration
by Fujiki, Hiroshi & Kitamura, Yukinobu
2003 Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates
by Bask, Mikael
2003 Dealer Behavior and Trading Systems in Foreign Exchange Markets
by Hoidal Bjonnes, Geir & Rime, Dagfinn
2003 The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach
by Lindblad, Hans & Sellin, Peter
2003 Estimating the equilibrium real exchange rate in Venezuela
by Bjørnland, Hilde C.
2003 Fundamental determinants of the long run real exchange rate: The case of Norway
by Bjørnland, Hilde C. & Hungnes, Håvard
2003 A Drift of the "Drift Adjustment Method"
by Mundaca, Gabriela
2003 A nonlinear alternative to the unit root hypothesis
by Eklund, Bruno
2003 The monetary approach to exchange rates in the CEECs
by Crespo-Cuaresma, Jesús & Fidrmuc, Jarko & McDonald, Ronald
2003 Bilaterial equilibrium exchange rates of EU accession countries against the euro
by Rahn, Jörg
2003 What drives financial crises in emerging markets?
by Komulainen, Tuomas & Lukkarila, Johanna
2003 Why is Inflation so Low after Large Devaluations?
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo
2003 The Micro-foundations of Big Mac Real Exchange Rates
by David C. Parsley & Shang-Jin Wei
2003 Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach
by Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas
2003 Technical Analysis in Foreign Exchange - The Workhorse Gains Further Ground
by Gehrig, Thomas & Menkhoff, Lukas
2003 The use of flow analysis in foreign exchange: exploratory evidence
by Gehrig, Thomas & Menkhoff, Lukas
2003 Tobin Tax Effects Seen from the Foreign Exchange Market's Microstructure
by Mende, Alexander & Menkhoff, Lukas
2003 Nominal Anchors in EU Accession Countries - Recent Experiences
by Frömmel, Michael & Schobert, Franziska
2003 Bilateral Equilibrium Exchange Rates of the EU Accession Countries against the Euro
by Jörg Rahn
2003 On the use of panel unit root tests on cross-sectionally dependent data: an application to PPP
by Fabian BORNHORST
2003 Foreign Exchange Controls, Fiscal and Monetary Policy, and the Black Market Premium
by Mohsen Fardmanesh & Seymour Douglas
2003 Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation
by Kyongwook Choi & Eric Zivot
2003 Time-Scale Transformations of Discrete-Time Processes
by Jorda, Oscar & Marcellino, Massimiliano
2003 The New Open Economy Macroeconomics of Government Debt
by Ganelli, Giovanni
2003 Towards A New Early Warning System of Financial Crises
by Fratzscher, Marcel & Matthieu Bussiere
2003 The Impact of Monetary Union on Trade Prices
by Anderton, Robert & Richard E Baldwin & Daria Taglioni
2003 Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates
by Cerrato, Mario & Nicholas Sarantis
2003 Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries
by Byrne, Joseph B & E. Philip Davis
2003 Are the Central and Eastern European Transition Countries still vulnerable to a Financial Crisis? Results from a Multivariate Logit Analysis
by Linne, Thomas & Axel Bruggermann
2003 Fixed versus Flexible Exchange Rates: Evidence from Developing Countries
by Hoffmann, Mathias
2003 Trade-volume hysteresis: an investigation using aggregate data
by I. Agur
2003 Statements of ECB Officials and their Effect on the Level and Volatility of the Euro-Dollar Exchange Rate
by D. Jansen & J. de Haan
2003 The Timing of EU Expansion and the Real Exchange Rate
by P.A.D. Cavelaars
2003 External Wealth, the Trade Balance, and the Real Exchange Rate
by Ph.R. Lane & G.M. Milesi-Ferretti
2003 Exchange Rates and Fundamentals a Non-Linear Relationship?
by P. de Grauwe & I. Vansteenkiste
2003 Tax Effects on the Real Exchange Rate
by Stacie Beck & Cagay Coskuner
2003 The Argentinean Currency Crisis: A Markov-Switching Model Estimation
by Patricia Alvarez-Plata & Mechthild Schrooten
2003 Mis-Leading Indicators?: The Argentinean Currency Crisis
by Patricia Alvarez-Plata & Mechthild Schrooten
2003 Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS
by Cees Diks & Roy van der Weide
2003 Dollar Denominated Debt and Optimal Security Design
by John Geanakoplos & Felix Kubler
2003 Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange
by Frydman, R. & Goldberg, M.D.
2003 Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece
by Nektarios Aslanidis & George Kouretas
2003 Mixed Signals in Defending the Exchange Rate: What do the Data Say?
by Drazen, Allan & Hubrich, Stefan
2003 Why Do Emerging Economies Borrow in Foreign Currency?
by Jeanne, Olivier
2003 Price Discovery in Fragmented Markets
by de Jong, Frank & Schotman, Peter C
2003 Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes
by Sarno, Lucio & Valente, Giorgio & Wohar, Mark E
2003 Government Finance in the Wake of Currency Crises
by Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio
2003 Understanding Reserve Volatility in Emerging Markets: A Look at the Long-Run
by Demarmels, Ricarda & Fischer, Andreas M
2003 Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
by Bacchetta, Philippe & van Wincoop, Eric
2003 The Credibility of the Hungarian Exchange Rate Regime 1997-98
by Szeidl, Adam
2003 Common Vulnerabilities
by Mody, Ashoka & Taylor, Mark P
2003 Is Official Exchange Rate Intervention Effective?
by Taylor, Mark P
2003 Exchange Rates, Equity Prices and Capital Flows
by Hau, Harald & Rey, Hélène
2003 More Evidence on the Dollar Risk Premium in the Foreign Exchange Market
by Bams, Dennis & Walkowiak, Kim & Wolff, Christian C
2003 Exchange Rate Dynamics, Learning and Misperception
by Gourinchas, Pierre-Olivier & Tornell, Aaron
2003 Why do Consumer Prices React Less than Import Prices to Exchange Rates?
by Bacchetta, Philippe & van Wincoop, Eric
2003 Overshooting and the exchange rate disconnect puzzle: a reappraisal
by Hairault, Jean-Olivier & Patureau, Lise & Sopraseuth, Thepthida
2003 Exchange rate determination in a model of pricing-to-market and nontradeables
by Hairault, Jean-Olivier & Sopraseuth, Thepthida
2003 The response of individual FX dealers'quoting activity to macroeconomic news announcements
by BEN OMRANE, Walid & HEINEN, Andréas
2003 News annoucements, market activity and volatility in the Euro/Dollar foreign exchange market
by BAUWENS, Luc & BEN OMRANE, Walid
2003 FOREX Microstructure, Invisible Price Determinants,and the Central Bank's Understanding of Exchange Rate Formation
by Alexis Derviz
2003 Some Exchange Rates Are More Stable than Others: Short-Run Evidence from Transition Countries
by Ales Bulir
2003 Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market
by Alexis Derviz
2003 Trade Linkages and Exchange Rates in Asia: The Role of China
by Agnes Benassy-Quere & Amina Lahreche-Revil
2003 Order Flows, Delta Hedging and Exchange Rate Dynamics
by Bronka Rzepkowski
2003 Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey Data
by Michel Beine & Agnes Benassy-Quere & Helene Colas
2003 Estimating the Fundamental Equilibrium Exchange Rate of Central and Eastern European Countries The EMU Enlargement Perspective
by Balazs Egert & Amina Lahreche-Revil
2003 Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate
by Ralf Ahrens & Stefan Reitz
2003 Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
by Stefan Reitz & Frank Westerhoff
2003 A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials
by Mathias Hoffmann & Ronald MacDonald
2003 Transatlantic Monetary and Fiscal Policy Interaction
by Bas van Aarle & Harry Garretsen & Florence Huart
2003 On the Credibility of a Target Zone: Evidence from the EMS
by Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero
2003 How Tight Should Central Bank’s Hands be Tied? Credibility, Volatility and the Optimal Band Width of a Target Zone
by Jesús Rodríguez López & Hugo Rodríguez Mendizábal
2003 Time-Scale Transformations of Discrete-Time Processes
by Oscar Jorda & Massimiliano Marcellino
2003 Dealer Behavior and Trading Systems in Foreign Exchange Markets
by Geir Hoidal Bjonnes & Dagfinn Rime
2003 Volume and Volatility in the FX Market: Does it matter who you are?
by Geir Hoidal Bjonnes & Dagfinn Rime & Haakon O. Aa. Solheim
2003 Managerial and Customer Costs of Price Adjustment: Direct Evidence from Industrial Markets
by Mark Zbaracki & Mark Ritson & Daniel Levy & Shantanu Dutta & Mark Bergen
2003 Living with flexible exchange rates: issues and recent experience in inflation targeting emerging market economies
by Corrinne Ho & Robert N. McCauley
2003 How Tight Should One's Hands Be Tied? Fear of Floating and Credibility of Exchange Rate Regimes
by Jesús Rodríguez López & Hugo Rodríguez Mendizábal
2003 On the Choice of an Exchange Rate Regime: Target Zones Revisited
by Jesús Rodríguez López & Hugo Rodríguez Mendizábal
2003 Balance sheet effects and the country risk premium: an empirical investigation
by Juan Carlos Berganza & Roberto Chang & Alicia García Herrero
2003 Misalignment, liabilities dollarization and exchange rate adjustment in Latin America
by Enrique Alberola
2003 Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model
by Scott Hendry & Wai-Ming Ho & Kevin Moran
2003 Real Exchange Rate Persistence in Dynamic General-Equilibrium Sticky-Price Models: An Analytical Characterization
by Hafedh Bouakez
2003 Modélisation et prévision du taux de change réel effectif américain
by René Lalonde & Patrick Sabourin
2003 Nominal Rigidities and Exchange Rate Pass-Through in a Structural Model of a Small Open Economy
by Steve Ambler & Ali Dib & Nooman Rebei
2003 How tight should one's hands be tied? Fear of floating and credibility of exchange rate regimes
by Jesus Rodriguez Lopez & Hugo Rodriguez Mendizabal
2003 Estimando Probabilidades de Ocorrência de Crises Cambiais no Brasil
by Inez Sílvia Batista Castro & José Carlos de Lacerda Leite
2003 Examining the case for Reserve Pooling in East Asia: Empirical Analysis
by Ramkishen Rajan & Reza Siregar & Graham Bird
2003 Purchasing Power Parity and the Impact of the East Asian Currency Crisis
by Louise Allsopp & Ralf Zurbruegg
2003 Russia's Financial Markets Boom, Crisis and Recovery 1995-2001: Lessons for Emerging Markets Investors
by Ralph Süppel
2003 Eligibility Assessment of the Bank of Slovenia’s Adjustment Policy to Surges in Capital Flows
by Zan Oplotnik
2003 Efectos de las intervenciones en el mercado cambiario: el caso de Chile
by Matías Tapia & Andrea Tokman
2003 The pass-through from depreciation to inflation: Chile 1986-2001
by Carlos Noton Norambuena
2003 Balance Sheet Exchange Rate Exposure, Investment and Firm Value : Evidence from Turkish Firms
by Halit Gonenc & Goknur Z. Buyukkara & Onur Koyuncu
2003 Exponential growth of fixed-mix strategies in stationary asset markets
by Igor V. Evstigneev & Michal A. H. Dempster & Klaus R. Schenk-Hoppé
2003 Nonlinear adjustment towards purchasing power parity: the Swiss Franc-German Mark case
by Roger Guerra
2003 Nonlinear Exchange Rate Models: A Selective Overview
by Lucio Sarno
2003 Adoption of euro: obstacle or engine of real convergence?
by Oldřich Dědek
2003 Bank of slovenia adjustment policy to surges in capital flows
by Žan Oplotnik
2003 Structural Vulnerabilities and Currency Crises
by Swati R. Ghosh & Atish R. Ghosh
2003 An Unbiased Appraisal of Purchasing Power Parity
by Paul Cashin & C. John McDermott
2003 Estimación de modelos de “nueva información”: aplicación a los mercados de cambio en períodos de menor y/o mayor espectación
by AMIGO DOBAÑO, L.
2003 Smuggling As Another Cause Of Failure Of The Ppp
by Mohsen Bahmani-Oskooee & Gour G. Goswami
2003 Exchange Rates, Currency Crises and Recessions - Introduction
by Felipe Larraín
2003 Structural Vulnerabilities and Currency Crises
by Swati R. Ghosh & Atish R. Ghosh
2003 An Unbiased Appraisal of Purchasing Power Parity
by Paul Cashin & C. John McDermott
2003 The Decline in the Exchange Rate Pass-Through: Evidence from Japanese Import Prices
by Otani, Akira & Shiratsuka, Shigenori & Shirota, Toyoichiro
2003 The Effects of Japanese Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach
by Jang, Kyungho & Ogaki, Masao
2003 Technical Trading at the Currency Market Increases the Overshooting Effect
by Mikael Bask
2003 East Germany, Central Europe, and the Risk of Real Convergence Overshooting
by Philipp Rother & Ralph Süppel
2003 Sectoral Productivity and Real Exchange Rate Appreciation: Much Ado about Nothing?
by Vladislav Flek & Lenka Marková & Jiří Podpiera
2003 The Monetary Model of the Exchange Rate under High Inflation -The case of the Turkish Lira/US Dollar
by Irfan Civcir
2003 Are Fixed Exchange Rates the Problem and Flexible Exchange Rates the Cure?
by Paul Davidson
2003 Sources of Exchange Rate Fluctuations: The Cases of Mexico and Thailand in the Aftermaths of their Recent Currency Crises
by Kevin X.D. Huang & Thaneepanichskul Suchada
2003 Smuggling, non-fundamental uncertainty, and parallel market exchange rate volatility
by Richard Clay Barnett
2003 The law of one price: intranational evidence for Canada
by Janet Ceglowski
2003 Should the Yuan be Revalued?
by Agnes Benassy-Quere & Amina Lahreche-Revil & Francoise Lemoine
2003 Happy Dollar
by Agnes Benassy-Quere & Lionel Fontagne & Michel Fouquin
2003 Une approche dynamique du taux de change reel d'equilibre
by Yannick Bineau & Bernard Dupont
2003 Explaining and Forecasting Exchange Rates with Order Flows
by Richard K. Lyons
2003 L'entree des PECO dans la zone euro : quels effets sur le bien-être ?
by Patrick Artus
2003 Les PECO devant la tentation de l'euro
by Michel Aglietta & Camille Baulant & Sandra Moatti
2003 Sterilisierte Devisenmarktinterventionen - ein umstrittenes währungspolitisches Instrument
by Timo Wollmershäuser
2003 Wie gut sind professionelle Wechselkursprognosen?
by Peter Bofinger & Robert Schmidt
2003 Real Effects of Movements in Nominal Exchange Rates: Application to the Asian Crisis
by E. Sibel Yelten
2003 Comportements chartistes et fondamentalistes. Coexistence ou domination alternative sur le marché des changes?
by Marie Bessec & François-Mathieu Robineau
2003 Le taux de change euro/dollar. Une perspective de long terme
by Jérôme Teïletche
2003 Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
by Frank H. Westerhoff & Stefan Reitz
2003 Dollarization of assets and liabilities: Problem or solution?. The case of Bolivia
by Juan Antonio Morales Anaya
2003 Estimación del Tipo de Cambio Real de Equilibrio para Bolivia
by María Angélica Aguilar Marquez
2003 Inflación y depreciación en una economía dolarizada. El caso de Bolivia
by Luis Fernando Escobar Patiño & Pablo Mendieta Ossio
2002 Heterogeneous Traders and the Tobin Tax
by Frank Westerhoff
2002 Foreign Exchange Risk Premia
by Lynne Evans & Nathan Joseph & Turalay Kenc
2002 Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe
by Andrew Hughes Hallett & Christian R Richter
2002 Comparing the Accuracy of Density Forecasts from Competing Models
by Sarno, Lucio & Valente, Giorgio
2002 Genetic Learning and the Stylized Facts of Foreign Exchange Markets
by Thomas Lux & Sascha Schornstein
2002 Currency Risk in Brazil under Two Different Exchange Rate Regimes
by Marcelo Castelo Branco & Marcio Garcia & Marcelo C. Medeiros
2002 Equilibrium Exchange Rate Policies: Complicit Renegotiation-Proof Outcomes
by Pierre Mella-Barral & Paolo Vitale
2002 Exchange Rate Overshooting and the Forward Premium Puzzle
by Jerry Coakley & Ana-Maria Fuertes
2002 Exchange rate pass-through to consumer prices: a European perspective
by Schröder, Michael & Hüfner, Felix P.
2002 Is there asymmetry in forward exchange rate bias? Multi-country evidence
by Zhou, Su & Kutan, Ali M.
2002 Home bias, transactions costs, and prospects for the Euro: A more detailed analysis
by Mann, Catherine L. & Meade, Ellen E.
2002 Genetic learning as an explanation of stylized facts of foreign exchange markets
by Lux, Thomas & Schornstein, Sascha
2002 Real currency appreciation in accession countries: Balassa-Samuelson and investment demand
by Fischer, Christoph
2002 Central Bank Intervention and Exchange Rate Expectations: Evidence from the Daily DM/US-Dollar Exchange Rate
by Reitz, Stefan
2002 The Empirical Performance of Option Based Densities of Foreign Exchange
by Keller, Joachim G. & Craig, Ben R.
2002 Ppp Tests In Cointegrated Panels: Evidence From Asian Developing Countries
by Syed Abul Basher & Mohammed Mohsin
2002 The Employment, Investment and Current Account Effects of Exchange Rate Policies in a Cash-in-Advance Economy
by Arman Mansoorian & Mohammed Mohsin
2002 Equilibrium Exchange Rates in Transition Countries: Evidence from Dynamic Heterogeneous Panel Models
by Byung-Yeon Kim & Iikka Korhonen
2002 Russias financial markets boom, crisis and recovery 1995-2001, Lessons for Emerging Markets Investors
by Ralph Sueppel
2002 Accounting for Real Exchange Rate Changes in East Asia
by David Parsley
2002 Substituting a Substitute Currency – The Case of Estonia
by Kari Heimonen
2002 A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs
by Gautam Goswami & Milind Shrikhande & Liuren Wu
2002 The Finite Moment Log Stable Process and Option Pricing
by Peter Carr & Liuren Wu
2002 Accouting for Biases in Black-Scholes
by David Backus & Silverio Foresi & Liuren Wu
2002 Balassa-Samuelson Effect in Transition Economies: The Case of Slovenia
by Boštjan Jazbec
2002 Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests
by Imed Drine & Christophe Rault
2002 The Balassa-Samuelson effect in Central and Eastern Europe: Myth or reality?
by Balázs Égert & Imed Drine & Kirsten Lommatzsch & Christophe Rault
2002 Real Exchange Rates in Transition Economies
by Boštjan Jazbec
2002 Equilibrium Real Exchange Rates in Central Europe's Transition Economies: Knocking on Heaven's Door
by Balázs Égert
2002 Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data
by Mario J. Crucini & Mototsugu Shintani
2002 Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data
by Mario J. Crucini & Mototsugu Shintani
2002 A Nonparametric Measure of Convergence Toward Purchasing Power Parity
by Mototsugu Shintani
2002 Is the Bayesian Approach Necessarily Better than the Classical Approach in Unit-Root Test?
by Francis W. Ahking
2002 A Fundamental Theory of Exchange Rates and Direct Currency Trades
by Allen Head & Shouyong Shi
2002 Fundamental determinants of the long run real exchange rate: The case of Norway
by Hilde Christiane Bjørnland and Håvard Hungnes
2002 Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle
by Lise Patureau
2002 Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies
by Jorge Belaire-Franch, & Dulce Contreras & Lorena Tordera-Lledo
2002 Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach
by Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth
2002 External debt in emerging economies: a macrodynamical model of financial fragility
by Eleonora Cavallaro & Marcella Mulino
2002 Unique Equilibrium in a Currency Crisis Model with Heterogeneous Agents
by Gerald Pech
2002 Why Are Rates of Inflation So Low After Large Devaluations?
by Ariel Burstein & Martin Eichenbaum & Sergio T. Rebelo
2002 Measuring Conditional Persistence in Time Series
by George Kapetanios
2002 Testing for Neglected Nonlinearity in Long Memory Models
by George Kapetanios
2002 GLS Detrending for Nonlinear Unit Root Tests
by George Kapetanios & Yongcheol Shin
2002 Short-run Lats Rate Movements: Impact of Foreign Currency Shocks via Trade and Financial Markets
by Martin Kazaks & Duo Qin
2002 Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions
by Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Lau, Sie-Hoe
2002 Hedging currency risk: Does it have to be so complicated?
by Haefliger, Thomas & Waelchli, Urs & Wydler, Daniel
2002 Origins of scaling in FX markets
by Mercik, Szymon & Weron, Rafal
2002 Inflation, Growth and Exchange Rate Regimes in Small Open Economies
by Hernandez-Verme, Paula
2002 Fear of floating
by Reinhart, Carmen & Calvo, Guillermo
2002 Temporary controls on capital inflows
by Reinhart, Carmen & Smith, R Todd
2002 Two Hundred Years of Contagion
by Reinhart, Carmen & Kaminsky, Graciela & Vegh, Carlos
2002 A Modern History of Exchange Rate Arrangements: Parallel Markets and Dual and Multiple Exchange Rates
by Reinhart, Carmen
2002 A Modern History of Exchange Rate Arrangements: Chartbook, 1946-2001
by Reinhart, Carmen
2002 A Modern History of Exchange Rate Arrangements: The Country Histories, 1946-2001
by Reinhart, Carmen
2002 Debt Overhang and Real Exchange Rate Overshooting in the Asian Crisis
by David Vines & Gordon Douglas Menzies
2002 Currency unions and gravity models revisited
by Christie Smith
2002 Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options
by Aron Gereben
2002 Exchange Rate, Equity Prices and Capital Flows
by Harald Hau & Helene Rey
2002 Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
by Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia Pascual
2002 Exchange Rate Dynamics, Learning and Misperception
by Pierre-Olivier Gourinchas & Aaron Tornell
2002 High Frequency Contagion of Currency Crises in Asia
by Takatoshi Ito & Yuko Hashimoto
2002 Time Consistency and Free-Riding in a Monetary Union
by V. V. Chari & Patrick J. Kehoe
2002 The High Demand for International Reserves in the Far East: What's Going On?
by Joshua Aizenman & Nancy Marion
2002 Exchange Rates and Adjustment: Perspectives from the New Open Economy Macroeconomics
by Maurice Obstfeld
2002 Pricing Currency Risk: Facts and Puzzles from Currency Boards
by Sergio L. Schmukler & Luis Serven
2002 Globalization and Changing Patterns in the International Transmission of Shocks in Financial Markets
by Michael D. Bordo & Antu Panini Murshid
2002 The Modern History of Exchange Rate Arrangements: A Reinterpretation
by Carmen M. Reinhart & Kenneth S. Rogoff
2002 Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s
by Takatoshi Ito
2002 Can Subsidiaries of Foreign Banks Contribute to the Stability of the Forex Market in Emerging Economies? A Look at Some Evidence from the Mexican..
by Alejandro Reynoso
2002 Global Transmission of Interest Rates: Monetary Independence and Currency Regime
by Jeffrey A. Frankel & Sergio L. Schmukler & Luis Serven
2002 Productivity and the Euro-Dollar Exchange Rate Puzzle
by Ron Alquist & Menzie D. Chinn
2002 Why Are Rates of Inflation So Low After Large Devaluations?
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo
2002 Default, Currency Crises and Sovereign Credit Ratings
by Carmen M. Reinhart
2002 Disinflation and Fiscal Reform: A Neoclassical Perspective
by Roberto Rigobon
2002 Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market
by Komlos, John & Flandreau, Marc
2002 How does Political Violence Affect Currency Substitution? Evidence from Egypt
by David Fielding & Anja Shortland
2002 Why Do Consumer Prices React less than Import Prices to Exchange Rates ?
by Philippe Bacchetta & Eric van Wincoop
2002 The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach
by Hans Dewachter & Marco Lyrio
2002 Restricted Export Flexibility and Risk Management with Options and Futures
by Axel F. A. Adam-Müller & Kit Pong Wong
2002 Exchange Rate Expectations Redux and Monetary Policy
by Christian Pierdzioch
2002 The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan
by Michael Frenkel & Christian Pierdzioch & Georg Stadtmann
2002 The Bias Against Agriculture in Sub-Saharan Africa: Has It Survived 20 Years of Structural Adjustment Programs?
by Rainer Thiele
2002 Multivariate Cointegration Analysis of Aggregate Exports: Empirical Evidence for the United States, Canada, and Germany
by Hubert Strauß
2002 Are the Central and Eastern European Transition Countries still vullnerable to an Financial Crisis? Results from the Signals Approach
by Axel Brüggemann & Thomas Linne
2002 ¿Sigue El Tipo De Cambio Real Un Proceso De Ajuste No Lineal Hacia El Equilibrio? Evidencia Para El Tipo De Cambio Euro-Dólar
by Paz Rico Belda
2002 The Bias For Forward Exchange Rate And The Risk Premium: An Explanation With A Stochastic And Dynamic General Equilibrium Model
by Juan A. Lafuente & Jesús Ruiz
2002 he Impact of Real Exchange Rates on Japanese Direct Investment in China's Manufacturing: An Empirical Assessment
by Yuqing Xing
2002 Exchange Rate Regimes in the Americas: Is Dollarization the Solution?
by Vittorio Corbo
2002 The Full Convertibility of Renminbi: Sequencing and Influence
by Shucheng Liu & Zhijun Zhao & Yue Ma & Matthew S. Yiu & Yak-yeow Kueh & Shu-ki Tsang
2002 A Currency Board Model of Hong Kong
by Yue Ma & Guy Meredith & Matthew S. Yiu
2002 Can Endogenous Monetary Policy Explain the Deviations from UIP
by Alexius, Annika
2002 What Determines Real Exchange Rates? The Nordic Countries
by Bergvall, Anders
2002 The Stabilizing Properties of Floating Exchange Rates: Some International Evidence
by Bergvall, Anders
2002 Exchange rates and long-term bonds
by Alexius, Annika & Sellin, Peter
2002 Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates: First Results
by Bask, Mikael
2002 Expropriation Risk and Return in Global Equity Markets
by Bansal, Ravi & Dahlquist, Magnus
2002 Do Fundamentals Explain the Behavior of the Real Effective Exchange Rate?
by Nilsson, Kristian
2002 Interest Rate Policy And Its Implication On The Banking Restructuring Programs In Indonesia During The 1997-Financial Crisis: An Empirical Investigation
by Siregar, Reza Y.
2002 Prospects for Asian Monetary Cooperation After the Asian Financial Crisis. Pipedream or Possible Reality?
by Wilson, Peter
2002 Return-volatility linkages in the international equity and currency markets
by Francis, Bill B & Hasan, Iftekhar & Hunter , Delroy M.
2002 Equilibrium Exchange Rates in Transition Countries: Evidence from Dynamic Heterogeneous Panel Models
by Kim, Byung-Yeon & Korhonen, Iikka
2002 Real currency appreciation in accession countries: Balassa-Samuelson and investment demand
by Fischer, Christoph
2002 Investigating the Balassa-Samuelson hypothesis in transition: Do we understand what we see?
by Égert, Balázs
2002 Markov Switching Regimes in a Monetary Exchange Rate Model
by Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas
2002 Exchange Rate Uncertainty and Labour Market Adjustment under Fixed and Flexible Exchange Rates
by Yu-Fu Chen & Michael Funke
2002 Informational Integration and FX Trading
by Martin Evans and Richard K. Lyons
2002 Exchange Rate Regimes and Monetary Independence in East Asia
by Chang-Jin Kim & Jong-Wha Lee
2002 A Framework for Exchange Rate Policy in Korea
by Michael Dooley & Rudi Dornbusch & Yung Chul Park
2002 What do we Understand about Exchange Rates
by P.J.G. Vlaar
2002 The Timing of EU Expansion and the Real Exchange Rate
by Paul Cavelaars
2002 Requirements for successful currency regimes: the Dutch and Thai experiences
by Robert-Paul Berben & Jan Marc Berk
2002 The Polish Zloty and Currency Speculation
by Tatiana Fic
2002 Exchange Rates and Adjustment: Perspectives from the New Open Economy Macroeconomics
by Obstfeld, Maurice
2002 International Business Cycles: The Quantitative Role of Transportation Costs
by Mazzenga, Elisabetta & Ravn, Morten O.
2002 Sovereign Default By Argentina: 'Slow Motion Train Crash' or Self-Fulfilling Crisis?
by García-Fronti, Javier & Miller, Marcus & Zhang, Lei
2002 Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study
by Chowdhury, Ibrahim & Sarno, Lucio & Taylor, Mark P
2002 The Real Exchange Rate Always Floats
by Gylfason, Thorvaldur
2002 The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests
by Apte, Prakesh & Sercu, Piet & Uppal, Raman
2002 Exchange Rate Monitoring Bands: Theory and Policy
by Corrado, Luisa & Miller, Marcus & Zhang, Lei
2002 The Behaviour of Relative Prices in the European Union: A Sectoral Analysis
by Chen, Natalie
2002 Systemic Risk and International Portfolio Choice
by Das, Sanjiv Ranjan & Uppal, Raman
2002 Currency Attacks with Multiple Equilibria and Imperfect Information: The Role of Wage-setters
by Femminis, Gianluca
2002 The Choice of Exchange Rate Regimes: An Empirical Analysis for Transition Economies
by von Hagen, Jürgen & Zhou, Jizhong
2002 The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond
by Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio
2002 The Use of Flow Analysis in Foreign Exchange: Explanatory Analysis
by Gehrig, Thomas & Menkhoff, Lukas
2002 Anchor, Float or Abandon Ship: Exchange Rate Regimes for Accession Countries
by Buiter, Willem H & Grafe, Clemens
2002 Why Are Rates of Inflation So Low After large Devaluations
by Burstein, Ariel Tomas & Eichenbaum, Martin & Rebelo, Sérgio
2002 External Wealth, the Trade Balance and the Real Exchange Rate
by Lane, Philip R. & Milesi-Ferretti, Gian Maria
2002 An Evaluation of International Asset Pricing Models
by Dahlquist, Magnus & Sallstrom, Torbjorn
2002 A Theory of Currency Denomination of International Trade
by Bacchetta, Philippe & van Wincoop, Eric
2002 A Principal Components Approach to Cross-Section Dependence in Panels
by Jerry Coakley & Ana-Maria Fuertes & Ron Smith
2002 Sectoral Productivity and Real Exchange Rate Appreciation: Much Ado about Nothing?
by Vladislav Flek & Lenka Markova & Jiri Podpiera
2002 The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity
by Michel Beine & Agnes Benassy-Quere & Estelle Dauchy & Ronald MacDonald
2002 Exchange Rate Uncertainty and Labour Market Adjustment under Fixed and Flexible Exchange Rates
by Yu-Fu Chen & Michael Funke
2002 Home Bias, Transactions Costs, and Prospects for the Euro: A More Detailed Analysis
by Catherine L. Mann & Ellen E. Meade
2002 On the Choice of an Exchange Regime: Target Zones Revisited
by Jesús Rodríguez López & Hugo Rodríguez Mendizábal
2002 Exchange Rate Monitoring Bands: Theory and Policy
by Corrado, L. & Marcus Miller & Lei Zhang
2002 Currency crises and uncertainty about fundamentals
by Alessandro Prati & Massimo Sbracia
2002 Currency Fluctuations, Liability Dollarization, and the Choice of Exchange Rate Regimes in Emerging Markets
by Patrick N. Osakwe
2002 How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?
by Chris D'Souza
2002 Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence
by Celine Gauthier & David Tessier
2002 Nominal Rigidity, Desired Markup Variations, and Real Exchange Rate Persistence
by Hafedh Bouakez
2002 Does Exchange Rate Policy Matter for Growth?
by Jeannine Bailliu & Robert Lafrance & Jean-François Perrault
2002 A Market Microstructure Analysis of Foreign Exchange Intervention in Canada
by Chris D'Souza
2002 On the Choice of an Exchange Rate Regime: Target Zones Revisited
by Jess Rodr?uez L?ez & Hugo Rodr?uez Mendiz?al
2002 Regimen changes and duration in the European Monetary System
by Simón Sosvilla-Rivero & Reyes Maroto Illera
2002 Exchange Rate Volatility, Trade and “Fixing for Life” in Thailand
by Teuku Rahmatsyah & Gulasekaran Rajaguru & Reza Siregar
2002 On the Missing Link between Currency Substitution and Crises
by Yasuyuki Sawada & Pan A. Yotopoulos
2002 A multicurrency extension of the lognormal interest rate Market Models
by Erik Schlögl
2002 Improving GARCH volatility forecasts with regime-switching GARCH
by Franc Klaassen
2002 Advantages and Disadvantages of the Holding of Gold Reserves by Central Banks - With Special Reference to the Swiss National Bank
by Peter Bernholz
2002 On the Welfare Costs of Exclusion: the Case of Central Eastern Europe
by Cinzia Alcidi & Stefano Manzocchi & Gianmarco I.P. Ottaviano
2002 Accession to the European Union: Real Exchange Rate Dynamics for Candidate Countries
by Fabrizio Coricelli & Bostjan Jazbec
2002 What Caused the 1991 Currency Crisis in India?
by Valerie Cerra & Sweta Chaman Saxena
2002 Purchasing Power Parity and the Real Exchange Rate
by Lucio Sarno & Mark P. Taylor
2002 What Caused the 1991 Currency Crisis in India?
by Valerie Cerra & Sweta Chaman Saxena
2002 Purchasing Power Parity and the Real Exchange Rate
by Lucio Sarno & Mark P. Taylor
2002 Exchange Rates and Adjustment: Perspectives from the New Open- Economy Macroeconomics
by Obstfeld, Maurice
2002 Devaluation and Exports in Interwar Japan: The Effects of Sharp Depreciation of the Yen in the Early 1930s
by Hatase, Mariko
2002 K příčinám měnových krizí - empirie a teorie
by Mojmír Helísek
2002 A Method for Indicating Economic Transition with an Application to Albania
by C. Paul Hallwood & Ronald MacDonald
2002 Currencies, Crises, and Crashes
by Peter Kenen
2002 Speculative Attacks and the Dynamics of Exchange Rates
by Stephen J. Turnovsky & Jian Xu
2002 Post-Plaza intervention in the DEM/USD exchange rate
by Rasmus Fatum
2002 Enlarging European Monetary Union
by Amina Lahreche-Revil
2002 Euro/dollar: Every Body Can Make Mistakes
by Agnes Benassy-Quere
2002 Can the Argentine Peso Resist Competition from the Dollar?
by Jerome Sgard
2002 The Euro in Central and Eastern Europe (CEE countries) : survey evidence from five countries
by Helmut Stix
2002 Determinants of Argentina’s External Trade
by Luis Catão & Elisabetta Falcetti
2002 Le surajustement du taux de change. Une évaluation quantitative en équilibre général
by Jean-Olivier Hairault & Lise Patureau & Thepthida Sopraseuth
2001 Expectations Driven Distortions in the Foreign Exchange Market
by Frank H. Westerhoff
2001 Real Exchange Rates and Monetary Policymaking in the EMU
by Yunus Aksoy
2001 Small sample properties of panel time-series estimators with I(1) errors
by Jerry Coakley, Ana-Maria Fuertes, Ron Smith
2001 Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach
by Jerry Coakley, Ana-Maria Fuertes, Ron Smith
2001 The Impact of Demography on the Real Exchange Rate
by Andersson, Andreas & Österholm, Pär
2001 What Caused the Asian Currency and Financial Crisis?
by Corsetti, G. & Pesenti, P. & Roubini, N.
2001 The Impact of Demography on the Real Exchange Rate
by Andersson, A. & Osterholm, P.
2001 Comment les comportements de Pricing-to-Market affectent l'impact d'une devaluation sur la balance commerciale: une etude empirique sur le cas allemand
by Melka, J.
2001 Commodity Market Integration 1850-1913: Evidence from Britain and Germany
by Klovland, J.T.
2001 Volatility Spillovers between Foreign Exchange and Emerging Stock Markets
by Assoé, K.
2001 The Nonorthodox Currency Boards: The Case of Bulgaria
by Nenovsky, N. & Hristov, K.
2001 Comment sortir d'une situation de competitivite insuffisante et de risque de defaut en changes fixes avec dette en devises?
by Artus, P.
2001 Existe-t-il des seuils psychologiques sur les marches coursiers? Une application au future CAC 40 sur donnees tres haute frequence
by Morel, C. & Teiletche, J.
2001 Three Exchange Rate Regimes and a Monetary Union: Determinacy, Currency Crises, and Welfare
by Nielsen, C.K.
2001 Fixity of Exchange Rates and Efficiency of Monetary Policy in the European Transition Economics. The Experience of the Late 1990's
by Pournarakis, M.
2001 Fixity of Exchange Rates and Efficiency of Monetary Policy in the European Transition Economics. The Experience of the Late 1990's
by Pournarakis, M.
2001 Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach
by Jesús Otero & Costas Milas
2001 Expectations Driven Distortions in the Foreign Exchange Market
by Frank Westerhoff
2001 Currency Substitution and Monetary Union: Evidence from Greece, Portugal and Spain Patterns in Neighboring Areas
by Nikiforos T. Laopodis
2001 Smooth Transitions and Mean Reversion in Real Effective Exchange Rates Patterns in Neighboring Areas
by Charalampos Pattichis
2001 Volatility Transmission between Stock and Foreign Exchange Markets Patterns in Neighboring Areas
by Mo?se Sidiropoulos & Jamel Trabelsi
2001 The interventions of the European Central Bank: Effects, effectiveness, and policy implications
by Frenkel, Michael & Stadtmann, Georg & Pierdzioch, Christian
2001 On crisis models: An alternative crisis definition
by Eliasson, Ann-Charlotte & Kreuter, Christof
2001 Currency Invoicing of U.S. Imports
by Shabtai Donnenfeld & Alfred A. Haug
2001 Demand for Money in the Transition Economy : The Case of the Czech Republic 1993–2001
by Komárek Luboš & Melecký Martin
2001 Currency Substitution in the Transition Economy : A Case of the Czech Republic 1993-2001
by Komárek Luboš & Melecký Martin
2001 REAL Exchange rate trends in transitional countries
by Frait , Jan & Komárek, Luboš
2001 Determinants of the euro real effective exchange rate: a BEER/PEER approach
by Francisco Maeso-Fernandez & Chiara Osbat & Bernd Schnatz
2001 A Leading Indicators Approach to the Predictability of Currency
by Bengi Kibritcioglu & Bulent Kose & Gamze Ugur
2001 Dollarization: An Irreversible Decision
by Roger Craine
2001 Disparities of Exchange Rates in CEE Countries
by Evzen Kocenda
2001 Testing the Gaussian Copula Hypothesis for Financial Assets Dependences
by Y. Malevergne & D. Sornette
2001 International Portfolio Investment: Theory, Evidence, and Institutional Framework
by Sohnke M. Bartram & Gunter Dufey
2001 Detecting Structural Breaks: Exchange Rates in Transition Economies
by Evzen Kocenda
2001 External Constraints on Sustainable Growth in Transition Countries
by Kazimierz Laski
2001 Foreign Exchange Market Intervention in Two Small Open Economies: The Canadian and Australian Experience
by Jeff M. Rogers & Pierre Siklos
2001 Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?
by Mark Aguiar & Fernando Broner
2001 The Determinants of Currency Market Forecasts: An Empirical Study
by John Harvey
2001 Psychological and Institutional Forces and the Determination of Exchange Rates
by John Harvey
2001 External Wealth, the Trade Balance, and the Real Exchange Rate
by Philip R. Lane & Gian Maria Milesi-Ferretti
2001 External Wealth, the Trade Balance, and the Real Exchange Rate
by Philip R. Lane & Gian Maria Milesi-Ferretti
2001 Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data
by Christopher F Baum, Mustafa Caglayan, Neslihan Ozkan
2001 On the Fiscal Implications of Twin Crises
by Craig Burnside & Martin Eichenbaum & Sergio T. Rebelo
2001 A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates
by Chris Brooks & Melvin J. Hinich
2001 Measuring the Real Exchange Rate: Pitfalls and Practicalities
by Luci Ellis
2001 A New Representation for the Foreign Currency Risk Premium
by Bernardino Adão & Maria de Fátima Silva
2001 Assessing the adequacy of measures of Australia’s price competitiveness and structural change
by Harding, Don
2001 Transmission internationale de la volatilité des prix d’actifs financiers : les relations entre les marchés français et américains de 1997 à 2000
by Laborde, David & Rey, Serge
2001 Banking Performance and Speculative Attacks Under Asymmetric Information
by Nabi, Mahmoud Sami
2001 Stopping hot money
by Reinhart, Carmen & Edison, Hali
2001 Fear of Floating: Exchange Rate Flexibility Indices
by Reinhart, Carmen
2001 Tracking the Euro
by Vincent Koen & Laurence Boone & Alain de Serres & Nicola Fuchs
2001 Modelling the long-run real effective exchange rate of the New Zealand Dollar
by Ronald MacDonald
2001 Exchange rate volatility and Currency Union: Some theory and New Zealand evidence
by Dean Scrimgeour
2001 PPP-based analysis of New Zealand's equilibrium exchange rate
by Anne-Marie Brook & David Hargreaves
2001 Optimal Monetary Policy in Closed versus Open Economies: An Integrated Approach
by Richard Clarida & Jordi Gali & Mark Gertler
2001 The Empirics of Monetary Policy Rules in Open Economies
by Richard Clarida
2001 The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond
by Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente
2001 Financial Markets in Times of Stress
by Graciela L. Kaminsky & Carmen M. Reinhart
2001 Fixed versus Flexible: Lessons from EMS Order Flow
by William P. Killeen & Richard K. Lyons & Michael J. Moore
2001 Exchange Rate Exposure
by Kathryn M.E. Dominguez & Linda L. Tesar
2001 The Inter-War Gold Exchange Standard: Credibility and Monetary Independence
by Michael D. Bordo & Ronald MacDonald
2001 International Macroeconomics: Beyond the Mundell-Fleming Model
by Maurice Obstfeld
2001 Portfolio Balance, Price Impact, and Secret Intervention
by Martin D. D. Evans & Richard K. Lyons
2001 Why Has the Euro Been Falling? An Investigation into the Determinants of the Exchange Rate
by Hans-Werner Sinn & Frank Westermann
2001 Domestic Bank Regulation and Financial Crises: Theory and Empirical Evidence from East Asia
by Robert Dekle & Kenneth M. Kletzer
2001 The Role of Large Players in Currency Crises
by Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini
2001 On the Fiscal Implications of Twin Crises
by Craig Burnside & Martin Eichenbaum & Sergio Rebelo
2001 International Liquidity Illusion: On the Risks of Sterilization
by Ricardo J. Caballero & Arvind Krishnamurthy
2001 A Re-Examination of Exchange Rate Exposure
by Kathryn M.E. Dominguez & Linda L. Tesar
2001 FX Trading and Exchange Rate Dynamics
by Martin D. D. Evans
2001 Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?
by Lutz Kilian & Mark P. Taylor
2001 Do PPP and UIP Need Each Other in a Financially Open Economy? The Turkish Evidence
by I. Aysun Gökcan & Erdal Özmen
2001 Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates
by Chihwa Kao
2001 How to Reduce Inflation: An Independent Central Bank or A Currency Board? The Experience of the Baltic Countries
by Jacob De Haan & Helge Berger & Erik Van Fraassen
2001 A Theory of the Currency Denomination of International Trade
by Philippe Bacchetta & Eric van Wincoop
2001 Cointegration Analysis in an Inflationary Environment: What Can We Learn from Ukraine's Nominal Exports?
by Hubert Strauß
2001 Sources of Euro Real Exchange Rate Fluctuations: What Is Behind the Euro Weakness in 1999-2000?
by Jörg Döpke & Jan Gottschalk & Christophe Kamps
2001 Wage and Mobility Effects of Trade and Migration on the Austrian Labour Market
by Hofer, Helmut & Huber, Peter
2001 Forward Discount Puzzle and Liquidity Effects: Some Evidence from Exchange Rates among US, Canada, and Japan
by Fukuta, Yuichi & Saito, Makoto
2001 EMU and the Stability and Volatility of Foreign Exchange: Some Empirical Evidence
by Bask, Mikael & de Luna, Xavier
2001 Evaluation of exchange rate forecasts for the krona’s nominal effective exchange rate
by Degrér, Henrik & Hansen, Jan & Sellin, Peter
2001 Total Factor Productivity and the Real Exchange Rate in a Small Open Economy: The Relative Importance of Permanent and Transitory Shocks
by Hjelm, Göran
2001 TAR models and real exchange rates
by Johansson, Martin
2001 Long-run and Short-run Determinants of the Real Exchange Rate in Zambia
by Mkenda, Beatrice Kalinda
2001 How to Beat the Random Walk
by Alexius, Annika
2001 Does the Nominal Exchange Rate Regime Matter for Investment?
by Hjalmar Böhm & Michael Funke
2001 Real Exchange Rates in the Long Run: Evidence from Historical Data
by Anton Muscatelli & Franco Spinelli & Carmine Trecroci
2001 The Foreign Exchange Risk Premium: Real and Nominal Factors
by Hollifield, Burton & Yaron, Amir
2001 On the Strength of the US dollar: Can it be Explained by Output Growth?
by P.J.G. Vlaar
2001 (EURO) Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel
by J.J.J. Groen
2001 Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models
by J.J.J. Groen & F. Kleibergen
2001 Investor reactions to news: an analysis of the euro-dollar exchange rate
by Henriette Prast & Marc de Vor
2001 Scaling Relationships of Gaussian Processes
by Batten, Jonathan & Craig Ellis
2001 Scaling Foreign Exchange Volatility
by Jonathan Batten & Craig Ellis
2001 Exchange Rates and Casualties During the First World War
by George J. Hall
2001 Do Foreign Exchange Markets Matter Dor Industry Stock Returns ? An empirical investigation
by Vincent BODART & Paul REDING
2001 The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America
by Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas
2001 A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates
by Payne, Richard & Vitale, Paolo
2001 Core, Periphery, Exchange Rate Regimes and Globalization
by Bordo, Michael D & Flandreau, Marc
2001 Managed Floating: Understanding the New International Monetary Order
by Bofinger, Peter & Wollmershaeuser, Timo
2001 The Cost of Capital in International Financial Markets: Local or Global
by Koedijk, Kees & Kool, Clemens J. M. & Schotman, Peter C & Van Dijk, Mathijs A
2001 Sovereign Risk and Return in Global Equity Markets
by Bansal, Ravi & Dahlquist, Magnus
2001 Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?
by Kilian, Lutz & Taylor, Mark P
2001 Nominal Debt and the Dynamics of Currency Crises
by Corsetti, Giancarlo & Mackowiak, Bartosz Adam
2001 On the Fiscal Implications of Twin Crises
by Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio
2001 Purchasing Power Parity and the Real Exchange Rate
by Sarno, Lucio & Taylor, Mark P
2001 International Risk-Sharing and the Exchange Rate: Re-evaluating the Case for Flexible Exchange Rates
by Devereux, Michael B
2001 Speculation and the Decision to Abandon a Fixed Exchange Rate Regime
by Pastine, Ivan
2001 Real Exchange Rate Dynamics in Transition Economies
by Coricelli, Fabrizio & Jazbec, Bostjan
2001 The Mechanics of a Successful Exchange-Rate Peg: Lessons for emerging Markets
by Dueker, Michael & Fischer, Andreas M
2001 Equilibrium Exchange Rate Policies: Complicit Renegotiation-Proof Outcomes
by Mella-Barral, Pierre & Vitale, Paolo
2001 Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?
by Sarno, Lucio & Taylor, Mark P
2001 Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles
by Peel, David & Sarno, Lucio & Taylor, Mark P
2001 Testing for unit roots on heterogeneous panels: A sequential approach
by Nguyen, Anh & Hénin, Pierre-Yves & Jolivaldt, Philippe
2001 Sector Sensitivity to Exchange Rate Fluctuations
by Michel Fouquin & Khalid Sekkat & J. Malek Mansour & Nanno Mulder & Laurence Nayman
2001 Exchange Rates and fundamentals - a Non-Linear Relationship?
by Paul De Grauwe & Isabel Vansteenkiste
2001 Macroeconomic news and the euro/dollar exchange rate
by Gabriele Galati & Corrinne Ho
2001 Exchange Rate Risk and Interest Rate : A Case Study for Turkey
by Hakan Berument & Aslý Günay
2001 Why is the Business-Cycle Behavior of Fundamentals Alike Across Exchange-Rate Regimes?
by Luca Dedola & Sylvain Leduc
2001 Three Exchange Rate Regimes and a Monetary Union: Determinacy, Currency Crises, and Welfare
by Carsten K. Nielsen
2001 On Commodity-Sensitive Currencies and Inflation Targeting
by Clinton, Kevin
2001 A Perspective on Modelling the Real Trade Weighted Index Since the Float
by Shakila Aruman & Mardi Dungey
2001 A panel cointegration approach to the estimation of the peseta real exchange rate
by Mariam Camarero & Cecilio Tamarit
2001 Business Cycle and Speculative Pressures in a Target Zone
by M. Isabel Campos López & M. Araceli Rodríguez López
2001 Internal and external exchange rate equilibrium in a cointegration framework. An application to the Spanish peseta
by Enrique Alberola & Humberto López
2001 Do reductions in black market exchange rate premia cause inflation?
by Bruno Larue & Jean-Philippe Gervais
2001 Welfare Effects of Uzbekistanís Foreign Exchange Regime
by By Christoph B. Rosenberg & Maarten de Zeeuw
2001 Exchange Rate Regimes and Inflation Persistence
by Michael Bleaney
2001 Welfare Effects of Uzbekistanís Foreign Exchange Regime
by By Christoph B. Rosenberg & Maarten de Zeeuw
2001 Exchange Rate Regimes and Inflation Persistence
by Michael Bleaney
2001 Further Monetary Easing Policies under the Non-negativity Constraints of Nominal Interest Rates: Summary of the Discussion Based on Japan's Experience
by Oda, Nobuyuki & Okina, Kunio
2001 On the Way to European Union: Nominal and Real Convergence in Transition Countries
by Jan Frait & Luboš Komárek
2001 Speculative attacks with unpredictable or unknown foreign exchange reserves
by Gregor W. Smith
2001 What impact does the choice of formula have on international comparisons?
by Keir G. Armstrong
2001 L'insoutenable legerete de l'euro
by Vincent Koen & Laurence Boone & Alain de Serres & Nicola Fuchs-Schundeln
2001 Theorie de la croissance et taux de change reel : une approche neoclassique
by Ignacio Briones
2001 Taux de change reel et effet Balassa-Samuelson
by Romain Duval
2001 Flight from the Old Euro-Area Currencies
by Hans-Werner Sinn
2001 Exchange Rate Regimes and Economic Integration: The Case of the Accession Countries
by Jürgen Kröger & Denis Redonnet
2001 "Dumb And Dumber" Explanations For Exchange Rate Dynamics
by S. Brock Blomberg
2001 Taux de change et régions : un cadre conceptuel pour anticiper l'euro
by José Corpataux & Olivier Crevoisier & Alain Thierstein
2001 La faiblesse de l'euro. Une explication monétaire
by E´ ric girardin & Virginie Boinet
2001 Taux de change réel et démographie dans une petite économie ouverte
by Karine Gente
2001 L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar
by Aurélie Boubel & Sébastien Laurent & Christelle Lecourt
2001 Épargne privée, solde budgétaire et taux de change réel
by Laurent Maurin
2000 Bayesian Target Zones
by Catherine S. Forbes & Paul Kofman
2000 A Fundamental Theory of Exchange Rates and Direct Currency Trades
by Allen Head & Shouyong Shi
2000 When does the Oil Price Affect the Norwegian Exchange Rate?
by Akram, Q.F.
2000 A Positive Lyapunov Exponent in Swedish Exchange Rates?
by Bask, Mikael
2000 Nominal Debt and the Dynamics of Currency Crises
by Corsetti, G. & Mackowiak, B.
2000 Nominal Debt and the Dynamics of Currency Crises
by Corsetti, G. & Mackowiak, B.
2000 The Role of the Exchange Rate in Economic Growth
by MacDonald, R.
2000 Exchange Rate Regimes and Macroeconomic Stability: The Case of Sweden 1972-1996
by Bergvall, A.
2000 Exchange Rate Regimes and International Business Cycle
by Sopraseuth, T.
2000 Mean-Reversion Versus Adjustment to PPP: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998
by Bessec, M.
2000 Exchange Rate Strategies in the Competition for Attracting FDI
by Benassy-Quere, A. & Fontagne, L. & Lahreche-Revil, A.
2000 A "Market Clearing" Model of the International Business Cycle that Explains the 1980s
by Pikoulakis, E.V.
2000 Capital Controls and Exchange Rate Instability in Developing Countries
by Glick, R. & Hutchison, M.
2000 Pagging and Macroeconomic Performance in East Asia
by Moreno, R.
2000 Fixed or Floating: Is It Still Possible to Manage in the Middle?
by Glick, R.
2000 Why Do Countries Float the Way They Float?
by Panizza, U. & Stein, E.H. & Hausmann, R.
2000 Forecasting Multifractal Volatility
by Calvet, L.
2000 Does the Exchange Rate Regime Affect Export Volumes? Evidence from Bilateral Exports in the US-UK Trade: 1900-1998
by Fountas, S. & Aristotelous, K.
2000 A Large Poisson Currency Crises Game: Towards a Theory of Both the Onset and the Swiftness of Currency Attacks
by Makris, M.
2000 Two Islands - Two Monies: the Effect of Breaking the Sterling Link on Anglo-Irish Trade
by Walsh, B.
2000 Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics?
by Hodrick, R. & Vassalou, M.
2000 An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1999
by Campa, J.M. & Chang, P.H.K. & Refalo, J.F.
2000 Quels effets de la disparition eventuelle de la bulle speculative sur les actions americaines?
by Artus, P.
2000 Quel systeme de change dans les pays emergents?
by Artus, P.
2000 Choc sur l'efficacite du capital aux Etats-Unis, equilibre economique et bien etre a court, moyen et long termes aux E-U et dans le reste du mondes
by Artus, P.
2000 L'Euro, seconde monnaie de reserve internationale et le dollar, seule monnaie de transaction
by Artus, P.
2000 Expectations and Information in Second Generation Currency Crises Models
by Sbracia, M. & Zaghini, A.
2000 Leading Indicators of Currency Crises in Emerging Economies
by Burkart, O. & Coudert, V.
2000 Monetary Policy and Exchange Rate Behavior in the Fiscal Theory of the Price Level
by Andres, J. & Ballabriga, F. & Valles, J.
2000 Modelling the FF/DM Rate by Thresholding Cointegration Analysis
by Baghli, M.
2000 Trade and Exchange Rate Policy Options for the CFA Countries: Sumulations with a CGE Model for Cameroon
by Njinkeu, D. & Bamou, E.
2000 A Large Poisson Currency Crises Game: Towards a Theory of Both the Onset and the Swiftness of Currency Attacks
by Makris, M.
2000 Exchange Rate Volatility's Dependence on Different Degrees of Competition under Different Learning Rules. A Market Microstructur Approach.
by Wuthe, N.
2000 The Option of Financial Liberalisation for Emerging Markets
by de Brito, J.B.
2000 The British foreign exchange reserves puzzle
by Hüfner, Felix P.
2000 Private and public information in self-fulfilling currency crises
by Metz, Christina E.
2000 Concepts to Calculate Equilibrium Exchange Rates: An Overview
by MacDonald, Ronald
2000 The determinants of the euro-dollar exchange rate: synthetic fundamentals and a non-existing currency
by Clostermann, Jörg & Schnatz, Bernd
2000 Monetary Non-Superneutrality and Endogenous Time Preference in an Infinitely Lived, Representative Agent Model
by Eric Kam
2000 The Global Capital Market: Benefactor or Menace?
by Maurice Obstfeld
2000 Official Foreign Exchange Interventions in the Czech Republic: Did They Matter?
by Balázs Égert & Luboš Komárek &
2000 Merchandise Trade Balances of Less Developed Countries and Exchange Rate of the U.S. Dollar: Cases of Iran, Venezuela & Saudi Arabia
by Ayoub Yousefi
2000 El sector externo en el Uruguay 1911-1930
by Héctor Tajam
2000 Testing the Balassa-Samuelson Effect: Implications for Growth and PPP
by João Ricardo Faria & Miguel León-Ledesma
2000 Implicit Band within the Announced Exchange Rate Band
by Miklós Koren
2000 Very high interest rates and the cousin risks: Brazil during the Real Plan
by Márcio Gomes Pinto Garcia & Tatiana Didier
2000 How Much Does Trade and Financial Contagion Contribute to Currency Crises? The Case of Korea
by Duo Qin
2000 Was Italy ever on gold?
by Tattara, Giuseppe
2000 Volatility and the Euro: an Irish perspective
by Cotter, John
2000 Some Policy Issues Regarding an Early Warning System
by Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela
2000 Early Warning System: An Assessment of Vulnerability
by Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela
2000 Rating the Rating Agencies
by Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela
2000 Early Warning System: Empirical Results from The Signals Approach
by Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela
2000 Methodology for an Early Warning System: The Signals Approach
by Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela
2000 The Wake of Crises and Devaluations
by Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela
2000 Notes on contagion
by Reinhart, Carmen & Kaminsky, Graciela & Goldstein, Morris
2000 The mirage of floating exchange rates
by Reinhart, Carmen
2000 Political contagion in currency crises: A comment
by Reinhart, Carmen
2000 When Does the Oil Price Affect the Norwegian Exchange Rate?
by Qaisar Farooq Akram
2000 EMU, The Euro and The European Policy Mix
by Jonathan Coppel & Martine Durand & Ignazio Visco
2000 Does the Exchange Rate Regime Affect Export Volumes? Evidence from Bilateral Exports in the US-UK trade: 1900-1998
by Stilianos Fountas & Kyriacos Aristotelous
2000 On the Desirability of a Regional Basket Currency Arrangement
by Eiji Ogawa & Takatoshi Ito
2000 Fear of Floating
by Guillermo A. Calvo & Carmen M. Reinhart
2000 The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap
by Lars E.O. Svensson
2000 The Credit Crunch in East Asia: What can Bank Excess Liquid Assets Tell us?
by P.R. Agenor & J. Aizenman & A. Hoffmaister
2000 International Capital Inflows, Domestic Financial Intermediation and Financial Crises under Imperfect Information
by Menzie D. Chinn & Kenneth M. Kletzer
2000 Verifiability and the Vanishing Intermediate Exchange Rate Regime
by Jeffrey Frankel & Sergio Schmukler & Luis Serven
2000 Fin de Siecle Real Interest Parity
by Eiji Fujii & Menzie D. Chinn
2000 Exchange Rate Regimes and Financial-Market Imperfections
by Joshua Aizenman & Ricardo Hausmann
2000 Price Level Convergence Among United States Cities: Lessons for the European Central Bank
by Stephen G. Cecchetti & Nelson C. Mark & Robert J. Sonora
2000 On the Fundamentals of Self-Fulfilling Speculative Attacks
by Craig Burnside & Martin Eichenbaum & Sergio T. Rebelo
2000 How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?
by Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh
2000 Bayesian Soft Target Zones
by Forbes, C.S. & Kofman, P.
2000 Exchange Rate Volatility and Macroeconomic Performance in Hong Kong
by Crosby, M.
2000 Le Currency Board : les contraintes de financement et d'ajustement de la convertibilité intégrale
by PONSOT, Jean-François
2000 Conditional Distributions in the Krugman Target Zone Model and Undeclared Narrower Bands
by Dirk Veestraeten
2000 Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period
by Katarina Juselius & Ronald MacDonald
2000 International Parity Relationships between Germany and the United States: A Joint Modelling Approach
by Katarina Juselius & Ronald MacDonald
2000 The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis
by Christian Pierdzioch
2000 Noise Traders'Trigger Rates, FX Options, and Smiles
by Christian Pierdzioch
2000 The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates
by Philip R. Lane & Gian Maria Milesi-Ferretti
2000 Exchange Rate Regimes and Macroeconomic Stability: The Case of Sweden 1972-1996
by Bergvall, Anders
2000 Customer trading and information in foreign exchange markets
by Bjonnes,H. & Rime,D.
2000 FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets
by Bjonnes,H. & Rime,D.
2000 Private or public information in foreign exchange markets? : an empirical analysis
by Rime,D.
2000 Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices
by Bergman, Michael & Cheung, Yin-Wong & Lai, Kon S.
2000 The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap
by Svensson, Lars
2000 Money Shocks in a Small Open Economy with Dollarization, Factor Price Rigidities, and Nontradeables
by Sarajevs, Vadims
2000 Paper tigers? A model of the Asian crisis: Comment
by Nikolaus A. Siegfried & Vera Zitzmann
2000 FX trading and Exchange Rate Dynamics
by Martin Evans
2000 Nominal Debt and the Dynamics of Currency Crises
by Giancarlo Corsetti & Bartosz Mackowiak
2000 Options-based analysis of emerging market exchange rate expectations: Brazil's real plan, 1994-1999, An
by Campa, Jose M. & Chang, Kevin & Refalo, James F.
2000 Currency Conversion in the Anti-dumping Agreement
by Jong Bum Kim
2000 Appropriate Exchange Rate Regime in Developing Countries : The Case of Korea
by Choe Shick Chung & Doo Yong Yang
2000 Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders
by Giancarlo Corsetti & Amil Dasgupta & Stephen Morris & Shin, Hyun
2000 Taux d’intérêt et taux de change réel dans un modèle à horizons finis
by Karine GENTE
2000 The Internationalisation of the Yen: Essential Issues Overlooked
by Tetsuji Murase
2000 A Multivariate I(2) Cointegration Analysis Of German Hyperinflation
by Dimitris Georgoutsos & George Kouretas
2000 Why was the Euro Weak? Markets and Policies
by Cohen, Daniel & Loisel, Olivier
2000 An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil’s Real Plan, 1994-1999
by Campa, José Manuel & Chang, Kevin & Refalo, James F
2000 Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders
by Corsetti, Giancarlo & Dasgupta, Amil & Morris, Stephen & Shin, Hyun Song
2000 Exchange Rates and Trade: How Important is Hysteresis in Trade?
by Campa, José Manuel
2000 The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap
by Svensson, Lars E O
2000 On the Fundamentals of Self-Fulfilling Speculative Attacks
by Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio
2000 The Exchange Rate - A Shock-Absorber or Source of Shocks? A Study of Four Open Economies
by Artis, Michael J & Ehrmann, Michael
2000 The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates
by Lane, Philip R. & Milesi-Ferretti, Gian Maria
2000 Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns
by Vassalou, Maria
2000 Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate
by Caner, Mehmet & Kilian, Lutz
2000 Outsiders In Economic Integration: The Case of a Transition Economy
by Manzocchi, Stefano & Ottaviano, Gianmarco Ireo Paolo
2000 Optimal Currency Areas: Why Does The Exchange Rate Regime Matter?
by Buiter, Willem H
2000 Monetary Misconceptions: New and Old Paradigmata and Other Sad Tales
by Buiter, Willem H
2000 Ten Years of Transformation: Macroeconomic Lessons
by Wyplosz, Charles
2000 Net Foreign Assets and the Exchange Rate: Redux Revived
by Michele Cavallo & Fabio Ghironi
2000 Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan
2000 Interest Rate Rules for Fixed Exchange Rate Regimes
by Gianluca Benigno & Pierpaolo Benigno & Fabio Ghironi
2000 The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test
by Natalya Delcoure & John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty
2000 Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums
by John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty
2000 Leading Indicators of Currency Crises in Emerging Economies
by Burkart, O. & Coudert, V.
2000 Expectations and information in second generation currency crises models
by Massimo Sbracia & Andrea Zaghini
2000 Monetary Policy and Exchange Rate Behavior in the Fiscal Theory of the Price Level
by Javier Andrés & Fernando Ballabriga & Javier Vallés
2000 Modelling Risk Premiums in Equity and Foreign Exchange Markets
by Garcia, René & Kichian, Maral
2000 Quelques résultats empiriques relatifs à l'évolution du taux de change Canada/États-Unis
by Ramdane, Djoudad & Tessier, David
2000 The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables
by Nikola Gradojevic & Jing Yang
2000 International Financial Crises and Flexible Exchange Rates: Some Policy Lessons from Canada
by Murray, John & Mark Zelmer & Zahir Antia
2000 Were The Peseta Exchange Rate Crises Forecastable During Target Zone Period?
by M. Isabel Campos & Zenón Jiménez-Ridruejo
2000 Uniform Output Subsidies In An Economic Union With Firms Heterogeneity
by Bernardo Moreno & José L. Torres
2000 Technical Analysis In Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules
by Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix
2000 Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997
by Jeyanthi Karuppiah & Cornelis A. Los
2000 Devaluation of fixed exchange rates: optimal strategy in the presence of speculation
by Ivan Pastine
2000 A monetary analysis of the Drachma/ECU exchange rate determination, 1980-1991
by George Zis & Athanasios P. Papadopoulos
2000 The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study
by Ronald MacDonald & Jun Nagayasu
2000 Life at the Top: International Currencies in the 21st Century
by Benjamín J Cohen
2000 ¿Debe Chile Dolarizar?
by Juan Andrés Fontaine & Rodrigo Vergara
2000 Monetary Policy and Exchange Rate Choices for Mexico
by Agustín Carstens & Alejandro Werner
2000 The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study
by Ronald MacDonald & Jun Nagayasu
2000 Exchange Rates and Monetary Measures
by Evžen Kočenda & Juraj Valachy
2000 Monetary Conditions Indicators
by Martin Čihák & Tomáš Holub
2000 Exchange Rates and Foreign Trade - An Example Involving Japan and the USA
by Jiří Jaroš
2000 Black Market Rates and Official Rates in Armenia: Evidence from Causality Tests in Alternative Regimes
by Nicholas Apergis
2000 Continuous Time Decision-Making in a Partially Decentralized Multiple Dealership Forex Market and Equilibrium Exchange Rate
by Alexis Derviz
2000 The failure of the monetary exchange rate model for the Canadian-U.S. dollar
by David O. Cushman
2000 Credit market imperfections and exchange rate variability
by Wai-Ming Ho
2000 Quel role pour les controles des mouvements internationaux de capitaux ?
by Jean-Pierre Allegret
2000 Foreign exchange intervention (Pro and contra) : contra - there's no point in intervention to support the Euro
by Adam Posen
2000 Foreign exchange intervention (Pro and contra) : pro - the ECB should intervene to support the Euro
by Niels Thygesen
2000 The Eurosystem in the international monetary system : the European Monetary Union
by Tommaso Padoa-Schioppa
2000 The Choice of Exchange Rate Regime and Monetary Target in Highly Dollarized Economies
by Andrew Berg & Eduardo Borensztein
1999 A Simple Dynamic General Equilibrium Analysis of the Trade-Off Between Fixed and Floating Exchange Rates
by Devereux, M.B.
1999 How Does a Devaluation Affects the Current Account?
by Devereux, M.B.
1999 Review of International Economics. Real Exchange Rate Trends and Growth: A Model of East Asia
by Devereux, M.B.
1999 Zum Einfluss des Hedging auf das Kreditvergabeverhalten der Banken
by Peter Seethaler
1999 Non-Linear Dependence in Inter-War Exchange Rates: Some Further Evidence
by David G.MacMillan & Alan E. H.Speight
1999 Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors
by Kilian, L. & Zha, T.
1999 Dépendance de court et de long terme des rendements de taux de change
by Christelle Lecourt
1999 Whether and When to Liberalize Capital Account and Financial Services
by Williamson, J. & Drabek, Z.
1999 Can Political Variables Really Predict Exchange Rate Movements?
by Blomberg, S.B. & Mountford, A.
1999 The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia
by Kim, S.-J. & Sheen, J.
1999 Whether and When to Liberalize Capital Account and Financial Services
by Williamson, J. & Drabek, Z.
1999 Is the Forward Rate for the Greek Drachma Unbiased? A VECM Analysis with both Overlapping and Non-Overlapping Data
by Zacharatos, N. & Sutcliffe, C.
1999 Price Discovery on Foreign Exchange Markets with Differentially Informed Traders
by de Jong, F. & Mahieu, R. & Schotman, P. & Leeuwen, I.
1999 Transition Strategies and Nominal Anchors on the Road to Greater Exchange-Rate Flexibility
by Eichengreen, B. & Masson, P. & Savastano, M. & Sharma, S.
1999 Real Exchange Rates and Real Interest Rates: a nonlinear Perspective
by Bec, F. & Salem, M.B. & MacDonald, R.
1999 Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data
by Benassy-Quere, A. & Larribeau, S. & MacDonald, R.
1999 Exchange Rate Regimes and Business Cycle Properties: Some Stylized Facts
by Sopraseuth, T.
1999 Exchange Rate Regimes and Business Cycle Properties: Some Stylized Facts
by Sopraseuth, T.
1999 Sterilization Costs and Exchange Rate Targeting
by Keltzer, K. & Spiegel, M.
1999 Sources of Movements in Real Exchange Rates - Evidence from Pacific Basin Economies
by Wang, P.
1999 Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors
by Kilian, L. & Zha, T.
1999 Currency Portfolios and Nominal Exchange Rates in a Dual Currency Search Economy
by Craig, B. & Waller, C.J.
1999 Currency Portfolios and Nominal Exchange Rates in a Dual Currency Search Economy
by Craig, B. & Waller, C.J.
1999 Moving the Escudo into the Euro
by de Macedo, J.B. & Nunes, L.C. & Covas, F.
1999 Decomposing Exchange Rate Volatility Around the Pacific Rim
by Dungey, M.H.
1999 Decomposing Exchange Rate Volatility Around the Pacific Rim
by Dungey, M.H.
1999 How Sure are we About PPP Panel Evidence with the Null of Stationary Real Exchange Rates
by Kuo, B.-S. & Mikkola, A.
1999 Indonesia: Long Road to Recovery
by Radelet, S.
1999 Exchange Rate Choices
by Cooper, R.N.
1999 The Impact of the Exchange Rate Regime on Exports: Evidence from Bilateral Exports in the European Monetary System
by Aristotelous, K. & Fountas, S.
1999 The Impact of the Exchange Rate Regime on Exports: Evidence from Bilateral Exports in the European Monetary System
by Aristotelous, K. & Fountas, S.
1999 Exchange Rate Pass-Through, the Terms of Trade and the Trade Balance
by Murphy, E. & Iapadre, L.
1999 Exchange Rate Pass-Through, the Terms of Trade and the Trade Balance
by Murphy, E. & Iapadre, L.
1999 Monitoring Structural Change in Variance, with an Application to European Nominal Exchange Rate Volatility
by Carsoule, F. & Franses, P.H.
1999 Detecting Structural Breaks: Exchange Rates in Transition Economies
by Kocenda, E.
1999 Incentive Policies and Manufactures Exports in North Africa
by Sekkat, K. & Varoudakis, A.
1999 Incentive Policies and Manufactures Exports in North Africa
by Sekkat, K. & Varoudakis, A.
1999 Implications for Africa of Initiatives by the WTO, European Union, and U.S
by Plunkett, D.J.
1999 Dollarization and Its Implications in Ghana
by Stryker, J.D.
1999 Asymmetric Central Bank Reaction Functions: An Application of Smooth Transition Regression
by Denny, K.
1999 The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates
by Fornari, F. & Monticelli, C. & Pericoli, M. & Tivegna, M.
1999 The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates
by Fornari, F. & Monticelli, C. & Pericoli, M. & Tivegna, M.
1999 The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?
by Wei, S.J. & Kim, J.
1999 Any Sense in a Canadian Dollar?
by Crow, J.
1999 Le role des investissements directs etrangers dans le financement de la croissance et la stabilisation des taux de change
by Artus, P.
1999 Equilibre financier entre les Etats-Unis et le Japon: la theorie est-elle confirmee par les faits?
by Artus, P.
1999 Quels effets sur l'Europe d'une deformation des portefeuilles des investisseurs asiatiques en faveur de l'Euro et au detriment du Dollar? le role de la reaction de la Banque centrale europeenne
by Artus, P.
1999 Taux de change, aleas reels et volatilite
by Artus, P.
1999 Speculateurs, investisseurs et attaques speculatives alors que les changes fixes pouvaient etre conserves
by Artus, P.
1999 From Fixers to Floaters: an Empirical Analysis of the Decline in Fixed Exchange Rate Regimes
by Bratberg, E. & Legernes, L.E. & Vardal, E.
1999 From Fixers to Floaters: an Empirical Analysis of the Decline in Fixed Exchange Rate Regimes
by Bratberg, E. & Legernes, L.E. & Vardal, E.
1999 Implications for Africa of Initiatives by the WTO, European Union, and U.S
by Plunkett, D.J.
1999 Dollarization and Its Implications in Ghana
by Stryker, J.D.
1999 Estimating Gram-Charlier Expansions with Positivity Constraints
by Jondeau, E. & Rockinger, M.
1999 Internal and External Exchange Rate Equilibrium in a Cointegration Framework. An Application to the Spanish Peseta
by Alberola, E. & Lopez, H.
1999 Monetary and Exchange Rate Policy in Kenya
by Ndung'u, N.S.
1999 Monetary and Exchange Rate Policy in Kenya
by Ndung'u, N.S.
1999 Exchange Rate Policy and Prices Determination in Botswana
by Atta, J.K. & Jefferis, K.R. & Mannathoko, I. & Siwawa-Ndai, P.
1999 Exchange Rate Policy and Prices Determination in Botswana
by Atta, J.K. & Jefferis, K.R. & Mannathoko, I. & Siwawa-Ndai, P.
1999 Price, Exchange Rate Volatility and Nigeria's Agricultural Trade Flows: a Dynamic Analysis
by Adubi, A.A. & Okunmadewa, F.
1999 Price, Exchange Rate Volatility and Nigeria's Agricultural Trade Flows: a Dynamic Analysis
by Adubi, A.A. & Okunmadewa, F.
1999 Exchange Rate Volatility: the Impact of Learning Behaviour and the Institutional Framework. A Market Microstructure Approach
by Wuthe, N.
1999 Outsiders in Economic Integration: the Case of a Transition Economy
by Manzocchi, S. & Ottaviano, G.I.P.
1999 Euro Exchange Rates: What Can Be Expected in Terms of Volatility?
by Coutinho, L.
1999 The Foreign Exchange Risk Premium: Real and Nominal Factors
by Hollifield, B. & Yaron, A.
1999 The Anatomy of the East Asian Crisis: an Alternative Model of Currency Crises
by de Brito, J.B.
1999 Chaos in a Standard Equilibrium Exchange-Rate Model
by Da Silva, S. & Bailey, R.
1999 Exchange Rate Dynamics Redux and Chaos
by Da Silva, S.
1999 Internal and External Exchange Rate Equilibrium in a Cointegration Framework. An Application to the Spanish Peseta
by Enrique Alberola & Humberto López
1999 Analyzing Devaluation Fears in an Emerging Forward Exchange Market: Greece During 1992
by Sarantis C. Kalyvitis & Nicos V. Karamouzis
1999 An Exchange Market Pressure Model for India
by Priya Mathur
1999 What's on their mind: do exchange rate forecasters stick to theoretical models?
by Schröder, Michael & Dornau, Robert
1999 Exchange rate regimes and fiscal discipline in OECD countries
by Heinemann, Friedrich
1999 Die EWWU als Club: Positive und normative Implikationen für den Beitritt mittel- und osteuropäischer Reformstaaten ; Beitrag für den Projektbericht: Währungspolitische Optionen für die mittel- und osteuropäischen Beitrittskandidaten zur EU
by Sell, Friedrich L.
1999 On Cash in Advance Constraints for Open Economies
by Arman Mansoorian
1999 The Financial Crisis in Russia
by Elli Malki
1999 The Real Interest Differential Model after Twenty Years
by Alan G. Isaac & Suresh de Mel
1999 Exchange Rate Regime Credibility, the Agency Cost of Capital and Devaluation
by Roger Craine
1999 Exchange Rate Regimes for Emerging Markets: Moral Hazard and International Overborrowing
by Ronald I. McKinnon & Huw Pill
1999 The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?
by Shang-Jin Wei & Jungshik Kim
1999 Currency Crises: Is Central America Different?
by Gerardo Esquivel & Felipe Larraín
1999 Border, Border, Wide and Far, How We Wonder What You Are
by David C. Parsley & Shang-Jin Wei
1999 On the timing of balance of payments crises: Disaggregated information and interest rate policy
by Fernando Broner
1999 Newton's Gravity Law and Import Prices in the Asia Pacific
by Webber, A.
1999 Dynamic and Long Run Responses of Import Prices to the Exchange Rate in the Asia-Pacific
by Webber, A.
1999 Hedging and Financial Fragilities in Fixed Exchange Rate Regimes
by Burnside, C. & Eichenbaum, M. & Rebelo, S.
1999 O prêmio de risco da taxa de câmbio no Brasil
by Márcio Gomes Pinto Garcia & Gino A. Olivares
1999 A Structural Vector Autoregression Model of Monetary Policy in Australia
by Andrea Brischetto & Graham Voss
1999 How Much Did Excess Debt Contribute to the 1997 Currency Crisis in Korea?
by Duo Qin
1999 Suez and Sterling, 1956
by Adam Klug & Gregor W. Smith
1999 Une analyse de la compétitivité-prix des PTM et des PECO face à la Zone Euro
by Bouoiyour, Jamal & Rey, Serge
1999 Recent financial crisis in Malaysia: response, results, challenges
by Hasan, Zubair
1999 The Equilibrium Real Exchange Rate: Evidence from Turkey
by Alper, C. Emre & Saglam, Ismail
1999 Politiques économiques et dynamiques du taux de change et du prix des actions avec effets de “pass-through”
by Dai, Meixing & Sidiropoulos, Moïse
1999 Do capital controls influence the volume and composition of capital flows? Evidence from the 1990s
by Reinhart, Carmen & Montiel, Peter
1999 The Impact of the Exchange Rate Regime on Exports: Evidence from Bilateral Exports in the European Monetary System
by Stilianos Fountas & Konstantinos N. Segredakis
1999 Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders
by Yin-Wong Cheung & Menzie D. Chinn
1999 Traders, Market Microstructure and Exchange Rate Dynamics
by Yin-Wong Cheung & Menzie D. Chinn
1999 Market Structure and the Persistence of Sectoral Real Exchange Rates
by Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii
1999 Antidumping Investigations and the Pass-Through of Exchange Rates and Antidumping Duties
by Bruce A. Blonigen & Stephen E. Haynes
1999 The Market Microstructure of Central Bank Intervention
by Kathryn M. Dominguez
1999 Order Flow and Exchange Rate Dynamics
by Martin D.D. Evans & Richard K. Lyons
1999 Exchange Rates in Emerging Economies: What Do We Know? What Do We Need to Know?
by Sebastian Edwards & Miguel A. Savastano
1999 International Trade and Factor Mobility: An Empirical Investigation
by Linda S. Goldberg & Michael W. Klein
1999 Hedging and Financial Fragility in Fixed Exchange Rate Regimes
by Craig Burnside & Martin Eichenbaum & Sergio Rebelo
1999 Latin America and East Asia in the Context of an Insurance Model of Currency Crises
by Menzie D. Chinn & Michael P. Dooley & Sona Shrestha
1999 The Business Cycles of Balance-of-Payment Crises: A Revision of Mundellan Framework
by Enrique G. Mendoza & Martin Uribe
1999 Pricing to Market, Staggered Contracts, and Real Exchange Rate Persistence
by Paul R. Bergin & Robert C. Feenstra
1999 Devaluation Risk and the Syndrome of Exchange-Rate-Based Stabilizations
by Enrique G. Mendoza & Martin Uribe
1999 Exchange Rates and Local Labor Markets
by Linda Goldberg & Joseph Tracy
1999 An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997
by Jose M. Campa & P.H. Kevin Chang & James F. Refalo
1999 How Did the Dollar Peg Fail in Asia?
by Takatoshi Ito & Eiji Ogawa & Yuri Nagataki Sasaki
1999 A Strategy for Launching the Euro
by Maurice Obstfeld
1999 Getting Pegged: Comparing the 1879 and 1925 Gold Resumptions
by Michael D. Bordo & Tamim Bayoumi
1999 Less of a puzzle: a new look at the forward forex market
by Maurice J. Roche & Michael J. Moore
1999 Trade and Payments in Eastern European Economic Reform
by Sven W. Arndt
1999 Dépendance de court et de long terme des rendements de taux de change
by Christelle Lecourt
1999 Does Exchange Rate Stability Increase Trade and Welfare ?
by Philippe BACCHETTA & Eric VAN WINCOOP
1999 Predicting Real Exchange Rates from Real Interest Rate Differentials and Net Foreign Asset Stocks: Evidence for the Mark/Dollar Parity
by Carsten-Patrick Meier
1999 What Can the ECB Learn from Bundesbank Interventions? — Evidence on the Link Between Exchange Rate Volatility and Interventions
by Jörg Döpke & Christian Pierdzioch
1999 Strategic Hedging
by Udo Broll, Peter Welzel, Kit Pong Wong
1999 Exchange Rate Volatility Effects on the German Labour Market: A Survey of Recent Results and Extensions
by Buscher, Herbert S. & Mueller, Claudia
1999 Fiscal policy and real exchange rate: fiscal impulses or intertemporal approach?
by Maria Amparo Camarero Olivas
1999 A Welfare Comparison Between Export Subsidies and Exchange Rate Depreciation
by Gschwandtner, Adelina
1999 Swedish Export Price Determination: Pricing to Market Shares?
by Adolfson, Malin
1999 Speculative attacks in the exchange market with a band policy : a sequential game analysis
by Mundaca,B.G. & Strand,J.
1999 Real Exchange Rates and Switching Regimes
by Bergman, U. Michael & Hansson, Jesper
1999 Swedish Export Price Determination: Pricing to Market Shares?
by Adolfson, Malin
1999 The Monetary Policy of the European Central Bank and the Euro-US Dollar Exchange Rate
by Ugo Marani & Carlo Altavilla
1999 A global hazard index for the world foreign exchange markets
by Vincent Brousseau & Fabio Scacciavillani
1999 Currency Crises Models for Emerging Markets
by P.J.G. Vlaar
1999 A theoretical and empirical investigation on the validity of the uncovered interest parity
by M.H.J. Blom
1999 Price Discovery on Foreign Exchange Markets with Differentially Informed Traders
by Frank de Jong & Ronald Mahieu & Peter Schotman & Irma van Leeuwen
1999 Why is it so Difficult to Find An Effect of Exchange Rate Risk on Trade?
by Klaassen, F.J.G.M.
1999 Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model
by Klaassen, F.J.G.M.
1999 Purchasing Power Parity: Evidence from a New Test
by Klaassen, F.J.G.M.
1999 Long Swings in Exchange Rates: Are They Really in the Data?
by Klaassen, F.J.G.M.
1999 Inside and Outside the Band Exchange Rate Fluctuations for Brazil
by Ribeiro de Castro, Claudia
1999 Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors
by Kilian, Lutz & Zha, Tao
1999 Price Discovery on Foreign Exchange Markets
by de Jong, Frank & Mahieu, Ronald J & Schotman, Peter C
1999 Moving the Escudo into the Euro
by Braga de Macedo, Jorge & Catela Nunes, Luís & Covas, Francisco
1999 How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?
by Cheung, Yin-Wong & Chinn, Menzie David & Marsh, Ian W
1999 Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen
by MacDonald, Ronald & Marsh, Ian W
1999 Hedging and Financial Fragility in Fixed Exchange Rate Regimes
by Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio
1999 The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies
by Bansal, Ravi & Dahlquist, Magnus
1999 UDROP: A Small Contribution to the New International Financial Architecture
by Buiter, Willem H & Sibert, Anne
1999 How Sure Are We About PPP? Panel Evidence with the Null of Stationary Real Exchange Rates
by Kuo, Biing-Shen & Mikkola, Anne
1999 Exchange rate strategies in the competition for attracting FDI
by Agnes Benassy-Quere & Lionel Fontagne & Amina Lahreche-Revil
1999 Models of Exchange Rate Expectations : Heterogeneous Evidence From Panel Data
by Agnes Benassy-Quere & Sophie Larribeau & Ronald MacDonald
1999 Detecting Structural Breaks: Exchange Rates in Transition Economies
by Evzen Kocenda
1999 A Restricted-Domain Multilateral Test Approach to the Theory of International Comparisons
by Keir G. Armstrong
1999 Effective Exchange Rates in Japan, 1879-1938
by Shimazaki, M. & Solomou, S.
1999 Exchange Rate Uncertainty and Firm Profitability
by Christopher F. Baum & Mustafa Caglayan & John T. Barkoulas
1999 The Exchange Rate Regime and Canada's Monetary Order
by Laidler, David
1999 An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention
by Neil, Beattie & Fillion, Jean-François
1999 Why Canada Needs a Flexible Exchange Rate
by Murray, John
1999 Real Effects of Collapsing Exchange Rate Regimes: An Application to Mexico
by Osakwe, Patrick & Schembri, Lawrence
1999 Long horizon predictability of exchange rates: Is it for real?
by Jan J. J. Groen
1999 Exchange Rate Fluctuations and Trade Flows: Evidence from the European Union
by Giovanni Dell'Ariccia
1999 Are Currency Crises Predictable? A Test
by Andrew Berg & Catherine Pattillo
1999 Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions
by Tamim Bayoumi & Ronald MacDonald
1999 Exchange and Capital Controls as Barriers to Trade
by Natalia T. Tamirisa
1999 Hacia la dolarización unilateral: El modelo de Panamá y su aplicabilidad en Ecuador
by NARANJO CHIRIBOGA, M. P.
1999 A study of the credibility of the Spanish peseta
by LEDESMA RODRÍGUEZ, F. J. & NAVARRO IBÁÑEZ, MANUEL & PÉREZ RODRÍGUEZ, J.V. & SOSVILLA RIVERO, S.
1999 Wechselkursdynamik im Vorfeld einer Währungsunion
by Bernd Wilfling
1999 El Dólar Como Activo Financiero: Teoría y Evidencia Chilena
by Fernando Lefort & Eduardo Walker
1999 Exchange Rate Fluctuations and Trade Flows: Evidence from the European Union
by Giovanni Dell'Ariccia
1999 Are Currency Crises Predictable? A Test
by Andrew Berg & Catherine Pattillo
1999 Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions
by Tamim Bayoumi & Ronald MacDonald
1999 Exchange and Capital Controls as Barriers to Trade
by Natalia T. Tamirisa
1999 Reálný měnový kurz: hledání jeho rovnovážné hodnoty (Real Exchange Rate: The Search for an Equilibrium)
by Martin Čihák
1999 Sbližování měnových kurzů v zemích střední a východní Evropy (Convergence of Exchange Rates in Central and Eastern Europe)
by Evžen Kočenda
1999 Commodity Prices, Interest Rate Spreads and the Exchange Rate: Useful Monetary Policy Indicators or Redundant Information?
by Susanne M. Polley & Raymond E. Lombra
1999 The Characteristics of the Asian Financial Crisis
by Stanford, Jon
1999 The Asian Currency Crisis and the Australian Economy
by Makin, Tony
1999 The Asian Currency Crisis, the IMF, and the Role of Japan
by Kohsaka, Akira
1999 Currency Options And Trade Smoothing Under An Exchange Rate Regime Shift
by Alexis Derviz
1999 Formalization of Trade Balance Flows in Portfolio Game
by Martin Jančar
1999 Heteroskedastic Exchange Rates and Time-Varying Optimal Intervention Rules
by Diana N. Weymark
1999 Endogenous Liquidity Providers and Exchange Rate Dynamics
by Hamid Faruqee & Lee Redding
1999 What Determines the Nominal Exchange Rate? Some Cross Sectional Evidence
by Philip R. Lane
1999 Le passe d’une region : les relations monetaires entre Hong Kong et la Chine dans les annees quarante
by Catherine R. Schenk
1999 Quelle autonomie pour les politiques monetaires sous l’etalon-or, 1880-1913 ?
by Remy Contamin & Caroline Denise
1999 Comment definir un taux de change d'equilibre pour les pays emergents ?
by Virginie Coudert
1999 Quelle parite d'equilibre pour l'euro ?
by Didier Borowski & Cecile Couharde
1999 Why governments implement Temporary Stabilization Programs
by Laura Alfaro
1998 Non-Linearities in Exchange Rates
by Clements, M.P. & Smith, J.
1998 Modelling the Risk Premium in the Black-Market Zloty-Dollar Exchange Rate
by David G McMillan & Alan E H Speight
1998 Methods for Extracting the Implied Distributions in Option Prices
by Bruce Mizrach
1998 Prospective Deficits and the Asian Currency Crisis
by Burnside, C. & Eichenbaum, M. & Rebelo, S.
1998 A Theory of the Onset of Currency Attacks
by Morris, S. & Shin, H.S.
1998 Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown"
by Henry, O.T. & Olekalns, N. & Summers, P.M.
1998 Is Devaluation of the Chinese Yuan Inevitable? - The Impact of East Asia's Crisis on China
by Fan, M. & Yi, W. & Zhang, X.-G.
1998 Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion?
by Henry, O.
1998 Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market
by Graham Elliott & Takatoshi Ito
1998 Exchange Rate Variability Inside and Outside the EMU
by Bergbom, L.
1998 Macroeconomic Policy During the Transition of Monetary Union
by Crowley, P.
1998 Determinants of Currency Risk Premiums
by Carlson, J.A: Osler, C.L.
1998 Interpreting the ERM Crisis: Country-Specific and Systemic Issues
by Buiter, W.H. & Corsetti, G.M. & Pesenti, P.A.
1998 EMU: Ready or Not?
by Obstfeld, M.
1998 Trading Costs for Goods and PPP. A Nonlinear Alternative for Real Exchange rate Dynamics
by Bec, F. & Ben Salem, M.
1998 Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium
by Basak, S. & Gallmeyer, M.
1998 Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium
by Basak, S. & Gallmeyer, M.
1998 Regimes de change et interdependances structurelles: Un reexamen du modele de Dornbusch
by Carre, M.
1998 Determinants of the Real Exchange Rate in South Africa
by Aron, J. & Elbadawi, I. & Kahn, B.
1998 Policy Rules and Bidding Behaviour in the Ethiopian Foreign Exchange Auctions
by Aron, J.
1998 Exchange Rate Regime, Volatility and International Correlations on Bond and Stock Markets
by Bodart, V. & Reding, P.
1998 Testing PPP for Asian Economies During the recent Floating Period
by Wang, P.
1998 Transitional Exchange Rate Policy in a Low Per Capita Income Country
by Goyal, A.
1998 Exchange Rates and Economic Growth in Kenya: An Econometric Analysis
by McPherson, M.F. & Rakovski, T.
1998 Has the European Monetary System Led to More Exports? Evidence from Four European Union Countries
by Fountas, S. & Aristotelous, K.
1998 Does the Absence of Cointegration Explain the Typical Findings in Long Horizon Regression?
by van Dijk, D. & Berben, R.P.
1998 Exchange Rate Variability and EU Trade
by Sekkat, K.
1998 Determinants of Trade and Growth Performance in Africa: A Cross-Country Exchange Rate Regimes
by Amvouna, A.M.
1998 Openness and the Cost of Relinquishing the Exchange Rate
by Barry, F.
1998 The Current Account and the Real Exchange Rate: A Structural VAR Analysis of Major Currencies
by Lee, J. & Chinn, M.D.
1998 Modeling Foreign Exchange Markets: Stock Versus Flow
by Pippenger, J.
1998 Peut-on accumuler du capital sans que la dette exterieure n'explose?
by Artus, P.
1998 Taux de Change Reel d'Equilibre: Un Modele General
by Artus, P.
1998 Pertes Patrimoniales au Japon: Quels Effets sur l'Equilibre Financier Mondial
by Artus, P.
1998 The Exchange Rate and Monetary Conditions in the Euro Area
by Mayes, D.G. & Viren, M.
1998 Macroeconomic Effects of Looming Policy Shifts: Non-Falsified Expectations and Peso Problems
by Vilmunen, J.
1998 Monetary Policy in a Bipolar International Monetary System
by Ranki, S.
1998 Determinants of Trade and Growth Performance in Africa: A Cross-Country Exchange Rate Regimes
by Amvouna, A.M.
1998 Investment and the Exchange Rate
by Nucci, F. & Pozzolo, A.F.
1998 Fiscal Consolidations Under Fixed Exchange Rates
by Caselli, P.
1998 Conditions for an Optimality of an Optimum Currency Area
by Demopoulos, G.D. & Yannacopoulos, N.A.
1998 Real Exchange Rate Movements and Export Growth: Nigeria, 1960-1990
by Ogun, O.
1998 The Scope for Exchange Rate Pass-Through in an Oligopoly
by Damania, R.
1998 An Empirical Reassessment of Target-zone Nonlinearities
by Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin
1998 Conditions for an Optimality of an Optimum Currency Area
by Demopoulos, G.D. & Yannacopoulos, N.A.
1998 Is the Exchange Rate an Effective Anti-inflationary Policy Instrument?
by Pavlos Karadeloglou & Christos Papazoglou & George Zombanakis
1998 EMU and fiscal discipline: the end of the depreciation threat
by Heinemann, Friedrich
1998 A new approach to the evaluation and selection of leading indicators
by Gottschling, Andreas
1998 A Note on Endogenous Time Preference and Monetary Non-Superneutrality
by Eric Kam & Arman Mansoorian & John Smithin
1998 Re-examining the Purchasing Power Parity Hypothesis Over Two centuries
by John T. Cuddington & Hong Liang
1998 Understanding Devaluations in Latin America: A "Bad Fundamentals" Approach
by Maria Soledad Martinez Peria
1998 Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark
by Paul D. McNelis & G.C. Lim
1998 Cointegration and Forward and Spot Exchange Rate Regressions
by Eric Zivot
1998 Dispersion in Real Exchange Rates
by Mario J. Crucini & Chris I. Telmer & Marios Zachariadis
1998 Exchange Rate Effects of Portfolio Shifts?
by Malte Krüger
1998 Is Speculative Activity in Asia Pacific Markets Anything New?
by Tiffany Hutcheson
1998 Relative price riddles in international business cycle theory: Are transport costs the explanation?
by Elisabetta Mazzenga & Morten O. Ravn
1998 The Determinants of Official and Free-Market Exchange Rates in Albania During Transition
by Marta Muco & Harry Papapanagos & Peter Sanfey
1998 What Determines the Nominal Exchange Rate? Some Cross-Sectional Evidence
by Philip Lane
1998 Does Exchange Rate Stability Increase Trade and Capital Flows?
by Philippe Bacchetta & Eric van Wincoop
1998 Effective Real Exchange Rates and Irrelevant Nominal Exchange-rate Regimes
by Christopher Kent & Rafic Naja
1998 The Origin of the Asian Financial Turmoil
by Morris Goldstein & John Hawkins
1998 Emu, Exchange Rate Volatility and Bid-Ask Spreads
by Nuno Cassola & Carlos Santos
1998 Recent Trends in Employer-Sponsored Health Insurance Coverage: Are Bad Jobs Getting Worse?
by Henry S. Farber & Helen Levy
1998 Der Euro, ein Segen für Afrika? Folgen der Anbindung der afrikanischen Franc-Zone an den Euro
by Kohnert, Dirk
1998 Exchange rate in transition
by Kocenda, Evzen
1998 The long-run nominal exchange rate: specification and estimation issues
by W A Razzak & Thomas Grennes
1998 Has the European Monetary System Led to More Exports? Evidence from Four European Union Countries
by Stilianos Fountas & Kyriacos Aristotelous
1998 What Caused the Asian Currency and Financial Crisis? Part II: The Policy Debate
by Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini
1998 What Caused the Asian Currency and Financial Crisis? Part I: A Macroeconomic Overview
by Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini
1998 Long-Horizon Uncovered Interest Rate Parity
by Guy Meredith & Menzie D. Chinn
1998 Paper Tigers? A Model of the Asian Crisis
by Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini
1998 Prospective Deficits and the Asian Currency Crisis
by Craig Burnside & Martin Eichenbaum & Sergio Rebelo
1998 Employment versus Wage Adjustment and the US Dollar
by Jose Manuel Campa & Linda S. Goldberg
1998 Currency Hedging and Goods Trade
by Shang-Jin Wei
1998 Does Exchange Rate Stability Increase Trade and Capital Flows?
by Philippe Bacchetta & Eric Van Wincoop
1998 On the Won and Other East Asian Currencies
by Menzie D. Chinn
1998 Current Account Reversals and Currency Crises: Empirical Regularities
by Gian Maria Milesi-Ferrett & Assaf Razin
1998 The Global Capital Market: Benefactor or Menace?
by Maurice Obstfeld
1998 The Morning After: The Mexican Peso in the Aftermath of the 1994 Currency Crisis
by Sebastian Edwards & Miguel A. Savastano
1998 The Current Account and the Real Exchange Rate: A Structural VAR Analysis of Major Currencies
by Jaewoo Lee & Menzie D. Chinn
1998 Before the Fall: Were East Asian Currencies Overvalued?
by Menzie D. Chinn
1998 Banking and balance of payments crises: On possible causes of the twin crises
by Buch, Claudia M. & Heinrich, Ralph P.
1998 Evaluierung hoheitlicher Länderrisiken
by Helmut Krämer-Eis
1998 Deterministic Chaos versus Stochastic Processes
by Crespo Cuaresma, Jesus
1998 Exchange Rate Variability Inside and Outside the EMU
by Bergbom, Lennart
1998 Essays on Exchange Rates: Deterministic Chaos and Technical Analysis
by Bask, Mikael
1998 Modelling economic high-frequency time series with STAR-STGARCH models
by Lundbergh, Stefan & Teräsvirta, Timo
1998 Empirical Puzzles of Chilean Stabilization Policy
by Calvo, Guillermo A. & Mendoza, Enrique
1998 Improving Garch Volatility Forecasts
by Klaassen, F.J.G.M.
1998 Financing Constraints and Investment Decline in Mexico
by Talan B. Iscan
1998 A Theory of the Onset of Currency Attacks
by Stephen Morris & Hyun Song Shin
1998 A Theory of the Onset of Currency Attacks
by Morris, Stephen & Shin, Hyun Song
1998 Prospective Deficits and the Asian Currency Crises
by Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio
1998 Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities
by Jondeau, Eric & Rockinger, Michael
1998 Exchange Rate Volatility and Intervention: Implications of the Theory of Optimum Currency Areas
by Bayoumi, Tamim & Eichengreen, Barry
1998 Does Exchange Rate Stability Increase Trade and Capital Flows?
by Bacchetta, Philippe & van Wincoop, Eric
1998 Pegging Out: Lessons from the Czech Exchange Rate Crisis
by Begg, David
1998 Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions
by Bayoumi, Tamim & MacDonald, Ronald
1998 Current Account Reversals and Currency Crises: Empirical Regularities
by Milesi-Ferretti, Gian Maria & Razin, Assaf
1998 Spurious Correlation in Exchange Rate Target Zone Modelling: Testing the Drift Adjustment Method on the US Dollar, Random Walk and Chaos
by Darvas, Zsolt
1998 Stochastic Process Switching and Stage III of EMU
by De Grauwe, Paul & Dewachter, Hans & Veestraeten, Dirk
1998 Monetary Policy under a Fixed Exchange Rate Regime, the Case of France 1987-1996
by Benoit Mojon
1998 Competitivite et regime de change en Europe Centrale
by Michel Aglietta & Camille Baulant & Virgine Coudert
1998 Pegging the CEEC's Currencies to the Euro
by Agnes Benassy-Quere & Amina Lahreche-Revil
1998 The International Role of the Euro
by Agnes Benassy-Quere & Benoit Mojon & Armand-Denis Schor
1998 EMU and Transatlantic Exchange Rate Stability
by Agnes Benassy-Quere & Benoit Mojon
1998 Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float?
by Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan
1998 Estimating Gram-Charlier Expansions with Positivity Constraints
by Jondeau, E. & Rockinger, M.
1998 Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral
by Jondeau, E. & Rockinger, M.
1998 The Scope for Exchange Rate Pass-through in an Oligopoly
by Richard Damania
1998 Interest rate parity: Is it alternative for the computation of the equilibrium exchange rate in Venezuela?
by Josefa Ramoni Perazzi
1998 Nonlinear dynamics and covered interest rate parity
by Mark E. Wohar & Nathan S. Balke
1998 Interest expectations and exchange rates news
by Stefano Cavaglia & Willem F. C. Verschoor & Christian C. P. Wolff & Kees G. Koedijk
1998 Leading Indicators of Currency Crises
by Graciela Kaminsky & Saul Lizondo & Carmen M. Reinhart
1998 La paridad de poder adquisitivo: concepto y evolución histórica
by Pilar González Murias
1998 Leading Indicators of Currency Crisis
by Graciela Kaminsky & Saul Lizondo & Carmen Reinhart
1998 Policy Rules and Bidding Behavior in the Ethiopian Foreign Exchange Auction
by Janine Aron
1998 Exchange Rate Forecasts at Long Horizons: Are Error-Correction Models Superior?
by Michael F. Bleaney
1997 Risk and Financial Development. A Comparative Case Study of Mexico and Indonesia
by Eicher, T-S & Turnovsky, S-J
1997 The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options
by Bruce Mizrach
1997 What Happens When Countries Peg Their Exchange Rates? (The Real Side of Monetary Reforms
by Sergio, R.
1997 Equilibrium Valuation of Currency Options in a Small Open Economy
by Melanie Cao
1997 Seigniorage, Fiscal Constraints, and the Viability of a Fixed Exchange Rate
by Betty C. Daniel
1997 The Dollar Exposure of Japanese Companies
by Dominguez, K.
1997 The Market Microstructure of Central Bank Intervention
by Dominguez & K.
1997 Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?
by Kilian, L.
1997 The Scope for Monetary Independence in Exchange Rate Target Zones Broad and Narrow
by Margaret Huley
1997 Floating Exchange Rates Versus a Monetary Union Under Rational Beliefs: The Role of Endogenous Uncertainty
by Carsten Krabbe Nielsen
1997 Deterministic Chaos in Exchange Rates?
by Bask , Mikael
1997 A Latent Factor Model of European Exchange Rate Risk Premia
by Alexius, Annika & Sellin, Peter
1997 The Liberalization of Foreign Exchange Markets and Economic Growth in Sub-Saharan Africa
by Lipumba, N-H-I
1997 The Polish Alternative. Old Myths, Hard Facts and New Strategies in the Successful Transformation of the Polish Economy
by Kolodko, G-W & Nuti, D-M
1997 Real and Nominal Determinants of Real Exchange Rates in Latin America: Short-Run Dynamics and Long-Run Equilibrium
by Joyce, J.P. & Kamas, L.
1997 Risk and Financial Development. A Comparative Case Study of Mexico and Indonesia
by Eicher, T-S & Turnovsky, S-J
1997 Current Account Deficits and Capital Flows in East Asia and Latin America : Are the Nineties Different from the Early Eighties?
by Milesi-Ferreti, G-M & Razin, A
1997 Rational Speculators and Exchange Rate Volatility
by Carlson, J.A. & Olser, C.L.
1997 Determinants of the Real Exchange Rate in South Africa
by Aron, J. & Elbadawi, I. & Kahn, B.
1997 Interest Rates and the Exchange Rate: Some international Evidence
by Monadjemi, M. S.
1997 ON the Won: And Other East Asian Currencies
by Chinn, M.D.
1997 The Usual Suspects? Productivity and Demand Shocks and Asia-Pacific Real Exchange Rates
by Chinn, M.D.
1997 The Dollar Exposure of Japanese Companies
by Dominguez, K.
1997 The Market Microstructure of Central Bank Intervention
by Dominguez & K.
1997 Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?
by Kilian, L.
1997 One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction
by Lisi, F.
1997 Testing for Convergence: the Punt-Sterling Relationship in the Context of the EMS
by Macho, J.F. & Castro, M.J.R.
1997 A Search Theoretic Model of Legal and Illegal Currency
by Soller, E.V. & Waller, C.
1997 Efficiency and the Risk Premium in the Forward Exchange Market
by Merino, S.A.
1997 Dangers for Ireland of and EMU without the UK : Some Calibration Results
by Barry, F
1997 Election Surprises and Exchange rate Uncertainty
by Garfinkel, M.R. & Glazer, A. & Lee, J.
1997 Etats-Unis: Cercle Vicieux ou Cercle Vertueux de la Dette Exterieure et du Dollar?
by Artus, P.
1997 La Fixation du Taux de Change Reel a un Niveau "Anormal": Comment la Realiser et Quelles en Sont les Consequences?
by Artus, P.
1997 La Determination du Taux de Change enZones Cibles: Une Sunthese des Theories
by Pansard, F.
1997 Estimation et interpretation des densites neutres au risque: Une comparaison de methodes
by Jondeau, E. & Rockinger, M.
1997 Monetary Policy and Exchange Rate Dynamics in the Spanish Economy
by Andres, J. & Mestre, R. & Valles, J.
1997 The Back Calculation of Nominal Historical Series After the Introduction of the European Cuurency (An Application to the GDP)
by Gonzalez Minguez, J.M.
1997 When May Peseta Depreciations Fuel Inflation?
by Alberola, E. & Ayuso, J. & Lopez-Salido, J.D.
1997 The Joint Dynamics of Spot and Forward Exchange Rates
by de Castro, F. & Novales, A.
1997 Credit Limits and Long-Term Covered Interest Arbitrage
by Dungey, M & Gower, L
1997 A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates
by Dungey, M.
1997 Financial Integration in North America and in Europe Among Neighboring Countries at Different Stages of Development
by von Furstenberg, G-M & Hofer, B
1997 Foreign Aid and ECONOMIC PERFORMANCE IN TANZANIA
by Nyoni, T-S
1997 Exchange Rate Policy and Inflation : The Case of Uganda
by Barungi, B-M
1997 Price and Exchange Rate Dynamics in Kenya : An Empirical Investigation
by Ndung'U, N-S
1997 European Economic Integration and the Franc Zone : The Future of the CFA Franc after 1999 Part II
by M'Bet, A & Madeleine, N-A
1997 A Comparative Study of Foreign Exchange Policy Management in Ghana, Nigeria and Uganda
by Dordunoo, C & Odubogun, K & Ssemogerere, G & Kasekende, L
1997 Multilateral Versus Bilateral Testing for Long Run Purchasing Power Parity: A Cointegration Analysis for the Greek Drachma
by Sideris, D.
1997 Exchange Rates, Interest Groups and Commodity Price (Dis)Agreements
by Paul Kofman & Jean-Marie Viaene
1997 Strategic Vertical Foreign Investment under Exchange Rate Uncertainty
by Santanu Roy & Jean-Marie Viaene
1997 Exchange Rate Intervention with Options
by Fernando Zapatero & Luis F. Reverter
1997 Monetary Policy and Exchange Rate Dynamics in the Spanish Economy
by Javier Andrés & Ricardo Mestre & Javier Vallés
1997 The Back Calculation of Nominal Historical Series After the Introduction of the European Cuurency (An Application to the GDP)
by José M. González Mínguez
1997 When May Peseta Depreciations Fuel Inflation?
by Enrique Alberola & Juan Ayuso & J. David López-Salido
1997 The Joint Dynamics of Spot and Forward Exchange Rates
by Francisco de Castro & Alfonso Novales
1997 Dollar and Yen: Resolving Economic Conflict between the United States and Japan
by Ronald I. McKinnon & Kenichi Ohno
1997 Türkiye''de Sermaye Hareketleri Ve Risk Primi
by C. Emre ALPER
1997 Czech Money Market: Emerging Links Among Interest Rates
by Jan Hanousek & Evzen Kocenda
1997 Monetary Policy in a Portfolio Balance Model with Endogenous Physical Capital
by Habib Ahmed & C. Paul Hallwood & Stephen M. Miller
1997 Transition Issues for the European Monetary Union
by Willem H. Buiter & Anne C. Sibert
1997 The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?
by Shang-Jin Wei & Jungshik Kim
1997 Violations of the `Rules of the Game' and the Credibility of the Classical Gold Standard, 1880-1914
by Michael D. Bordo & Ronald MacDonald
1997 The Usual Suspects? Productivity and Demand Shocks and Asia-Pacific Real Exchange Rates
by Menzie David Chinn
1997 "The Bigger They Are, The Harder They Fall": How Price Differences Across U.S. Cities Are Arbitraged
by Paul G. J. O'Connell & Shang-Jin Wei
1997 Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited
by Maurice Obstfeld & Alan M. Taylor
1997 Sectoral Productivity, Government Spending and Real Exchange Rates: Empirical Evidence for OECD Countries
by Menzie David Chinn
1997 Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia
by Takatoshi Ito & Peter Isard & Steven Symansky
1997 Banks and Macroeconomics Disturbances under Predetermined Exchange Rates
by Sebastian Edwards & Carlos A. Vegh
1997 The Forecasting Ability of Correlations Implied in Foreign Exchange Options
by Jose M. Campa & P. H. Kevin Chang
1997 Is There Private Information in the FX Market? The Tokyo Experiment
by Takatoshi Ito & Richard K. Lyons & Michael T. Melvin
1997 Monetary Shocks and Real Exchange Rates in Sticky Price Models of International Business Cycles
by V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan
1997 Étude de l'efficacité de la dévaluation du franc CFA au Bénin
by AKITOBY, Bernardin
1997 The Scope for Monetary Independence in Exchange Rate Target Zones Broad and Narrow
by Margaret Huley
1997 The challenges of monetary convergence in Europe
by Schweickert, Rainer
1997 Financial Crises and the Benefits of Mildly Repressed Exchange Rates
by Yotopoulos, Pan A.
1997 The Syndrome of Exchange-Rate-Based Stabilizations and the Uncertain Duration of Currency Pegs
by Mendoza, Enrique & Uribe, Martin
1997 Exchange rate target zones: A new approach
by Jong, F.C.J.M. de & Drost, F.C. & Werker, B.J.M.
1997 The Advantage of Hiding Both Hands: Foreign Exchange Intervention, Ambiguity and Private Information
by Eijffinger, S.C.W. & Verhagen, W.H.
1997 The Real Exchange Rate in Transition Economies
by Grafe, Clemens & Wyplosz, Charles
1997 A Strategy for Launching the Euro
by Obstfeld, Maurice
1997 The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period
by Sarno, Lucio & Taylor, Mark P
1997 Transition Issues for the European Monetary Union
by Buiter, Willem H & Sibert, Anne
1997 The Behaviour of the Real Exchange Rate: A Re-examination Using Finite Sample Approach
by Kuo, Biing-Shen & Mikkola, Anne
1997 Determinants of Korean Trade Flows and their Geographical Destination
by Giorgianni, Lorenzo & Milesi-Ferretti, Gian Maria
1997 On Identifying the Core of EMU: An Exploration of Some Empirical Criteria
by Artis, Michael J & Zhang, Wenda
1997 Unique Equilibrium in a Model of Self-fulfilling Currency Attacks
by Morris, Stephen & Shin, Hyun Song
1997 Heterogeneous Traders and the Unbiasedness Hypothesis: Explaining the Mark/Dollar Bias
by Christodoulakis, Nikos & Kalyvitis, Sarantis C
1997 Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited
by Obstfeld, Maurice & Taylor, Alan M
1997 On the Japanese Yen-US Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials
by MacDonald, Ronald
1997 Volatility Clustering and Volatility Transmission: A Non-Parametric View of ERM Exchange Rates
by Artis, Michael J & Zhang, Wenda
1997 Out in the Sunshine? Outsiders, Insiders, and the United States in 1998
by Ghironi, Fabio & Giavazzi, Francesco
1997 Why the Euro Will Be Strong: An Approach Based on Equilibrium Exchange Rates
by Michel Aglietta & Camille Baulant & Virginie Coudert
1997 Optimal Pegs for Asian Currencies
by Agnes Benassy-Quere
1997 The Euro and Exchange Rate Stability
by Agnes Benassy-Quere & Benoit Mojon & Jean Pisani-Ferry
1997 The Exchange Rate Policy of the Euro: A Matter of Size ?
by Philippe Martin
1997 Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples
by Marie-Josée Godbout & Simon van Norden
1997 From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (*)
by Richard B. Olsen & Ulrich A. Müller & Michel M. Dacorogna & Olivier V. Pictet & Rakhal R. Davé & Dominique M. Guillaume
1997 The Asymmetric Effects of Monetary Policy on Job Creation and Destruction
by Pietro Garibaldi
1997 Equilibrium Exchange Rates in Transition Economies
by László Halpern & Charles Wyplosz
1997 Expectativas racionales y política monetaria endógena en la determinación del tipo de cambio. Una ampliación empírica a la pseta-dolar y la peseta-ecu
by Herrera Revuelta, Julio
1997 Import prices and nominal exchange rates in Sweden
by Annika Alexius
1997 Exchange rate pass-through to Swedish import prices
by Malin Adolfson
1997 The impact of exchange rate movements on consumer prices
by Thérèse Laflèche
1996 A Model of the Currency Crisis of 1992: the Case of the British Pound and the Italian Lira
by Mongiardino, A.
1996 The Long-Run U.S./U.K. real Exchange Rate
by Engel, C. & Kim, C.J.
1996 A Model of Foreign Exchange Rate Indetermination
by Engel, C.
1996 Accounting for U.S. Real Exchange Rate Changes
by Engel, C.
1996 Did Option Prices Predict the ERM Crises?
by Bruce Mizrach
1996 Learning and Conditional Heteroscedasticity in Asset Returns
by Bruce Mizrach
1996 Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks
by Morris, S & Song Shin, H
1996 The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: A Quantitative Investigation
by Kollman, R.
1996 Currency Speculation and the Optimum Control of Bank Lending in Singapore Dollar: A Case for Partial Liberalisation
by Kenneth S. Chan & Kee-Jin Ngiam
1996 The Dynamic Effects of Exchange Rate and Price Stabilization Targets
by Roisland, O.
1996 Pricing-to-Market in Swedish Exports
by Alexius, Annika & Vredin, Anders
1996 Exchange Rate Pass-Through to Swedish Import Prices
by Adolfson, Malin
1996 Long Run Real Exchange Rates - A Cointegration Analysis
by Alexius, Annika
1996 Regionalism and the World Trade Organization : Is Non-Discrimination Passe?
by Srinivasan, T-N
1996 The Common External Tariff of a Customs Union : Alternative Approaches
by Srinivasan, T-N
1996 Policy Making and Speculative Attacks in Models of Exchange Rate Crises: A Synthesis
by Corsetti, G. & Cavallari, L.
1996 The Long-Run U.S./U.K. real Exchange Rate
by Engel, C. & Kim, C.J.
1996 A Model of Foreign Exchange Rate Indetermination
by Engel, C.
1996 Accounting for U.S. Real Exchange Rate Changes
by Engel, C.
1996 Irish Macroeconomic Performance Under Different Exchange Rate Regimes
by Kavanagh, E.
1996 Modelling teh US$/A$ Exchange Rate Using Cointegration Techniques
by Karfakis, c. & Phipps, A.
1996 Testing the Rationality of Exchange and Interest Rate Expectations: An Empirical Study of Australian Survey Based Expectations
by Kim, S.J.
1996 Economic Structure and the Decision to Adopt a Common Currency
by Frankel, J-A & Rose, A-K
1996 Diversification internationale sous contrainte et couverture contre le risque de change
by Namur, D.
1996 The Effects of Industry Structure on Economic Exposure
by Marston, R.C.
1996 The Peseta Real Exchange Rate: Which Are Its Determinants?
by Camarero, M. & Esteve, V. & Tamarit, C.
1996 Collapsing Exchange Rate Regime Under Optimal Montary Control
by Hung, N-M & Quyen, N-V
1996 Collapsing Exchange Rate Regime Under Optimal Monetary Control
by Hung, N-M & Quyen, N-V
1996 Exchange Rate Dynamics and Learning
by Gourinchas, P-O & Tornell, A
1996 The International Transmission of Monetary Policy: Evidence from the United States and Canada
by Furman, J. & Leahy, J.V.
1996 The Mexican Peso Crisis: Sudden Death or Death Foretold?
by Velasco, A. & Sachs, J. & Tornell, A.
1996 Issues in the ECU Markets and Some Tentative Explanations fro Some Apparent Puzzles
by Fell, J.P.C. & Levy, A.
1996 Would SDR Value Have Been Affected by Replacement of the Three European Currencies with the ECU (Euro)?
by Leroux, F.
1996 On Forecasting Exchange Rates Using Neutral Networks
by Franses, P.H. & Van Homelen, P.
1996 Past Trend Versus Future Expectation: Test of Exchange Rate Volatility
by Sengupta, J.K. & Sfeir, R.
1996 Modelling Exchange Rate Volatility
by Sengupta, J.K. & Sfeir, R.
1996 A Strong Euro or a Weak Euro?
by Artus, P.
1996 Crise financiere, strategie d'investissement dans les pays a risque, comportement des investisseurs
by Artus, P.
1996 Quel systeme de change entre les pays participant a l'union monetaire et les autres pays europeens
by Artus, P.
1996 Convergence ou divergence entre les monnaies europeennes et equilibre financier international
by Artus,P.
1996 Monetary Policy Transmission, the Exchange Rate and Long-Term Yields under Different Hypothesis on Expectations
by Gaiotti, E. & Nicoletti-Altimari, S.
1996 Is There a Premium for Currencies Correlated with Volatility? Some Evidence from Risk Reversals
by Pages, H.
1996 Computing Value Correspondences for Repeated Games with State Variables. Do Exchange Rate Move to Address International Macroeconomic Imbalances?
by Canzoneri, M.B. & Valles, J. & Vinals, J.
1996 Optimal Exchange Rate Targets and Macroeconomic Stabilization
by Ila, E.A.
1996 An Empirical Analysis of the Peseta's Exchange Rate Dynamics
by Ayuso, J. & Vega, J.L.
1996 Trends in European Productivity and Real Exchange Rates
by Canzoneri, M.B. & Diba, B. & Eudey, G.
1996 Speculation, Hedging and Intermediation in the Foreign Exchange Market
by Kruger, M.
1996 Private Investment and Macroeconomic Environment in the South Pacific Island Countries : A Cross-Country Analysis
by Jayaraman, T-K
1996 Politique optimale de fixite par rapport a un panier de devises: le cas de la Tunisie
by Zamiti, M.
1996 Composition optimale des reserves de change dans un contexte de flottement generalise
by Zamiti, M.
1996 A Statistical Analysis of Foreign Exchange Rate Behaviour in Nigeria's Auction
by Ogiogio, G.O.
1996 Foreign Exchange Bureaus in the Economy of Ghana
by Osei, K.A.
1996 The Effects of Exchange Rate Policy on Cameroon's Agricultural Competitiveness
by Amin, A.A.
1996 Privatisation massive, finances publiques et macroéconomie : le cas de l'Argentine et du Chili
by Larrain R, G. & Winograd, C. D.
1996 A Restricted-Domain Multilateral Test Approach to the Theory of International Comparisons
by Keir Armstrong
1996 Microeconomic Foundations for the Theory of International Comparisons
by Keir Armstrong
1996 Do Exchange Rate Move to Address International Macroeconomic Imbalances?
by Matthew B. Canzoneri & Javier Vallés & José Viñals
1996 Optimal Exchange Rate Targets and Macroeconomic Stabilization
by Enrique Alberola Ila
1996 An Empirical Analysis of the Peseta's Exchange Rate Dynamics
by Juan Ayuso & Juan L. Vega
1996 Trends in European Productivity and Real Exchange Rates
by Matthew B. Canzoneri & Behzad Diba & Gwen Eudey
1996 Speculation, Hedging and Intermediation in the Foreign Exchange Market
by Malte Krüger
1996 Essays in Economics, Vol. 4: National and International
by James Tobin
1996 The Rules of the Game: International Money and Exchange Rates
by Ronald I. McKinnon
1996 The Debate on Money in Europe
by Alberto Giovannini
1996 Exchange Rate, Tariff and Trade Flows: Alternative Policy Scenarios for India
by K. Krishnamurty & V. Pandit
1996 Consistency and Exchange Rate Expectations
by Swarna D. Dutt
1996 Equilibrium Valuation of Foreign Exchange Claims
by Gurdip S. Bakshi & Zhiwu Chen
1996 Habits and Durability in Consumption, and the Effects of Exchange Rate Policies
by Arman Mansoorian & Simon Neaime
1996 The Exchange Rate Exposure of U.S. and Japanese Banking Institutions
by Sandra L. Chamberlain & John S. Howe & Helen Popper
1996 The credibility of the exchange rate regime: An analisys through derivatives of the September 1992 Crisis
by Fabio Barbato & Giuseppe Garofalo
1996 Credibility or exit speed? Reflections prompted by the 1992 EMS crisis
by Annamaria Simonazzi & Fernando Vianello
1996 Mean Reversion in EMS Exchange Rates
by Bruce Mizrach
1996 Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
by Alison Tarditi
1996 Why Does the Australian Dollar Move so Closely with the Terms of Trade?
by David Gruen & Tro Kortian
1996 The Credibility of the Exchange Rate Regime: An Analysis trough “Derivatives” of the September 1992 Crisis
by Garofalo, Giuseppe & Barbato, Fabio
1996 When Are Fixed Exchange Rates Really Fixed?
by Andres Velasco
1996 A Tale of Two Crises: Chile and Mexico
by Sebastian Edwards
1996 Speculative Attacks: Fundamentals and Self-Fulfilling Prophecies
by Robert P. Flood & Nancy P. Marion
1996 DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
by Torben G. Andersen & Tim Bollerslev
1996 The Exchange Value of the Renminbi and China's Balance of Trade: An Emp irical Study
by Zhaoyong Zhang
1996 The Determinants of the Choice between Fixed and Flexible Exchange-Rate Regimes
by Sebastian Edwards
1996 Exchange Rate Pass-through and Industry Characteristics: The Case of Taiwan's Exports of Midstream Petrochemical Products
by Kuo-Liang Wang & Chung-Shu Wu
1996 The Equilibrium Approach to Exchange Rates: Theory and Tests
by Prakash Apte & Piet Sercu & Raman Uppal
1996 The Yen and Its East Asian Neighbors, 1980-1995: Cooperation or Competition?
by Shinji Takagi
1996 Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries
by Menzie Chinn & Louis Johnston
1996 Contagious Currency Crises
by Barry Eichengreen & Andrew K. Rose & Charles Wyplosz
1996 Money and Exchange Rates in the Grossman-Weiss-Rotemberg Model
by Fernando Alvarez & Andrew Atkeson
1996 Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries
by Matthew B. Canzoneri & Robert E. Cumby & Behzad Diba
1996 Forecasting Exchange Rates and Relative Prices with the Hamburger Standard: Is What You Want What You Get With McParity?
by Robert E. Cumby
1996 The Aftermath of Appreciations
by Ilan Goldfajn & Rodrigo O. Valdes
1996 Affine Models of Currency Pricing
by David Backus & Silverio Foresi & Chris Telmer
1996 The Mexican Peso Crisis: Sudden Death or Death Foretold?
by Jeffrey Sachs & Aaron Tornell & Andres Velasco
1996 Axiomatic and Economic Approaches to International Comparisons
by W. Erwin Diewert
1996 How Well do Foreign Exchange Markets Function: Might a Tobin Tax Help?
by Jeffrey A. Frankel
1996 The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: a Quantitative Investigation
by Kollman, R.
1996 Monetary and Exchange Rate Policy in Lithuania
by Dubauskas, Gediminas
1996 The Effect of Monetary Policy on Exchange Rates: How to Solve the Puzzles
by Kumah, F.Y.
1996 When Are Fixed Exchange Rates Really Fixed?
by Velasco, A.
1996 The Mexican Peso Crisis: Sudden Death or Death Foretold?
by Sachs, J. & Tornell, A. & Velasco, A.
1996 The Burden of Intervention: Externalities in Multilateral Exchange Rates Arrangements
by Flandreau, Marc
1996 Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
by Dittmar, Robert & Neely, Christopher J & Weller, Paul
1996 Promoting an Effective Market Economy in a Changing World
by Buiter, Willem H & Lago, Ricardo & Stern, Nicholas (Sir)
1996 Interpreting the ERM Crisis: Country-Specific and Systemic Issues
by Buiter, Willem H & Corsetti, Giancarlo & Pesenti, Paolo
1996 Contagious Currency Crises
by Eichengreen, Barry & Rose, Andrew K & Wyplosz, Charles
1996 Getting Pegged: Comparing the 1879 and 1925 Gold Resumptions
by Bayoumi, Tamim & Bordo, Michael D
1996 Out in the Cold? Outsiders and Insiders in 1999: Feasible and Unfeasible Options
by Spaventa, Luigi
1996 Hysteresis in Exports
by Giovannetti, Giorgia & Samiei, Hossein
1996 Exchange Rate Dynamics and Financial Market Integration
by Sutherland, Alan
1996 Exchange Rate Premia and the Credibility of the Crawling Target Zone in Hungary
by Darvas, Zsolt
1996 How Reliable are Intra-Industry Trade Measures as Indicators of Adjustment Costs?
by Jayant Menon
1996 Exchange rate regimes and policies in Asia
by Agnes Benassy-Quere
1996 A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency
by John Barkoulas & Christopher F. Baum
1996 Time-Varying Risk Premia in the Foreign Currency Futures Basis
by John Barkoulas & Christopher F. Baum
1996 Are Exchange Rates Excessively Volatile? And What Does "Excessively Volatile" Mean, Anyway?
by Leonardo Bartolini & Gordon M. Bodnar
1996 On the theoretical determination of optimal currency areas in the framework of club theory
by Friedrich L. Sell
1996 The Mexican intertemporal budget constraint: Persistent signals of an eventual collapse
by José A. Núñez & Carlos M. Urzúa
1996 The Role of the Dollar as an International Currency
by Alan S. Blinder
1996 The Volatility of Australia's Exchange Rate: A Synthesis
by Dwyer, Louise & Nguyen, Duc-Tho & Rajapakse, Suri
1995 Intervention and Long Term Bias: Evidence from the Spot U.S. Dollar/Japanese Yen Fractal structure
by Batten, J. & Ellis, C.
1995 The Real Exchange Rate in Colombia : Short-Run Dynamics and Long-Run Equilibrium
by Joyce, J-P & Kamas, L
1995 The Exchange Rate Politics Puzzle
by Blomberg, S-B & Hess, G-D
1995 Long-run Exchange Rate Determination:a Neural Network Study
by Verkooijen,W. & Plasmans,J. & Daniels,H.
1995 Currency Proliferation : The Monetary Legacy of the Soviet Union
by Conway, P
1995 Currency Proliferation : The Monetary Legacy of the Soviet Union
by Conway, P
1995 "Irish Exchange Rate Policy Under Wide ERM Bands"
by Thom, R.
1995 The Forecasting Ability of Correlations Implied in Foreign Exchange Options
by Campa, J.M. & Chang, P.H.K.
1995 Arbitrage-Based Tests of Target Zone Credibility: Evidence from ERM Cross-Rate Options
by Campa, J.M. & Chang, P.H.K.
1995 Is the Forward Exchange rate Premia Stationary?
by Kawakatsu, H. & Morey, M.
1995 Devaluations and Depreciation Expectations in the E.M.S
by Ayuso, J. & Jurado, M.P.
1995 Is there a Trade-Off Between Exchange Rate Risk and Interest Rate Risk?
by Huertas, J.A.
1995 Institutional Reforms and the Management of Exchange Rate Policy in Nigeria
by Odubogun, K.
1995 Une réévaluation sur données récentes des performances prédictives des modèles monétaires de taux de change relativement à la marche aléatoire
by Hélène RAYMOND
1995 Degré d’asymétrie du SME et politiques monétaires en Europe
by Patrick ARTUS
1995 Devaluations and Depreciation Expectations in the E.M.S
by Juan Ayuso & María Pérez Jurado
1995 Is there a Trade-Off Between Exchange Rate Risk and Interest Rate Risk?
by Juan Ayuso Huertas
1995 Noisy signals in target zone regimes Theory and Monte Carlo experiments
by Steinar Holden, Dag Kolsrud and Birger Vikøren
1995 Capital Flows in the APEC Region
by Reinhart, Carmen & Khan, Mohsin
1995 Chocs externes et ajustements des taux de change réels européens
by Bouoiyour, Jamal & Rey, Serge
1995 Reexamination of the Purchasing Power Parity (PPP) under Cournot Competition
by Dai, Meixing
1995 The Nominal Exchange Rate Implication of VAT Harmonization in EEC
by Dai, Meixing
1995 Real interest rate differentials and the real exchange rate: Evidence from four African countries
by Reinhart, Carmen & Asea, Patrick
1995 Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market
by Graham Elliott & Takatoshi Ito
1995 Exchange Rate Variability and the Riskiness of U.S. Multinational Firms:Evidence from the Breakdown of the Bretton Woods System
by Eli Bartov & Gordon M. Bodnar & Aditya Kaul
1995 Stochastic Regime Switching and Stabilizing Policies within Regimes
by Karen K. Lewis
1995 After the Deluge: Do Fixed Exchange Rates Allow Inter-Temporal Volatility Tradeoffs?
by Andrew K. Rose
1995 The Mirage of Fixed Exchange Rates
by Maurice Obstfeld & Kenneth Rogoff
1995 A Center-Periphery Model of Monetary Coordination and Exchange Rate Crises
by Willem H. Buiter & Giancarlo Corsetti & Paolo A. Pesenti
1995 Fixed versus Flexible Exchange Rates: Which Provides More Fiscal Discipline?
by Aaron Tornell & Andres Velasco
1995 Foreign Exchange Volume: Sound and Fury Signifying Nothing?
by Richard K. Lyons
1995 Explaining Forward Exchange Bias..Intraday
by Richard K. Lyons & Andrew K. Rose
1995 Monetary Policy with Flexible Exchange Rates and Forward Interest Rates as Indicators
by Lars E.O. Svensson
1995 Expected and Predicted Realignments: The FF/DM Exchange Rate During the EMS
by Andrew K. Rose & Lars E.O. Svensson
1995 Imperfect Knowledge and Behavior in the Foreign Exchange Market
by Goldberg, M.D. & Frydman, R.
1995 Endogenous Realignments and the Sustainability of a Target Zone
by Corbae, P Dean & Neely, Christopher J & Weller, Paul
1995 The Macroeconomics of the Mexican Crisis: A Simple Two-period Model
by Irwin, Gregor & Vines, David
1995 After the Deluge: Do Fixed Exchange Rates Allow Inter-temporal Volatility Trade-offs?
by Rose, Andrew K
1995 Equilibrium Currency Crises: Are Multiple Equilibria Self-fulfilling or History Dependent?
by Davies, Gareth & Vines, David
1995 Macroeconomic Policy During a Transition to Monetary Union
by Buiter, Willem H
1995 A Centre-Periphery Model of Monetary Coordination and Exchange Rate Crises
by Buiter, Willem H & Corsetti, Giancarlo & Pesenti, Paolo
1995 Speculative Market Structure and the Collapse of an Exchange Rate Mechanism
by Chen, Zhaohui
1995 Equilibrium Real Exchange Rates in Transition
by Halpern, László & Wyplosz, Charles
1995 On the Evolution of Credibility and Flexible Exchange Rate Target Zones
by Avesani, Renzo & Gallo, Giampiero M & Salmon, Mark
1995 Fifty Years of Exchange Rate Research and Policy at the International Monetary Fund
by Jacques J. Polak
1995 Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence
by Ronald Macdonald
1995 Devaluation, Relative Prices, and International Trade: Evidence from Developing Countries
by Carmen M. Reinhart
1995 Long-Run Determinants of the Real Exchange Rate: A Stock-Flow Perspective
by Hamid Faruqee
1995 Determining the Value of a Financial Unit of Account Based on Composite Currencies: The Case of the Private ECU
by David Folkerts-Landau & Peter M. Garber
1995 Explaining devaluation expectations in the EMS
by Ulf Söderström & Alexis Stenfors
1995 Foreign Debt and Foreign Exchange Markets
by Hogan, Warren
1995 Exchange rate fundamentals and the Canadian dollar
by Robert Lafrance & Simon van Norden
1994 The Credibility of the United Kingdom's Commitment to the ERM : Intentions versus Actions
by Masson, Paul R
1994 Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing
by William Perraudin & Bent Sørensen
1994 On the Choice of Invoice Currency by Japanese Exporters: The PTM Approach
by Shin-ichi Fukuda & Ji Cong
1994 Explaining Devaluation Expectations in the EMS
by Stenfors, Alexis & Söderström, Ulf
1994 Exchange Rate Expectations, the Forward Exchange Rate Bias and Risk Premia in Target Zones
by Nessén, Marianne
1994 Intervention, Policy Coordination and the Future of EMU: A German Perspective
by Weber, Axel A.
1994 The Impact of Exchange Rate Fluctuations on European Community Trade
by Sapir, André & Khalid Sekkat & Axel A. Weber
1994 Reading a Target Zone in Keynes's Indian Currency and Finance
by Gregor W. Smith
1994 Targeting the real exchange rate
by Reinhart, Carmen & Calvo, Guillermo & Vegh, Carlos
1994 La tasa de cambio real como meta de política: teoría y evidencia
by Reinhart, Carmen & Calvo, Guillermo & Vegh, Carlos
1994 Capital inflows to Latin America
by Reinhart, Carmen & Leiderman, Leonardo
1994 The Operation and Collapse of Fixed Exchange Rate Regimes
by Peter M. Garber & Lars E.O. Svensson
1994 Fixes: Of The Forward Discount Puzzle
by Robert P. Flood & Andrew K. Rose
1994 Tests of Three Parity Conditions: Distinguishing Risk Premia and Systematic Forecast Errors
by Richard C. Marston
1994 Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System
by Barry Eichengreen & Andrew K. Rose & Charles Wyplosz
1994 A Survey of Empirical Research on Nominal Exchange Rates
by Jeffrey A. Frankel & Andrew K. Rose
1994 Passthrough of Exchange Rates and Purchasing Power Parity
by Robert C. Feenstra & Jon D. Kendall
1994 The Real Exchange Rate and Fiscal Policy During the Gold Standard PeriodEvidence from the United States and Great Britain
by Graciela L. Kaminsky & Michael Klein
1994 Terms of Trade, Productivity, and the Real Exchange Rate
by Jose De Gregorio & Holger C. Wolf
1994 Pricing in International Markets: Lessons From The Economist
by Atish R. Ghosh & Holger C. Wolf
1994 How Many Monies? A Genetic Approach to Finding Optimum Currency Areas
by Atish R. Ghosh & Holger C. Wolf
1994 Insignificant and Inconsequential Hysteresis: The Case of the U.S. Bilateral Trade
by David C. Parsley & Shang-Jin Wei
1994 Anticipations of Foreign Exchange Volatility and Bid-Ask Spreads
by Shang-Jin Wei
1994 Explaining the Duration of Exchange-Rate Pegs
by Michael W. Klein & Nancy P. Marion
1994 The Logic of Currency Crises
by Maurice Obstfeld
1994 Exchange Rate Volatility, Monetary Policy, and Capital Mobility: Empirical Evidence on the Holy Trinity
by Andrew K. Rose
1994 Fixed Exchange Rates as a Means to Price Stability: What Have We Learned
by Lars E.O. Svensson
1994 Internationally Diversified Bond Portfolios: The Merits of Active Currency Risk Management
by Richard M. Levich & Lee R. Thomas
1994 Can the Markov Switching Model Forecast Exchange Rates?
by Charles Engel
1994 Business Cycle Volatility and Openness: An Exploratory Cross-Section Analysis
by Assaf Razin & Andrew Rose
1994 Why Exchange Rate Bands? Monetary Independence in Spite of Fixed Exchange Rates
by Lars E.O. Svensson
1994 A Reconsideration of the Uncovered Interest Parity Relationship
by Bennett T. McCallum
1994 How Long do Unilateral Target Zones Last?
by Bernard Dumas & Lars E.O. Svensson
1994 The European Monetary System: Credible at Last?
by Jeffrey Frankel & Steven Phillips
1994 The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach
by Richard M. Levich & Lee R. Thomas
1994 Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the ERM 1979-1992
by Lars E.O. Svensson
1994 Accounting for Daily Bundesbank and federal reserve intervention: A friction model with a GARCH application
by Almekinders, G.J. & Eijffinger, S.C.W.
1994 The ineffectiveness of central bank intervention
by Almekinders, G.J. & Eijffinger, S.C.W.
1994 Foreign Direct Investment, Exchange Rate Variability and Demand Uncertainty
by Goldberg, Linda S. & Kolstad, Charles D.
1994 Shocks and the Viability of a Fixed Exchange Rate Commitment
by Andersen, Torben M
1994 Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?
by Clarida, Richard & Galí, Jordi
1994 Monetary Policy with Flexible Exchange Rates and Forward Interest Rates as Indicators
by Svensson, Lars E O
1994 Exchange Rate Volatility, Monetary Policy, and Capital Mobility: Empirical Evidence on the Holy Trinity
by Rose, Andrew K
1994 Stage Two: Feasible Transitions to EMU
by Artis, Michael J
1994 Choosing the Width of Exchange Rate Bands - Credibility vs. Flexibility
by Cukierman, Alex & Leiderman, Leonardo & Spiegel, Yossi
1994 A Model of the ERM Crisis
by Ozkan, F Gulcin & Sutherland, Alan
1994 Fixed Exchange Rates as a Means to Price Stability: What Have We Learned?
by Svensson, Lars E O
1994 Fixes: Of the Forward Discount Puzzle
by Flood, Robert P & Rose, Andrew K
1994 Exchange Rates in Search of Fundamental Variables
by De Grauwe, Paul
1994 Is There a Safe Passage to EMU? Evidence on Capital Controls and a Proposal
by Eichengreen, Barry & Rose, Andrew K & Wyplosz, Charles
1994 Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System
by Eichengreen, Barry & Rose, Andrew K & Wyplosz, Charles
1994 Explaining Forward Exchange Bias .... Intra-day
by Lyons, Richard K & Rose, Andrew K
1994 Contagious Speculative Attacks
by Gerlach, Stefan & Smets, Frank
1994 Estimating and Interpreting Forward Interest Rates: Sweden 1992-4
by Svensson, Lars E O
1994 The Impact of Exchange Rate Fluctuations on European Union Trade
by Sapir, André & Sekkat, M. Khalid & Weber, Axel A
1994 Currency Board or Central Bank? Lessons from the Irish Pound's Link with Sterling, 1928-79
by Honohan, Patrick
1994 Foreign Exchange Intervention and International Policy Coordination: Comparing the G-3 and EMS Experience
by Weber, Axel A
1994 Optimal Target Zones: How an Exchange Rate Mechanism Can Improve Upon Discretion
by Miller, Marcus & Zhang, Lei
1994 Efficiency and Expectations Revisited: A Foreign Exchange Market with Bayesian Players
by Christodoulakis, Nikos & Kalyvitis, Sarantis C & Karamouzis, Nick
1994 How Important is Intra-Industry Trade in Australia's Rapid Trade Growth?
by Jayant Menon & Peter B. Dixon
1994 Union monetaire et convergence : qu'avons nous appris ?
by Jean Pisany-Ferry
1994 Budget Deficits and the Public Debt in Sweden: The Case for Fiscal Consolidation
by Desmond Lachman
1994 Realignment Expectations, Forward Rate Bias, and Intervention in an Optimizing Model of Exchange Rate Adjustment
by Peter Isard
1994 Testing the Credibility of Belgium's Exchange Rate Policy
by Ioannis Halikias
1994 Expected Devaluation and Economic Fundamentals
by Alun H. Thomas
1994 The Parallel Market Premium: Is It a Reliable Indicator of Real Exchange Rate Misalignment in Developing Countries?
by Peter J. Montiel & Jonathan D. Ostry
1994 The Stabilizing Effect of the ERM on Exchange Rates and Interest Rates: Some Nonparametric Tests
by Michael J. Artis & Mark P. Taylor
1994 Short-Run versus Long-Run Effects of Devaluation: Error-Correction Modeling and Cointegration
by Mohsen Bahmani-Oskooee & Janardhanan Alse
1993 The International Reaction to U.S. Trade Announcements and Exchange Rate Exposure: A Market-wide and Cross-Sectional Analysis
by Puffer, M.K.
1993 On Exchange Rates
by Jeffrey A. Frankel
1993 Af1uencia de capital y apreciacion del tipo de cambio real en America Latina: E1 papel de los factores externos
by Reinhart, Carmen & Calvo, Guillermo & Leiderman, Leonardo
1993 The Japanese Trade Balance: Recent History and Future Prospects
by David K. Backus
1993 Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment
by Lars E.O. Svensson
1993 Does Central Bank Intervention Increase the Volatility of Foreign Exchange Rates?
by Kathryn M. Dominguez
1993 Currency Option Pricing in Credible Target Zones
by Bernard Dumas & L. Peter Jennergren & Bertil Naslund
1993 European Exchange Rate Credibility Before the Fall
by Andrew K. Rose & Lars E.O. Svensson
1993 Tests of Microstructural Hypotheses in the Foreign Exchange Market
by Richard K. Lyons
1993 Realignment Risk and Currency Option Pricing in Target Zones
by Bernard Dumas & L. Peter Jennergren & Bertil Naslund
1993 International Evidence on Tradables and Nontradable Inflation
by Jose De Gregorio & Alberto Giovannini
1993 Exchange Rates, Inflation and Disinflation: Latin American Experiences
by Sebastian Edwards
1993 Exchange Rate Flexibility, Volatility, and the Patterns of Domestic and Foreign Direct Investment
by Joshua Aizenman
1993 European Exchange Rate Credibility Before the Fall
by Rose, Andrew K & Svensson, Lars E O
1993 The European Monetary System and the Theory of Target Zones
by Honohan, Patrick
1993 Fixing Exchange Rates: A Virtual Quest for Fundamentals
by Flood, Robert P & Rose, Andrew K
1993 Trade Liberalization in Disinflation
by Rodrik, Dani
1993 The Endogeneity of Exchange Rate Regimes
by Eichengreen, Barry
1993 Exchange Rate Regimes and Trade Prices: Does the EMS Matter?
by Sapir, André & Sekkat, M. Khalid
1993 The Determinants of Realignment Expectations Under the EMS - Some Empirical Regularities
by Chen, Zhaohui & Giovannini, Alberto
1993 The Term Structure of Forward Exchange Premia and the Forecastability of Spot Exchange Rates: Correcting the Errors
by Clarida, Richard & Taylor, Mark P
1993 Exchange Rate Pass-Through for Australian Manufactured Imports: Estimates from the Johansen Maximum-Likelihood Procedure
by Jayant Menon
1993 Crises et cycles financiers : une approche comparative
by Michel Aglietta
1993 Regle, discretion et regime de change en Europe
by Pierre Villa
1993 Les implications exterieures de l'UEM
by Agnes Benassy & Alexander Italianer & Jean Pisani-Ferry
1993 Real Exchange Rate Targeting under Imperfect Asset Substitutability
by J. Saul Lizondo
1993 French-German Interest Rate Differentials and Time-Varying Realignment Risk
by Francesco Caramazza
1993 The Operation of the Estonian Currency Board
by Adam G. G. Bennett
1993 Asymmetry in the ERM: A Case Study of French and German Interest Rates Before and After German Unification
by Edward H. Gardner & William R. M. Perraudin
1993 The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting
by Ronald Macdonald & Mark P. Taylor
1993 Contracts, Credibility, and Common Knowledge: Their Influence on Inflation Convergence
by Marcus Miller & Alan Sutherland
1992 The Importance of Rationing in International Trade : An Econometric Analysis for Germany
by Wolfgang FRANZ & Gustav HEIDBRINK
1992 Capital Inflows and Real Exchange Rate Appreciation in Latin America
by Reinhart, Carmen & Calvo, Guillermo & Leiderman, Leonardo
1992 Country Characteristics and the Choice of the Exchange Rate Regime: Are Mini-skirts Followed by Maxis?
by Honkapohja, Seppo & Pikkarainen, Pentti
1992 Why Exchange Rate Bands? Monetary Independence in Spite of Fixed Exchange Rates
by Svensson, Lars E O
1992 The Advantage to Hiding One's Hand: Speculation and Central Bank Intervention in the Foreign Exchange Market
by Bhattacharya, Utpal & Weller, Paul
1992 Macroeconomic Adjustment Under Bretton Woods and the Post-Bretton-Woods Float: An Impulse-Response Analysis
by Bayoumi, Tamim & Eichengreen, Barry
1992 Monetary Union, Money Demand and Money Supply: A Review of the German Monetary Union
by von Hagen, Jürgen
1992 Why Have a Target Zone?
by Krugman, Paul & Miller, Marcus
1992 Competition When Consumers Have Switching Costs: An Overview
by Klemperer, Paul
1992 Target Zone Models with Price Inertia: Some Testable Implications
by Sutherland, Alan
1992 Bretton Woods and its Precursors: Rules versus Discretion in the History of International Monetary Regimes
by Giovannini, Alberto
1992 Real Exchange Rates Within and Between Currency Areas: How Far Away is EMU?
by Neumann, Manfred J.M. & von Hagen, Jürgen
1992 The Price of EMU Revisited
by Hughes Hallett, Andrew & Minford, Patrick & Rastogi, Anupam
1992 Counter-Inflationary Policy in the Framework of the EMS
by Artis, Michael J
1992 How Long Do Unilateral Target Zones Last?
by Dumas, Bernard J & Svensson, Lars E O
1992 The Marshall Plan: Economic Effects and Implications for Eastern Europe and the Former USSR
by Eichengreen, Barry & Uzan, Marc
1992 Covered Purchasing Power Parity, Ex-Ante PPP and Risk Aversion
by Moore, Michael J
1992 Fiscal Federalism and Optimum Currency Areas: Evidence for Europe from the United States
by Sachs, Jeffrey & Sala-i-Martin, Xavier
1992 The `Big Bang' Versus `Slow but Steady': A Comparison of the Hungarian and the Polish Transformations
by Abel, István & Bonin, John
1992 Time Varying Devaluation Risk, Interest Rate Differentials and Exchange Rates in Target Zones: Empirical Evidence from the EMS
by Weber, Axel A
1992 Unification of Foreign Exchange Markets
by Pierre-Richard Agénor & Robert P. Flood
1992 Speculative Attacks and Models of Balance of Payments Crises
by Pierre-Richard Agénor & Jagdeep S. Bhandari & Robert P. Flood
1992 Collapse of a Crawling Peg Regime in the Presence of a Government Budget Constraint
by Miguel A. Savastano
1992 Real Exchange Rate Targeting under Capital Controls: Can Money Provide a Nominal Anchor?
by Peter J. Montiel & Jonathan D. Ostry
1992 Portfolio Preference Uncertainty and Gains from Policy Coordination
by Paul R. Masson
1992 The Impact of Nondollar-Denominated Oil Pricing
by Michael Tucker
1991 Exchange Rates and Inflation
by Rudiger Dornbusch
1991 International Currency Regimes, Capital Mobility, and Macroeconomic Policy
by James Tobin
1991 On the Internationalization of Portfolios
by William C. Brainard & James Tobin
1991 Inflation Convergence with Realignments in a Two-Speed Europe
by Lambertini, Luisa & Miller, Marcus & Sutherland, Alan
1991 Exchange Rate Policies for the EFTA Countries in the 1990s
by Branson, William H
1991 Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the EMS
by Svensson, Lars E O
1991 Do the Benefits of Exchange Rates Outweigh Their Cost? The Franc Zone in Africa
by Devarajan, Shantayanan & Rodrik, Dani
1991 Expected and Predicted Realignments: The FF/DM Exchange Rate During the EMS
by Rose, Andrew K & Svensson, Lars E O
1991 The Perils of Sterilization
by Guillermo A. Calvo
1991 On Interpreting the Random Walk and Unit Root in Nominal and Real Exchange Rates
by Charles Adams & Bankim Chadha
1991 Interest Rates in Mexico: The Role of Exchange Rate Expectations and International Creditworthiness
by Hoe E. Khor & Liliana Rojas-Suarez
1991 The Simplest Test of Target Zone Credibility
by Lars E. O. Svensson
1991 Stability of Velocity in the Major Industrial Countries: A Kalman Filter Approach
by Eduard J. Bomhoff
1991 Alternative Dual Exchange Market Regimes: Some Steady-State Comparisons
by J. Saúl Lizondo
1991 Structural Models of the Dollar
by Charles Adams & Bankim Chadha
1991 Determinants of LDC Devaluation Decisions: An Exploratory Investigation of Devaluation in Brazil
by Parviz Asheghian & William G. Foote & Reza Saidi
1991 Exchange Rates, Energy Prices, Unemployment, Money, and Inflation: A Further Test
by Robert A. Black & Cindy Benzing
1991 Contemporaneous Reserve Accounting, M1 Announcements and Exchange Rate Movements
by Kevin Ross
1990 Price and Trade Effects of Exchange Rate Fluctuations and the Design of Policy Coordinaton
by Cohen, Daniel & Wyplosz, Charles
1989 Current Account Effects of a Devaluation in an Optimizing Model with Capital Accumulation
by Søren Bo Nielsen
1987 Exchange Rate Management under Uncertainty
by
1966 Exchange Rate Devaluation in a Semi-Industrialized Country: The Experience of Argentina, 1955-1961
by Carlos Diaz Alejandro
An experimental test of trade hysteresis: market exit and entry decisions in the presence of sunk costs and exchange rate uncertainty
by David Ansic & Geoffrey Pugh
Delors and the core: Cooperative monetary policy games and the transition to EMU
by Klein Martin
Agents' Rationality and the CHF/USD Exchange Rate, Part II
by Hermann Garbers
Agents' Rationality and the CHF/USD Exchange Rate, Part I
by Hermann Garbers
Disinflation Dynamics in an Open Economy General Equilibrium Model
by Özge Senay
The Effectiveness of Monetary and Fiscal Policy with Different Degrees of Goods and Financial Market Integration
by Özge Senay
Public Information Arrival, Exchange Rate Volatility, and Quote Frequency
by Michael Melvin & Xixi Yin
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
Vertical international trade as a monetary transmission mechanism in an open economy
by Kevin Huang & Z. Liu
The relationship between investment and large exchange rate depreciations in dollarized economies
by Luis Carranza & José Enrique Galdón Sánchez & Javier Gómez Biscarri
Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates
by Aaron Tornell & Chunming Yuan
Purchasing Power Parity Before And After The Adoption Of The Euro
by Su Zhou & Mohsen Bahmani-Oskooee & Aali M. Kutan
Stationarity of Asian-Pacific real exchange rates
by Su Zhou
Is the stationarity of the yen real exchange rates a puzzle? This paper attempts to shed light on the puzzling finding that the results of applying the conventional or nonlinear unit root tests to the yen real exchange rates (RERs) in some recent studies appear to be rather sensitive to whether or not including the data of recent decade in the studies. It is found that this sensitivity of the test results may come from the failure to take into account the large rise and fall in the yen RERs. Using the newly developed unit root tests which account for the presence of multiple smooth temporary breaks in the RERs, the results clearly show that the yen RERs in the post-Bretton Woods period can be characterized as being linear or nonlinear stationary around infrequent smooth temporary mean changes, supporting the validity of PPP
by Su Zhou
Carry Trade and Exchange Rate Regimes
by Fabio Kanczuk & Laura Alfaro
Exchange rate dynamics, central bank interventions and chaos control methods
by Frank Westerhoff & Cristian Wieland
Spill-over dynamics of central bank interventions
by Frank Westerhoff & Cristian Wieland
Real & nominal foreign exchange volatility effects on exports – the importance of timing
by Bredin, Donal & Cotter, John
Conventions in the foreign exchange market : Can they really explain exchange rate dynamics ?
by Di Filippo, Gabriele
Inside the Black Box: Why are Order Flows Models of Exchange Rate more competitive than Traditional Models of Exchange Rate?
by Di Filippo, Gabriele
Changing the focus of the exchange rate regimes debate in emerging economies : causes and scope of de-dollarization in Latin America
by Quenan, Carlos & Torija-Zane, Edgardo
The choice of an optimal exchange rate regime for the euro CFA countries zone
by Linjouom, Mireille
General to specific modelling of exchange rate volatility : a forecast evaluation
by Bauwens, Luc & Sucarrat, Genaro
Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?
by Rasmus Fatum
Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?
by Rasmus Fatum & Barry Scholnick
The Exchange Rate, Employment and Hours: What Firm-Level Data Say
by Francesco Nucci & Alberto Franco Pozzolo
Crude Oil Prices and the Euro-Dollar Exchange Rate: A Forecasting Exercise
by Jesus Crespo Cuaresma & Andreas Breitenfellner
On the determinants of currency crises: The role of model uncertainty
by Jesus Crespo Cuaresma & Tomas Slacik
Forecasting euro exchange rates: How much does model averaging help?
by Jesus Crespo Cuaresma
A panel data investigation of real exchange rate misalignment and growth
by Ronald MacDonald & Flávio Vieira
Real Exchange Rates in the Long Run: Evidence from Historical Data (Figures)
by Anton Muscatelli & Franco Spinelli & Carmine Trecroci
Further evidence on technical analysis and profitability of foreign exchange intervention
by Simón Sosvilla-Rivero & Julián Andrada-Félix & Fernando Fernández-Rodríguez
The Currency Denomination of Trade and Price Discrimination: The Euro after European Union Expansion
by Mark David Witte &
Carry Trade
by Oscar Jorda
Productivity, the Terms of Trade, and the Real Exchange Rate: Balassa-Samuelson Hypothesis Revisited
by Ehsan U. Choudhri & Lawrence L. Schembri
Pension Fund Managers Behavior In The Foreign Exchange Market
by Hernando Vargas & Rocío Betnacourt
Tasa de Cambio Real de Colombia: Un Enfoque E´mpírico No Lineal
by Carlos A.Huertas Campos
Exchange Rate Pass-Through Effects: A Disaggregate Analysis of Colombian Imports of Manufactured Goods
by Hernán Rincón & Edgar Caicedo & Norberto Rodríguez
Flotación Cambiaria y Esterilización Monetaria: La Experiencia de Colombia
by Sergio Clavijo & Carlos Varela
A Model of the Nominal and Real Exchange Rates in Colombia
by Javier Gómez
Testing the Short-Long-Run Exchange Rate Effects on Trade Balance: The Case of Colombia
by Hernán Rincón
'Once-in-a-Generation' Yen Volatility in 1998: Fundamentals, Intervention, and Order Flow
by Jun Cai & Yan-Leung Cheung & Raymond Lee & Michael Melvin
