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Article provided by Springer in its journal Open Economies Review.

Volume (Year): 19 (2008)
Issue (Month): 2 (April)
Pages: 167-181
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Handle: RePEc:kap:openec:v:19:y:2008:i:2:p:167-181

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Related research

Keywords: International reserves; Volatility; Cointegration; Exchange rate regimes; F40; F41;

References listed on IDEAS
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1. Aizenman, Joshua & Marion, Nancy, 2003. "The high demand for international reserves in the Far East: What is going on?," Journal of the Japanese and International Economies, Elsevier, vol. 17(3), pages 370-400, September. [Downloadable!] (restricted)
   Other versions:
   • Joshua Aizenman & Nancy Marion, 2002. "The high demand for international reserves in the Far East: what's going on?," Pacific Basin Working Paper Series 02-08, Federal Reserve Bank of San Francisco. [Downloadable!]
   • Joshua Aizenman & Nancy Marion, 2002. "The High Demand for International Reserves in the Far East: What's Going On?," NBER Working Papers 9266, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   • Joshua Aizenman & Nancy P. Marion, 2002. "The high demand for international reserves in the Far East: what's going on?," Proceedings, Federal Reserve Bank of San Francisco, issue Sep. [Downloadable!]
2. Robert P. Flood & Nancy Peregrim Marion, 2002. "Holding International Reserves in an Era of High Capital Mobility," IMF Working Papers 02/62, International Monetary Fund.
3. Bahmani-Oskooee, M & Brown, F, 2002. "Demand for International Reserves: A Review Article," Applied Economics, Taylor and Francis Journals, vol. 34(10), pages 1209-26, July. [Downloadable!] (restricted)
4. Frenkel, Jacob A., 1980. "International reserves under pegged exchange rates and managed float : Corrections and extensions," Journal of Monetary Economics, Elsevier, vol. 6(2), pages 295-302, April. [Downloadable!] (restricted)
5. Cheung, Yin-Wong & Lai, Kon S, 1993. "Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(3), pages 313-28, August.
6. Kasa, Kenneth, 1992. "Common stochastic trends in international stock markets," Journal of Monetary Economics, Elsevier, vol. 29(1), pages 95-124, February. [Downloadable!] (restricted)
7. Dickey, David A & Rossana, Robert J, 1994. "Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(3), pages 325-53, August.
8. Philip Lane & Dominic Burke, 2001. "The Empirics of Foreign Reserves," CEG Working Papers 20013, Trinity College Dublin, Department of Economics. [Downloadable!]
   Other versions:
   • Philip Lane & Dominic Burke, 2001. "The Empirics of Foreign Reserves," Trinity Economics Papers 20015, Trinity College Dublin, Department of Economics. [Downloadable!]
   • Philip Lane & Dominic Burke, 2001. "The Empirics of Foreign Reserves," Open Economies Review, Springer, vol. 12(4), pages 423-434, October. [Downloadable!] (restricted)
9. Haug, Alfred A., 1996. "Tests for cointegration a Monte Carlo comparison," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 89-115. [Downloadable!] (restricted)
10. Bahmani-Oskooee, Mohsen, 1988. "Exchange Rate Flexibility and the Speed of Adjustment," Kyklos, Blackwell Publishing, vol. 41(1), pages 35-49.
11. Kelly, Michael G, 1970. "The Demand for International Reserves," American Economic Review, American Economic Association, vol. 60(4), pages 655-67, September. [Downloadable!] (restricted)
12. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254. [Downloadable!] (restricted)

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