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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.
2010 Exchange Rate Regimes in the Modern Era
by Michael W. Klein & Jay C. Shambaugh
2009 Momentum in stock market returns, risk premia on foreign currencies and international financial integration
by Thomas Nitschka [Downloadable!]
2009 Real exchange rates and real interest rate differentials: a present value interpretation
by Mathias Hoffmann & Ronald MacDonald [Downloadable!]
2009 Exchange-rate regime and economic growth: a review of the theoretical and empirical literature
by Petreski, Marjan [Downloadable!]
2009 Price convergence in the EMU? Evidence from micro data
by Fischer, Christoph [Downloadable!]
2009 Do we really know that flexible exchange rates facilitate current account adjustment?: some new empirical evidence for CEE countries
by Herrmann, Sabine [Downloadable!]
2009 Transmission of nominal exchange rate changes to export prices and trade flows and implications for exchange rate policy
by Hoffmann, Mathias & Holtemöller, Oliver [Downloadable!]
2009 Heterogeneous Expectations and Exchange Rate Dynamics
by Carl Chiarella & Xue-Zhong He & Min Zheng [Downloadable!]
2009 The Time-Varying Systematic Risk of Carry Trade Strategies
by Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen [Downloadable!]
2009 Indian Currency and Beyond. The Legacy of the Early Economics of Keynes in the Times of Bretton Woods II
by Anna M. Carabelli & Mario A. Cedrini [Downloadable!]
2009 How can Iran’s black market exchange rate be managed?
by Valadkhani, Abbas & Amin Reza Kamalian & Majid Nameni [Downloadable!]
2009 Mananging Financial Instability: Why Prudence is not Enough?
by Yilmaz Akyüz [Downloadable!]
2009 External constraint and financial crises with balance sheet effects
by Meixing DAI [Downloadable!]
2009 On causal Relationships Between Exchange Rates and Fundamentals: Better Than You Think
by Dimitris Christopoulos & Miguel A. León-Ledesma [Downloadable!]
2009 Financial Frictions and Monetary Transmission
by Uluc Aysun & Ryan Brady & Adam Honig [Downloadable!]
2009 Exchange rate exposure: A nonparametric approach
by Uluc Aysun & Melanie Guldi [Downloadable!]
2009 Exploring Long Memory and Nonlinearity in Irish Real Exchange Rates using Tests based on Semiparametric Estimation
by Derek Bond & Michael J. Harrison & Edward J. O'Brien [Downloadable!]
2009 Effect of Official Dollarization on Macroeconomic Performance and Money-Price Relationship in Ecuador
by Selahattin Togay & Bedri Kamil Onur Taþ [Downloadable!]
2009 Using Engel Curves to Estimate Purchasing Power Parity. A Case Study of the Computation of the Exchange Rate between the Norwegian krone and the U.S. dollar
by Erling Røed Larsen [Downloadable!]
2009 The Revenge of Purchasing Power Parity on Carry Trades during Crises
by Marie Brière & Bastien Drut [Downloadable!]
2009 Time-Varying Currency Betas: Evidence from Developed and Emerging Markets
by Prabhath Jayasinghe & Albert K. Tsui [Downloadable!]
2009 Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs
by Maurice J. Roche & Michael J. Moore [Downloadable!]
2009 How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach
by Joscha Beckmann & Ansgar Belke & Michael Kühl [Downloadable!]
2009 Exchange Rate and Political Risks, Again
by Gregory Clare & Ira N. Gang [Downloadable!]
2009 Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle
by V. LEWIS & A. MARKIEWICZ [Downloadable!]
2009 Nominal Convergence
by Iancu, Aurel [Downloadable!]
2009 Convergenta Nominala
by Iancu, Aurel [Downloadable!]
2009 Errors-in-Variables Estimation with No Instruments
by Ramazan Gencay & Nikola Gradojevic [Downloadable!]
2009 Foreign Exchange Intervention and Exchange Rate Volatility in Peru
by Humala, Alberto & Rodríguez, Gabriel [Downloadable!]
2009 Learning under Fear of Floating
by Bigio, Saki [Downloadable!]
2009 A Dynamic Stochastic General Equilibrium Model with Dollarization for the Peruvian Economy
by Castillo, Paul & Montoro, Carlos & Tuesta, Vicente [Downloadable!]
2009 Carry Trade Fundamentals and the Financial Crisis 2007-2010
by Vistesen, Claus [Downloadable!]
2009 The Multi-Scale Interaction between Interest Rate, Exchange Rate and Stock Price
by Hamrita, Mohamed Essaied & Ben Abdallah, Nidhal & Ben Ammou , Samir [Downloadable!]
2009 Internationale Währungsmarktstabilität durch eine Globalwährung?
by Menkhoff, Lukas [Downloadable!]
2009 China and the Reserve Currency Question
by Ryan, John [Downloadable!]
2009 Purchasing power parity in Mexico: a historical note
by Wallace, Frederick [Downloadable!]
2009 Cointegration tests of purchasing power parity
by Wallace, Frederick [Downloadable!]
2009 Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
by Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Puah, Chin-Hong [Downloadable!]
2009 Asymmetry of the exchange rate pass-through: An exercise on the Polish data
by Przystupa, Jan & Wróbel, Ewa [Downloadable!]
2009 A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity
by Kim, Hyeongwoo & Moh, Young-Kyu [Downloadable!]
2009 The quest for monetary integration – the Hungarian experience
by Zoican, Marius Andrei [Downloadable!]
2009 Effectiveness and Commitment to Inflation Targeting Policy: Evidences from Indonesia and Thailand
by Siregar, Reza.Y. & Goo, Siwei [Downloadable!]
2009 Intervention index and exchange rate regimes: the cases of selected East-Asian economies
by Pontines, Victor & Siregar, Reza [Downloadable!]
2009 Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone
by Lendjoungou, Francis [Downloadable!]
2009 Economic Shocks and Exchange Rate as a Shock Absorber in Indonesia and Thailand
by Goo, Siwei & Siregar, Reza Y. Siregar [Downloadable!]
2009 Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy
by Hernandez-Verme, Paula & Wang, Wen-Yao [Downloadable!]
2009 The pass-through effect: a twofold analysis
by Forte, Antonio [Downloadable!]
2009 Understanding forecast failure of ESTAR models of real exchange rates
by Buncic, Daniel [Downloadable!]
2009 Choosing and assessing exchange rate regimes: A survey of the literature
by Cruz Rodriguez, Alexis [Downloadable!]
2009 The Determinants of International Reserves in the Emerging Countries: a Non-Linear Approach
by Delatte, Anne-Laure & Fouquau, Julien [Downloadable!]
2009 Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries
by Liew, Venus Khim-Sen & Chia, Ricky Chee-Jiun & Ling, Tai-Hu [Downloadable!]
2009 Exchange Market Pressure in Central Europe: An Application of the Girton-Roper Model
by Stavarek, Daniel & Dohnal, Marek [Downloadable!]
2009 Euの通貨統合と金融・財政政策の規律
by Shirai, Sayuri [Downloadable!]
2009 The Effects of Japanese Interventions on FX-Forecast Heterogeneity
by Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P. [Downloadable!]
2009 Financial Intermediation and the Role of Price Discrimination in a Two-Tier Market
by Reitz, Stefan & Schmidt, Markus & Taylor , Mark P. [Downloadable!]
2009 Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
by Liew, Venus Khim-Sen [Downloadable!]
2009 Bretton-Woodský měnový systém: Systém fixních nebo de-facto plovoucích kurzů?
by Bednarik, Radek [Downloadable!]
2009 Trickle-Down Effects of Changing Value of Euro on US Economy
by Bhattacharya, Sulagna [Downloadable!]
2009 Invoice currencies, import prices, and inflation
by Ono, Masanori [Downloadable!]
2009 The single global currency - common cents for the world (2008 Edition)
by Bonpasse, Morrison [Downloadable!]
2009 Carry Trades and Global FX Volatility
by Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas [Downloadable!]
2009 Oil Prices and Exchange Rates in Oil-Exporting Countries: Evidence from TAR and M-TAR Models
by Mohammadi, Hassan & Jahan-Parvar, Mohammad R. [Downloadable!]
2009 Foreign Exchange Market Pressure and Monetary Policy: An Empirical Study Based on China’s Data
by Liu, L. & Ni, Y.J [Downloadable!]
2009 Compositional Analysis of Foreign Currency Reserves in the 1999-2007 Period : The Euro vs. The Dollar as Leading Reserve Currency
by Aristovnik, Aleksander & Čeč, Tanja [Downloadable!]
2009 Indian Capital Control Liberalization: Evidence from NDF Markets
by Hutchison, Michael & Kendall, Jake & Pasricha, Gurnain Kaur & Singh , Nirvikar [Downloadable!]
2009 Country-Specific Risk Premium, Taylor Rules, and Exchange Rates
by Annicchiarico , Barbara & Piergallini, Alessandro [Downloadable!]
2009 Sticky Wages, Incomplete Pass-Through and Inflation Targeting: What is the Right Index to Target?
by Abo-Zaid, Salem [Downloadable!]
2009 Understanding forecast failure in ESTAR models of real exchange rates
by Buncic, Daniel [Downloadable!]
2009 The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa
by Balázs Égert [Downloadable!]
2009 Order flow and exchange rate changes: A look at the NZD/USD and AUD/USD
by Nick Smyth [Downloadable!]
2009 The Name of the Rose: Classifying 1930s Exchange-Rate Regimes
by Scott Andrew Urban [Downloadable!]
2009 The Exchange Rate-Investment Nexus and Exchange Rate Instability: Another Reason for ‘Fear of Floating’
by Habib Ahmed & C. Paul Hallwood & Stephen M. Miller [Downloadable!]
2009 What Makes Currencies Volatile? An Empirical Investigation
by Michael Bleaney & Manuela Francisco [Downloadable!]
2009 Currency Carry Trade Regimes: Beyond the Fama Regression
by Richard Clarida & Josh Davis & Niels Pedersen [Downloadable!]
2009 The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
by Òscar Jordà & Alan M. Taylor [Downloadable!]
2009 Lost in Transit: Product Replacement Bias and Pricing to Market
by Emi Nakamura & Jón Steinsson [Downloadable!]
2009 The financial crisis and sizable international reserves depletion: From 'fear of floating' to the 'fear of losing international reserves'?
by Joshua Aizenman & Yi Sun [Downloadable!]
2009 Hedging Price Volatility Using Fast Transport
by David L. Hummels & Georg Schaur [Downloadable!]
2009 The Slide to Protectionism in the Great Depression: Who Succumbed and Why?
by Barry Eichengreen & Douglas A. Irwin [Downloadable!]
2009 Crash Risk in Currency Markets
by Emmanuel Farhi & Samuel Paul Fraiberger & Xavier Gabaix & Romain Ranciere & Adrien Verdelhan [Downloadable!]
2009 Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture
by Yuko Hashimoto & Takatoshi Ito [Downloadable!]
2009 On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals
by Philippe Bacchetta & Eric van Wincoop [Downloadable!]
2009 The Long or Short of it: Determinants of Foreign Currency Exposure in External Balance Sheets
by Philip R. Lane & Jay C. Shambaugh [Downloadable!]
2009 Financial Instability, Reserves, and Central Bank Swap Lines in the Panic of 2008
by Maurice Obstfeld & Jay C. Shambaugh & Alan M. Taylor [Downloadable!]
2009 New Estimation of China's Exchange Rate Regime
by Jeffrey A. Frankel [Downloadable!]
2009 Exporting and Firm Performance: Chinese Exporters and the Asian Financial Crisis
by Albert Park & Dean Yang & Xinzheng Shi & Yuan Jiang [Downloadable!]
2009 The Behavioural Zloty/Euro Equilibrium Exchange Rate
by Joanna Beza-Bojanowska [Downloadable!]
2009 Model misspecification, learning and the exchange rate disconnect puzzle
by Vivien Lewis & Agnieszka Markiewicz [Downloadable!]
2009 Announcement effect and intraday volatility patterns of euro-dollar exchange rate : monetary policy news arrivals and short-run dynamic response
by Mokhtar Darmoul & Mokhtar Kouki [Downloadable!]
2009 Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period
by Mokhtar Darmoul & Mokhtar Kouki [Downloadable!]
2009 Measuring Convergence of the New Member Countries’ Exchange Rates to the Euro
by Bettina Becker & Stephen G. Hall [Downloadable!]
2009 How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe
by Bettina Becker & Stephen G. Hall [Downloadable!]
2009 How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe
by Bettina Becker & Stephen G. Hall [Downloadable!]
2009 How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe
by Bettina Becker & Stephen G. Hall [Downloadable!]
2009 Can Parameter Instability Explain the Meese-Rogoff Puzzle?
by Philippe Bacchetta & Eric van Wincoop & Toni Beutler [Downloadable!]
2009 Tacit On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals
by Philippe Bacchetta & Eric van Wincoop [Downloadable!]
2009 On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data
by Yushi Yoshida & Jan C. Rülke [Downloadable!]
2009 Sectoral R&D Intensity and Exchange Rate Volatility: A Panel Study for OECD Countries
by Prashanth Mahagaonkar & Rainer Schweickert & Aditya S. Chavali [Downloadable!]
2009 Die Bedeutung monetärer Größen für die deutsche Wachstumsschwäche 1995-2005
by Jonas Dovern & Nils Jannsen & Joachim Scheide [Downloadable!]
2009 Exchange-Rate Misalignments in Duopoly: The Case of Airbus and Boeing
by Agnès Bénassy-Quéré & Lionel Fontagné & Horst Raff [Downloadable!]
2009 Sectoral R&D intensity and Exchange Rate Volatility: A Panel Study on Economies of the OECD
by Prashanth Mahagaonkar & Rainer Schweickert & Aditya S. Chavali [Downloadable!]
2009 International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence
by Caporale, Guglielmo Maria & Hadj Amor, Thouraya & Rault, Christophe [Downloadable!]
2009 Did the Structure of Trade and Foreign Debt Affect Reserve Currency Composition? Evidence form Interwar Japan
by Mariko Hatase & Mari Ohnuki [Downloadable!]
2009 Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?
by Rasmus Fatum [Downloadable!]
2009 A New Method for Identifying the Effects of Foreign Exchange Interventions
by Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu [Downloadable!]
2009 The Impact of the Financial Crisis on Emerging Asia
by Morris Goldstein & Daniel Xie [Downloadable!]
2009 The GCC Monetary Union: Choice of Exchange Rate Regime
by Mohsin S. Khan [Downloadable!]
2009 Reverse Shooting of Exchange Rates
by Peijie Wang [Downloadable!]
2009 Rational Overconfidence and Social Security
by Carsten Krabbe Nielsen [Downloadable!]
2009 Defending Against Speculative Attacks
by Tijmen Daniëls & Henk Jager & Franc Klaassen [Downloadable!]
2009 Stability of East Asian Currencies during the Global Financial Crisis
by Junko Shimizu & Eiji Ogawa [Downloadable!]
2009 Analysis on ƒÀ and ƒÐ Convergences of East Asian Currencies
by Eiji Ogawa & Taiyo Yoshimi [Downloadable!]
2009 Lessons for China from Financial Liberalization in Scandinavia
by Hongyi Chen & Lars Jonung & Olaf Unteroberdoerster [Downloadable!]
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 [Downloadable!]
2009 Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets
by Roberta Colavecchio & Michael Funke [Downloadable!]
2009 Real Exchange Rate, Productivity and Labor Market Rigidities
by Yu Sheng & Xinpeng Xu [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
2009 Liquidity, Risk Appetite and Exchange Rate Movements During the Financial Crisis of 2007-2009
by Cho-Hoi Hui & Hans Genberg & Tsz-Kin Chung [Downloadable!]
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 [Downloadable!]
2009 Oil Prices and Real Exchange Rate Volatility in Oil-Exporting Economies: The Role of Governance
by Rickne, Johanna [Downloadable!]
2009 Uncovered Interest Parity in a Partially Dollarized Developing Country: Does UIP Hold in Bolivia? (And If Not, Why Not?)
by Melander, Ola [Downloadable!]
2009 Testing for Unit Roots in Panel Time Series Models with Multiple Breaks
by Westerlund, Joakim [Downloadable!]
2009 Renminbi misaligned - Results from meta-regressions
by Korhonen, Iikka & Ritola, Maria [Downloadable!]
2009 Real Exchange Rate, Output and Oil: Case of Four Large Energy Producers
by Korhonen, Iikka & Mehrotra, Aaron [Downloadable!]
2009 Dutch disease in former Soviet Union: Witch-hunting?
by Égert, Balázs [Downloadable!]
2009 Financial professionals' overconfidence: Is it experience, job, or attitude?
by Gloede, Oliver & Menkhoff, Lukas [Downloadable!]
2009 Trader see, trader do: How do (small) FX traders react to large counterparties' trades?
by Menkhoff, Lukas & Schmeling, Maik [Downloadable!]
2009 Endogenous Inflows of Speculative Capital and the Optimal Currency Appreciation Path
by Mei Li, & Junfeng Qiu [Downloadable!]
2009 The Impact of Fixed Exchange Rates on Fiscal Discipline
by Makram El-Shagi [Downloadable!]
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 [Downloadable!]
2009 A Nonlinear Panel Unit Root Test under Cross Section Dependence
by Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis [Downloadable!]
2009 Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion
by Mario Cerrato & Hyunsok Kim & Ronald MacDonald [Downloadable!]
2009 An investigation of customer order flow in the foreign exchange market
by Mario Cerrato & Nicholas Sarantis & Alex Saunders [Downloadable!]
2009 Exchange rate forecasters’ performance: evidence of skill?
by Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky [Downloadable!]
2009 Financial Vulnerability in the Central and Eastern European Countries
by Irène Andreou & Aleksandra Zdzienicka [Downloadable!]
2009 Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911
by Filippo Cesarano & Giulio Cifarelli & Gianni Toniolo [Downloadable!]
2009 Empowering the IMF: Should Reform be a Requirement for Increasing the Fund's Resources?
by Mark Weisbrot & Jose Cordero & Luis Sandoval [Downloadable!]
2009 Real Exchange Rate Misalignments
by Cristina Terra, Frederico Valladares [Downloadable!]
2009 On the GCC Currency Union
by Weshah Razzak [Downloadable!]
2009 Sticky Wages, Incomplete Pass-Through and Inflation Targeting: What is the Right Index to Target?
by Salem M. Abo-Zaid [Downloadable!]
2009 Understanding forecast failure of ESTAR models of real exchange rates
by Daniel Buncic [Downloadable!]
2009 The pass-through effect: a twofold analysis
by Antonio Forte [Downloadable!]
2009 The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies
by Frankel, Jeffrey & Poonawala, Jumana [Downloadable!]
2009 The Mechanics of Central Bank Intervention in Foreign Exchange Markets
by Basu, Kaushik [Downloadable!]
2009 China’s Rapid Accumulation of Foreign Exchange Reserves and Its Policy Implications
by Yongnian Zheng & Jingtao Yi [Downloadable!]
2009 China as a Net Creditor- An Indication of Strength or Weaknesses?
by Xin Wang [Downloadable!]
2009 The Case for Stabilizing China’s Exchange Rate- Setting the Stage for Fiscal Expansion
by Ronald McKinnon & Gunther Schnabl [Downloadable!]
2009 Robust Monetary Framework for China
by Takatoshi Ito [Downloadable!]
2009 Exchange Rate Instability- Japan’s Micro–Macro Experiences and Implications for China
by Mamoru Ishida [Downloadable!]
2009 Effectiveness of China’s Monetary Policy and Reform of Its Foreign Exchange System
by Xinhua Gu & Lan Zhang [Downloadable!]
2009 Chinese Economy and Excess Liquidity
by Yuanquan Chen [Downloadable!]
2009 Exchange Rate Pass-through in China
by Chang Shu & Xiaojing Su [Downloadable!]
2009 Prospects For Enhanced Exchange Rate Cooperation In East Asia- Some Preliminary Findings From Generalized Ppp Theory
by Peter Wilson & Keen Meng Choy [Downloadable!]
2009 Managing Exchange Rate Volatility- A Comparative Counterfactual Analysis Of Singapore 1994 To 2003
by Peter Wilson & Henry Ng Shang Ren [Downloadable!]
2009 RMB Exchange Rate and Local Currency Price Stability- The Case of China and ASEAN+3
by Xiao Bing Feng [Downloadable!]
2009 Exchange Rate or Wage Changes in International Adjustment? Japan and China versus the United States
by Ronald McKinnon [Downloadable!]
2009 Putting the Cart before the Horse? Capital Account Liberalization and Exchange Rate Flexibility in China
by Eswar Prasad & Thomas Rumbaugh & Qing Wang [Downloadable!]
2009 Regional Currency Unit in Asia- Property and Perspective
by Woosik Moon & Yeongseop Rhee & Deokryong Yoon [Downloadable!]
2009 A Roadmap for East Asian Monetary Integration- The Necessary First Step
by Kyung Tae Lee & Deok Ryong Yoon [Downloadable!]
2009 China’s Reform on Exchange Rate System and International Trade between Japan and China
by Kentaro Iwatsubo & Shunji Karikomi [Downloadable!]
2009 On China's Exchange Rate Flexibility and Stability- The More Flexible against the U.S. Dollar, the More Stable in Effective Terms
by Ichiro Otani [Downloadable!]
2009 Real Exchange Rate in China- A Long-run Perspective
by Haihong Gao [Downloadable!]
2009 Payments Imbalances
by I.J Macfarlane [Downloadable!]
2009 Managing Capital Flows- The Case of the People’s Republic of China
by Yongding Yu [Downloadable!]
2009 Is Asian Currency Unit Attractive to East Asian Economies?
by Bin Zhang & Fan He [Downloadable!]
2009 Would China’s Sovereign Wealth Fund Be a Menace to the USA?
by Friedrich Wu & Arifin Seah [Downloadable!]
2009 Chinese Yuan after Chinese Exchange Rate System Reform
by Eiji Ogawa & Michiru Sakane [Downloadable!]
2009 Is China’s Economic Growth Extraordinary or Mediocre? The Role of the Exchange Rate
by Yun Feng & Chongfeng Wu [Downloadable!]
2009 Exploring the Case for Monetary Integration between the Chinese Mainland and Hong Kong
by Tony Cavoli & Ramkishen S. Rajan [Downloadable!]
2009 Have Exchange Rate Regimes in Asia become More Flexible Post crisis? Re-VISITING the EVIDENCE
by Tony Cavoli & Ramkishen S. Rajan [Downloadable!]
2009 Exchange Rate Regimes and Monetary Independence in East Asia
by Chang-Jin Kim & Jong-Wha Lee [Downloadable!]
2009 Asian Currency Baskets- An Answer in Search of a Question?
by Charles Adams & Hwee Kwan Chow [Downloadable!]
2009 Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière
by Salem Boubakri [Downloadable!]
2009 How Stable Are Monetary Models of the Dollar-Euro Exchange Rate?: A Time-varying Coefficient Approach
by Joscha Beckmann & Ansgar Belke & Michael Kühl [Downloadable!]
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 [Downloadable!]
2009 Real Convergence, Capital Flows, and Competitiveness in Central and Eastern Europe
by Ansgar Belke & Gunther Schnabl & Holger Zemanek [Downloadable!]
2009 Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis
by Christian Dreger & Jarko Fidrmuc [Downloadable!]
2009 The Exchange Rate Effect of Multi-Currency Risk Arbitrage
by Hau, Harald [Downloadable!]
2009 The Time-Varying Systematic Risk of Carry Trade Strategies
by Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul [Downloadable!]
2009 Crash Risk in Currency Markets
by Farhi, Emmanuel & Fraiberger, Samuel P. & Gabaix, Xavier & Rancière, Romain & Verdelhan, Adrien [Downloadable!]
2009 On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals
by Bacchetta, Philippe & van Wincoop, Eric [Downloadable!]
2009 Safe Haven Currencies
by Ranaldo, Angelo & Söderlind, Paul [Downloadable!]
2009 Exchange Rate Forecasting, Order Flow and Macroeconomic Information
by Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira [Downloadable!]
2009 Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
by Frédérique Bec & Mélika Ben Salem & Marine Carrasco [Downloadable!]
2009 The Dollar in the Turmoil
by Agnes Benassy-Quere & Sophie Bereau & Valerie Mignon [Downloadable!]
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 [Downloadable!]
2009 The Crisis in the Foreign Exchange Market
by Michael Melvin & Mark P. Taylor [Downloadable!]
2009 A Cross-Country Empirical Analysis of International Reserves
by Yin-Wong Cheung & Hiro Ito [Downloadable!]
2009 Exchange Rate Forecasters' Performance: Evidence of Skill?
by Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky [Downloadable!]
2009 Bank of England Interest Rate Announcements and the Foreign Exchange Market
by Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Taylor [Downloadable!]
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 [Downloadable!]
2009 The Behavioural Zloty/Euro Equilibrium Exchange Rate
by Joanna Beza-Bojanowska & Ronald MacDonald [Downloadable!]
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 [Downloadable!]
2009 Exchange rate uncertainty and deviations from Purchasing Power Parity: Evidence from the G7 area
by Arghyrou, Michael G & Gregoriou, Andros & Pourpourides, Panayiotis M. [Downloadable!]
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. [Downloadable!]
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 [Downloadable!]
2009 Nominalist Heuristics and Economic Theory
by Robin Pope & Reinhard Selten & Sebastian Kube [Downloadable!]
2009 Monetary policy and exchange rate overshooting: Dornbusch was right after all
by Hilde C. Bjørnland [Downloadable!]
2009 The role of house prices in the monetary policy transmission mechanism in small open economies
by Hilde C. Bjørnland & Dag Henning Jacobsen [Downloadable!]
2009 Revisiting the importance of non-tradable goods' prices in cyclical real exchange rate fluctuations
by Ida Wolden Bache & Kjersti Næss & Tommy Sveen [Downloadable!]
2009 Asymmetric information in the interbank foreign exchange market
by Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime [Downloadable!]
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 [Downloadable!]
2009 Exchange Rate Pass-through and Monetary Policy: How Strong is the Link?
by Stephen Murchison [Downloadable!]
2009 Productivity, the Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited
by Ehsan U. Choudhri & Lawrence L. Schembri [Downloadable!]
2009 The Asian crisis: what did local stock markets expect?
by Alicia García-Herrero & Jacob Gyntelberg & Andrea Tesei [Downloadable!]
2009 Exchange Rate, Employment and Hours: What Firm-Level Data Say
by Francesco Nucci & Alberto Franco Pozzolo [Downloadable!]
2009 What do we know about real exchange rate non-linearities?
by Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen [Downloadable!]
2009 Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise
by Ingmar Nolte & Valeri Voev [Downloadable!]
2009 The Time-Varying Systematic Risk of Carry Trade Strategies
by Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind [Downloadable!]
2009 A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
by Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius [Downloadable!]
2009 The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained
by García Solanes, José & Torrejón-Flores, Fernando [Downloadable!]
2009 Exchange Rates and Fundamentals: Footloose or Evolving Relationship?
by Lucio Sarno & Giorgio Valente [Downloadable!]
2009 The Effects of Exchange-Rate Volatility on Commodity Trade between the United States and Mexico
by Mohsen Bahmani-Oskooee & Scott W. Hegerty
2009 Banking credit in the global economic and financial crisis. The situation in Romania
by BUNESCU Petre [Downloadable!]
2009 Behavioral and Permanent Zloty/Euro Equilibrium
by Joanna Beza-Bojanowska [Downloadable!]
2009 From Ppp To Natrex - The Case Of Czech Crown
by Jiří Škop & Jan Vejmělek [Downloadable!]
2009 Economic convergence and the fundamental equilibrium exchange rate in Poland
by Michal Rubaszek [Downloadable!]
2009 The role of the FX swap market in the Hungarian financial system
by István Mák & Judit Páles [Downloadable!]
2009 Forecasting The Exchange Rate Series With Ann: The Case Of Turkey
by Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag [Downloadable!]
2009 De Jure ve De Facto kur rejimlerinin makroekonomik değişkenlerin oynaklığına etkisi
by A. Duygu AYHAN & Adnan KASMAN
2009 The Mid 1990s Peso Crisis in Mexico: An Application of the Girton-Roper Model
by Edward E. Ghartey [Downloadable!]
2009 Transmission of Exchange Rate Shocks into Domestic Inflation: The Case of the Czech Republic
by Oxana Babecká-Kucharčuková [Downloadable!]
2009 The Case of Japanese Manufacturing Firms
by Mitsuyo ANDO & Akie IRIYAMA [Downloadable!]
2009 MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: The Case of Argentina, Brazil, Taiwan and Turkey, 1986-2006
by Idil UZ & Mehrin DALAN [Downloadable!]
2009 Testing The Modified-Combined Ppp And Uip Hypothesis In South Asian Economies
by Abdul RASHID [Downloadable!]
2009 Half-Life Deviations from PPP in the South African Development Community (SADC)
by Thabo M. Mokoena & Gupta, R. & Van Eyden, R. [Downloadable!]
2009 Functional Forms and PPP: The Case of Canada, the EU, Japan, and the U.K
by Hsing, Y [Downloadable!]
2009 Terms of Trade and Exchange Rates: a Relationship Complicated by Anchor Policies
by Virginie Coudert & Cecile Couharde & Valerie Mignon [Downloadable!]
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 Monetary Independence under Floating Exchange Rates: Evidence Based on International Breakeven Inflation Rates
by Helmut Herwartz & Jan Roestel [Downloadable!]
2009 Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle
by Vivien Lewis & Agnieszka Markiewicz [Downloadable!]
2009 Execution methods in foreign exchange markets
by Paola Gallardo & Alexandra Heath [Downloadable!]
2009 Assessment of the exchange rate convergence in Euro-candidate countries
by Daniel Stavárek [Downloadable!]
2008 Idiosyncratic Consumption Risk and Predictability of the Carry Trade Premium: Euro Area Evidence
by Thomas Nitschka [Downloadable!]
2008 Forecast Evaluation of Explanatory Models of Financial Return Variability
by Sucarrat, Genaro [Downloadable!]
2008 The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained
by García Solanes, José & Torrejón Flores, Fernando [Downloadable!]
2008 Financial exchange rates and international currency exposures
by Lane, Philip R. & Shambaugh, Jay C. [Downloadable!]
2008 The Debt-adjusted Real Exchange Rate for China
by Frait, Jan & Komárek, Luboš [Downloadable!]
2008 Searching New Ways of Financing the EU Budget: on the Proposal of a European Tax on Foreign Exchange Transactions
by Sándor Richter [Downloadable!]
2008 Does Inflation Targeting Matter for Output Growth? Evidence from Industrial and Emerging Economies
by Varella Mollick, Andre & Torres, Rene Cabral & Carneiro, Francisco G. [Downloadable!]
2008 Equilibrium real exchange rate and misalignments : Lessons from a VAR-ECM model applied to Tunisia
by Fatma Marrakchi Charfi [Downloadable!]
2008 Choice of the Exchange Policies in the Developments Countries: Study of the Competitiveness of Tunisia
by Hend Sfaxi Benahji [Downloadable!]
2008 Why the Euro Will Rival the Dollar
by Menzie Chinn & Jeffrey Frankel [Downloadable!]
2008 Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga [Downloadable!]
2008 The Limits to Dollarization in Ecuador: Lessons from Argentina
by Mathew Bradbury & Matías Vernengo [Downloadable!]
2008 Stochastic Discount Factor Approach to International Risk-Sharing: A Robustness Check of the Bilateral Setting
by Metodij Hadzi-Vaskov & Clemens J.M. Kool [Downloadable!]
2008 Stochastic Discount Factor Approach to International Risk-Sharing: Evidence from Fixed Exchange Rate Episodes
by Metodij Hadzi-Vaskov & Clemens J.M. Kool [Downloadable!]
2008 Does the Nominal Exchange Rate Explain the Backus-Smith Puzzle? Evidence from the Eurozone
by Metodij Hadzi-Vaskov [Downloadable!]
2008 Bankruptcy Costs, Liability Dollarization, and Vulnerability to Sudden Stops
by Uluc Aysun & Adam Honig [Downloadable!]
2008 Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure
by Uluc Aysun & Melanie Guldi [Downloadable!]
2008 International Money and Finance
by Paul Hallwood & Ronald MacDonald [Downloadable!]
2008 The process of convergence towards the euro for the Visegrad-4 countries
by Giuliana Passamani [Downloadable!]
2008 Trade-imbalances networks and exchange rate adjustments: The paradox of a new Plaza
by Andrea Fracasso & Stefano Schiavo [Downloadable!]
2008 A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)
by Daniel Buncic [Downloadable!]
2008 Conditional Efficacy of Sterilized Intervention
by Jun, Jongbyung [Downloadable!]
2008 Does Real Exchange Rate Volatility Affect Sectoral Trade Flows?
by Mustafa Caglayan & Jing Di [Downloadable!]
2008 Exchange rate dynamics, asset market structure and the role of the trade elasticity
by Christoph Thoenissen [Downloadable!]
2008 Forecasting Exchange Rates with a Large Bayesian VAR
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino [Downloadable!]
2008 Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels
by Georgios Chortareas & George Kapetanios [Downloadable!]
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 [Downloadable!]
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 The Monetary Model of Exchange Rate: Evidence from the Philippines Using ARDL Approach
by Long, Dara & Samreth, Sovannroeun [Downloadable!]
2008 The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan
by Olimov, Ulugbek & Sirajiddinov, Nishanbay [Downloadable!]
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 [Downloadable!]
2008 The Economics of Financial Derivative Instruments
by NWAOBI, GODWIN C [Downloadable!]
2008 Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies
by Chit, Myint Moe & Rizov, Marian & Willenbockel, Dirk [Downloadable!]
2008 Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times
by Laakkonen, Helinä & Lanne, Markku [Downloadable!]
2008 Testing for PPP in the Mean-Group Panel Regression Framework: Further Evidence
by Noman, Abdullah [Downloadable!]
2008 Purchasing Power Parity in South Asia: A Panel Data Approach
by Noman, Abdullah [Downloadable!]
2008 Network analysis of exchange data: Interdependence drives crisis contagion
by Matesanz, David & Ortega , Guillermo J. [Downloadable!]
2008 Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies
by Ardic, Oya Pinar & Ergin, Onur & Senol, G. Bahar [Downloadable!]
2008 Monetary exchange rate model: supportive evidence from nonlinear testing procedures
by Liew , Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah [Downloadable!]
2008 What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?
by Vargas, Gregorio A. [Downloadable!]
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 [Downloadable!]
2008 Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting
by Nwaobi, Godwin [Downloadable!]
2008 A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)
by Buncic, Daniel [Downloadable!]
2008 Financing Policies and Firm Vulnerability in Indonesia
by Prasetyantoko, Agustinus [Downloadable!]
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 [Downloadable!]
2008 Financial integration in emerging market economies
by Pasricha, Gurnain [Downloadable!]
2008 Efectul Balassa-Samuelson in Romania
by Dumitru, Ionut [Downloadable!]
2008 Exchange Rates Predictability in Developing Countries
by Sarmidi, Tamat [Downloadable!]
2008 Exchange Rate Volatility and the extent of Currency Substitution in Nigeria
by Yinusa, D. O. & Akinlo, A.E. [Downloadable!]
2008 Exchange Rate Volatility, Currency Substitution and Monetary Policy in Nigeria
by Yinusa, Olalekan D. [Downloadable!]
2008 Presion y ataques especulativos en el mercado cambiario de la Republica Dominicana
by Cruz Rodriguez, Alexis [Downloadable!]
2008 Analýza volatility devizových kurzů vybraných ekonomik
by Bednarik, Radek [Downloadable!]
2008 Covered Interest Rate Parity: The Case of the Czech Republic
by Bednarik, Radek [Downloadable!]
2008 La Ley del Precio Unitario en la Zona Metropolitana Fronteriza
by Blanco-Gonzalez, Lorenzo & Fullerton, Thomas M., Jr. [Downloadable!]
2008 Public debt and currency crisis: how central bank opacity can make things bad?
by Dai, Meixing [Downloadable!]
2008 Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan [Downloadable!]
2008 Economic convergence and the fundamental equilibrium exchange rate in Poland
by Rubaszek, Michał [Downloadable!]
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 [Downloadable!]
2008 Exchange Market Pressure in Central European Countries from the Eurozone Membership Perspective
by Stavarek, Daniel [Downloadable!]
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. [Downloadable!]
2008 Japanese Yen as as Alternative Vehicle Currency in Asian
by M., Azali & R.C., Royfaizal & C., Lee [Downloadable!]
2008 Impact of exchange rate shock on prices of imports and exports
by Duasa, Jarita [Downloadable!]
2008 Taylor Rules and the Euro
by Tanya, Molodtsova & Nikolsko-Rzhevskyy, Alex & Papell, David [Downloadable!]
2008 The Impact of Yuan/Ringgit on Bilateral Trade Balance of China and Malaysia
by Hooy, Chee Wooi & Chan, Tze-Haw [Downloadable!]
2008 Purchasing Power Parity and Real Exchange Rate in Japan
by Long, Dara [Downloadable!]
2008 Panel Cointegration and the Monetary Exchange Rate Model
by Basher, Syed A. & Westerlund, Joakim [Downloadable!]
2008 Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria
by Shehu Usman Rano, Aliyu [Downloadable!]
2008 Pruebas de cointegración de paridad de poder adquisitivo
by Wallace, Frederick & Lozano Cortés, René & Cabrera-Castellanos, Luis F. [Downloadable!]
2008 Bilateral J-Curves between Pakistan and Her Trading Partners
by Zehra Aftab & Sajawal Khan [Downloadable!]
2008 Explosive Roots in Level Vector Autoregressive Models
by Hammad Qureshi [Downloadable!]
2008 Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets
by Christian Wagner [Downloadable!]
2008 Monetary Transmission Mechanism in Central and Eastern Europe: Surveying the Surveyable
by Balázs Égert & Ronald MacDonald [Downloadable!]
2008 The Significance of Switzerland’s Enormous Current-Account Surplus
by Peter Jarrett & Céline Letremy [Downloadable!]
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 [Downloadable!]
2008 Does the currency regime shape unhedged currency exposure
by Patnaik, Ila & Shah, Ajay [Downloadable!]
2008 Choice of Exchange Rate System and Macroeconomic Volatility of Three Emerging Asian Countries
by Hui-Boon Tan & Lee-Lee Chong [Downloadable!]
2008 "Currency Manipulation" and World Trade
by Robert W. Staiger & Alan O. Sykes [Downloadable!]
2008 Predictability and 'Good Deals' in Currency Markets
by Richard M. Levich & Valerio Poti [Downloadable!]
2008 Assessing the Emerging Global Financial Architecture: Measuring the Trilemma's Configurations over Time
by Joshua Aizenman & Menzie D. Chinn & Hiro Ito [Downloadable!]
2008 Emerging Market Currency Excess Returns
by Stephen Gilmore & Fumio Hayashi [Downloadable!]
2008 Carry Trades and Currency Crashes
by Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen [Downloadable!]
2008 Real Exchange Rate Movements and the Relative Price of Non-traded Goods
by Caroline M. Betts & Timothy J. Kehoe [Downloadable!]
2008 Sequencing of Reforms, Financial Globalization, and Macroeconomic Vulnerability
by Sebastian Edwards [Downloadable!]
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 [Downloadable!]
2008 Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers
by Momtchil Pojarliev & Richard M. Levich [Downloadable!]
2008 Financial Stability, the Trilemma, and International Reserves
by Maurice Obstfeld & Jay C. Shambaugh & Alan M. Taylor [Downloadable!]
2008 Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set
by Menzie D. Chinn & Michael J. Moore [Downloadable!]
2008 Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies
by Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii [Downloadable!]
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 [Downloadable!]
2008 Exchange Rate Regimes and Capital Mobility: How Much of the Swoboda Thesis Survives?
by Barry Eichengreen [Downloadable!]
2008 Common Risk Factors in Currency Markets
by Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan [Downloadable!]
2008 The Continuing Puzzle of Short Horizon Exchange Rate Forecasting
by Kenneth S. Rogoff & Vania Stavrakeva [Downloadable!]
2008 Do Peso Problems Explain the Returns to the Carry Trade?
by A. Craig Burnside & Martin S. Eichenbaum & Isaac Kleshchelski & Sergio Rebelo [Downloadable!]
2008 A Pragmatic Approach to Capital Account Liberalization
by Eswar S. Prasad & Raghuram Rajan [Downloadable!]
2008 Systemic Sudden Stops: The Relevance Of Balance-Sheet Effects And Financial Integration
by Guillermo A. Calvo & Alejandro Izquierdo & Luis-Fernando Mejía [Downloadable!]
2008 Understanding International Price Differences Using Barcode Data
by Christian Broda & David E. Weinstein [Downloadable!]
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 [Downloadable!]
2008 The Dynamic Behavior of the Real Exchange Rate in Sticky Price Models
by Jón Steinsson [Downloadable!]
2008 The Euro May Over the Next 15 Years Surpass the Dollar as Leading International Currency
by Menzie D. Chinn & Jeffrey A. Frankel [Downloadable!]
2008 Sterilization, Monetary Policy, and Global Financial Integration
by Joshua Aizenman & Reuven Glick [Downloadable!]
2008 Can Exchange Rates Forecast Commodity Prices?
by Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi [Downloadable!]
2008 The Real Exchange Rate, Mercantilism and the Learning by Doing Externality
by Joshua Aizenman & Jaewoo Lee [Downloadable!]
2008 Note on The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
by Hanno Lustig & Adrien Verdelhan [Downloadable!]
2008 Rare Disasters and Exchange Rates
by Emmanuel Farhi & Xavier Gabaix [Downloadable!]
2008 Exchange Rate, Employment and Hours: What Firm-Level Data Say
by Pozzolo, Alberto Franco & Nucci, Francesco [Downloadable!]
2008 The dynamic eects of monetary policy: A structural factor model approach
by Mario Forni & Luca Gambetti [Downloadable!]
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 [Downloadable!]
2008 Are the exchange rates of EMU candidate countries anchored by their expected euro locking rates?
by Anna Naszódi [Downloadable!]
2008 Management of FX settlement risk in Hungary (Report II)
by Eszter Tanai [Downloadable!]
2008 Leveraged carry trade portfolios
by Zsolt Darvas [Downloadable!]
2008 Endogenous Market Structures and Strategic Trade Policy
by Federico Etro [Downloadable!]
2008 Exchange Rate Volatility and Output Volatility: a Theoretical Approach
by Maria Grydaki & Stilianos Fountas [Downloadable!]
2008 Does the US international debt affect the euro/dollar exchange rate?
by Costas Karfakis [Downloadable!]
2008 What Determines the Forward Exchange Rate of the Euro?
by Costas Karfakis [Downloadable!]
2008 Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks?
by Hafedh Bouakez & Michel Normandin [Downloadable!]
2008 The impact of FX Central Bank Intervention in a Noise Trading Framework
by Beine Michel & De Grauwe Paul & Grimaldi Marianna [Downloadable!]
2008 A New Evidence for Exchange Rate Pass-through: Disaggregated Trade Data from Local Ports
by Yushi Yoshida [Downloadable!]
2008 A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
by Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius [Downloadable!]
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 [Downloadable!]
2008 Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate
by Kentaro Iwatsubo & Yoshihiro Kitamura [Downloadable!]
2008 Real Effective Exchange Rate Uncertainty, Threshold Effects, and Aggregate Investment – Evidence from Latin American Countries
by Bianca Clausen [Downloadable!]
2008 The Effect of Exchange Rate Volatility on International Trade: The Implication for Production Networks in East Asia
by Hayakawa, Kazunobu & Kimura, Fukunari [Downloadable!]
2008 The contribution of domestic, regional, and international factors to Latin America’s business cycle
by Melisso Boschi & Alessandro Girardi [Downloadable!]
2008 Nonlinear Exchange Rate Predictability
by Carlos Felipe Lopez Suarez & Jose Antonio Rodriguez Lopez [Downloadable!]
2008 Unemployment and Real Exchange Rate Dynamics in Latin American Economies
by Raimundo Soto [Downloadable!]
2008 Real Exchange Rate Dynamics under Staggered Loan Contracts
by Ippei Fujiwara & Yuki Teranishi [Downloadable!]
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 [Downloadable!]
2008 Estimating Consistent Fundamental Equilibrium Exchange Rates
by William R. Cline [Downloadable!]
2008 Exchange Rate Economics
by John Williamson [Downloadable!]
2008 Currency Undervaluation and Sovereign Wealth Funds: A New Role for the World Trade Organization
by Aaditya Mattoo & Arvind Subramanian [Downloadable!]
2008 Macro Wine in Financial Skins: The Oil-FX Interdependence
by Enzo Weber [Downloadable!]
2008 Return, Trading Volume, and Market Depth in Currency Futures Markets
by Ai-ru (Meg) Cheng & Yin-Wong Cheung [Downloadable!]
2008 Hoarding of International Reserves: A Comparison of the Asian and Latin American Experiences
by Yin-wong Cheung & Hiro Ito [Downloadable!]
2008 Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects
by Rasmus Fatum & Michael M. Hutchison [Downloadable!]
2008 A Note on Estimating Realignment Probabilities -- A First-Passage-Time Approach
by Cho-Hoi Hui & Chi-Fai Lo [Downloadable!]
2008 The Foreign Exchange Exposure of Chinese Banks
by Eric Wong & Jim Wong & Phyllis Leung [Downloadable!]
2008 Do External Political Pressures Affect the Renminbi Exchange Rate?
by Li-gang Liu & Laurent Pauwels & Jun-yu Chan [Downloadable!]
2008 Market Expectation of Appreciation of the Renminbi
by Cho-Hoi Hui & Chi-Fai Lo & Tsz-Kin Chung [Downloadable!]
2008 One Money, Several Cycles? Evaluation of European business cycles using model-based cluster analysis
by Crowley, Patrick [Downloadable!]
2008 Leveraged Carry Trade Portfolios
by Zsolt Darvas [Downloadable!]
2008 A new unit root test against ESTAR based on a class of modified statistics
by Kruse, Robinson [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
2008 Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
by Roberta Colavecchio & Michael Funke [Downloadable!]
2008 Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset
by Michael Kühl [Downloadable!]
2008 Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case
by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte [Downloadable!]
2008 3-Regime symmetric STAR modeling and exchange rate reversion
by Mario Cerrato & Hyunsok Kim & Ronald MacDonald [Downloadable!]
2008 Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship
by Joseph P. Byrne & Jun Nagayasu [Downloadable!]
2008 A Nonlinear Panel Unit Root Test under Cross Section Dependence
by Mario Cerrato & Christian de Peretti & Nick Sarantis
2008 La contagion liée au changement des anticipations : évidence de la crise coréenne
by Wajih Khallouli & René Sandretto & Mohamed Ayadi [Downloadable!]
2008 Long Run Determinants of Real Exchange Rates in Latin America
by Jorge Carrera & Romain Restout [Downloadable!]
2008 Monopolistic Competition and the Dependent Economy Model
by Romain Restout [Downloadable!]
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 [Downloadable!]
2008 The Strategic Euro Laggards
by Martin Gregor [Downloadable!]
2008 The Political Economics Side of the J-Curve
by António Caleiro [Downloadable!]
2008 Forecasting Exchange Rates with a Large Bayesian VAR
by A. Carriero & G. Kapetanios & M. Marcellino [Downloadable!]
2008 The Determinants of Exchange Rate Regimes in Emerging Market Economies
by Mehmet Guclu [Downloadable!]
2008 Estimating Exchange Rate Equations Using Estimated Expectations
by Fair, Ray C. [Downloadable!]
2008 New Estimation of China's Exchange Rate Regime
by Frankel, Jeffrey [Downloadable!]
2008 Estimation of De Facto Exchange Rate Regimes: Synthesis of The Techniques for Inferring Flexibility and Basket Weights
by Frankel, Jeffrey & Wei, Shang-Jin [Downloadable!]
2008 Non-linear adjustment of import prices in the European Union
by Campa, Jose M. & Gonzalez, Jose M. & Sebastia, Maria [Downloadable!]
2008 Real Exchange Rate Dynamics in the Presence of Nontraded Goods and Transaction Costs
by Inkoo LEE & Jonghyup SHIN [Downloadable!]
2008 Can Exchange Rates Forecast Commodity Prices?
by Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara [Downloadable!]
2008 Monopolistic Competition and the Dependent Economy Model
by Romain Restout [Downloadable!]
2008 A Regime Switching Analysis of Exchange Rate Pass-through
by Kólver Hernández & Asli Leblebicioglu [Downloadable!]
2008 Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?
by Christian Dreger [Downloadable!]
2008 Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?
by Christian Dreger [Downloadable!]
2008 Defending against Speculative Attacks
by Tijmen R. Daniels & Henk Jager & Franc Klaassen [Downloadable!]
2008 Monetary Policy Strategy And The Euro: Lessons from Cyprus
by George Syrichas [Downloadable!]
2008 Estimating Exchange Rate Equations Using Estimated Expectations
by Ray C. Fair [Downloadable!]
2008 General to specific modelling of exchange rate volatility : a forecast evaluation
by Luc Bauwens & Genaro Sucarrat [Downloadable!]
2008 The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach
by Forni, Mario & Gambetti, Luca [Downloadable!]
2008 Fundamentals at Odds? The US Current Account Deficit and The Dollar
by Milesi-Ferretti, Gian Maria [Downloadable!]
2008 Forecasting Exchange Rates with a Large Bayesian VAR
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano [Downloadable!]
2008 The International Dimension of Productivity and Demand Shocks in the US Economy
by Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain [Downloadable!]
2008 The Composition of Government Spending and the Real Exchange Rate
by Galstyan, Vahagn A. & Lane, Philip R. [Downloadable!]
2008 The Long or Short of it: Determinants of Foreign Currency Exposure in External Balance Sheets
by Lane, Philip R. & Shambaugh, Jay C [Downloadable!]
2008 Arbitrage in the Foreign Exchange Market: Turning on the Microscope
by Akram, Qaisar Farooq & Rime, Dagfinn & Sarno, Lucio [Downloadable!]
2008 Do Peso Problems Explain the Returns to the Carry Trade?
by Burnside, A Craig & Eichenbaum, Martin & Kleshchelski, Isaac & Rebelo, Sérgio [Downloadable!]
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 [Downloadable!]
2008 Exchange Rate Regimes and Capital Mobility: How Much of the Swoboda Thesis Survives?
by Eichengreen, Barry [Downloadable!]
2008 Can Central Banks Go Broke?
by Buiter, Willem H [Downloadable!]
2008 Does FOMC News Increase Global FX Trading?
by Fischer, Andreas M & Ranaldo, Angelo [Downloadable!]
2008 Dispersion of Beliefs in the Foreign Exchange Market
by Jongen, Ron & Verschoor, Willem F C & Wolff, Christian C & Zwinkels, Remco C.J. [Downloadable!]
2008 Are Capital Controls in the Foreign Exchange Market Effective?
by Straetmans, Stefan & Versteeg, Roald & Wolff, Christian C [Downloadable!]
2008 Financial Stability, the Trilemma, and International Reserves
by Obstfeld, Maurice & Shambaugh, Jay C & Taylor, Alan M [Downloadable!]
2008 The Role of Portfolio Constraints in the International Propagation of Shocks
by Pavlova, Anna & Rigobon, Roberto [Downloadable!]
2008 Exchange Rates and Fundamentals: Footloose or Evolving Relationship?
by Sarno, Lucio & Valente, Giorgio [Downloadable!]
2008 Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies
by Virginie Coudert & Cecile Couharde & Valerie Mignon [Downloadable!]
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 [Downloadable!]
2008 Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries
by Virginie Coudert & Cecile Couharde [Downloadable!]
2008 Equilibrium Exchange Rates: a Guidebook for the Euro-Dollar Rate
by Agnes Benassy-Quere & Sophie Bereau & Valérie Mignon [Downloadable!]
2008 How Robust are Estimated Equilibrium Exchange Rates? A Panel BEER Approach
by Agnes Benassy-Quere & Sophie Bereau & Valérie Mignon [Downloadable!]
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 [Downloadable!]
2008 Currency Undervaluation and Sovereign Wealth Funds: A New Role for the World Trade Organization
by Arvind Subramanian & Aaditya Mattoo [Downloadable!]
2008 Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach
by Lukas Menkhoff & Rafael R. Rebitzky & Michael Schröder [Downloadable!]
2008 High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?
by Lukas Menkhoff [Downloadable!]
2008 Exchange Rate Regime and Wage Determination in Central and Eastern Europe
by Gunther Schnabl & Christina Ziegler [Downloadable!]
2008 China’s Exchange Rate Impasse and the Weak U.S. Dollar
by Ronald Ian McKinnon & Gunther Schnabl [Downloadable!]
2008 A Two-Country NATREX Model for the Euro/Dollar
by Marianna Belloc & Daniela Federici [Downloadable!]
2008 Deviations from the Law of One Price in Japan
by Yin-Wong Cheung & Eiji Fujii [Downloadable!]
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 [Downloadable!]
2008 Purchasing Power Parity for Developing and Developed Countries. What can we Learn from Non-Stationary Panel Data Models?
by Imed Drine & Christophe Rault [Downloadable!]
2008 Dollarization in Transition Economies: New Evidence from Georgia
by Olga Aslanidi [Downloadable!]
2008 Interdependence Between Foreign Exchange Markets and Stock Markets in Selected European Countries
by Mevlud Islami [Downloadable!]
2008 Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939
by Dimitrios Sideris [Downloadable!]
2008 Some Empirical Evidence on the Effects of U.S. Monetary Policy Shocks on Cross Exchange Rates
by Sarantis Kalyvitis & Ifigeneia Skotida [Downloadable!]
2008 The Volatility of International Trade Flows and Exchange Rate Uncertainty
by Christopher F. Baum & Mustafa Caglayan [Downloadable!]
2008 The role of house prices in the monetary policy transmission mechanism in the U.S
by Hilde C. Bjørnland & Dag Henning Jacobsen [Downloadable!]
2008 Does the law of one price hold in international financial markets? Evidence from tick data
by Q. Farooq Akram & Dagfinn Rime & Lucio Sarno [Downloadable!]
2008 How does monetary policy respond to exchange rate movements? New international evidence
by Hilde C. Bjørnland & Jørn I. Halvorsen [Downloadable!]
2008 Exchange rate pass-through in new Member States and candidate countries of the EU
by Ramón María-Dolores [Downloadable!]
2008 The Role of Foreign Exchange Dealers in Providing Overnight Liquidity
by Chris D'Souza [Downloadable!]
2008 McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates
by Antonio Diez de los Rios [Downloadable!]
2008 Policy Coordination in an International Payment System
by James T. E. Chapman [Downloadable!]
2008 Sterilized Intervention in Emerging-Market Economies: Trends, Costs, and Risks
by Robert Lavigne [Downloadable!]
2008 The Carry Trade, Portfolio Diversification, and the Adjustment of the Japanese Yen
by Corinne Winters [Downloadable!]
2008 The Canadian Dollar and Commodity Prices: Has the Relationship Changed over Time?
by Philipp Maier & Brian DePratto [Downloadable!]
2008 The Impact of Sovereign Wealth Funds on International Financial Stability
by Tamara Gomes [Downloadable!]
2008 An eclectic third generation model of financial and exchange rate crises
by Joaquin Novella Izquierdo & Joan Ripoll i Alcon [Downloadable!]
2008 News And Expectations In Financial Markets: An Experimental Study
by Gordon Menzies & Daniel Zizzo [Downloadable!]
2008 The Contribution Of Domestic, Regional And International Factors To Latin America'S Business Cycle
by Melisso Boschi & Alessandro Girardi [Downloadable!]
2008 Inflation Targeting Policy: The Experiences Of Indonesia And Thailand
by Reza Siregar & Siwei Goo [Downloadable!]
2008 Estimating High-Frequency Based (Co-) Variances: A Unified Approach
by Ingmar Nolte & Valeri Voev [Downloadable!]
2008 Short-run Exchange-Rate Dynamics: Theory and Evidence
by John A Carlson & Christian M. Dahl & Carol L. Osler [Downloadable!]
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 Real Exchange Rate Dynamics in Macedonia: Old Wisdoms and New Insights
by Bogoev, Jane & Bojceva Terzijan, Sultanija & Égert, Balázs & Petrovska, Magdalena [Downloadable!]
2008 A Model of an Optimum Currency Area
by Ricci, Luca Antonio [Downloadable!]
2008 Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries
by Qin, Duo [Downloadable!]
2008 Measuring Long-Run Exchange Rate Pass-Through
by Kozluk, Tomasz & Banerjee, Anindya & Bandt, Olivier de [Downloadable!]
2008 Argentinean real exchange rate 1900-2006, test purchasing power parity theory
by Marcos José Dal Bianco [Downloadable!]
2008 Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data
by Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright [Downloadable!]
2008 Do Real Exchange Rates Follow a Nonlinear Mean Reverting Process in Developing Countries
by Mohsen Bahmani-Oskooee & Ali M. Kutan & Su Zhou
2008 Direction of Change at the Bucharest Stock Exchange
by Radu Lupu & Cristiana Tudor [Downloadable!]
2008 Colombia y Venezuela: desempeño económico, tipo de cambio y relaciones Estado-empresarios
by Alberto Martínez C. [Downloadable!]
2008 La dolarización financiera: experiencia internacional y perspectivas para Colombia
by Carlos E. León Rincón & Alejandro Revéiz Herault [Downloadable!]
2008 International Asset Markets and Real Exchange Rate Volatility
by Martin Bodenstein [Downloadable!]
2008 Relative Version Of The Theory Of Purchasing Power Parity: Problems Of Empirical Verification
by Martin Mandel & Vladimír Tomšík [Downloadable!]
2008 Vulnerabilities In An Economy To Extensive Pressures On The Exchange Rate
by Michal Pazou [Downloadable!]
2008 Some Thoughts On Nominal Convergence, Its Drivers And Determinants For The New Eu Member States Preparing The Euro Adoption
by Václav Žďárek [Downloadable!]
2008 Real Exchange Rate Of The Czech Koruna And The Prices Of Non-Tradable Goods And Services
by Martin Mandel & Vladimír Tomšík [Downloadable!]
2008 Againts And For The High Speed Trains' Multimplication
by Benea Ciprian & Baciu Adrian [Downloadable!]
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 [Downloadable!]
2008 Trends in the liquidity of Hungarian financial markets – What does the MNB’s new liquidity index show?
by Judit Páles & Lóránt Varga [Downloadable!]
2008 Who Does a Currency Transaction Tax Harm More: Short-Term Speculators or Long-Term Investors?
by Markus Demary [Downloadable!]
2008 Exchange Rate Determination Of Tl/Us$:A Co-Integration Approach
by Levent KORAP [Downloadable!]
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. [Downloadable!]
2008 What Exactly is "Bad News" in Foreign Exchange Markets? Evidence from Latin American Markets
by Cecilia Maya & Karoll Gómez [Downloadable!]
2008 Who is Afraid of Asian FX Interventions? Large Lessons for Europe from a Three-asset-portfolio Model
by Sebastian Dullien [Downloadable!]
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 Using Weekly Empirical Probabilities in Currency Analysis and Forecasting
by Andrew C Pollock, Alex Macaulay, Mary E Thomson, Dilek Önkal [Downloadable!]
2008 Monetary Policy Efficiency in the Economies of Central Asia
by Asel Isaková [Downloadable!]
2008 The Effect of Exchange Rate Volatility on International Trade in East Asia
by Kazunobu HAYAKAWA & Fukunari KIMURA [Downloadable!]
2008 Open economy inflation targeting arrangements and monetary policy rules: Application to India
by Tony Cavoli & Ramkishen S. Rajan [Downloadable!]
2008 Long-Run And Short-Run Dynamics Of Foreign Exchange Reserves Flows And Domestic Credit In Pakistan
by KHAN, Muhammad Arshad [Downloadable!]
2008 The Baumol-Balassa-Samuelson Effect Over One Century In Six Eu Countries And The United States
by RAZGALLAH, B. [Downloadable!]
2008 The turning black tide: energy prices and the Canadian dollar
by Ramzi Issa & Robert Lafrance & John Murray [Downloadable!]
2008 Exchange-rate pass-through at the product level
by Guillaume Gaulier & Amina Lahrèche-Révil & Isabelle Méjean [Downloadable!]
2008 Currency Transaction Tax Elasticity: an Econometric Estimation
by Francis Bismans & Olivier Damette [Downloadable!]
2008 A Two-Sector Small Open Economy Model with Monopolistically Competitive Non Traded Markets
by Romain Restout [Downloadable!]
2008 Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan
by Jean-Yves Gnabo & Christelle Lecourt [Downloadable!]
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 [Downloadable!]
2008 Nonlinear PPP Deviations: A Monte Carlo Investigation of Their Unconditional Half-Life
by Ming Chien Lo [Downloadable!]
2008 The Nonlinear Dynamics of Foreign Reserves and Currency Crises
by Terence T. L. Chong & Qing He & Melvin J. Hinich [Downloadable!]
2008 Threshold Adjustment of Deviations from the Law of One Price
by Luciana Juvenal & Mark P. Taylor [Downloadable!]
2008 Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps
by Wing Hong Chan [Downloadable!]
2008 Purchasing Power Parity with Strategic Markets
by Konstantinos G. Papadopoulos [Downloadable!]
2008 A Semi-Structural Method to Estimate the NATREX for a Small Open Economy. The Case of Finland
by Isabell Koske
2007 Consumption growth, uncovered equity parity and the cross-section of returns on foreign currencies
by Thomas Nitschka [Downloadable!]
2007 The foreign exchange rate rate exposure of nations
by Entorf, Horst & Moeber, Jochen & Sonderhof, Katja [Downloadable!]
2007 A Model of an Optimum Currency Area
by Ricci, Luca Antonio [Downloadable!]
2007 Real exchange rate dynamics in Macedonia: Old wisdoms and new insights
by Bogoev, Jane & Bojceva Terzijan, Sultanija & Égert, Balázs & Petrovska, Magdalena [Downloadable!]
2007 Asymmetry and Spillover Effects in the North American Equity Markets
by Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K. [Downloadable!]
2007 Measuring Long-Run Exchange Rate Pass-Through
by de Bandt, Olivier & Banerjee, Anindya & Kozluk, Tomasz [Downloadable!]
2007 Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from five OECD countries
by Qin, Duo [Downloadable!]
2007 A Heterogenous Agents Model Usable for the Analysis of Currency Transaction Taxes
by Demary, Markus [Downloadable!]
2007 Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange Rates
by Lee, Hwa-Taek & Yoon, Gawon [Downloadable!]
2007 The timing and magnitude of exchange rate overshooting
by Hoffmann, Mathias & Sondergaard, Jens & Westelius, Niklas J. [Downloadable!]
2007 International investment positions and exchange rate dynamics: a dynamic panel analysis
by Binder, Michael & Offermanns, Christian J. [Downloadable!]
2007 Exchange rate dynamics in a target zone: a heterogeneous expectations approach
by Bauer, Christian & De Grauwe, Paul & Reitz, Stefan [Downloadable!]
2007 An assessment of the trends in international price competitiveness among EMU countries
by Fischer, Christoph [Downloadable!]
2007 End-user order flow and exchange rate dynamics
by Taylor, Mark P. & Schmidt, Markus & Reitz, Stefan [Downloadable!]
2007 Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia
by Petra Posedel & Josip Tica [Downloadable!]
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 [Downloadable!]
2007 Macroeconomic Sources of Foreign Exchange Risk in New EU Members
by Tigran Poghosyan & Evzen Kocenda [Downloadable!]
2007 Dutch Disease Scare in Kazakhstan: Is It Real?
by Balázs Égert & Carol S. Leonard [Downloadable!]
2007 Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges?
by Balázs Égert & Kirsten Lommatzsch & Amina Lahrèche-Révil [Downloadable!]
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 [Downloadable!]
2007 Foreign Exchange, Interest and the Dynamics of Public Debt in Latin America
by Carlos E. Schonerwald da Silva & Matías Vernengo [Downloadable!]
2007 Safe Haven Currencies
by Angelo Ranaldo & Paul Söderlind [Downloadable!]
2007 Carry Trades: Betting Against Safe Haven
by Daniel Kohler [Downloadable!]
2007 Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises
by Fernando Broner [Downloadable!]
2007 On the Impact of Fundamentals, Liquidity and Coordination on Market Stability
by Francisco Peñaranda & Jón Daníelsson [Downloadable!]
2007 Balassa-Samuelson Effect Approaching Fifty Years: Is it Retiring Early in Australia?
by Chowdhury, Khorshed [Downloadable!]
2007 Are The Real Exchange Rate Indices of Australia Non-Stationary in the Presence of Structural Break?
by Chowdhury, Khorshed [Downloadable!]
2007 Nonlinearity as an Explanation of the Forward Exchange Rate Anomaly
by Derek Bond & Niall Hession & Michael J Harrison & Edward J O’Brien [Downloadable!]
2007 Modelling Ireland’s Exchange Rates - From EMS to EMU
by Derek Bond & Michael J Harrison & Edward J O’Brien [Downloadable!]
2007 Disaggregate Productivity Comparisons: Sectoral Convergence in OECD Countries
by Johannes Van Biesebroeck [Downloadable!]
2007 The NOK/euro exhange rate after inflation targeting: The interest rate rules
by Roger Bjørnstad and Eilev S. Jansen [Downloadable!]
2007 Intervention Policy of the BoJ: a Unified Approach
by Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt [Downloadable!]
2007 Financial Liberalization and Monetary Policy Cooperation in East Asia
by Hwee Kwan Chow & Peter Nicholas Kriz & Roberto S. Mariano & Augustine H H Tan [Downloadable!]
2007 Asian Currency Baskets: An Answer in Search of a Question?
by Hwee Kwan Chow [Downloadable!]
2007 Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors
by Prabhath Jayasinghe & Albert K. Tsui [Downloadable!]
2007 Recovering Probabilistic Information From Options Prices and the Underlying
by Bruce Mizrach [Downloadable!]
2007 Volatility Regimes in Central and Eastern European Countries’ Exchange Rates
by M. FRÖMMEL [Downloadable!]
2007 Monitoring Bands and Monitoring Rules: how currency intervention can change market composition
by Luisa Corrado & Marcus Miller & Lei Zhang [Downloadable!]
2007 Optimal Monetary Policy and the Sources of Local-Currency Price Stability
by Giancarlo Corsetti & Luca Dedola & Sylvain Leduc [Downloadable!]
2007 Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach
by Richard T. Baillie & Claudio Morana [Downloadable!]
2007 The Role of Large Players in a Dynamic Currency Attack Game
by Mei Li & Frank Milne [Downloadable!]
2007 Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity
by Tatsuyoshi Okimoto & Katsumi Shimotsu [Downloadable!]
2007 Zimbabwe’s Black Market for Foreign Exchange
by Albert Makochekanwa [Downloadable!]
2007 Modelling and Forecasting the Metical-Rand Exchange Rate
by Samuel Zita & Rangan Gupta
2007 The response of industry stock returns to market, exchange rate and interest rate risks
by Hyde, Stuart J [Downloadable!]
2007 Recent Performance Of The Hong Kong Dollar Linked Exchange Rate System
by Genberg, Hans & He, Dong & Leung, Frank [Downloadable!]
2007 Speed of Adjustment in Cointegrated Systems
by Fanelli, Luca & Paruolo, Paolo [Downloadable!]
2007 Nova monetarna rješenja u segmentu prigodnoga kovinskog novca
by Matić, Branko [Downloadable!]
2007 On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries
by Stavarek, Daniel [Downloadable!]
2007 In The Middle of the Heat:The GCC countries Between Rising Oil Prices and the Sliding Greenback
by Razzak, W A [Downloadable!]
2007 Effects of exchange rate policy on bilateral export trade of WAMZ countries
by Balogun, Emmanuel Dele [Downloadable!]
2007 Exchange rate policy and export performance of WAMZ countries
by Balogun, Emmanuel Dele [Downloadable!]
2007 The Single Global Currency - Common Cents for the World (2007 Edition)
by Bonpasse, Morrison [Downloadable!]
2007 The Costs to Consumers of a Depreciated Conversion Rate to the Euro
by Marques, Luis B [Downloadable!]
2007 Welfare Implications of Exchange Rate Changes
by Marques, Luis B [Downloadable!]
2007 A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya
by Nandwa, Boaz & Mohan, Ramesh [Downloadable!]
2007 Monetary Policy Operations of Debtor Central Banks in MENA Countries
by Schnabl, Gunther & Schobert, Franziska [Downloadable!]
2007 A structural investigation of third-currency shocks to bilateral exchange rates
by Melecky, Martin [Downloadable!]
2007 Foreign exchange intervention and central bank independence: The Latin American experience
by Nunes, Mauricio & Da Silva, Sergio [Downloadable!]
2007 Economic Integration and the Foreign Exchange
by Weber, Enzo [Downloadable!]
2007 Currency Preferences in a Tri-Polar Model of Foreign Exchange
by Melecky, M [Downloadable!]
2007 Régimes de change: Le chemin vers la flexibilité
by Sfia, Mohamed Daly [Downloadable!]
2007 The Economics of Uncovered Interest Parity Condition for Emerging Markets: A Survey
by Alper, C. Emre & Ardic, Oya Pinar & Fendoglu, Salih [Downloadable!]
2007 Le choix du régime de change pour les économies émergentes
by Sfia, Mohamed Daly [Downloadable!]
2007 A Two-Country NATREX Model for the Euro/Dollar
by Belloc, Marianna & Federici, Daniela [Downloadable!]
2007 Comparative analysis of the exchange market pressure in Central European countries with the Eurozone membership perspective
by Stavarek, Daniel [Downloadable!]
2007 Strategic monetary policy in a monetary union with non-atomistic wage setters
by Cuciniello, Vincenzo [Downloadable!]
2007 The Bilateral J-curve: Turkey versus her 13 Trading Partners
by Halicioglu, Ferda [Downloadable!]
2007 Small price change response to a large devaluation in a menu cost model
by Bruchez, Pierre-Alain [Downloadable!]
2007 Modeling and Forecasting the Malawi Kwacha-US Dollar Nominal Exchange Rate
by Simwaka, Kisu [Downloadable!]
2007 Is Mercosur an optimum currency area?
by Neves, J. Anchieta & Stocco, Leandro & Da Silva, Sergio [Downloadable!]
2007 The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets
by Cifter, Atilla & Ozun, Alper [Downloadable!]
2007 Latin American foreign exchange intervention - Updated
by Da Silva, Sergio & Nunes, Mauricio [Downloadable!]
2007 Are Pound and Euro the Same Currency? - Updated
by Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio [Downloadable!]
2007 Exchange Rate Arrangements in Central and Eastern European Countries – Evolutions and Characteristics
by Toma, Ramona [Downloadable!]
2007 Is the Chinese Renminbi Undervalued?
by Tatom, John [Downloadable!]
2007 Is The U.S. Dollar Set to Plummet in Value?
by Tatom, John [Downloadable!]
2007 Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria
by Shehu Usman Rano, Aliyu [Downloadable!]
2007 Uncovered Interest Parity: Cross-sectional Evidence
by Lee, Byung-Joo [Downloadable!]
2007 Exchange Market Pressure and Monetary Policy: Evidence from Pakistan
by M. Idrees Khawaja [Downloadable!]
2007 Impact of Export Subsidies on Pakistan’s Exports
by Nadeem Ul Haque & M. Ali Kemal [Downloadable!]
2007 Kelet-közép európai devizaárfolyamok elõrejelzése határidõs árfolyamok segítségével
by Zsolt Darvas & Zoltán Schepp [Downloadable!]
2007 Market Integration in the Golden periphery The Lisbon/London Exchange, 1854-1891
by Rui Pedro Esteves & Jaime Reis & Fabiano Ferramosca [Downloadable!]
2007 Long-run real exchange rate changes and the properties of the variance of k-differences
by Masao Ogaki & Sungwook Park [Downloadable!]
2007 The Relative Importance of Symmetric and Asymmetric Shocks: the Case of United Kingdom and Euro Area
by Gert Peersman [Downloadable!]
2007 The pitfalls of estimating transactions costs from price data: evidence from trans-Atlantic gold-point arbitrage, 1886-1905
by Andrew Coleman [Downloadable!]
2007 Exchange Rate Pass-Through in ASEAN: Implications for the Prospects of Monetary Integration in the Region
by Carlos Cortinhas [Downloadable!]
2007 Do Professional Currency Managers Beat the Benchmark?
by Momtchil Pojarliev & Richard M. Levich [Downloadable!]
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 [Downloadable!]
2007 Optimal Monetary Policy and the Sources of Local-Currency Price Stability
by Giancarlo Corsetti & Luca Dedola & Sylvain Leduc [Downloadable!]
2007 An Asset-Pricing View of External Adjustment
by Anna Pavlova & Roberto Rigobon [Downloadable!]
2007 Financial Exchange Rates and International Currency Exposures
by Philip Lane & Jay C. Shambaugh [Downloadable!]
2007 Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors
by A. Craig Burnside [Downloadable!]
2007 Exchange Rate Models Are Not as Bad as You Think
by Charles Engel & Nelson C. Mark & Kenneth D. West [Downloadable!]
2007 Understanding the Forward Premium Puzzle: A Microstructure Approach
by Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo [Downloadable!]
2007 Large Hoarding of International Reserves and the Emerging Global Economic Architecture
by Joshua Aizenman [Downloadable!]
2007 Random Walk Expectations and the Forward Discount Puzzle
by Philippe Bacchetta & Eric van Wincoop [Downloadable!]
2007 Exchange Rate Fundamentals and Order Flow
by Martin D. D. Evans & Richard K. Lyons [Downloadable!]
2007 The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment
by Craig Burnside [Downloadable!]
2007 Global Currency Hedging
by John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira [Downloadable!]
2007 On the Rand: Determinants of the South African Exchange Rate
by Jeffrey Frankel [Downloadable!]
2007 Collateral Damage: Exchange Controls and International Trade
by Shang-Jin Wei & Zhiwei Zhang [Downloadable!]
2007 Is Bad News About Inflation Good News for the Exchange Rate?
by Richard Clarida & Daniel Waldman [Downloadable!]
2007 The Influence of Actual and Unrequited Interventions
by Kathryn M.E. Dominguez & Freyan Panthaki [Downloadable!]
2007 On Current Account Surpluses and the Correction of Global Imbalances
by Sebastian Edwards [Downloadable!]
2007 Monetary information arrivals and intraday exchange rate volatility : A comparison of the GARCH and the EGARCH models
by Darmoul Mokhtar & Nizar Harrathi [Downloadable!]
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 [Downloadable!]
2007 The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics
by Luciana Juvenal & Mark P. Taylor [Downloadable!]
2007 Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different?
by Georgios Chortareas & John Nankervis & Ying Jiang [Downloadable!]
2007 Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports
by Christopher F Baum & Mustafa Caglayan [Downloadable!]
2007 Bond Immunization and Exchange Rate Risk: Some Further Considerations
by Ivan Ivanov & Jason Hecht [Downloadable!]
2007 The behaviour of the real exchange rate: Evidence from regression quantiles
by Kleopatra Nikolaou [Downloadable!]
2007 Exchange Rate Monitoring Bands: Theory and Policy
by Luisa Corrado & Marcus Miller & Lei Zhang [Downloadable!]
2007 Sentiment in foreign exchange markets: Hidden fundamentals by the back door or just noise?
by Rafael R. Rebitzky [Downloadable!]
2007 Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates
by Zsolt Darvas & Zoltán Schepp [Downloadable!]
2007 Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target Zone Literature
by Zsolt Darvas [Downloadable!]
2007 The Influence of Actual and Unrequited Interventions
by Kathryn M. E. Dominguez & Freyan Panthaki [Downloadable!]
2007 Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs
by Maurice J. Roche & Michael J. Moore [Downloadable!]
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. [Downloadable!]
2007 A New Look at Economic Convergence in Europe: A Common Factor Approach
by Bettina Becker & Stephen G. Hall [Downloadable!]
2007 Real-Time Effects of Central Bank Interventions in the Euro Market
by Rasmus Fatum & Jesper Pedersen [Downloadable!]
2007 The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements
by Christian Conrad & Michael J. Lamla [Downloadable!]
2007 Foreign Exchange Intervention and the Political Business Cycle : A Panel Data Analysis
by Axel Dreher & Roland Vaubel [Downloadable!]
2007 Estimating High-Frequency Based (Co-) Variances: A Unified Approach
by Ingmar Nolte & Valeri Voev [Downloadable!]
2007 Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform
by Ingmar Nolte & Sandra Lechner [Downloadable!]
2007 Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤
by Ingmar Nolte & Valeri Voev [Downloadable!]
2007 Exchange Rates and Global Imbalances: The Importance of Asset Valuation Effects and Interest Rate Changes
by Christian M. Oberpriller [Downloadable!]
2007 Global Current Account Imbalances and Exchange Rate Adjustment: The Role of Oil Suppliers Valuation Effects and Interest Rate Changes
by Christian M. Oberpriller [Downloadable!]
2007 Currency Areas and International Assistance
by Tim Worrall & Pierre M. Picard [Downloadable!]
2007 China's Impact on the Exports of Other Asian Countries: A Note
by Kumakura, Masanaga & Kuroko, Masato [Downloadable!]
2007 Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models?
by Imed Drine & Christophe Rault [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
2007 Nonlinear Trend Stationarity Of Real Exchange Rates: The Case Of The Mediterranean Countries
by Juan Carlos Cuestas & Javier Ordoñez & Mariam Camarero [Downloadable!]
2007 Dollarization of Debt Contracts: Evidence from Chilean Firms
by Miguel Fuentes [Downloadable!]
2007 Theory and Empirics of Real Exchange Rates in Developing Countries
by Raimundo Soto & Ibrahim A. Elbadawi. [Downloadable!]
2007 Pass-Through to Import Prices: Evidence from Developing Countries
by Miguel Fuentes [Downloadable!]
2007 Solving Endogeneity in Assessing the Efficacy of Foreign Exchange Market Interventions
by Seok Gil Park [Downloadable!]
2007 An "Almost-Too-Late" Warning Mechanism For Currency Crises
by Jesus Crespo Cuaresma & Tomas Slacik [Downloadable!]
2007 The Broad Yen Carry Trade
by Masazumi Hattori & Hyun Song Shin [Downloadable!]
2007 Monetary Policy in East Asia: the Case of Singapore
by Bennett T. McCallum [Downloadable!]
2007 Congress, Treasury, and the Accountability of Exchange Rate Policy: How the 1988 Trade Act Should Be Reformed
by C. Randall Henning [Downloadable!]
2007 Measurement and Inference in International Reserve Diversification
by Anna Wong [Downloadable!]
2007 A (Lack of) Progress Report on China's Exchange Rate Policies
by Morris Goldstein [Downloadable!]
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 [Downloadable!]
2007 On the macroeconomic causes of exchange rates volatility
by Claudio Morana [Downloadable!]
2007 Exchange Control in Italy and Bulgaria in the Interwar Period: History and Perspectives
by Nikolay Nenovsky & Giovanni Pavanelli & Kalina Dimitrova [Downloadable!]
2007 Economic Integration and the Foreign Exchange
by Enzo Weber [Downloadable!]
2007 What Happened to the Transatlantic Capital Market Relations?
by Enzo Weber [Downloadable!]
2007 The Timing and Magnitude of Exchange Rate Overshooting
by Niklas J. Westelius & Mathias Hoffmann & Jens Sondergaard [Downloadable!]
2007 Is Sterilized Intervention Effective? New International Evidence
by Pierre L. Siklos & Diana N. Weymark [Downloadable!]
2007 The Overvaluation of Renminbi Undervaluation
by Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii [Downloadable!]
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 [Downloadable!]
2007 Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar
by Laurence Fung & Ip-wing Yu [Downloadable!]
2007 Is the Hong Kong Dollar Exchange Rate "Bounded" in the Convertibility Zone?
by Cho-Hoi Hui & Tom Fong [Downloadable!]
2007 Testing for Purchasing Power Parity in Cointegrated Panels
by Carlsson, Mikael & Lyhagen, Johan & Österholm, Pär [Downloadable!]
2007 Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts
by Sellin, Peter [Downloadable!]
2007 Price Setting Transactions and the Role of Denominating Currency in FX Markets
by Friberg, Richard & Wilander, Fredrik [Downloadable!]
2007 A case for interest rate smoothing
by Bask, Mikael [Downloadable!]
2007 Instrument rules in monetary policy under heterogeneity in currency trade
by Bask, Mikael [Downloadable!]
2007 Optimal monetary policy under heterogeneity in currency trade
by Bask, Mikael [Downloadable!]
2007 Long swings and chaos in the exchange rate in a DSGE model with a Taylor rule
by Bask, Mikael [Downloadable!]
2007 Robust Taylor rules in an open economy with heterogeneous expectations and least squares learning
by Bask, Mikael & Selander, Carina [Downloadable!]
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 [Downloadable!]
2007 Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets
by Colavecchio , Roberta & Funke, Michael [Downloadable!]
2007 Equilibrium exchange rates in oil-dependent countries
by Korhonen, Iikka & Juurikkala, Tuuli [Downloadable!]
2007 An "almost-too-late" warning mechanism for currency crises
by Crespo Cuaresma, Jesýs & Slacik, Tomas [Downloadable!]
2007 Currency substitution in a de-dollarizing economy: The case of Russia
by Harrison , Barry & Vymyatnina, Yulia [Downloadable!]
2007 Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP
by Menkhoff, Lukas & Rebitzky, Rafael [Downloadable!]
2007 Whose trades convey information? Evidence from a cross-section of traders
by Menkhoff, Lukas & Schmeling, Maik [Downloadable!]
2007 Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets
by Roberta Colavecchio & Michael Funke [Downloadable!]
2007 International Monopoly under Uncertainty
by Henry Aray [Downloadable!]
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 [Downloadable!]
2007 IMF Support and Inter-regime Exchange rate Volatility
by Ivo J.M. Arnold & Ronald MacDonald & Casper G. de Vries [Downloadable!]
2007 Disaggregate Real Exchange Rate Behaviour
by Giorgio Fazio & Ronald MacDonald & Peter McAdam [Downloadable!]
2007 Parametric and Non-parametric Approaches to Exits from Fixed Exchange Rate Regimes
by Ahmet Atil Asici [Downloadable!]
2007 Optimal monetary policy under a floating regime with non-atomistic wage setters
by Vincenzo Cuciniello [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
2007 Hedging the Exchange Rate Risk in International Portfolio Diversification: Currency Forwards versus Currency Options
by Raimond Maurer & Shohreh Valiani [Downloadable!]
2007 Argentina's Monetary and Exchange Rate Policies after the Convertibility Regime Collapse
by Roberto Frenkel & Martín Rapetti [Downloadable!]
2007 Un nuevo índice de tipo de cambio real para México
by Carballo, Edgar A. & Urzúa, Carlos M. [Downloadable!]
2007 What Drives Corporate Bond Market Betas?
by Abhay Abhyankar & Angelica Gonzalez [Downloadable!]
2007 Fear of Appreciation
by Levy-Yeyati, Eduardo & Sturzenegger, Federico [Downloadable!]
2007 On the Rand: Determinants of the South African Exchange Rate
by Frankel, Jeffrey [Downloadable!]
2007 Exchange Rate Exposure of Sectoral Returns and Volatilities- Evidence from Japanese Industrial Sectors
by Ananda Jayawickrama & Tilak Abeysinghe [Downloadable!]
2007 Financial Liberalization and Monetary Policy Cooperation in East Asia
by Hwee Kwan Chow & Peter N. Kriz & Roberto S. Mariano & Augustine H. H. Tan [Downloadable!]
2007 Fluctuation in the International Currency Reserves of Less Developed Countries: HIPC vs Non-HIPC
by Augustine A. Boakye & Hassan Molana [Downloadable!]
2007 Talks, financial operations or both? Generalizing central banks’ FX reaction functions
by Oscar Bernal & Jean-Yves Gnabo [Downloadable!]
2007 Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates?
by Christian Dreger & Eric Girardin [Downloadable!]
2007 The Forward Premium Puzzle only emerges gradually
by Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries [Downloadable!]
2007 Model-free Measurement of Exchange Market Pressure
by Franc Klaassen & Henk Jager [Downloadable!]
2007 Currency Invoicing in International Trade: A Panel Data Approach
by Ligthart, J.E. & Da Silva, J. [Downloadable!]
2007 Behavior Equilibrium Exchange Rate and Misalignment of Renminbi: A Recent Empirical Study
by Jinzhao Chen [Downloadable!]
2007 The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries
by Javier Coto-Martinez & Juan Reboredo [Downloadable!]
2007 A Resolution of the Forward Discount Puzzle
by Jose Olmo & Keith Pilbeam [Downloadable!]
2007 Nonlinear Exchange Rate Adjustment in the Enlarged Euro zone. Evidence and Implications for Candidate Countries
by Nikolaos Giannellis & Athanasios Papadopoulos [Downloadable!]
2007 Intervention Policy of the BoJ: a Unified Approach
by Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt [Downloadable!]
2007 An Economic Evaluation of Empirical Exchange Rate Models
by Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias [Downloadable!]
2007 Communicating Policy Options at the Zero Bound
by Burkhart, Lucas & Fischer, Andreas M [Downloadable!]
2007 Optimal Monetary Policy and the Sources of Local-Currency Price Stability
by Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain [Downloadable!]
2007 Testing Uncovered Interest Parity: A Continuous-Time Approach
by Diez de los Rios, Antonio & Sentana, Enrique [Downloadable!]
2007 Financial Exchange Rates and International Currency Exposures
by Lane, Philip R. & Shambaugh, Jay C [Downloadable!]
2007 Understanding the Forward Premium Puzzle: A Microstructure Approach
by Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio [Downloadable!]
2007 Stiglitz Versus the IMF on the Asian Debt Crisis: An Intertemporal Model with Real Exchange Rate Overshooting
by Kirsanova, Tatiana & Menzies, Gordon & Vines, David [Downloadable!]
2007 Irving Fisher, Expectational Errors, and the UIP Puzzle
by Campbell, Rachel & Koedijk, Kees & Lothian, James R & Mahieu, Ronald J [Downloadable!]
2007 Household Heterogeneity and Real Exchange Rates
by Kocherlakota, Narayana & Pistaferri, Luigi [Downloadable!]
2007 Transmission of Exchange Rate Shocks into Domestic Inflation: The Case of the Czech Republic
by Oxana Babetskaia-Kukharchuk [Downloadable!]
2007 Testing Uncovered Interest Parity: A Continuous-Time Approach
by Enrique Sentana & Antonio Diez de los Rios [Downloadable!]
2007 An Objective Function for Simulation Based Inference on Exchange Rate Data
by Peter Winker & Manfred Gilli & Vahidin Jeleskovic [Downloadable!]
2007 International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis
by Michael Binder & Christian Offermanns [Downloadable!]
2007 The Trade and FDI Effects of EMU Enlargement
by Jelle Brouwer & Richard Paap & Jean-Marie Viaene [Downloadable!]
2007 Volatility of Exchange Rates in Selected New EU Members: Evidence from Daily Data
by Jarko Fidrmuc & Roman Horváth [Downloadable!]
2007 International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis
by Michael Binder & Christian J. Offermanns [Downloadable!]
2007 Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach
by Christian Bauer & Paul De Grauwe & Stefan Reitz [Downloadable!]
2007 A Role Model for China? Exchange Rate Flexibility and Monetary Policy in Japan
by Gunther Schnabl & Christian Danne [Downloadable!]
2007 Exchange Rate Volatility and Growth in Emerging Europe and East Asia
by Gunther Schnabl [Downloadable!]
2007 Dutch Disease Scare in Kazakhstan: Is it real?
by Balázs Egert & Carol S. Leonard [Downloadable!]
2007 Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges?
by Balázs Egert & Kirsten Lommatzsch & Amina Lahrèche-Révil [Downloadable!]
2007 The Overvaluation of Renminbi Undervaluation
by Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii [Downloadable!]
2007 Intervention Policy of the BoJ: A Unified Approach
by Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt [Downloadable!]
2007 Beyond the Salassa-Samuelson Effect in some New Member States of the European Union
by José García-Solanes & Francisco I. Sancho-Portero & Fernando Torrejón-Flores [Downloadable!]
2007 Diferenciais de produtividade e taxa de câmbio real nas economias desenvolvidas e em desenvolvimento
by Marco Flavio da Cunha Resende & Rodrigo Andrade Tolentino [Downloadable!]
2007 Capturing asymmetry in real exchange rate with quantile autoregression
by Mauro S. Ferreira [Downloadable!]
2007 Bulls, Bears and Excess Volatility: can currency intervention help?
by Corrado, L. & Miller, M. & Zhang, L. [Downloadable!]
2007 Beggar Thy Neighbour Exchange Rate Regime Misadvice  from Misapplications of Mundell (1961) and the Remedy
by Robin Pope [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
2007 Home Bias and Purchasing Power Parity: Evidence from the G-7 Countries
by Nikolaos Mylonidis & Dimitrios Sideris [Downloadable!]
2007 Foreign Exchange Intervention and Equilibrium Real Exchange Rates
by Dimitrios A. Sideris [Downloadable!]
2007 Exchange rate forecasting, order flow and macroeconomic information
by Dagfinn Rime & Lucio Sarno & Elvira Sojli [Downloadable!]
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 [Downloadable!]
2007 Measuring Long-Run Exchange Rate Pass-Through
by .De Bandt, O. & Banerjee, A. & Kozluk, T. [Downloadable!]
2007 Equilibrium exchange rates in the new EU members: external imbalances vs. real convergence
by Enrique Alberola & Daniel Navia [Downloadable!]
2007 Testing Uncovered Interest Parity: A Continuous-Time Approach
by Antonio Diez de los Rios & Enrique Sentana [Downloadable!]
2007 Where Does Price Discovery Occur in FX Markets?
by Chris D'Souza [Downloadable!]
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 Bordo & Ali Dib & Lawrence Schembri [Downloadable!]
2007 Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies
by Jeannine Bailliu & Ali Dib & Takashi Kano & Lawrence Schembri [Downloadable!]
2007 Political and institutional factors in regime change in the ERM: An application of duration analysis
by Simón Sosvilla-Rivero & Francisco Pérez-Bermejo [Downloadable!]
2007 Growth and Banking Structure in a Partially Dollarized Economy
by Carlos Gustavo Machicado [Downloadable!]
2007 Relative Risk Aversion And The Transmission Of Financial Crises
by Melisso Boschi & Aditya Goenka [Downloadable!]
2007 Increasing Returns, Financial Capital Mobility And Real Exchange Rate Dynamics
by Steven Pennings & Rod Tyers [Downloadable!]
2007 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 [Downloadable!]
2007 Asymmetry and Spillover Effects in the North American Equity Markets
by Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio [Downloadable!]
2007 The Credibility of CIS Exchange Rate Policies-a technical trader's view
by Christian Bauer & Bernhard Herz [Downloadable!]
2007 Domestic–foreign Interest Rate Differentials: Near Unit Roots and Symmetric Threshold Models
by Jack Strauss & Mark E. Wohar
2007 Long range dependence and the purchasing power parity (in Russian)
by Oleg Obrezkov [Downloadable!]
2007 Equilibrium Exchange Rates In The Eu New Members: Methodology, Estimation And Applicability To Erm Ii
by Roman Horváth & Luboš Komárek [Downloadable!]
2007 Exchange Rate Dynamics And The Disconnect
by Miroslava Jindrová [Downloadable!]
2007 How do macroeconomic announcements and FX market transactions affect exchange rates?
by Norbert Kiss M. & Klára Pintér [Downloadable!]
2007 Differential Taxation and Corporate Futures-Hedging
by Jack E. Wahl & Udo Broll [Downloadable!]
2007 Paridad del Poder Adquisitivo en el Tipo de Cambio Argentino (Peso/Dólar)
by Néstor Adrián Le Clech [Downloadable!]
2007 Factor Model Forecasting of Inflation in Croatia
by Davor Kunovac [Downloadable!]
2007 The Impact of Kuna Exchange Rate Volatility on Croatian Exports
by Petar Soric [Downloadable!]
2007 Assessment of the Balassa-Samuelson Effect in Croatia
by Josip Funda & Gorana Lukiniæ & Igor Ljubaj [Downloadable!]
2007 Speculative currency attacks: role of inconsistent macroeconomic policies and real exchange rate overvaluation
by Alfredo Pistelli [Downloadable!]
2007 Desarrollo del mercado de derivados cambiarios en Chile
by Luís Antonio Ahumada & Jorge Selaive C. [Downloadable!]
2007 Imperfect Common Knowledge in First-Generation Models of Currency Crises
by Gara Minguez-Afonso [Downloadable!]
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 Corporate Taxation and Futures-Hedging
by Udo Broll, Jack E. Wahl [Downloadable!]
2007 Fiscal Policy and the Current Account in a Small Open Economy
by Juha Tervala [Downloadable!]
2007 Determinants of Exchange-Rate Volatility: The Case of the New EU Members
by Juraj Stančík [Downloadable!]
2007 Tipo de cambio, posiciones netas de los especuladores y el tamaño del mercado de futuros del peso mexicano
by Leonardo Egidio Torre Cepeda & Olga Provorova Panteleyeva [Downloadable!]
2007 La tendencia a la bipolarización de los regímenes cambiarios
by Ripoll i Alcón, Joan
2007 Información privilegiada, administración de riesgos y utilidades esperadas: una aplicación al estudio de crisis cambiarias
by Antonio Ruiz-Porras [Downloadable!]
2007 Exchange Rate Implications for Australian Manufacturing Investment and Exports
by Swift, Robyn [Downloadable!]
2007 Monetary and Financial Integration in Asia: Introduction
by Agnes Benassy-Quere & Valerie Mignon [Downloadable!]
2007 Anticipated effects of foreign currency reserve diversification in Asian countries: Do China and India matter for coordination?
by Friedrich L. Sell [Downloadable!]
2007 Random walks and half-lives in Chilean and Mexican peso real exchange rates: 1980-2003
by André Varella Mollick [Downloadable!]
2007 Economic fundamentals and exchange rates under different exchange rate regimes: Korean experience
by Byung-Joo Lee [Downloadable!]
2007 Which Are the World's Wobblier Currencies? Reference Exchange Rates and Their Variation
by Roger J. Bowden & Jennifer Z. Zhu [Downloadable!]
2007 Conditional Volatility and Distribution of Exchange Rates: GARCH and FIGARCH Models with NIG Distribution
by Rehim Kiliç [Downloadable!]
2007 Risk in carry trades: a look at target currencies in Asia and the Pacific
by Jacob Gyntelberg & Eli M Remolona [Downloadable!]
2007 What drives the growth in FX activity? Interpreting the 2007 triennial survey
by Gabriele Galati & Alexandra Heath [Downloadable!]
2007 Evidence of carry trade activity
by Gabriele Galati & Alexandra Heath & Patrick McGuire [Downloadable!]
2007 Análise da Taxa de Câmbio a Partir do Índice de Pressão Cambial: A Experiência Brasileira de 1994 a 1999
by Fernando Antˆonio Ribeiro Soares & Maurício Barata de Paula Pinto & Tito Belchior Silva Moreira [Downloadable!]
2007 Nominalexchange Rate Volatilityand Its Effecton Capitalinvestmentin Turkey
by Omer Ozcicek [Downloadable!]
2006 China?s Exchange Rate Appreciation in the Light of the Earlier Japanese Experience
by McKinnon, Ronald [Downloadable!]
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 [Downloadable!]
2006 The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis
by Reitz, Stefan & Taylor, Mark P. [Downloadable!]
2006 The Harrod-Balassa-Samuelson Effect: A Survey of Empirical Evidence
by Josip Tica & Ivo Družić [Downloadable!]
2006 Trade Costs and the Open Macroeconomy
by Novy, Dennis [Downloadable!]
2006 Regional Vulnerability : The Case of East Asia
by Mody, Ashoka & Taylor, Mark P. [Downloadable!]
2006 The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis
by Menkhoff, Lukas & Taylor, Mark P. [Downloadable!]
2006 Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?
by Lothian, James R. & Taylor, Mark P. [Downloadable!]
2006 Measuring the Impact of Intervention on Exchange Market Pressure
by P. Siklos, D. Waymark [Downloadable!]
2006 Monetary Transmission Mechanism in Central & Eastern Europe: Gliding on a Wind of Change
by Fabrizio Coricelli & Balázs Égert & Ronald MacDonald [Downloadable!]
2006 Central Bank Interventions, Communication & Interest Rate Policy in Emerging European Economies
by Balázs Égert [Downloadable!]
2006 Capital Account Liberalization And Exchange Rate Regime Choice, What Scope For Flexibility In Tunisia?
by BEN ALI Mohamed Sami & & [Downloadable!]
2006 Foreign Exchange Risk Premium Determinants: Case of Armenia
by Tigran Poghosyan & Evzen Kocenda & [Downloadable!]
2006 A Yield Curve Perspective on Uncovered Interest Parity
by Leo Krippner [Downloadable!]
2006 Exchange rate arrangements from extreme to normal
by Emilija Beker [Downloadable!]
2006 Reforming China’s Exchange Rate Policy
by John Ryan [Downloadable!]
2006 Measuring the Impact of Intervention on Exchange Market Pressure
by Pierre L. Siklos & Diana N. Weymark [Downloadable!]
2006 Hedging, Speculation, and Investment in Balance-Sheet Triggered Currency Crises
by Andreas Röthig & Willi Semmler & Peter Flaschel [Downloadable!]
2006 The Importance of Interest Rate Volatility in Empirical Tests of Uncovered Interest Parity
by Metodij Hadzi-Vaskov & Clemens Kool [Downloadable!]
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 [Downloadable!]
2006 Volatility Clustering, Leverage Effects, and Jump Dynamics in the US and Emerging Asian Equity Markets
by Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk [Downloadable!]
2006 Financial Crisis and Foreign Exchange Exposure of Korean Exporting Firms
by Ronald A. Ratti & Sung-Wook Yoon & Jae-Young Choi [Downloadable!]
2006 Inflation Targeting, Exchange Rate Pass-Through and 'Fear of Floating'
by Reginaldo P. Nogueira Jnr [Downloadable!]
2006 Periodically Collapsing Rational Bubbles in Exchange Rates: A Markov-Switching Analysis for a Sample of Industrialised Markets
by Jose Eduardo de A. Ferreira [Downloadable!]
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 [Downloadable!]
2006 Inflation Targeting and the Role of Exchange Rate Pass-through
by Reginaldo P. Nogueira Jnr [Downloadable!]
2006 Testing for Balance Sheet Effects in Emerging Market Countries
by Uluc Aysun [Downloadable!]
2006 Automatic Stabilizer Feature of Fixed Exchange Rate Regimes in Emerging Markets
by Uluc Aysun [Downloadable!]
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 [Downloadable!]
2006 Modeling the Term Structure of Exchange Rate Expectations
by Christian Bauer & Sebastian Horlemann [Downloadable!]
2006 Monetary and Exchange Rate Stability in South East Asia
by Christian Bauer & Bernhard Herz [Downloadable!]
2006 The short and long-run determinants of the real exchange rate in Mexico
by Antonia López Villavicencio & Josep Lluís Raymond Bara [Downloadable!]
2006 Real equilibrium exchange rates. A panel data approach for advanced and emerging economies
by Antonia López Villavicencio [Downloadable!]
2006 The Foreign Exchange Rate Exposure of Nations
by Horst Entorf & Jochen Moebert & Katja Sonderhof [Downloadable!]
2006 Hedging, Speculation, and Investment in Balance-Sheet Triggered Currency Crises
by Andreas Röthig & Willi Semmler & Peter Flaschel [Downloadable!]
2006 Optimal Degree of Public Information Dissemination
by Camille Cornand & Frank Heinemann [Downloadable!]
2006 Purchasing Power Parity: The Irish Experience Re-visited
by Derek Bond & Michael J. Harrison & Edward J. O'Brien [Downloadable!]
2006 Some Empirical Observations on the Forward Exchange Rate Anomaly
by Derek Bond & Michael J. Harrison & Niall Hession & Edward J. O'Brien [Downloadable!]
2006 Public Debt Maturity and Currency Crises
by Paul Levine & Alexandros Mandilaras & Jun Wang [Downloadable!]
2006 The New Keynesian Phillips Curve for a Small Open Economy
by Pål Boug, Ådne Cappelen and Anders Rygh Swensen [Downloadable!]
2006 New Evidence on the Puzzles: Monetary Policy and Exchange Rates
by Almuth Scholl & Harald Uhlig [Downloadable!]
2006 Learning to Forecast the Exchange Rate: Two Competing Approaches
by Paul De Grauwe & Agnieszka Markiewicz [Downloadable!]
2006 A Habit-Based Explanation of the Exchange Rate Risk Premium
by Adrien Verdelhan [Downloadable!]
2006 The Coordination Channel of Foreign Exchange Intervention
by Stefan Reitz & M.P Taylor [Downloadable!]
2006 Exchange Rates and Fundamentals: Is there a Role for Nonlinearities in Real Time?
by Yunus Aksoy & Kurmas Akdogan [Downloadable!]
2006 Managing Exchange Rate Volatility: A Comparative Counterfactual Analysis of Singapore 1994 to 2003
by Peter Wilson & Henry Ng Shang Ren [Downloadable!]
2006 Prospects For Enhanced Exchange Rate Cooperation in East Asia: Some Preliminary Findings from Generalized PPP Theory
by Peter Wilson & Choy Keen Meng [Downloadable!]
2006 Real Exchange Rate Volatility and Asset Market Structure
by Christoph Thoenissen [Downloadable!]
2006 A Habit-Based Explanation of the Exchange Rate Risk Premium
by Adrien Verdelhan [Downloadable!]
2006 Industry Restructuring, Mark-ups, and Exchange Rate Pass-Through
by Beverly Lapham & Danny Leung [Downloadable!]
2006 Expectations and Contagion in Self-fulfilling Currency Attacks
by Todd Keister [Downloadable!]
2006 Default and the Term Structure in Sovereign Bonds
by Cristina Arellano & Ananth Ramanarayanan
2006 Could capital gains smooth a current account rebalancing?
by Michele Cavallo & Cedric Tille [Downloadable!]
2006 The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building
by Jesús Ferreyra & Jorge Salas [Downloadable!]
2006 Depreciation expectations and interest rate differentials: Are there regime switches? The Peruvian case
by Alberto Humala [Downloadable!]
2006 Limiting Foreign Exchange Exposure through Hedging: The Australian Experience
by Chris Becker & Daniel Fabbro [Downloadable!]
2006 Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries
by Duo Qin [Downloadable!]
2006 Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates
by Richard T. Baillie & George Kapetanios [Downloadable!]
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 [Downloadable!]
2006 Industry Restructuring, Mark-ups, and Exchange Rate Pass-Through
by Beverly Lapham & Danny Leung [Downloadable!]
2006 The (Un-) Stable Relationship between The Exchange rate and its Fundamentals
by Carlo Altavilla [Downloadable!]
2006 Forecasting and Combining Competing Models of Exchange rate Determination
by Carlo Altavilla & Paul De Grauwe [Downloadable!]
2006 Estimating the Equilibrium Real Exchange Rate for Namibia
by J. H. Eita & Moses M. Sichei [Downloadable!]
2006 El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006
by Hernández Monsalve, Mauricio Alberto & Mesa Callejas, Ramón Javier [Downloadable!]
2006 Modelling Central Bank Intervention Activity under Inflation Targeting
by Horvath, Roman [Downloadable!]
2006 Non-linear adjustment in law of one price deviations and physical characteristics of goods
by Berka, Martin [Downloadable!]
2006 Hedge funds, exchange rates and causality: Evidence from Thailand and Malaysia
by Azman-Saini, W.N.W. [Downloadable!]
2006 Understanding the Backus-Smith Puzzle: It’s the (Nominal) Exchange Rate, Stupid
by Hess, Gregory & Shin, Kwanho [Downloadable!]
2006 Exchange Rate Pass-Through and Structural Macroeconomic Shocks in Developing Countries: An Empirical Investigation
by barhoumi, karim [Downloadable!]
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. [Downloadable!]
2006 Output, the Real Exchange Rate, and the Crises in Turkey
by Ardic, Oya Pinar [Downloadable!]
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 [Downloadable!]
2006 Exchange Rate Pass-Through:Evidence Based on Vector Autoregression with Sign Restrictions
by An, Lian [Downloadable!]
2006 Tunisia: Sources Of Real Exchange Rate Fluctuations
by Sfia, Mohamed Daly [Downloadable!]
2006 Testing the Equilibrium Exchange Rate Model - Updated
by Guilherme, Moura & Sergio, Da Silva [Downloadable!]
2006 Political Uncertainty and the Peso Problem
by Javier , Garcia-fronti & Lei , Zhang [Downloadable!]
2006 Competitiveness, Economic Freedom and Real Exchange Rate. Evidence from Romania
by Herciu, Mihaela & Toma, Ramona [Downloadable!]
2006 Exchange rate policy and trade balance. A cointegration analysis of the argentine experience since 1962
by Matesanz Gómez, David & Fugarolas Álvarez-Ude, Guadalupe [Downloadable!]
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 [Downloadable!]
2006 Presión en el mercado cambiario para el caso venezolano (1984-2003)
by Pedauga, Luis Enrique & Noguera, Carlos [Downloadable!]
2006 Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?
by Westerlund, Joakim & Basher, Syed A. [Downloadable!]
2006 Ability of the New EU Member States to Fulfill the Exchange Rate Stability Convergence Criterion
by Stavarek, Daniel [Downloadable!]
2006 Estimation of the Exchange Market Pressure in the EU4 Countries: A Model-Dependent Approach
by Stavarek, Daniel [Downloadable!]
2006 The real exchange rate of the rand and competitiveness of South Africa's trade
by Mtonga, Elvis [Downloadable!]
2006 Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?
by Horvath, Roman & Komarek, Lubos [Downloadable!]
2006 The Single Global Currency: Common Cents for the World
by Bonpasse, Morrison [Downloadable!]
2006 Estimarea cursului de schimb real de echilibru in România
by Dumitru, Ionut [Downloadable!]
2006 The optimal degree of exchange rate flexibility: A target zone approach
by Jesús Rodríguez López & Hugo Rodríguez Mendizábal [Downloadable!]
2006 Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland
by Jesús Rodríguez López & José Luis Torres Chacón [Downloadable!]
2006 How tight should one's hands be tied? Fear of floating and credibility of exchange regimes
by Jesús Rodríguez López & Hugo Rodríguez Mendizábal [Downloadable!]
2006 The Open Economy Consequences of U.S. Monetary Policy
by John Bluedorn & Christopher Bowdler [Downloadable!]
2006 Can Perpetual Learning Explain the Forward Premium Puzzle?
by George W. Evans & Avik Chakraborty [Downloadable!]
2006 Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies
by Balázs Égert [Downloadable!]
2006 Identifying Determinants of Germany’s International Price Competitiveness: A Structural VAR Approach
by Martin Meurers [Downloadable!]
2006 The Open Economy Consequences of U.S. Monetary Policy
by John Bluedorn & Christopher Bowdler [Downloadable!]
2006 When Is It Optimal to Abandon a Fixed Exchange Rate?
by Sergio Rebelo & Carlos A. Vegh [Downloadable!]
2006 Financial Versus Monetary Mercantilism-Long-run View of Large International Reserves Hoarding
by Joshua Aizenman & Jaewoo Lee [Downloadable!]
2006 Price Impacts of Deals and Predictability of the Exchange Rate Movements
by Takatoshi Ito & Yuko Hashimoto [Downloadable!]
2006 Euros and Zeros: The Common Currency Effect on Trade in New Goods
by Richard E. Baldwin & Virginia Di Nino [Downloadable!]
2006 External Imbalances in an Advanced, Commodity-Exporting Country: The Case of New Zealand
by Sebastian Edwards [Downloadable!]
2006 A Simple Test of the Effect of Interest Rate Defense
by Allan Drazen & Stefan Hubrich [Downloadable!]
2006 Are Currency Appreciations Contractionary in China?
by Jianhuai Shi [Downloadable!]
2006 The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies
by Jeffrey Frankel & Jumana Poonawala [Downloadable!]
2006 The Returns to Currency Speculation
by Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo [Downloadable!]
2006 Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment
by Menzie D. Chinn & Ron Alquist [Downloadable!]
2006 On the Determinants of Exporters' Currency Pricing: History vs. Expectations
by Shin-ichi Fukuda & Masanori Ono [Downloadable!]
2006 Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System
by Takatoshi Ito & Yuko Hashimoto [Downloadable!]
2006 Signaling Credibility --- Choosing Optimal Debt and International Reserves
by Joshua Aizenman & Jorge Fernández-Ruiz [Downloadable!]
2006 Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through
by Takatoshi Ito & Kiyotaka Sato [Downloadable!]
2006 Portfolio Choice in a Monetary Open-Economy DSGE Model
by Charles Engel & Akito Matsumoto [Downloadable!]
2006 Phoenix Miracles in Emerging Markets: Recovering without Credit from Systemic Financial Crises
by Guillermo A. Calvo & Alejandro Izquierdo & Ernesto Talvi [Downloadable!]
2006 Capital Controls: An Evaluation
by Nicholas Magud & Carmen M. Reinhart [Downloadable!]
2006 The impact of monetary policy signals on the intradaily Euro-dollar volatility
by Darmoul Mokhtar [Downloadable!]
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 [Downloadable!]
2006 Customer order flow, information and liquidity on the Hungarian foreign exchange market
by Áron Gereben & György Gyomai & Norbert Kiss M. [Downloadable!]
2006 Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable
by Balázs Égert & Ronald MacDonald [Downloadable!]
2006 Long maturity forward rates of major currencies are stationary
by Zsolt Darvas & Zoltán Schepp [Downloadable!]
2006 Strategic Export Promotion
by Federico Etro [Downloadable!]
2006 PPP over a century: Co-integration and structural change
by Ekaterini Panopoulou [Downloadable!]
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 [Downloadable!]
2006 Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market: Austria-Hungary, 1876-1914
by Komlos, John & Flandreau, Marc [Downloadable!]
2006 Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects
by Rasmus Fatum & Michael M. Hutchison [Downloadable!]
2006 Testing Temporal Disaggregation
by Christian Müller [Downloadable!]
2006 An Empirical Test of the Efficiency Hypothesis on the Renminbi NDF in Hong Kong Market
by Hideki Izawa [Downloadable!]
2006 International Exchange Rate Systems - Where do we Stand?
by Horst Siebert [Downloadable!]
2006 EU Integration and its Implications for Asian Economies – What we Know and What Not
by Rolf J. Langhammer & Rainer Schweickert [Downloadable!]
2006 Pricing to market of Italian exporting firms
by Roberto Basile & Sergio de Nardis & Alessandro Girardi [Downloadable!]
2006 Tipo de Cambio Nominal en un Régimen de Flotación: Chile 2000-2005
by Luis Felipe Lagos & Rodrigo Cerda [Downloadable!]
2006 Incentives from exchange rate regimes in an institutional context
by Ashima Goyal [Downloadable!]
2006 Exchange Rates and External Adjustment: Does Financial Globalization Matter?
by Philip Lane & Gian Maria Milesi-Ferretti [Downloadable!]
2006 Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen
by Peter G. Szilagyi & Jonathan A. Batten [Downloadable!]
2006 The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests
by Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty [Downloadable!]
2006 The External Policy of the Euro Area: Organizing for Foreign Exchange Intervention
by C. Randall Henning [Downloadable!]
2006 The Case for an International Reserve Diversification Standard
by Edwin M. Truman & Anna Wong [Downloadable!]
2006 Implications of the Modigliani-Miller Theorem for the Study of Exchange Rate Regimes
by Alexandre B. Cunha [Downloadable!]
2006 The Influence of Information Costs on the Integration of Financial Markets: Northern Europe, 1350-1560
by Oliver Volckart [Downloadable!]
2006 AMU Deviation Indicator for Coordinated Exchange Rate Policies in East Asia and its Relation with Effective Exchange Rates
by Eiji Ogawa & Junko Shimizu [Downloadable!]
2006 The Illusion of Precision and the Role of the Renminbi in Regional Integration
by Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii [Downloadable!]
2006 A Reappraisal of the Border Effect on Relative Price Volatility
by Yin-wong Cheung & Kon S. Lai [Downloadable!]
2006 Signaling Effects of Foreign Exchange Interventions and Expectation Heterogeneity among Traders
by Iwatsubo, Kentaro & Shimizu, Junko [Downloadable!]
2006 Adjustment Speeds of Nominal Exchange Rates and Prices toward Purchasing Power Parity
by Iwatsubo, Kentaro [Downloadable!]
2006 Foreign exchange market interventions as monetary policy
by Post, Erik [Downloadable!]
2006 Cointegration and the stabilizing role of exchange rates
by Alexius, Annika & Post, Erik [Downloadable!]
2006 Chartist Trading in Exchange Rate Theory
by Selander, Carina [Downloadable!]
2006 Arbitrage in the Foreign Exchange Market: Turning on the Microscope
by Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio [Downloadable!]
2006 A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro
by Lindblad, Hans & Sellin, Peter [Downloadable!]
2006 Real Exchange Rate Adjustment In European Transition Countries
by Maican, Florin G. & Sweeney, Richard J. [Downloadable!]
2006 The effect of a transaction tax on exchange rate volatility
by Lanne , Markku & Vesala , Timo [Downloadable!]
2006 Fundamentals and technical trading: behaviour of exchange rates in the CEECs
by Bask , Mikael & Fidrmuc , Jarko [Downloadable!]
2006 Exchange rate volatility without the contrivance of fundamentals and the failure of PPP
by Bask, Mikael [Downloadable!]
2006 Adaptive learning in an expectational difference equation with several lags: selecting among learnable REE
by Bask, Mikael [Downloadable!]
2006 Announcement effects on exchange rate movements: continuity as a selection criterion among the REE
by Bask , Mikael [Downloadable!]
2006 Exchange rate sensitivity of China’s bilateral trade flows
by Wang, Jiao & Ji, Andy G. [Downloadable!]
2006 Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
by Colavecchio , Roberta & Funke, Michael [Downloadable!]
2006 Exchange rate policy and the relative distribution of FDI among host countries
by Xing, Yuqing [Downloadable!]
2006 Monetary transmission mechanism in Central and Eastern Europe: Gliding on a wind of change
by Coricelli, Fabrizio & Égert, Balázs & MacDonald, Ronald [Downloadable!]
2006 Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies
by Balazs Egert [Downloadable!]
2006 The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis
by Menkhoff, Lukas & Taylor, Mark P. [Downloadable!]
2006 Price Discovery in Currency Markets
by Osler, Carol & Mende, Alexander & Menkhoff, Lukas [Downloadable!]
2006 Profits and Speculation in Intra-Day Foreign Exchange Trading
by Mende, Alexander & Menkhoff, Lukas [Downloadable!]
2006 Volatility Regimes in Central and Eastern European Countries' Exchange Rates
by Frömmel, Michael [Downloadable!]
2006 Local Information in Foreign Exchange Markets
by Menkhoff, Lukas & Schmeling, Maik [Downloadable!]
2006 Exchange-rate policies and trade in the MENA countries
by Amina Lahrèche-Révil & Juliette Milgram [Downloadable!]
2006 A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials
by Mathias Hoffmann & Ronald MacDonald [Downloadable!]
2006 Credibility of Exchange Rate Policies in Selected EU New Members: Evidence from High Frequency Data
by Jarko Fidrmuc & Roman Horváth [Downloadable!]
2006 Daraltici Devalüasyon Hipotezi: Türkiye Üzerine Bir Uygulama
by Nazif Catik [Downloadable!]
2006 Reflexiones sobre la política cambiaria en México
by Guerrero, Carlos & Urzúa, Carlos M. [Downloadable!]
2006 The nature of the decision-making process for central banks' interventions in the FX market: Evidence from the Bank of Japan
by Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt [Downloadable!]
2006 Intervention Policy of the BoJ: A unified approach
by Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt [Downloadable!]
2006 Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan
by Oscar Bernal [Downloadable!]
2006 Testing the purchasing power parity in China
by Olivier Darné & Jean-François Hoarau [Downloadable!]
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 [Downloadable!]
2006 Exchange Rate Pass-Through and Relative Prices: An Industry-Level Empirical Investigation
by Prasad Bhattacharya & Cem A. Karayalcin & Dimitrios D. Thomakos [Downloadable!]
2006 Political Instability and the August 1998 Ruble Crisis
by Tatiana Fic & Omar F. Saqib [Downloadable!]
2006 What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey
by Christian Dreger & Georg Stadtmann [Downloadable!]
2006 Large Swings in Currencies driven by Fundamentals
by Phornchanok Cumperayot & Casper G. de Vries [Downloadable!]
2006 Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period
by Bevilacqua, Franco [Downloadable!]
2006 Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period
by Bevilacqua, Franco [Downloadable!]
2006 General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation
by Luc, BAUWENS & Genaro, SUCARRAT [Downloadable!]
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 [Downloadable!]
2006 A New Look at the Forward Premium Puzzle
by Nikolay Gospodinov [Downloadable!]
2006 The Bell Jar: Commercial Interest Rates between Two Revolutions, 1688-1789
by Flandreau, Marc & Galimard, Christophe & Jobst, Clemens & Nogués Marco, Maria Del Pilar [Downloadable!]
2006 The Returns to Currency Speculation
by Burnside, A Craig & Eichenbaum, Martin & Kleshchelski, Isaac & Rebelo, Sérgio [Downloadable!]
2006 Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises
by Broner, Fernando A [Downloadable!]
2006 The International Financial Integration of China and India
by Lane, Philip R. & Schmukler, Sergio [Downloadable!]
2006 Predictability in Financial Markets: What Do Survey Expectations Tell Us?
by Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric [Downloadable!]
2006 Expectations and Exchange Rate Policy
by Devereux, Michael B & Engel, Charles M [Downloadable!]
2006 On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets
by Minford, Patrick & Peel, David [Downloadable!]
2006 Marketwide Private Information in Stocks: Forecasting Currency Returns
by Albuquerque, Rui & de Francisco, Eva & Marques, Luis [Downloadable!]
2006 Consumption and Real Exchange Rates with Incomplete Markets and Non-Traded Goods
by Benigno, Gianluca & Thoenissen, Christoph [Downloadable!]
2006 The Empirics of International Currencies: Historical Evidence
by Flandreau, Marc & Jobst, Clemens [Downloadable!]
2006 Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle
by Leon, Hyginus & Sarno, Lucio & Valente, Giorgio [Downloadable!]
2006 Purchasing Power Parity and Heterogenous Mean Reversion
by Koedijk, Kees & Tims, Ben & Van Dijk, Mathijs A [Downloadable!]
2006 The Logic of Compromise: Monetary bargaining in Austria-Hungary 1867-1913
by Flandreau, Marc [Downloadable!]
2006 Is the renminbi undervalued?
by Jan Lemmen [Downloadable!]
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 [Downloadable!]
2006 Exchange Rates and Order Flow in the Long Run
by M. Martin Boyer & Simon van Norden [Downloadable!]
2006 World Consistent Equilibrium Exchange Rates
by Agnes Benassy-Quere & Amina Lahreche-Revil & Valerie Mignon [Downloadable!]
2006 Exchange-Rate Pass-Trough at the Product Level
by Guillaume Gaulier & Amina Lahreche-Revil & Isabelle Mejean [Downloadable!]
2006 Can Oil Prices Explain the Real Appreciation of the Russian Ruble in 1998-2005?
by Kirill Sosunov & Oleg Zamulin [Downloadable!]
2006 Exchange-rate volatility, exchange-rate disconnect, and the failure of volatility conservation
by Alexei Deviatov & Igor Dodonov [Downloadable!]
2006 How to be Well Shod to Absorb Shocks? Shock Synchronization and Joining the Euro Zone
by Natacha Gilson [Downloadable!]
2006 Sources of Real Exchange Rate Fluctuations in Central and Eastern Europe – Temporary or Permanent?
by Agnieszka Stazka [Downloadable!]
2006 The Evolution of the East Asian Currency Baskets – Still Undisclosed and Changing
by Gunther Schnabl [Downloadable!]
2006 Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies
by Balázs Égert [Downloadable!]
2006 Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics
by Guglielmo Maria Caporale & Mario Cerrato [Downloadable!]
2006 A Behavioral Finance Model of the Exchange Rate with Many Forecasting Rules
by Paul De Grauwe & Pablo Rovira Kaltwasser [Downloadable!]
2006 Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour?
by Guglielmo Maria Caporale & Christoph Hanck [Downloadable!]
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 [Downloadable!]
2006 Forecasting and Combining Competing Models of Exchange Rate Determination
by Carlo Altavilla & Paul De Grauwe [Downloadable!]
2006 Transmission Mechanism in Transition Economies: Surveying the Surveyable
by Balázs Égert & Ronald MacDonald [Downloadable!]
2006 China’s Exchange Rate and International Adjustment in Wages, Prices, and Interest Rates: Japan Déjà Vu?
by Ronald Ian McKinnon & Gunther Schnabl [Downloadable!]
2006 Learning to Forecast the Exchange Rate: Two Competing Approaches
by Paul De Grauwe & Agnieszka Markiewicz [Downloadable!]
2006 Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures
by M. Hashem Pesaran & Ron P. Smith & Takashi Yamagata & Liudmyla Hvozdyk [Downloadable!]
2006 Meta-Analysis of the Business Cycle Correlation between the Euro Area and the CEECs
by Jarko Fidrmuc & Iikka Korhonen [Downloadable!]
2006 A Reappraisal of the Border Effect on Relative Price Volatility
by Yin-Wong Cheung & Kon S. Lai [Downloadable!]
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 [Downloadable!]
2006 Foreign Exchange Risk Premium Determinants: Case of Armenia
by Tigran Poghosyan & Evzen Kocenda [Downloadable!]
2006 Consumption and Real Exchange Rates with Incomplete Markets and Non-Traded Goods
by Gianluca Benigno & Christoph Theonissen [Downloadable!]
2006 Macroeconomic Instability in the European Monetary System?
by Amalia Morales Zumaquero & Simón Sosvilla Rivero [Downloadable!]
2006 Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland
by Jesús Rodríguez López & José Luis Torres Chacón [Downloadable!]
2006 Current Account Imbalances and Real Exchange Rates in the Euro Area
by Arghyrou, Michael G & Chortareas, Georgios [Downloadable!]
2006 Capital Flow Volatility And Exchange Rates-- The Case Of India
by Pami Dua & Partha Sen [Downloadable!]
2006 Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures
by Pesaran, M.H. & Smith, R.P & Yamagata. T. & Hvozdyk, L. [Downloadable!]
2006 The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
by Hanno Lustig & Adrien Verdelhan [Downloadable!]
2006 How Homogenous are Currency Crises? A Panel Study Using Multiple-Response Models
by Tassos G. Anastasatos & Ian R. Davidson [Downloadable!]
2006 On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty
by Christopher F. Baum & Mustafa Caglayan [Downloadable!]
2006 Phoenix miracles in emerging markets: recovering without credit from systemic financial crises
by Alejandro Izquierdo & Ernesto Talvi & Guillermo A Calvo [Downloadable!]
2006 The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?
by Gabriele Galati & Philip D. Wooldridge [Downloadable!]
2006 Estimation of Asian effective exchange rates: a technical note
by San Sau Fung & Marc Klau & Guonan Ma & Robert N. McCauley [Downloadable!]
2006 Devaluations, output and the balance sheet effect: a structural econometric analysis
by Camilo E Tovar [Downloadable!]
2006 The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
by Lustig, H. & Verdelhan, A. [Downloadable!]
2006 Is foreign exchange intervention effective? Some micro-analytical evidence from the Czech Republic
by Antonio Scalia [Downloadable!]
2006 Non-linear adjustment of import prices in the European Union
by José Manuel Campa & José M. González-Mínguez & María Sebastiá-Barriel [Downloadable!]
2006 Real exchange rates, dollarization and industrial employment in Latin America
by Arturo Galindo & Alejandro Izquierdo & José M. Montero [Downloadable!]
2006 A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market
by Ingrid Lo & Stephen G. Sapp [Downloadable!]
2006 The Turning Black Tide: Energy Prices and the Canadian Dollar
by Ramzi Issa & Robert Lafrance & John Murray [Downloadable!]
2006 Can Affine Term Structure Models Help Us Predict Exchange Rates?
by Antonio Diez de los Rios [Downloadable!]
2006 Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada
by Lynda Khalaf & Maral Kichian [Downloadable!]
2006 Are twin currency and debt crises special?
by Christian Bauer & Bernhard Herz & Volker Karb [Downloadable!]
2006 The Economic Consequences of Dollar Appreciation for US Manufacturing Investment: A Time-Series Analysis
by ROBERT A. BLECKER [Downloadable!]
2006 Welfare Gains from Optimal Policy in a Partially Dollarized Economy
by Carlos Gustavo Machicado [Downloadable!]
2006 Liquidity Shocks and the Dollarization of a Banking System
by Carlos Gustavo Machicado [Downloadable!]
2006 Exchange Rate Markets And Conservative Inferential Expectations
by Gordon Menzies & Daniel Zizzo [Downloadable!]
2006 The Microstructure Approach to Exchange Rates
by Richard K. Lyons
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 [Downloadable!]
2006 Exchange Rate Economics in Transition Economies
by Josip Tica [Downloadable!]
2006 Monetary and Exchange Rate Stability at the EU Mediterranean Borders
by Christian Bauer & Bernhard Herz [Downloadable!]
2006 How Likely are Macroeconomic Crises in the CIS?
by Christian Bauer & Bernhard Herz & Volker Karb [Downloadable!]
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 Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania
by Pelinescu, Elena & Caraiani, Petre [Downloadable!]
2006 Analysis of Foreign Imbalances and Exchange Rate Policy in the Romanian Economy
by Scutaru, Cornelia & Iordan, Mioara & Stanica, Cristian & Pauna, Bianca [Downloadable!]
2006 Strong Contagion with Weak Spillovers
by Martin Ellison & Liam Graham & Jouko Vilmunen [Downloadable!]
2006 Price Level Convergence Dynamics In The Cr And The Accession Strategy To The Euro-Zone
by Michal Pazour [Downloadable!]
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 & Jan Kodera & Martin Mandel & Vladimír Tomšík [Downloadable!]
2006 Parity Reversion in Real Exchange Rates: Fast, Slow, or Not at All?
by Paul Cashin & C. John McDermott [Downloadable!]
2006 Exchange Rate Pass-Through in the Euro Area
by Hamid Faruqee [Downloadable!]
2006 Exchange Rate Regimes, Location, and Specialization
by Luca Antonio Ricci [Downloadable!]
2006 A brief overview of the characteristics of interbank forint/euro trading
by Áron Gereben & Norbert Kiss M. [Downloadable!]
2006 Survey evidence on the exchange rate exposure of Hungarian SMEs
by Katalin Bodnár [Downloadable!]
2006 Main characteristics of non-residents’ trading on the foreign exchange and government bond markets
by Csaba Csávás & Lóránt Varga [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
2006 Parity Reversion in Real Exchange Rates: Fast, Slow, or Not at All?
by Paul Cashin & C. John McDermott [Downloadable!]
2006 Exchange Rate Pass-Through in the Euro Area
by Hamid Faruqee [Downloadable!]
2006 Exchange Rate Regimes, Location, and Specialization
by Luca Antonio Ricci [Downloadable!]
2006 The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data
by Jonathan Kearns & Phil Manners [Downloadable!]
2006 Döviz kuru rejimlerinin kur oynaklığı üzerine etkisi: Türkiye örneği
by Duygu AYHAN
2006 1994 ve 2000-2001 krizlerinin çoklu denge açısından değerlendirilmesi
by Nasip BOLATOĞLU
2006 Euro - Dolar paritesindeki oynaklığın ihracat üzerine etkisi: Türkiye örneği
by Hakan KAHYAOĞLU & Utku UTKULU
2006 The reaction of monetary policy to exchange rate
by Mehmet İVRENDİ
2006 Döviz kurundaki değişkenliğin Türkiye’nin ithalatına uzun dönemli etkisi
by Cem KADILAR & Muammer ŞİMŞEK
2006 Türkiye İstikrara Kavuştu Mu?
by Nur KEYDER
2006 Hedging of Exchange Rate Risk: a Note
by Udo Broll, Stefan Schubert [Downloadable!]
2006 Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach
by William A. Barnett, Chang Ho Kwag [Downloadable!]
2006 Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions
by Adam Geršl [Downloadable!]
2006 Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English)
by Jan Brůha & Alexis Derviz [Downloadable!]
2006 Which Explains Stock Return Co-movement better, Corporate Governance or Corporate Transparency? Evidence from R2 (in English)
by Haksoon KIM [Downloadable!]
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 Exchange Rate Volatility and Trade: A Literature Survey
by Ozturk [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
2006 Determinants Of Exchange Rate Fluctuations For Venezuela: Application Of An Extended Mundell-Fleming Model
by HSING, Yu [Downloadable!]
2006 The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests
by Alex Maynard [Downloadable!]
2006 Real Equilibrium Exchange Rates: a Panel Data Approach for Advanced and Emerging Economies
by Antonia Lopez Villavicencio [Downloadable!]
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 [Downloadable!]
2006 Comportement de l’indice de risque pays en regime de fixite extreme des changes
by Caroline Duburcq [Downloadable!]
2006 Interventions de change en Asie et taux de change d’équilibre du dollar
by Benjamin Carton & Karine Herve & Nadia Terfous [Downloadable!]
2006 La contagion de la crise asiatique : dynamiques de court terme et de long terme
by Mohamed Ayadi & Riadh Boudhina & Wajih Khallouli & Rene Sandretto [Downloadable!]
2006 Central bank´s value at risk and financial crises: An application to the 2001 Argentine crisis
by Diego Nocetti [Downloadable!]
2006 Explaining real exchange rate fluctuations
by Amalia Morales-Zumaquero [Downloadable!]
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 [Downloadable!]
2006 How Tight Should One's Hands be Tied? Fear of Floating and the Credibility of Exchange Rate Regimes
by Jesús Rodríguez-López & Hugo Rodriguez Mendizabal [Downloadable!]
2006 Real Exchange Rate And Competitiveness In Romania
by Ramona Toma [Downloadable!]
2006 Forward currency markets in Asia: lessons from the Australian experience
by Guy Debelle & Jacob Gyntelberg & Michael Plumb [Downloadable!]
2006 Foreign exchange reserve accumulation in emerging markets: what are the domestic implications?
by M S Mohanty & Philip Turner [Downloadable!]
2006 The changing composition of official reserves
by Philip D Wooldridge [Downloadable!]
2006 Basket weaving: the euromarket experience with basket currency bonds
by Clifford R Dammers & Robert N McCauley [Downloadable!]
2006 The new BIS effective exchange rate indices
by Marc Klau & San Sau Fung [Downloadable!]
2006 Exchange Rate Misalignment and Growth: Old and New Econometric Evidence
by Paulo Gala & Claudio R. Lucinda [Downloadable!]
2005 Exchange Rate or Wage Changes in International Adjustment? Japan and China versus the United States
by McKinnon, Ronald [Downloadable!]
2005 Robust Lessons about Practical Early Warning Systems
by Sawischlewski, Katja & Menkhoff, Lukas & Beckmann, Daniela [Downloadable!]
2005 The forecast ability of risk-neutral densities of foreign exchange
by Craig, Ben & Keller, Joachim [Downloadable!]
2005 Monetary disequilibria and the Euro/Dollar exchange rate
by Nautz, Dieter & Ruth, Karsten [Downloadable!]
2005 How the gold standard functioned in Portugal: an analysis of some macroeconomic aspects
by António Portugal Duarte & João Sousa Andrade [Downloadable!]
2005 Argentina: Trying to Make Sense of the Financial Tango
by Thierry Buchs [Downloadable!]
2005 Impact du fardeau virtuel de la dette sur le taux de change réel d'équilibre des pays en développement
by Babacar XSENE [Downloadable!]
2005 Sticky Prices, a Volatile Exchange Rate and the Border
by Mark David Witte [Downloadable!]
2005 Purchasing power parity: an empirical study of three EMU countries
by António Portugal Duarte [Downloadable!]
2005 Equilibrium Real Exchange Rate In Brazil Estimation And Policy Implications
by Thierry Buchs [Downloadable!]
2005 The Russian Currency Basket: The Rising Role of the Euro for Russia’s Exchange Rate Policies
by Gunther Schnabl [Downloadable!]
2005 Can the SupLR test discriminate between different switching
by CHARFEDDINE Lanouar [Downloadable!]
2005 Currency Manipulation versus Current Account Manipulation
by Junning Cai [Downloadable!]
2005 The Exchange Rate Forecasting Puzzle
by Francis Vitek [Downloadable!]
2005 German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs
by Entorf & Jamin [Downloadable!]
2005 Misalignment, Liabilities Dollarization And Exchange Rate Adjustment In Latin America
by Enrique Alberola [Downloadable!]
2005 Purchasing Power Parity: Granger Causality Tests for the Yen- Dollar Exchange Rate
by Gunther Schnabl & Dirk Baur [Downloadable!]
2005 Monetary Policy Shocks in a Tri-Polar Model of Foreign Exchange
by Martin Melecky [Downloadable!]
2005 International Capital Markets and Exchange Rate Stabilization in the CIS
by Gunther Schnabl [Downloadable!]
2005 Purchasing power parity: an empirical study of three EMU countries
by António Portugal Duarte [Downloadable!]
2005 Foreign Exchange Intervention And The Political Business Cycle: A Panel Data Analysis
by Axel Dreher & Roland Vaubel [Downloadable!]
2005 The Equilibrium Exchange Rate in a Bayesian State-Space Model: An Application to Australia
by Martin Melecky [Downloadable!]
2005 International Financial Adjustment
by Pierre-Olivier Gourinchas & Hélène Rey [Downloadable!]
2005 The Revived Bretton Woods System seen from the Benches - Lessons for Europe from a Three-Asset-Portfolio Model
by Sebastian Dullien [Downloadable!]
2005 Third-Currency Effects in a Tri-Polar Model of Foreign Exchange
by Martin Melecky [Downloadable!]
2005 The Behavioral Equilibrium Exchange Rate of the Czech Koruna
by Martin Melecky & Lubos Komarek [Downloadable!]
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 [Downloadable!]
2005 Explaining the Real Exchange Rate during Sudden Stops and Tranquil Periods
by Akiko Terada-hagiwara [Downloadable!]
2005 The Portuguese Disinflation Process: Analysis of Some Costs and Benefits
by António Portugal Duarte [Downloadable!]
2005 Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates
by Martin Melecky [Downloadable!]
2005 Exchange rate exposure of stock returns at firm level
by Gamini Premaratne & Prabhath Jayasinghe [Downloadable!]
2005 Does Asian foreign exchange intervention really hurt Europe? Lessons from a three-asset portfolio model
by Sebastian Dullien [Downloadable!]
2005 Recent Developments in International Currency Derivatives Market: Implications for Poland
by Lucjan T. Orlowski [Downloadable!]
2005 Currency preferences and the Australian dollar
by Geoffrey Kingston & Martin Melecky [Downloadable!]
2005 Anticipations, External Crises and Growth Cycles in Emerging Market Countries
by Martin Melecky [Downloadable!]
2005 Can Long Horizon Data Beat Random Walk Under Engel-West Explanation?
by Jian Wang [Downloadable!]
2005 The Interaction between Technical Currency Trading and Exchange Rate Fluctuations
by Stephan Schulmeister [Downloadable!]
2005 Modelling International Bond Markets with Affine Term Structure Models
by Georg Mosburger & Paul Schneider [Downloadable!]
2005 The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications
by Oleg Korenok & Stanislav Radchenko [Downloadable!]
2005 Travel Hysteresis in the US Current Account After the Mid-1980s
by Roberto Meurer & Guilherme Moura & Sergio Da Silva [Downloadable!]
2005 Real Exchange Rate Misalignment: Prelude to Crisis?
by David M. Kemme & Saktinil Roy & [Downloadable!]
2005 Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues
by Balázs Égert, & László Halpern & Ronald MacDonald [Downloadable!]
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 & [Downloadable!]
2005 Equilibrium Exchange Rate in the Czech Republic: How Good is the Czech BEER?
by Ian Babetskii & Balázs Égert & [Downloadable!]
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 [Downloadable!]
2005 Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis
by Balázs Égert & László Halpern & [Downloadable!]
2005 Testing for inflation convergence between the Euro Zone and its CEE partners
by Imed Drine & Christophe Rault & [Downloadable!]
2005 Foreign Exchange Interventions in Croatia and Turkey: Should We Give a Damn?
by Balázs Égert & Maroje Lang [Downloadable!]
2005 The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications
by Oleg Korenok & Stanislav Radchenko [Downloadable!]
2005 Australian Wool Exports and Exchange Rate Pass-Through: Asymmetric Responses and Market Share
by MoonJoong Tcha [Downloadable!]
2005 Inferential Expectations
by Gordon Menzies & Daniel John Zizzo [Downloadable!]
2005 Productivity Growth and the Exchange Rate Regime: The Role of Financial Development
by Philippe Aghion & Philippe Bacchetta & Romain Rancière & Kenneth Rogoff [Downloadable!]
2005 Exchange Market Pressure, Monetary Policy, and Economic Growth: Argentina in 1993 - 2004
by Nuria Malet & Clara Garcia [Downloadable!]
2005 Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence
by WenShwo Fang & YiHao Lai & Stephen M. Miller [Downloadable!]
2005 Export Promotion through Exchange Rate Policy: Exchange Rate Depreciation or Stabilization?
by WenShwo Fang & YiHao Lai & Stephen M. Miller [Downloadable!]
2005 The Logic of Twin Debt and Currency Crises
by Bernhard Herz
2005 Corporate Currency Hedging and Currency Crises
by Andreas Röthig & Willi Semmler & Peter Flaschel [Downloadable!]
2005 Speculative Attacks with Multiple Sources of Public Information
by Camille Cornand & Frank Heinemann [Downloadable!]
2005 Türkiye’de Faiz Oraný ile Döviz Kuru Arasýndaki Ýliþki: Faizlerin Düþürülmesi Kurlarý Yükseltirmi?
by Orhan Karaca [Downloadable!]
2005 The duration of fixed exchange rate regimes
by Sébastien Wälti [Downloadable!]
2005 Exchange Rate Pass-through in a Small Open Economy
by Pål Boug, Ådne Cappelen and Torbjørn Eika [Downloadable!]
2005 The commodity currency puzzle
by Hilde C. Bjørnland and Håvard Hungnes [Downloadable!]
2005 The Long and the Short of It: Long Memory Regressors and Predictive Regressions
by Aaron Smallwood; Alex Maynard; Mark Wohar [Downloadable!]
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 Study of Nonlinearities in the Dynamics of Exchange Rates: Is There Any Evidence of Chaos?
by Vitaliy Vandrovych [Downloadable!]
2005 Extracting expectations from currency option prices: a comparison of methods
by Marian Micu [Downloadable!]
2005 Have Exchange Rate Regimes in Asia become More Flexible Post crisis? Re- Visiting the Evidence
by Tony Cavoli & Ramkishen S. Rajan [Downloadable!]
2005 The relative importance of symmetric and asymmetric shocks and the determination of the exchange rate
by G. PEERSMAN [Downloadable!]
2005 Is the exchange rate a shock absorber or a source of shocks? New empirical evidence
by K. FARRANT & G. PEERSMAN [Downloadable!]
2005 The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo [Downloadable!]
2005 Modeling Exchange Rate Passthrough After Large Devaluations
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo [Downloadable!]
2005 O Mercado interbancário de câmbio no Brasil,Creation-Date: 2005-07
by Marcio Gomes Pinto Garcia & Fábio Urban [Downloadable!]
2005 A Decomposition of the Sources of Incomplete Cross-Border Transmission
by Rebecca Hellerstein [Downloadable!]
2005 Currency Areas and Monetary Coordination
by Qing Liu & Shouyong Shi [Downloadable!]
2005 Government Finance in the Wake of Currency Crises
by Craig Burnside & Martin Eichenbaum [Downloadable!]
2005 Financial Integration and the Wealth Effect of Exchange Rate Fluctuations
by Cedric Tille [Downloadable!]
2005 Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?
by Jorge Selaive & Vicente Tuesta R [Downloadable!]
2005 The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data
by Jonathan Kearns & Phil Manners [Downloadable!]
2005 Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach
by Lorenzo Cappiello & Nikolaos Panigirtzoglou [Downloadable!]
2005 Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?
by Richard T. Baillie & Rehim Kilic [Downloadable!]
2005 Testing for Neglected Nonlinearity in Long Memory Models
by Richard T. Baillie & George Kapetanios [Downloadable!]
2005 Forecasting Exchange Rate Volatility in the Presence of Jumps
by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!]
2005 An Econometric Model of the Rand-US Dollar Nominal Exchange Rate
by Moses M. Sichei & Tewodros G. Gebreselasie & Olusegun A. Akanbi [Downloadable!]
2005 Exchange Rate of Indonesia: Does Rupiah Overshoot?
by Pratomo, Wahyu Ario [Downloadable!]
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 [Downloadable!]
2005 Investor Overconfidence and the Forward Discount Puzzle
by Han, Bing & Hirshleifer, David & Wang, Tracy [Downloadable!]
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 [Downloadable!]
2005 A New Indicator of Competitiveness for Italy and the Main Industrial and Emerging Countries
by Finicelli, Andrea & Liccardi, Alessandra & Sbracia, Massimo [Downloadable!]
2005 Milkshake Prices, International Reserves, and the Mexican Peso
by Fullerton, Thomas & Torres, David [Downloadable!]
2005 Volatility and Irish Exports
by Cotter, John & Bredin, Don [Downloadable!]
2005 Economic growth and currency crisis: A real exchange rate entropic approach
by Matesanz Gómez, David & Ortega, Guillermo J. [Downloadable!]
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 [Downloadable!]
2005 East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests
by Baharumshah, Ahmad Zubaidi & Aggarwal, Raj & Chan, Tze-Haw [Downloadable!]
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 [Downloadable!]
2005 Fundamental equilibrium exchange rate for the Polish zloty
by Rubaszek, Michal [Downloadable!]
2005 Econometrics of the forward premium puzzle
by Stephen E. Haynes & Avik Chakraborty [Downloadable!]
2005 The Challenges of EMU Accession Faced by Catching-up Countries: A Slovak Republic Case Study
by Anne-Marie Brook [Downloadable!]
2005 UIP, Expectations and the Kiwi
by Anella Munro [Downloadable!]
2005 Elasticity of risk aversion and international trade
by Udo Broll & Jack E. Wahl & Wing-Keung Wong [Downloadable!]
2005 Monetary Policy and Exchange Rate Dynamics: New Evidence from the Narrative Approach to Shock Identification
by John C. Bluedorn & Christopher Bowdler [Downloadable!]
2005 Three Current Account Balances: A "Semi-Structuralist" Interpretation
by Menzie D. Chinn & Jaewoo Lee [Downloadable!]
2005 The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
by Jacob Boudoukh & Matthew Richardson & Robert Whitelaw [Downloadable!]
2005 What Defines "News" in Foreign Exchange Markets?
by Kathryn Dominguez & Freyan Panthaki [Downloadable!]
2005 The Importance of Nontradable Goods' Prices in Cyclical Real Exchange Rate Fluctuations
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo [Downloadable!]
2005 Pegged Exchange Rate Regimes -- A Trap?
by Joshua Aizenman & Reuven Glick [Downloadable!]
2005 Modeling Exchange-Rate Passthrough After Large Devaluations
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo [Downloadable!]
2005 Current Account Reversals: Always a Problem?
by Barry Eichengreen & Muge Adalet [Downloadable!]
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 [Downloadable!]
2005 "Aggregation Bias" DOES Explain the PPP Puzzle
by Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey [Downloadable!]
2005 A Global Perspective on External Positions
by Philip R. Lane & Gian Maria Milesi-Ferretti [Downloadable!]
2005 A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation
by Menzie D. Chinn [Downloadable!]
2005 Regime-Switching Behavior of the Term Structure of Forward Markets
by Elena Tchernykh & William H. Branson [Downloadable!]
2005 Will the Euro Eventually Surpass the Dollar as Leading International Reserve Currency?
by Menzie Chinn & Jeffrey Frankel [Downloadable!]
2005 Relative Price Volatility Under Sudden Stops: The Relevance of Balance Sheet Effects
by Guillermo A. Calvo & Alejandro Izquierdo & Rudy Loo-Kung [Downloadable!]
2005 Wealth Transfers, Contagion, and Portfolio Constraints
by Anna Pavlova & Roberto Rigobon [Downloadable!]
2005 International Borrowing, Capital Controls and the Exchange Rate: Lessons from Chile
by Kevin Cowan & Jose De Gregorio [Downloadable!]
2005 International Reserves: Precautionary versus Mercantilist Views, Theory and Evidence
by Joshua Aizenman & Jaewoo Lee [Downloadable!]
2005 Crises in Emerging Market Economies: A Global Perspective
by Guillermo A. Calvo [Downloadable!]
2005 Effective Exchange Rate Classifications and Growth
by Justin M. Dubas & Byung-Joo Lee & Nelson C. Mark [Downloadable!]
2005 Sudden Stop, Financial Factors and Economic Collpase in Latin America: Learning from Argentina and Chile
by Guillermo A. Calvo & Ernesto Talvi [Downloadable!]
2005 Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era
by Menzie D. Chinn & Guy Meredith [Downloadable!]
2005 An international analysis of earnings, stock prices and bond yields
by Alain Durré & Pierre Giot [Downloadable!]
2005 Elasticity of risk aversion and international trade
by Udo Broll & Jack E. Wahl & Wing-Keung Wong [Downloadable!]
2005 Exchange Rate Smoothing in Hungary
by Péter Karádi [Downloadable!]
2005 Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidity
by Csaba Csávás & Szilárd Erhart [Downloadable!]
2005 The microstructure approach to exchange rates: a survey from a central bank’s viewpoint
by Áron Gereben & György Gyomai & Norbert Kiss M. [Downloadable!]
2005 Corporate Sector Debt Composition and Exchange Rate Balance Sheet Effect in Turkey
by Mehtap Kesriyeli & Erdal Ozmen & Serkan Yigit [Downloadable!]
2005 Repegging of the Lats to the Euro: Implications for the Financial Sector
by Viktors Ajevskis & Armands Pogulis [Downloadable!]
2005 The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations
by Michael Bergman & Yin-Wong Cheung & Kon S. Lai [Downloadable!]
2005 Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data
by Rasmus Fatum [Downloadable!]
2005 Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data
by Rasmus Fatum & Michael R. King [Downloadable!]
2005 Big Elephants in Small Ponds: Do Large Traders Make Financial Markets More Aggressive?
by Christina E. Bannier [Downloadable!]
2005 Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets
by Shu Wu [Downloadable!]
2005 Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach
by William Barnett & Chang Ho Kwag [Downloadable!]
2005 The Process Followed By Ppp Data. On The Properties Of Linearity Tests
by Ivan Paya & David A. Peel [Downloadable!]
2005 A New Analysis Of The Determinants Of The Real Dollar-Sterling Exchange Rate: 1871-1994
by Ivan Paya & David A. Peel [Downloadable!]
2005 Incentives from exchange rate regimes in an institutional context
by Ashima Goyal [Downloadable!]
2005 Pricing-to-Market Effects in Foreign Trade Prices. Evidence from a Cointegration Approach for Germany
by Sabine Stephan [Downloadable!]
2005 The duration of fixed exchange rate regimes
by Sébastien Wälti [Downloadable!]
2005 What Might the Next Emerging-Market Financial Crisis Look Like?
by Morris Goldstein [Downloadable!]
2005 Postponing Global Adjustment: An Analysis of the Pending Adjustment of Global Imbalances
by Edwin M. Truman [Downloadable!]
2005 China's Role in the Revived Bretton Woods System: A Case of Mistaken Identity
by Morris Goldstein & Nicholas R. Lardy [Downloadable!]
2005 On PPP, Unit Roots and Panels
by Wagner, Martin [Downloadable!]
2005 Effective Cross-Hedging for Commodity Currencies
by Chakriya Bowman [Downloadable!]
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 [Downloadable!]
2005 New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates
by Almuth Scholl & Harald Uhlig [Downloadable!]
2005 Interventions and Japanese Economic Recovery
by Takatoshi Ito [Downloadable!]
2005 Cross-Country Relative Price Volatility: Effects of Market Structure
by Yin-wong Cheung & Eiji Fujii [Downloadable!]
2005 US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore
by Giorgio Valente [Downloadable!]
2005 The Chinese Economies in Global Context: The Integration Process and Its Determinants
by Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii [Downloadable!]
2005 Balance of Payments Surplus and Renminbi Revaluation Pressure
by Huayu Sun & Yue Ma [Downloadable!]
2005 Exchange Rates and Asymmetric Shocks in Small Open Economies
by Alexius, Annika & Post, Erik [Downloadable!]
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. [Downloadable!]
2005 The commodity currency puzzle
by Bjørnland, Hilde C. & Hungnes, Håvard [Downloadable!]
2005 Monetary policy and exchange rate interactions in a small open economy
by Bjørnland, Hilde C. [Downloadable!]
2005 Monetary Policy and the Illusionary Exchange Rate Puzzle
by Bjørnland, Hilde C. [Downloadable!]
2005 Speculative Attacks on Nordic Exchange-Rates, 1971-1992
by Forsman, Mats-Ola [Downloadable!]
2005 Globalisation, inequality and Swedish catch up in the late nineteenth century. Williamson’s real wage comparisons under scrutiny
by Larsson, Svante [Downloadable!]
2005 Choice of the substitution currency in Russia: How to explain the dollar's dominance?
by Dorbec, Anna [Downloadable!]
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 [Downloadable!]
2005 Equilibrium exchange rates in Central and Eastern Europe: A meta-regression analysis
by Égert, Balázs & Halpern, László [Downloadable!]
2005 A note on exchange rate pass-through in CIS countries
by Korhonen, Iikka & Wachtel, Paul [Downloadable!]
2005 Economic Development, Exchange Rates, and the Structure of Trade
by Istvan Konya [Downloadable!]
2005 Robust Lessons about Practical Early Warning Systems
by Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja [Downloadable!]
2005 Do Dollar Forecasters Believe too Much in PPP?
by Menkhoff, Lukas & Rebitzky, Rafael & Schröder, Michael [Downloadable!]
2005 09/11 on the USD/EUR Foreign Exchange Market
by Mende, Alexander [Downloadable!]
2005 Official dollarization : a last resort solution to financial instability in Latin America ?
by Alexandre MINDA (LEREPS-GRES) [Downloadable!]
2005 Fundamental Volatility is Regime Specific
by Ivo. J.M. Arnold & Ronald MacDonald & Casper G. de Vries [Downloadable!]
2005 Regime-Switching in Exchange Rate Policy and Balance Sheet Effects
by Norbert Fiess & Rashmi Shankar [Downloadable!]
2005 The Pros and Cons of Higher Transparency: The Case of Speculative Attacks
by Jean-Pierre Allegret & Camille Cornand [Downloadable!]
2005 Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods
by Prasad V. Bidarkota [Downloadable!]
2005 Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Implications for the Central and Eastern European Countries
by Roman Horváth [Downloadable!]
2005 Rational Inattention: A Solution to the Forward Discount Puzzle
by Philippe Bacchetta & Eric van Wincoop [Downloadable!]
2005 The Effect of a Transaction Tax on Exchange Rate Volatility
by Markku Lanne & Timo Vesalay [Downloadable!]
2005 Going Multinational under Exchange Rate Uncertainty
by Henry Aray & Javier Gardeazábal [Downloadable!]
2005 Adjustment to the Asymmetric Shocks and Currency Unions: the Case of Belarus and Russia
by Chernookiy Valery [Downloadable!]
2005 Estimating the equilibrium exchange rate of the Estonian kroon
by Marit Hinnosaar & Hannes Kaadu & Lenno Uusküla [Downloadable!]
2005 Estimation of Country-Pair Data Models Controlling for Clustered Errors: With International Trade Applications
by Cameron, Colin A. & Golotvina, Natalia [Downloadable!]
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 [Downloadable!]
2005 The link between interest rates and exchange rates - do contractionary depreciations make a difference?
by Marcelo Sánchez [Downloadable!]
2005 Cross-dynamics of volatility term structures implied by foreign exchange options
by Elizaveta Krylova & Jussi Nikkinen & Sami Vähämaa [Downloadable!]
2005 Explaining exchange rate dynamics - the uncovered equity return parity condition
by Elizaveta Krylova & Lorenzo Cappiello & Roberto A. De Santis [Downloadable!]
2005 How successful are exchange rate communication and interventions? Evidence from time-series and event-study approaches
by Marcel Fratzscher [Downloadable!]
2005 An international analysis of earnings, stock prices and bond yields
by Alain Durré & Pierre Giot [Downloadable!]
2005 Foreign exchange option and returns based correlation forecasts - evaluation and two applications
by Olli Castrén & Stefano Mazzotta [Downloadable!]
2005 Estimating and analysing currency options implied risk-neutral density functions for the largest new EU member states
by Olli Castrén [Downloadable!]
2005 Trading European sovereign bonds - the microstructure of the MTS trading platforms
by Yiu Chung Cheung & Frank de Jong & Barbara Rindi [Downloadable!]
2005 Why do central banks intervene secretly? Preliminary evidence from the BoJ
by Michel Beine & Oscar Bernal [Downloadable!]
2005 Currency Hedging for a Dutch Investor: The Case of Pension Funds and Insurers
by Luis Berggrun [Downloadable!]
2005 Were Verbal Efforts to Support the Euro Effective? A High-Frequency Analysis of ECB Statements
by David-Jan Jansen & Jakob de Haan [Downloadable!]
2005 The Impact of Central Bank FX Interventions on Currency Components
by Michel Beine & Charles S. Bos & Sebastian Laurent [Downloadable!]
2005 The Euro Introduction and Non-Euro Currencies
by Dick van Dijk & Haris Munandar & Christian M. Hafner [Downloadable!]
2005 Why Frequency Matters for Unit Root Testing
by H. Peter Boswijk & Franc Klaassen [Downloadable!]
2005 China's exchange rate policy: the case against abandoning the dollar PEG
by Laurenceson, James & Qin, Fengming [Downloadable!]
2005 Monetary policy, determinancy, and learnability in the open economy
by Bullard, James & Schaling, Eric [Downloadable!]
2005 The Effects of Budget Deficit Reduction on Exchange Rate: Evidence from Turkey
by Yaprak Gulcan & Mustafa Erhan Bilman [Downloadable!]
2005 Temporary Stabilization and the Real Option of Waiting when Consumption can be Delayed: an Extreme Value Approach
by Francisco Venegas-Martínez [Downloadable!]
2005 Exchange Rate Volatility and the Mixture of Distribution Hypothesis
by Luc, BAUWENS & Dagfinn, RIME & Genaro, SUCARRAT [Downloadable!]
2005 Does Bilateralism Promote Trade? Nineteenth Century Liberalization Revisited
by Accominotti, Olivier & Flandreau, Marc [Downloadable!]
2005 'Home Biases', 19th Century Style
by Flandreau, Marc [Downloadable!]
2005 The Importance of Nontradeable Goods' Prices in Cyclical Real Exchange Rate Fluctuations
by Burstein, Ariel Tomas & Eichenbaum, Martin & Rebelo, Sérgio [Downloadable!]
2005 Rational Inattention: A Solution to the Forward Discount Puzzle
by Bacchetta, Philippe & van Wincoop, Eric [Downloadable!]
2005 Modeling Exchange Rate Passthrough After Large Devaluations
by Burstein, Ariel Tomas & Eichenbaum, Martin & Rebelo, Sérgio [Downloadable!]
2005 'Aggregation Bias' DOES Explain the PPP Puzzle
by Imbs, Jean & Mumtaz, Haroon & Ravn, Morten O. & Rey, Hélène [Downloadable!]
2005 A Global Perspective on External Positions
by Lane, Philip R. & Milesi-Ferretti, Gian Maria [Downloadable!]
2005 Target Zones in Theory and History: Credibility, Efficiency, and Policy Autonomy
by Flandreau, Marc & Komlos, John [Downloadable!]
2005 How to Exit from Fixed Exchange Rate Regimes
by Asici, Ahmet Atil & Ivanova, Nadezhda & Wyplosz, Charles [Downloadable!]
2005 The Ties that Divide. A Network Analysis of the International Monetary System
by Flandreau, Marc & Jobst, Clemens [Downloadable!]
2005 Wealth Transfers, Contagion and Portfolio Constraints
by Pavlova, Anna & Rigobon, Roberto [Downloadable!]
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 [Downloadable!]
2005 Real Exchange Rate Overshooting RBC Style
by Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti [Downloadable!]
2005 Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration
by van Tol, Michel R & Wolff, Christian C [Downloadable!]
2005 International Financial Adjustment
by Gourinchas, Pierre-Olivier & Rey, Hélène [Downloadable!]
2005 Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis
by Égert, Balázs & Halpern, László [Downloadable!]
2005 Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change
by Hau, Harald & Massa, Massimo & Peress, Joël [Downloadable!]
2005 Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Lessons for the Central and Eastern European Countries
by Roman Horvath [Downloadable!]
2005 Foreign Exchange Interventions and Interest Rate Policy in the Czech Republic: Hand in Glove?
by Balazs Egert & Lubos Komarek [Downloadable!]
2005 The Behavioural Equilibrium Exchange Rate of the Czech Koruna
by Lubos Komarek & Martin Melecky [Downloadable!]
2005 China and the Relationship Between the Oil Price and the Dollar
by Agnes Benassy-Quere & Valerie Mignon & Alexis Penot [Downloadable!]
2005 Real Equilibrium Exchange Rate in China
by Virginie Coudert & Cecile Couharde [Downloadable!]
2005 Assessing Central Bank Credibility During the ERM Crises: Comparing Option and Spot Market-Based Forecasts
by Markus Haas & Stefan Mittnik & Bruce Mizrach [Downloadable!]
2005 Non-Linearities in the Relation between the Exchange Rate and its Fundamentals
by Carlo Altavilla & Paul De Grauwe [Downloadable!]
2005 The Impact of FX Central Bank Intervention in a Noise Trading Framework
by Michel Beine & Paul De Grauwe & Marianna Grimaldi [Downloadable!]
2005 Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries
by Yin-Wong Cheung & Kon S. Lai [Downloadable!]
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 [Downloadable!]
2005 A Trade Model with an Optimal Exchange Rate Motivated by Current Discussion of a Chinese Renminbi Float
by Hui Huang & Yi Wang & Yiming Wang & John Whalley & Shunming Zhang [Downloadable!]
2005 Cross-Country Relative Price Volatility: Effects of Market Structure
by Yin-Wong Cheung & Eiji Fujii [Downloadable!]
2005 The Transition Economies: A NATREX Evaluation of Research
by Jerome L. Stein [Downloadable!]
2005 Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework
by Paul de Grauwe & Roberto Dieci & Marianna Grimaldi [Downloadable!]
2005 Arbitrage in foreign exchange markets within the context of a transactional algebra
by Rodolfo Apreda [Downloadable!]
2005 Structural Breaks in Volatility: Evidence for the OECD Real Exchange Rates
by Amalia Morales Zumaquero & Simón Sosvilla Rivero [Downloadable!]
2005 Determinantes da taxa de câmbio real no Brasil: 1971-2002
by Marco Flávio da Cunha Resende & Giordano Bruno Braz de Pinho Matos [Downloadable!]
2005 On the equality of Real Interest Rates across borders in Integrated Capital Markets
by Minford, Patrick & Peel, David [Downloadable!]
2005 Can a pure Real Business Cycle Model explain the real exchange rate?
by Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti [Downloadable!]
2005 A Habit-Based Explanation of the Exchange Rate Risk Premium
by Adrien Verdelhan [Downloadable!]
2005 Some Further Evidence on Exchange-Rate Volatility and Exports
by George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas & Michael Ulan [Downloadable!]
2005 Monetary policy and exchange rate interactions in a small open economy
by Hilde C. Bjørnland [Downloadable!]
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 [Downloadable!]
2005 Arbitrage in the foreign exchange market: Turning on the microscope
by Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno [Downloadable!]
2005 Monetary policy and the illusionary exchange rate puzzle
by Hilde C. Bjørnland [Downloadable!]
2005 Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003
by Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno [Downloadable!]
2005 The mechanics of devaluations and the output response in a DSGE model: how relevant is the balance sheet effect?
by Camilo E Tovar [Downloadable!]
2005 The effectiveness of foreign exchange intervention in emerging market countries: evidence from the Czech koruna
by Gabriele Galati & Piti Disyatat [Downloadable!]
2005 Exchange rate dynamics in economies with portfolio rigidities
by Beatriz de-Blas-Pérez [Downloadable!]
2005 Cape Verde's exchange rate policy and its alternatives
by Romain Weber [Downloadable!]
2005 An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia
by Marc-André Gosselin & Nicolas Parent [Downloadable!]
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 [Downloadable!]
2005 Bubbles and crashes in a Behavioural Finance Model
by Paul De Grauwe & Marianna Grimaldi [Downloadable!]
2005 Fundamentals, International Role of Euro and 'Framing' of Expectations: What are the Determinants of the Dollar/Euro Exchange Rate?
by Pompeo Della Posta [Downloadable!]
2005 Exchange Rate Policies In Latin America And Asia, A Comparative Study
by Paulo Gala [Downloadable!]
2005 Determinantes Da Taxa De Câmbio Real No Brasil: 1971-2002
by Giordano Bruno Braz de Pinho Matos & Marco Flávio da Cunha Resende [Downloadable!]
2005 Synchronisation Of Financial Crises
by Mardi Dungey & Jan P.A.M. Jacobs & Lestano [Downloadable!]
2005 Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998
by Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin [Downloadable!]
2005 Inferential Expectations
by Gordon D. Menzies & Daniel John Zizzo [Downloadable!]
2005 Exchange Rate Economics: Where Do We Stand?
by
2005 Uniqueness in Currency Crisis Models
by Christian Bauer [Downloadable!]
2005 Technical trading, monetary policy, and exchange rate regimes
by Bernhard Herz & Christian Bauer [Downloadable!]
2005 Solution Uniqueness in a Class of Currency Crisis Games
by 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 [Downloadable!]
2005 Credibility of CIS Exchange Rate Policies
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 [Downloadable!]
2005 The Impact of Corruption on the Black Market Premium
by Mohsen Bahmani-Oskooee & Gour G. Goswami
2005 DYNAMIC MODEL OF UNCOVERED INTEREST RATE PARITY (theory and empirical verification in the transitive economies)
by Jaroslava DURČÁKOVÁ & Martin MANDEL & Vladimír TOMŠÍK [Downloadable!]
2005 Would Fast Sailing Towards The Euro Be Smooth? What Fundamental Real Exchange Rates Tell Us
by Kateřina Šmídková & Aleš Bulíř [Downloadable!]
2005 Nelineární "Ladění" Frankelova Modelu Měnového Kurzu
by Aleš Michl [Downloadable!]
2005 Assessing Early Warning Systems: How Have They Worked in Practice?
by Andrew Berg & Eduardo Borensztein & Catherine Pattillo [Downloadable!]
2005 Real Exchange Rates in Developing Countries: Are Balassa-Samuelson Effects Present?
by Ehsan U. Choudhri & Mohsin S. Khan [Downloadable!]
2005 Optimal Transparency and Risk-Taking to Avoid Currency Crises
by Christina E. Bannier & Frank Heinemann
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 [Downloadable!]
2005 El precio del riesgo tras la entrada del euro/Risk Price after Euro’s Introduction
by SANTANA JIMÉNEZ, YOLANDA & PÉREZ RODRÍGUEZ, JORGE VICENTE [Downloadable!]
2005 Erken Uyari Sistemlerý Yoluyla Turkiye’Deki Ekonomik Krizlerin Analizi
by Prof.Dr. Cevat GERNI & Doc.Dr. O. Selcuk EMSEN & Dr. M. Kemal DEGER [Downloadable!]
2005 Análisis del Tipo de Cambio Real: Chile 1986-1999
by Rodrigo Cerda & Álvaro Donoso & Aldo Lema [Downloadable!]
2005 The Behavior of Interest Rate Differentials Under Shifting Exchange Rate Regimes: The Experience of Chile, Colombia and Israel
by Carlos Ibarra [Downloadable!]
2005 Assessing Early Warning Systems: How Have They Worked in Practice?
by Andrew Berg & Eduardo Borensztein & Catherine Pattillo [Downloadable!]
2005 Real Exchange Rates in Developing Countries: Are Balassa-Samuelson Effects Present?
by Ehsan U. Choudhri & Mohsin S. Khan [Downloadable!]
2005 El nivel adecuado de reservas internacionales: notas para el caso venezolano
by Leonardo Vera & Luis Zambrano Sequín [Downloadable!]
2005 Türkiye''de Döviz Kuru Dinamikleri: 1987-2004
by Mehmet ORHAN & Sami KEŞKEK
2005 Equilibrium Exchange Rate in the Czech Republic: How Good is the Czech BEER?
by Ian Babetskii & Balázs Égert [Downloadable!]
2005 Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries
by Aleš Bulíř [Downloadable!]
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 The Asian Currency Crisis and Australian Exports to East Asia
by Gunawardana, Pemasiri [Downloadable!]
2005 Error Correction Exchange Rate Modeling for Mexico: 1980 – 2001
by Fullerton, Th. & Lopez, J.J. [Downloadable!]
2005 East Asian Financial Crisis Revisited: An Econometric Analysis, 1981-2001
by Feridun, M. [Downloadable!]
2005 Purchasing Power Parity Based on Capital Account, Exchange Rate Volatility and Cointegration: Evidence from Some Developing Countries
by Ahmed, M. [Downloadable!]
2005 Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?
by Lucio Sarno [Downloadable!]
2005 Modelisation multifractale du taux de change dollar/euro
by Jerome Fillol [Downloadable!]
2005 Regime de change et croissance economique : une investigation empirique
by Chaker Aloui & Haithem Sassi [Downloadable!]
2005 Le taux de change euro-dollar : une approche fondee sur la co-integration avec break structurel
by Jean-Francois Goux [Downloadable!]
2005 Which Exchange Rate Regime in Central European Countries?
by Patrick Artus [Downloadable!]
2005 Is revaluation of the renminbi good news?
by Vanessa Rossi [Downloadable!]
2005 Whose afraid of a renminbi float?
by David Altig [Downloadable!]
2005 On the renminbi
by Jeffrey Frankel [Downloadable!]
2005 Sustaining fixed rates: The political economy of currency pegs in Latin America
by S. Brock Blomberg & Jeffry Frieden & Ernesto Stein [Downloadable!]
2005 The commodity-currency view of the Australian dollar: A multivariate cointegration approach
by Dimitris Hatzinikolaou & Metodey Polasek [Downloadable!]
2005 Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity
by Aaron D. Smallwood [Downloadable!]
2005 Nonlinear Error-Correction Models for the FF/DM Rate
by Mustapha Baghli [Downloadable!]
2005 Distinguishing global dollar reserves from official holdings in the United States
by Robert McCauley [Downloadable!]
2005 Trading Asian currencies
by Corrinne Ho & Guonan Ma & Robert N McCauley [Downloadable!]
2005 Aggregation Problems in Estimates of Armington Elasticities and Pass-Through Effects
by Jorge Chami Batista & Nelson Isaac Abrahão Junior [Downloadable!]
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 [Downloadable!]
2004 Early warning systems of financial crises: implementation of a currency crisis model for Uganda
by Heun, Michael & Schlink, Torsten [Downloadable!]
2004 PPP : a Disaggregated View
by Fischer, Christoph [Downloadable!]
2004 The Fed’s Consistent Monetary Policy: A Long Term Perspective
by Cornelis A. Los [Downloadable!]
2004 Overshooting and Exchange Rate Disconnect Puzzle: A Reappraisal
by Jean-Olivier Hairault & Lise Patureau & Thepthida Sopraseuth [Downloadable!]
2004 Real Exchange Rate Misalignment in Turkey, 1987-2003 (in Turkish)
by Aykut Kibritcioglu & Bengi Kibritcioglu [Downloadable!]
2004 Managerial and Customer Costs of Price Adjustment: Direct Evidence from Industrial Markets
by Mark Zbaracki & Mark Ritson & Daniel Levy & Shantanu Dutta & Mark Bergen [Downloadable!]
2004 The monetary approach to exchange rates in the CEECs
by Jesús Crespo-Cuaresma & Jarko Fidrmuc & Ronald McDonald [Downloadable!]
2004 Bilaterial equilibrium exchange rates of EU accession countries against the euro
by Jörg Rahn [Downloadable!]
2004 Economic Crises and Governments in Turkey, 1969-2001 (Turkiye'de Ekonomik Krizler ve Hukumetler, 1969-2001)
by Aykut Kibritcioglu [Downloadable!]
2004 Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Agricultural Trade
by Jean-Philippe Gervais & Bruno Larue & Olivier Bonroy [Downloadable!]
2004 Efficiency of the Foreign Exchange Market of Papua New Guinea During the Recent Float
by Guneratne Banda Wickremasinghe [Downloadable!]
2004 Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan
by Guneratne Banda Wickremasinghe & Param Silvapulle [Downloadable!]
2004 The Sri Lankan Rupee and Purchasing Power Parity during the Current Floating Period
by Guneratne Banda Wickremasinghe [Downloadable!]
2004 On Singaporean Dollar and Purchasing Power Parity
by Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim [Downloadable!]
2004 International Capital Markets, Macroeconomic Stability, and Exchange Rate Stabilization in the CIS and East Asia
by Gunther Schnabl [Downloadable!]
2004 The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection
by Eric Hillebrand & Gunther Schnabl [Downloadable!]
2004 Exchange Rate Regimes and Economic Linkages
by Jong-Wha Lee & Kwanho Shin [Downloadable!]
2004 Currency crises in Asia: A multivariate logit approach
by Jan P.A.M. Jacobs & Gerard H. Kuper & Lestano [Downloadable!]
2004 Indicators of financial crises do work! An early-warning system for six Asian countries
by Lestano & Jan Jacobs & Gerard H. Kuper [Downloadable!]
2004 A Dynamic Model of Endogenous Exchange Rate Pass-Through
by Tokhir Mirzoev [Downloadable!]
2004 What Makes Balance Sheet Effects Detrimental For The Country Risk Premium?
by ALICIA GARCIA HERRERO & JUAN CARLOS BERGANZA [Downloadable!]
2004 The Return to Soft Dollar Pegging in East Asia. Mitigating Conflicted Virtue
by Ronald McKinnon & Gunther Schnabl [Downloadable!]
2004 Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan
by Guneratne Banda Wickremasinghe & Param Silvapulle [Downloadable!]
2004 Purchasing Power Parity Hypothesis in Developing Economies:Some Empirical Evidence from Sri Lanka
by Guneratne Banda Wickremasinghe [Downloadable!]
2004 Efficiency Of Foreign Exchange Markets: A Developing Country Perspective
by Guneratne Banda Wickremasinghe [Downloadable!]
2004 Error Correction Exchange Rate Modeling Evidence for Mexico
by Thomas M Fullerton Jr & Miwa Hattori & Cuauhtemoc Calderon [Downloadable!]
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 [Downloadable!]
2004 The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence
by Rui Albuquerque [Downloadable!]
2004 Comparison between Asian, Russian and Turkish financial crises
by Johanna Lukkarila [Downloadable!]
2004 Weak Economy and Strong Currency - The Origins of the Strong Yen in the 1990s
by Gunther Schnabl [Downloadable!]
2004 Testing The Causal Relationship Between Domestic Credit And Reserve Components Of A Country'S Monetary Base
by Edgar L. Feige & James M. Johannes [Downloadable!]
2004 Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?
by Jorge Selaive & Vicente Tuesta [Downloadable!]
2004 Exchange Rate Regimes and Macroeconomic Stability in Central and Eastern Europe
by Paul De Grauwe & Gunther Schnabl [Downloadable!]
2004 Nominal versus Real Convergence with Respect to EMU Accession - EMU Entry Scenarios for the New Member States
by Gunther Schnabl & Paul De Grauwe [Downloadable!]
2004 Balance Sheet Effects And The Country Risk Premium: An Empirical Investigation
by Alicia Garcia Herrero & Juan Carlos Berganza & Roberto Chang [Downloadable!]
2004 Restaurant Prices and the Mexican Peso
by Thomas M Fullerton Jr & Roberto Coronado [Downloadable!]
2004 Elections and Exchange Rate Policy Cycles
by Marco Bonomo & Cristina Terra [Downloadable!]
2004 How should emerging economies manage their foreign exchange reserves?
by Akash Gupta & Rahul Agarwal [Downloadable!]
2004 The Exchange Rate Exposure of UK Nonfinancial Companies: Industry-Level Analysis
by Ahmed A. El-Masry [Downloadable!]
2004 Persistence Characteristics of Latin American Financial Markets
by NYO NYO A. KYAW & CORNELIS A. LOS & SIJING ZONG [Downloadable!]
2004 Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets
by CORNELIS A. LOS [Downloadable!]
2004 Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997
by CORNELIS A. LOS & JEYANTHI KARUPPIAH [Downloadable!]
2004 Empirical evidence on the incentives to hedge transaction and translation exposure
by Niclas Hagelin & Bengt Pramborg [Downloadable!]
2004 Return-volatility linkages in the international equity and currency markets
by Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter [Downloadable!]
2004 Optimal Currency Hedging
by Rui Albuquerque [Downloadable!]
2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
by Evzen Kocenda & Lubos Briatka [Downloadable!]
2004 Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes
by Niklas Wagner & Terry A. Marsh [Downloadable!]
2004 Equilibrium Exchange Rates in the Transition: The Tradable Price-Based Real Appreciation and Estimation Uncertainty
by Balázs Égert & Kirsten Lommatzsch [Downloadable!]
2004 Trust In Transition: Cross Country And Firm Evidence
by Martin Raiser & Alan Rousso & Franklin Steves [Downloadable!]
2004 The Foreign Property Rule: A Cost-Benefit Analysis
by David Burgess & Joel Fried [Downloadable!]
2004 Dollarization in Ecuador: A Post-Keynesian Analysis
by Kenneth P. Jameson [Downloadable!]
2004 Volatility clustering, leverage effects, and jumps dynamics in emerging Asian equity markets
by Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk [Downloadable!]
2004 Quadratic term structure models with jumps in incomplete currency markets
by Daal, Elton [Downloadable!]
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 [Downloadable!]
2004 Exchange Rate and Inflation Dynamics in Dollarized Economies
by Luis Carranza & José E. Galdón-Sánchez & Javier Gómez Biscarri [Downloadable!]
2004 Leaning Against the Parity
by Alex Luiz Ferreira [Downloadable!]
2004 Does the World Real Interest Rate Affect the Real Exchange Rate? The South East Asian Experience
by Karine Gente & Miguel Leon-Ledesma [Downloadable!]
2004 Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era
by Francis W. Ahking [Downloadable!]
2004 Exchange rate depreciation and exports: The case of Singapore revisited
by WenShwo Fang & Stephen M. Miller [Downloadable!]
2004 The Power of the "Objective" Bayesian Unit-Root Test
by Francis W. Ahking [Downloadable!]
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 [Downloadable!]
2004 Currency Futures and Currency Crises
by Andreas Röthig [Downloadable!]
2004 Liquidity provision in the overnight foreign exchange market
by Geir Høidal Bjønnes, Dagfinn Rime and Haakon O.Aa. Solheim [Downloadable!]
2004 Exchange rate overshooting and the costs of floating
by Nouriel Roubini & Michele Cavallo & Kate Kisselev [Downloadable!]
2004 Uncovered interest parity tests and exchange rate expectations
by Philip Marey
2004 From Heterogeneous expectations to exchange rate dynamic:
by Philippe Protin & Luc Neuberg & Christine Louargant [Downloadable!]
2004 The overvaluation of PPP in Europe?
by Stuart Snaith & Jerry Coakley
2004 Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity
by Aaron Smallwood [Downloadable!]
2004 Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation
by Eiji Fuji & Jeannine Bailliu
2004 Optimal Taylor Rules in an Estimated Model of a Small Open Economy
by Nooman Rebei & Steve Ambler & Ali Dib [Downloadable!]
2004 Target Zone Interventions and Coordination of Expectations
by Stefan Reitz & Frank Westerhoff [Downloadable!]
2004 External Debt In Emerging Economies: A Macrodynamical Model Of Financial Fragility
by Eleonora Cavallaro & Marcella Mulino [Downloadable!]
2004 Consumption and Real Exchange Rates with Incomplete Markets and Non-traded Goods
by Gianluca Benigno & Christoph Thoenissen [Downloadable!]
2004 Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts
by Markus Haas & Stefan Mittnik & Bruce Mizrach [Downloadable!]
2004 Large Devaluations and the Real Exchange Rate
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo [Downloadable!]
2004 Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
by Frederique Bec & Melika Ben Salem & Marine Carrasco [Downloadable!]
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 Exchange rate overshooting and the costs of floating
by Nouriel Roubini & Michele Cavallo & Kate Kisselev [Downloadable!]
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 Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises
by Fernando A. Broner [Downloadable!]
2004 Net Foreing Assets and Imperfect Pass-through: The Consumption-Real Exchange Rate Anomaly
by Vicente Tuesta & Jorge Selaive [Downloadable!]
2004 The Profitability of Speculators in Currency Futures Markets
by Jonathan Kearns & Phil Manners [Downloadable!]
2004 Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After The Float
by Chris Becker & Michael Sinclair [Downloadable!]
2004 Fear of Sudden Stops: Lessons from Australia and Chile
by Ricardo J Caballero & Kevin Cowan & Jonathan Kearns [Downloadable!]
2004 Exchange Market Pressure in Australia
by Shakila Jeisman [Downloadable!]
2004 A Test of Momentum Trading Strategies in Foreign Exchange Markets: Evidence from the G7
by Rob Bianchi & Michael E. Drew & John Polichronis [Downloadable!]
2004 An Operating/Economic Exposure Australian Case Study: Foster’s Group Limited Beer
by Scott McCarthy & Adelina Ispriani [Downloadable!]
2004 Tail Behaviour of the Euro
by Cotter, John [Downloadable!]
2004 Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002
by Barumshah, Ahmad Zubaidi & Chan, Tze-Haw & Fountas, Stilianos [Downloadable!]
2004 The modern history of exchange rate arrangements: A reinterpretation
by Reinhart, Carmen & Rogoff, Kenneth [Downloadable!]
2004 Inferential Expectations
by Gordon Menzies & Daniel John Zizzo [Downloadable!]
2004 Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates
by Angela Huang [Downloadable!]
2004 A model of Equilibrium Exchange Rates for the New Zealand and Australian dollar
by Simon Wren-Lewis [Downloadable!]
2004 The equilibrium exchange rate according to PPP and UIP
by Dominick Stephens [Downloadable!]
2004 Large Devaluations and the Real Exchange Rate
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo [Downloadable!]
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 [Downloadable!]
2004 The Long-Run Volatility Puzzle of the Real Exchange Rate
by Ricardo Hausmann & Ugo Panizza & Roberto Rigobon [Downloadable!]
2004 Exchange Rates and Fundamentals
by Charles Engel & Kenneth D. West [Downloadable!]
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 [Downloadable!]
2004 Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
by Chi-Young Choi & Nelson Mark & Donggyu Sul [Downloadable!]
2004 The Purchasing Power Parity Debate
by Alan M. Taylor & Mark P. Taylor [Downloadable!]
2004 Financial Constraints and Growth: Multinational and Local Firm Responses to Currency Crises
by Mihir A. Desai & C. Fritz Foley & Kristin J. Forbes [Downloadable!]
2004 On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects
by Guillermo A. Calvo & Alejandro Izquierdo & Luis-Fernando Mejia [Downloadable!]
2004 Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?
by Harald Hau & Helene Rey [Downloadable!]
2004 What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function
by Takatoshi Ito & Tomoyoshi Yabu [Downloadable!]
2004 High-Frequency Contagion Between the Exchange Rates and Stock Prices
by Yuko Hashimoto & Takatoshi Ito [Downloadable!]
2004 Does "Aggregation Bias" Explain the PPP Puzzle?
by Shiu-Sheng Chen & Charles Engel [Downloadable!]
2004 Monetary Policy and the Volatility of Real Exchange Rates in New Zealand
by Kenneth D. West [Downloadable!]
2004 Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One
by Charles Engel & Kenneth D. West [Downloadable!]
2004 Politique monétaire sous contrainte : le cas de la crise turque de 2000/2001
by Ayse Ertugrul & Jérôme Héricourt & Julien Reynaud [Downloadable!]
2004 Crise de change et politique monétaire optimale dans un modèle de troisième génération : le rôle de la prime de risque
by Vincent Bouvatier [Downloadable!]
2004 The determination of the equilibrium exchange rate in a simple general equilibrium model
by Cuong Le Van & Cécile Couharde & Thai Bao Luong [Downloadable!]
2004 Target zone rearrangements and exchange rate behavior in an options-based model
by Anna Naszódi [Downloadable!]
2004 The Effects of Macroeconomic News on Money Markets
by Norbert Kiss M. [Downloadable!]
2004 The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis
by Sofiane Sekioua [Downloadable!]
2004 Evaluating currency crises: the case of the European Monetary System
by Kostas Mouratidis & Nicola Spagnolo [Downloadable!]
2004 Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK
by Bettina Becker & Stephen Hall [Downloadable!]
2004 Exchange rate uncertainty and labour market adjustment under fixed and flexible exchange rates
by Michael Funke & Yu-Fu Chen [Downloadable!]
2004 A new interpretation of the real exchange rate - yield differential nexus
by Ana-Maria Fuertes & Jerry Coakley & Andrew Wood [Downloadable!]
2004 Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies
by Michael Arghyrou & Virginie Boinet & Christopher Martin [Downloadable!]
2004 The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries
by Javier Coto-Martinez & Juan C. Reboredo [Downloadable!]
2004 The Feldstein-Horioka puzzle is not as bad as you think
by Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo [Downloadable!]
2004 Testing for the uncovered interest parity using distributions implied by FX options
by Martin Cincibuch & David Vavra [Downloadable!]
2004 Consistency versus credibility: how do countries choose their exchange rate regime?
by Fabrizio Carmignani & Emilio Colombo & Patrizio Tirelli [Downloadable!]
2004 Towards Decoding Currency Volatilities
by D. Johannes Juttner & Wayne Leung [Downloadable!]
2004 Foreign Exchange and Money Markets in the Context of the Exchange Rate Target Zone
by Viktors Ajevskis & Armands Pogulis & Gunars Berzins [Downloadable!]
2004 An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency
by Tassos Anastasatos & Ian R. Davidson [Downloadable!]
2004 How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models
by Tassos Anastasatos & Ian R. Davidson [Downloadable!]
2004 Sectoral Exchange Rate Pass-through: A Tale of Two Policy Regimes in India
by Helena Marques & Sushanta Mallick [Downloadable!]
2004 Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04
by Rasmus Fatum & Michael M. Hutchison [Downloadable!]
2004 Purchasing Power Parity and the Real Exchange Rate in Bangladesh: A Nonlinear Analysis
by Ibrahim Chowdhury [Downloadable!]
2004 On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy
by Christian Pierdzioch & Serkan Yener [Downloadable!]
2004 Productivity Shocks and Delayed Exchange-Rate Overshooting
by Christian Pierdzioch [Downloadable!]
2004 Multilateral Aggregation-Theoretic Monetary Aggregation over Heterogeneous Countries
by William Barnett [Downloadable!]
2004 Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment
by Ivan Paya & David A. Peel [Downloadable!]
2004 Nonlinear Ppp Under The Gold Standard
by Ivan Paya & David A. Peel [Downloadable!]
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 [Downloadable!]
2004 Adjusting China's Exchange Rate Policies
by Morris Goldstein [Downloadable!]
2004 Panel Data Tests of PPP. A Critical Overview
by Caporale, Guglielmo Maria & Cerrato, Mario [Downloadable!]
2004 Real Exchange Rate Volatility and the Choice of Regimes in Emerging Markets
by Terence D.Agbeyegbe & Patrick N. Osakwe [Downloadable!]
2004 Risk Properties of AMU denominated Asian Bonds
by Junko Shimizu & Eiji Ogawa [Downloadable!]
2004 How much depreciation of the US dollar for sustainability of the current accounts?
by Eiji Ogawa & Takeshi Kudo [Downloadable!]
2004 The Suitability of A Greater China Currency Union
by Yin-wong Cheung & Jude Yuen [Downloadable!]
2004 The Magic of the Exchange Rate: Optimal Escape from a Liquidity Trap in Small and Large OPen Economies
by Lars E.O. Svensson [Downloadable!]
2004 State Dependent Pricing and Exchange Rate Pass-Through
by Flodén, Martin & Wilander, Fredrik [Downloadable!]
2004 Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through
by Lindé, Jesper & Nessén, Marianne & Söderström, Ulf [Downloadable!]
2004 Bubbles and Crashes in a Behavioural Finance Model
by De Grauwe, Paul & Grimaldi, Marianna [Downloadable!]
2004 Exchange Rate Puzzles: A Tale of Switching Attractors
by De Grauwe, Paul & Grimaldi, Marianna [Downloadable!]
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 The anticipated and concurring effects of EMU: exchange rate volatility, institutions and growth
by Bagella , Michele & Becchetti , Leonardo & Hasan , Iftekhar [Downloadable!]
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 [Downloadable!]
2004 Just how undervalued is the Chinese renminbi?
by Funke, Michael & Rahn, Jörg [Downloadable!]
2004 Equilibrium exchange rates in the transition: The tradable price-based real appreciation and estimation uncertainty
by Égert, Balázs & Lommatzsch, Kirsten [Downloadable!]
2004 The Rise of Fund Managers in Foreign Exchange: Will Fundamentals Ultimately Dominate?
by Gehrig, Thomas & Menkhoff,Lukas [Downloadable!]
2004 Warrant Pro 1: Market Price Synthesis with a Software Agent and a Neurosimulator
by Bartels, Patrick & Breitner, Michael H. [Downloadable!]
2004 Labour Demand and Exchange Rate Volatility
by Udo Broll & Sabine Hansen [Downloadable!]
2004 How the Gold Standard Functioned in Portugal: An Analysis of Some Macroeconomic Aspects
by António Portugal Duarte & João Sousa Andrade [Downloadable!]
2004 Would Fast Sailing towards the Euro Be Smooth? What Fundamental Real Exchange Rates Tells Us about Acceding Economies
by Kateřina Šmídková & Aleš Bulíř [Downloadable!]
2004 Productivity and the Real Euro-Dollar Exchange Rate
by Vivien Lewis [Downloadable!]
2004 International Dynamic Asset Allocation and the Effect of the Exchange Rate
by Kristien Smedts [Downloadable!]
2004 Has Trade any Importance in the Transmission of Currency Shocks?
by Roberta De Santis [Downloadable!]
2004 GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks
by George Kapetanios & Yongcheol Shin [Downloadable!]
2004 Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
by Eric van Wincoop & Philippe Bacchetta [Downloadable!]
2004 Exchange rates, equity returns and capital flows
by Helene Rey (Princeton) & Harald Hau (INSEAD) [Downloadable!]
2004 A New Micro Model of Exchange Rate Dynamics
by Rich Lyons & Martin Evans [Downloadable!]
2004 How Does the Monetary Model of Exchange Rate Determination Look When It Really Works?
by Daniel Garces-Diaz
2004 Asset Prices and Exchange Rates
by Roberto Rigobon & Anna Pavlova [Downloadable!]
2004 Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes
by Jing-zhi Huang & Liuren Wu [Downloadable!]
2004 FIxed, Float or Intermediate? A Cross-COuntry Time Series Analysis Of Exchange Rate Regimes
by Merih Uctum & Isamu Kato [Downloadable!]
2004 Optimal Taylor Rules in an Estimated Model of a Small Open Economy
by Nooman Rebei & Steven Ambler & Ali Dib [Downloadable!]
2004 Who Bears the Cost of a Change in the Exchange Rate?
by Rebecca Hellerstein [Downloadable!]
2004 Net Foreign Assets And Imperfect Financial Integration: An Empirical Approach
by Jorge Selaive ; Vicente Tuesta [Downloadable!]
2004 The Impact of Exchange Rate Regimes on Real Exchange Rates: ABC and Mexico in the 1990s
by Nanno Mulder & Anne-Laure Baldi [Downloadable!]
2004 Understanding Financial Vulnerability in Partially Dollarized Economies
by Diego Winkelried & Juan Francisco Castro & Eduardo Morón [Downloadable!]
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 Sterilization of Capital Inflows and Balance of Payments Crises
by Marcos Buscaglia [Downloadable!]
2004 Modeling Equilibrium Real Exchange Rates
by Raimundo Soto & Ibrahim Elbadawi
2004 Foreign Exchange exposure, corporate financial policies and the exchange rate regime: Evidence from Brazil
by Jose Luiz Rossi Junior [Downloadable!]
2004 International capital flows and transmission of financial crises
by Aditya Goenka & Melisso Boschi [Downloadable!]
2004 Economic Fundamentals on Exchange Rates under Different Exchange Rate Regimes:
by Byung-Joo Lee [Downloadable!]
2004 Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market
by Young-Kyu Moh & Nelson C. Mark [Downloadable!]
2004 Granger Causality Among Pre-Crisis East Asian Exchange Rates
by Joseph D. ALBA & Donghyun PARK [Downloadable!]
2004 The Impact of the Japanese Banking Crisis on the Intraday FX Market
by Yuko Hashimoto [Downloadable!]
2004 Risk Premium and Nominal Rigidities
by Seongman Moon
2004 Empirical Modelling of Contagion: A Review of Methodologies
by Martin, V. & Dungey & M. [Downloadable!]
2004 Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey
by Joseph D. ALBA & Donghyun PARK [Downloadable!]
2004 Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach
by Masao Ogaki & Jaebeom Kim
2004 A Large Speculator in Contagious Currency Crises
by Kenshi Taketa [Downloadable!]
2004 Contagion of Currency Crises across Unrelated Countries without Common Lender
by Kenshi Taketa [Downloadable!]
2004 Monetary Exchange Rate Model Revisited: Cointegration And Forecasting In Heterogeneous Panel Data
by MUHAMMAD S. BUTT & AZHAR IQBAL & NUZHAT AHMAD [Downloadable!]
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 Models of foreign exchange intervention: Estimation and testing
by Bryan W. Brown; Douglas J. Hodgson [Downloadable!]
2004 Impacts of Real exchange Rate Volatility and Real Exchange Rate Misalignment on China
by Li Guangzhong & Jan P Voon
2004 Nonlinear Modelling of Purchasing Power Parity in Indonesia
by Param Silvapulle & Titi Kanti Lestari & Jae Kim [Downloadable!]
2004 Spillover Effects of Fiscal Policy Under Flexible Exchange Rates
by Dirk Steffen & Ingo Pitterle [Downloadable!]
2004 Empirical Modelling of Contagion: A Review of Methodologies
by Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry [Downloadable!]
2004 Purchasing Power Parity Hypothesis in Developing Economies: Some Empirical Evidence from Sri Lanka
by Guneratne B Wickremasinghe [Downloadable!]
2004 On Synchronisation of Financial Crises
by Lestano & Mardi Dungey & Jan Jacobs
2004 Extreme Value Theory and the Incidence of Currency Crises
by Reza Siregar & Victor Pontines & Ramkishen Rajan, [Downloadable!]
2004 The Purchasing Power Parity Debate
by Taylor, Alan & Taylor, Mark [Downloadable!]
2004 Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?
by Olli Castrén [Downloadable!]
2004 Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?
by Olli Castrén [Downloadable!]
2004 Exchange rates and fundamentals - new evidence from real-time data
by Michael Ehrmann & Marcel Fratzscher [Downloadable!]
2004 Communication and exchange rate policy
by Marcel Fratzscher [Downloadable!]
2004 Production interdependence and welfare
by Kevin X.D. Huang & Zheng Liu [Downloadable!]
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 [Downloadable!]
2004 Non-fundamental exchange rate volatility and welfare
by Roland Straub & Ivan Tchakarov [Downloadable!]
2004 Fundamentals and joint currency crises
by Philipp Hartmann & Stefan Straetmans & Caspar G. de Vries [Downloadable!]
2004 Exchange rate risks and asset prices in a small open economy
by Alexis Derviz [Downloadable!]
2004 Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form
by Charles S. Bos & Neil Shephard [Downloadable!]
2004 Identification and estimation of exchange rate models with unobservable fundamentals
by Chambers, M.J. & McCrorie, J.R. [Downloadable!]
2004 Large Devaluations and the Real Exchange Rate
by Burstein, Ariel Tomas & Eichenbaum, Martin & Rebelo, Sérgio [Downloadable!]
2004 Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues
by Égert, Balázs & Halpern, László & MacDonald, Ronald [Downloadable!]
2004 Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns
by Dunne, Peter & Hau, Harald & Moore, Michael [Downloadable!]
2004 The Rise of Fund Managers in Foreign Exchange
by Gehrig, Thomas & Menkhoff, Lukas [Downloadable!]
2004 Financial Globalization and Exchange Rates
by Lane, Philip R. & Milesi-Ferretti, Gian Maria [Downloadable!]
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 [Downloadable!]
2004 Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through
by Lindé, Jesper & Nessen, Marianne & Söderström, Ulf [Downloadable!]
2004 Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates?
by Hau, Harald & Rey, Hélène [Downloadable!]
2004 Purchasing Power Parity and the Euro Area
by Koedijk, Kees & Tims, Ben & Van Dijk, Mathijs A [Downloadable!]
2004 The Purchasing Power Parity Debate
by Taylor, Alan M & Taylor, Mark P [Downloadable!]
2004 A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates
by Parsley, David & Wei, Shang-Jin [Downloadable!]
2004 Differences in Exchange Rate Pass-Through in the Euro Area
by Campa, José Manuel & González Mìnguez, Jose Manuel [Downloadable!]
2004 Asset Prices and International Spillovers: An Empirical Investigation
by Sarno, Lucio & Valente, Giorgio [Downloadable!]
2004 Chinese Currency Controversies
by Eichengreen, Barry [Downloadable!]
2004 Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability
by Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio [Downloadable!]
2004 Reuters News Reports versus Official Interventions: The Inaccuracy of Reuters Reports for Swiss Interventions
by Fischer, Andreas M [Downloadable!]
2004 Fundamentals and Joint Currency Crises
by de Vries, Casper G & Hartmann, Philipp & Straetmans, Stefan [Downloadable!]
2004 Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms
by Cheung, Yiu Chung & de Jong, Frank & Rindi, Barbara [Downloadable!]
2004 Old Sins: Exchange Rate Clauses and European Foreign Lending in the 19th Century
by Flandreau, Marc & Sussman, Nathan [Downloadable!]
2004 Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the €/US$ Rate
by Bofinger, Peter & Schmidt, Robert [Downloadable!]
2004 Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices
by Bofinger, Peter & Leitner, Johannes & Schmidt, Robert [Downloadable!]
2004 The Asian Financial Crisis in Retrospect: What Happened? What Can We Conclude?
by Wink Joosten [Downloadable!]
2004 Exchange Rates in the New EU Accession Countries: What Have We Learned from the Forerunners
by Ales Bulir & Katerina Smidkova [Downloadable!]
2004 Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience
by Tomas Holub [Downloadable!]
2004 The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies
by Balazs Egert & Amina Lahreche-Revil & Kirsten Lommatzsch [Downloadable!]
2004 Optimal Debt and Equilibrium Exchange Rates in a Stochastic Environment: an Overview
by Jerome Stein [Downloadable!]
2004 A Risk Allocation Approach to Optimal Exchange Rate Policy
by B. Gabriela Mundaca & Jon Strand [Downloadable!]
2004 Optimal Degree of Public Information Dissemination
by Camille Cornand & Frank Heinemann [Downloadable!]
2004 Exchange Rates and Markov Switching Dynamics
by Yin-Wong Cheung & Ulf G. Erlandsson [Downloadable!]
2004 Bubbles and Crashes in a Behavioural Finance Model
by Paul De Grauwe & Marianna Grimaldi [Downloadable!]
2004 The Suitability of a Greater China Currency Union
by Yin-Wong Cheung & Jude Yuen [Downloadable!]
2004 Exchange Rate Regimes and Macroeconomic Stability in Central and Eastern Europe
by Paul De Grauwe & Gunther Schnabl [Downloadable!]
2004 Asian Crises: Theory, Evidence, Warning-Signals
by Jerome Stein & Guay C. Lim [Downloadable!]
2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
by Evzen Kocenda & Lubos Briatka [Downloadable!]
2004 Financial Globalization and Exchange Rates
by Philip R. Lane & G Milesi-Feretti [Downloadable!]
2004 A Non-parametric reassessment of target zone nonlinearities: The Spanish Peseta/Deutsche Mark exchange rate
by Consuelo Gámez Amián & José L. Torres [Downloadable!]
2004 Las Prestaciones por Incapacidad Temporal: Una Evaluación mediante Modelos ARIMA
by Rosa Romay López & Daniel Santín González & Enrique González Arangüena [Downloadable!]
2004 Does Immigration Help to Explain Intra-Industry Trade? Evidence for Spain
by José Vicente Blanes Cristóbal [Downloadable!]
2004 A Non-parametric analysis of ERM exchange rate fundamentals
by José L. Torres [Downloadable!]
2004 Explaining Real Exchange Rates Fluctuations
by Amalia Morales Zumaquero. [Downloadable!]
2004 Personal Income Tax Decentralization, Inequality and Social Welfare
by Julio López Laborda & Jorge Onrubia Fernández [Downloadable!]
2004 Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan
by Dimitrios Sideris [Downloadable!]
2004 Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting
by Sophocles N. Brissimis & Dimitris A. Sideris & Fragiska K. Voumvaki [Downloadable!]
2004 Oil wealth and real exchange rates: The FEER for Norway
by Q. Farooq Akram [Downloadable!]
2004 Liquidity provision in the overnight foreign exchange market
by Geir Høidal Bjønnes & Dagfinn Rime & Haakon O. Aa. Solheim [Downloadable!]
2004 Are speculative attacks triggered by sunspots? A new test
by Nikola A. Tarashev [Downloadable!]
2004 Market Expectations Implicit in Derivative Prices: Applications to Exchange and Oil Markets
by Alejandro Díaz de León & Martha Elena Casanova [Downloadable!]
2004 What makes balance sheet effects detrimental for the country risk premium?
by Juan Carlos Berganza & Alicia García-Herrero [Downloadable!]
2004 Tango with the gringo: the hard peg and real misalign ment in Argentina
by Enrique Alberola & Humberto López & Luis Servén [Downloadable!]
2004 Optimal Taylor Rules in an Estimated Model of a Small Open Economy
by Steve Ambler & Ali Dib & Nooman Rebei [Downloadable!]
2004 Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation
by Jeannine Bailliu & Eiji Fujii [Downloadable!]
2004 National Saving-Investment Dynamics and International Capital Mobility
by Florian Pelgrin & Sebastian Schich [Downloadable!]
2004 Dynamic Monopolies with Stochastic Demand
by Walter Beckert [Downloadable!]
2004 Unobserved Heterogeneity in Panel Time Series Models
by Jerry Coakley & Ana-Maria Fuertes & Ron Smith [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
2004 Fatores Políticos E Institucionais: Impactos Sobre Paradas Bruscas De Financiamento Externo
by Cristiano Prado Martins Barbosa [Downloadable!]
2004 Exchange Rate Dynamics In Brazil
by Flávio Vilela Vieira & Márcio Holland [Downloadable!]
2004 Paridade Do Poder De Compra: O Modelo De Reversão Não Linear Para O Brasil
by Cristiano Silveira Freixo & Fernando de Holanda Barbosa [Downloadable!]
2004 Technical trading and the Volatility of Exchange Rates
by Christian Bauer & Bernhard Herz [Downloadable!]
2004 The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis
by Christian Pierdzioch & Georg Stadtmann [Downloadable!]
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 Persistent, Nonfundamental Exchange Rate Fluctuations
by Irasema Alonso [Downloadable!]
2004 New Methodological Approaches To The Construction Of Currency Crashes Models
by Michal PAZOUR [Downloadable!]
2004 Exchange Rate Behaviour after Recent Float: The Experience of Pakistan
by M. Ali Kemal & Rana Murad Haider [Downloadable!]
2004 Volatility of Exchange Rate and Export Growth in Pakistan: The Structure and Interdependence in Regional Markets
by Khalid Mustafa & Mohammed Nishat [Downloadable!]
2004 Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory
by Abdul Qayyum & Muhammad Arshad Khan & Khair-U-Zaman [Downloadable!]
2004 Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets
by Mark P. Taylor & Elena Tchernykh Branson [Downloadable!]
2004 Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes
by Lucio Sarno & Giorgio Valente & Mark E. Wohar [Downloadable!]
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. [Downloadable!]
2004 Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets
by Mark P. Taylor & Elena Tchernykh Branson [Downloadable!]
2004 Commodity Currencies: A Macroeconomic Interpretation
by Polasek, Matt [Downloadable!]
2004 Does the Balassa-Samuelson Hypothesis Hold for Asian Countries?. An Empirical Analysis using Panel Data and Cointegration Tests
by Drine, I. & Rault, Ch. [Downloadable!]
2004 The Dollar in the G20
by Agnes Benassy-Quere & Amina Lahreche-Revil & Valerie Mignon [Downloadable!]
2004 Speculating on the Yuan
by Bronka Rzepkowski [Downloadable!]
2004 The Narrow Road to EMU Enlargement
by Amina Lahreche-Revil [Downloadable!]
2004 The Asian Central Banks and the Dollar
by Michel Aglietta & Bronka Rzepkowski [Downloadable!]
2004 The Dollar/Euro Exchange Rate
by John Williamson [Downloadable!]
2004 Taux de change reel d'equilibre et politique de change au Maroc : une approche non parametrique
by Jamal Bouoiyour & Velayoudom Marimoutou & Serge Rey [Downloadable!]
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 [Downloadable!]
2004 Le declenchement des crises de change : qu'avons-nous appris depuis dix ans ?
by Andre Cartapanis [Downloadable!]
2004 Currency Options and Export-Flexible Firms
by Kit Pong Wong & Ho Yin Yick [Downloadable!]
2004 Why has FX trading surged?
by Gabriele Galati & Michael Melvin [Downloadable!]
2004 The markets for non-deliverable forwards in Asian currencies
by Guonan Ma & Corrinne Ho & Robert N McCauley [Downloadable!]
2004 Paridade do Poder de Compra: O Modelo de Reversão Não Linear para o Brasil
by Cristiano Silveira Freixo & Fernando de Holanda Barbosa [Downloadable!]
2003 Genetic learning as an explanation of stylized facts of foreign exchange markets
by Lux, Thomas & Schornstein, Sascha [Downloadable!]
2003 "PPP tests in cointegrated panels: Evidence from Asian developing countries"
by Syed A. Basher & Mohammed Mohsin [Downloadable!]
2003 "PPP tests in cointegrated panels: Evidence from Asian developing countries"
by Syed A. Basher & Mohammed Mohsin [Downloadable!]
2003 Convergence to Purchasing Power Parity at the Commencement of the Euro
by Claude Lopez & David H. Papell [Downloadable!]
2003 What drives financial crises in emerging markets?
by Tuomas Komulainen & ) & Johanna Lukkarila [Downloadable!]
2003 PPP May not Hold for Agricultural Commodities
by Luciano Gutierrez [Downloadable!]
2003 Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5
by Ahmad Zubaidi Baharumshah & Venus Khim-Sen Liew & Evan Lau [Downloadable!]
2003 Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries
by Khim-sen Liew & Kian-Ping Lim & Huzaimi Hussain [Downloadable!]
2003 Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia
by Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong [Downloadable!]
2003 Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia
by Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong [Downloadable!]
2003 Uncovered Interest Rate Parity Over the Past Two Centuries
by James R. Lothian & Liuren Wu [Downloadable!]
2003 Currency Union and Real Exchange Rate Behavior
by James R. Lothian & Cornelia H. McCarthy [Downloadable!]
2003 Real Exchange Rate Behavior Under Floating and Fixed Regimes
by James R. Lothian & Cornelia H. McCarthy [Downloadable!]
2003 The Role of Information Disparity in the 1994/95 Mexican Peso
by Christina Bannier [Downloadable!]
2003 Private and Public Information in Self-Fulfilling Currency Crises
by Christina E. Bannier [Downloadable!]
2003 Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration
by Gilles DUFRENOT & Laurent MATHIEU & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE [Downloadable!]
2003 On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity
by Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim [Downloadable!]
2003 The Validity of PPP Revisited: An Application of Non-linear Unit Root Test
by Venus Khim-Sen Liew [Downloadable!]
2003 The Predictability of ASEAN-5 Exchange Rates
by Ahmad Zubaidi Baharumshah & Liew Khim Sen [Downloadable!]
2003 Are Asian Real Exchange Rates Stationary?
by Venus Khim-sen Liew & Ahmad Zubaidi Baharumshah & Terence Tai-leung Chong [Downloadable!]
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 [Downloadable!]
2003 Exchange Rates and Adjustment: Perspectives from the New Open Economy Macroeconomics
by Maurice Obstfeld [Downloadable!]
2003 Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach
by Shiu-Sheng Chen [Downloadable!]
2003 Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions
by Liew Khim Sen & Ahmad Zubaidi Baharumshah [Downloadable!]
2003 Privacy or Publicity - Who Drives the Wheel?
by Christina E. Bannier [Downloadable!]
2003 Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model
by Gilles DUFRENOT & Elisabeth GRIMAUD & Eug=E9nie LATIL & Val=E9rie MIGNON [Downloadable!]
2003 An Alternative to the BDS Test: Integration Across The Correlation Integral
by Evzen Kocenda [Downloadable!]
2003 Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad
by Juraj Valachy & Evžen Ko?enda & [Downloadable!]
2003 The Political-Economy of Argentina’s Debacle
by Marcos A. Buscaglia & & [Downloadable!]
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 & [Downloadable!]
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 & [Downloadable!]
2003 The Monetary Approach to Exchange Rates in the CEECs Relations and Output Performance
by Jesús Crespo-Cuaresma & Jarko Fidrmuc & Ronald MacDonald [Downloadable!]
2003 Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan
by Mototsugu Shintani [Downloadable!]
2003 Balance of Payments Constraint and Inflation
by Matias Vernengo [Downloadable!]
2003 Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises
by Fernando Broner [Downloadable!]
2003 Central bank intervenyion under target zones: the portuguese escudo in the ERM
by Macedo, Jorge Braga de & Nunes, Luis Catela & Pereira, Luis Brites [Downloadable!]
2003 The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis
by Debabrata Bagchi & Georgios E. Chortareas & Stephen M. Miller [Downloadable!]
2003 Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931
by C. Paul Hallwood & Ian W. Marsh [Downloadable!]
2003 The Interactions between Debt and Currency Crises – Common Causes or Contagion?
by Bernhard Herz & Hui Tong [Downloadable!]
2003 The dollar and the German stock market: determination of exposure to and pricing of exchange rate risk using APT-modelling
by Horst Entorf & Gösta Jamin [Downloadable!]
2003 German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs
by Horst Entorf & Gösta Jamin [Downloadable!]
2003 The importance of interest rates for forecasting the exchange rate
by Hilde C. Bjørnland and Håvard Hungnes [Downloadable!]
2003 The Design of Effective Central Bank Interventions: The yen/dollar case
by Michel Beine & Ariane Szafarz [Downloadable!]
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 Exchange Rate Regimes and Relative Prices: An Industry-Level Empirical Investigation
by Prasad S. Bhattacharya & Cem A. Karayalcin [Downloadable!]
2003 A New Interpretation of the Exchange Rate - Yield Differential Nexus
by Andrew Wood & Jerry Coakley & Ana-Maria Fuertes
2003 Exchange Monitoring Bands: Theory and Policy
by Luisa Corrado & Marcus H. Miller & Lei Zhang [Downloadable!]
2003 Fiscal Policy and Exchange Rates
by Barbara Annicchiarico [Downloadable!]
2003 Fiscal Deficits and Currency Crises
by Giancarlo Marini & Giovanni Piersanti [Downloadable!]
2003 A Theory of Exchange Rates and the Term Structure of Interest Rates
by Hyoung-Seok Lim & Masao Ogaki [Downloadable!]
2003 Government Finance in the Wake of Currency Crises
by Craig Burnside & Martin Eichenbaum & Sergio Rebelo [Downloadable!]
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 [Downloadable!]
2003 Identifying the Efficacy of Central Bank Interventions: Evidence from Australia
by Jonathan Kearns & Roberto Rigobon [Downloadable!]
2003 Australia’s Medium-run Exchange Rate: A Macroeconomic Balance Approach
by Nikola Dvornak & Marion Kohler & Gordon Menzies [Downloadable!]
2003 Hedging versus not hedging: strategies for managing foreign exchange transaction exposure
by Scott McCarthy [Downloadable!]
2003 The Effectiveness of Foreign Exchange Intervention in Australia: A Factor Model Approach with GARCH Specifications
by Shakila Aruman [Downloadable!]
2003 Testing for Nonstationary Long Memory against Nonlinear Ergodic Models
by George Kapetanios & Yongcheol Shin [Downloadable!]
2003 The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests
by Georgios Chortareas & George Kapetanios [Downloadable!]
2003 The Art of Gracefully Exiting a Peg
by Asici, Ahmet & Wyplosz, Charles [Downloadable!]
2003 The 1997-98 financial crisis in Malaysia: causes, response, and results – A Rejoinder
by Hasan, Zubair [Downloadable!]
2003 Twin fallacies about exchange rate policy in emerging markets
by Reinhart, Carmen & Reinhart, Vincent [Downloadable!]
2003 Twin fallacies about exchange rate policy: A note
by Reinhart, Carmen & Reinhart, Vincent [Downloadable!]
2003 Monetary policy and the volatility of real exchange rates in New Zealand
by Ken West [Downloadable!]
2003 Debt Intolerance
by Carmen M. Reinhart & Kenneth S. Rogoff & Miguel A. Savastano [Downloadable!]
2003 When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?
by Kathryn M.E. Dominguez [Downloadable!]
2003 Asset Prices and Exchange Rates
by Anna Pavlova & Roberto Rigobon [Downloadable!]
2003 Strict Dollarization and Economic Performance: An Empirical Investigation
by Sebastian Edwards & I. Igal Magendzo [Downloadable!]
2003 Government Finance in the Wake of Currency Crises
by Craig Burnside & Martin Eichenbaum & Sergio Rebelo [Downloadable!]
2003 Twin Fallacies About Exchange Rate Policy in Emerging Markets
by Carmen M. Reinhart & Vincent R. Reinhart [Downloadable!]
2003 Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan
by Rasmus Fatum & Michael Hutchison [Downloadable!]
2003 Doomed to Deficits? Aggregate U.S. Trade Flows Re-Examined
by Menzie D. Chinn [Downloadable!]
2003 How is Macro News Transmitted to Exchange Rates?
by Martin D. D. Evans & Richard K. Lyons [Downloadable!]
2003 Escaping from a Liquidity Trap and Deflation: The Foolproof Way and Others
by Lars E.O. Svensson [Downloadable!]
2003 Varieties of Currency Crises
by Graciela L. Kaminsky [Downloadable!]
2003 A Prism into the PPP Puzzles: The Micro-foundations of Big Mac Real Exchange Rates
by David C. Parsley & Shang-Jin Wei [Downloadable!]
2003 The Unholy Trinity of Financial Contagion
by Graciela L. Kaminsky & Carmen Reinhart & Carlos A. Vegh [Downloadable!]
2003 The Chinese Economies in Global Context: The Integration Process and Its Determinants
by Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii [Downloadable!]
2003 Addicted to Dollars
by Carmen M. Reinhart & Kenneth S. Rogoff & Miguel A. Savastano [Downloadable!]
2003 The behavior of the nominal exchange rate at the beginning of disinflations
by Péter Benczúr [Downloadable!]
2003 When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?
by Kathryn M. E. Dominguez [Downloadable!]
2003 Limited Reserves and the Optimal Width of an Exchange Rate Target zone
by Simon Broome [Downloadable!]
2003 Efficient allocation of land in a decoupled world
by Roche, M. & McQuinn, K. [Downloadable!]
2003 Global Production Networks and Regional Integration
by Sven W. Arndt [Downloadable!]
2003 Target Zones in History and Theory: Lessons from an Austro-Hungarian Experiment (1896-1914)
by Flandreau, Marc & Komlos, John [Downloadable!]
2003 A Model of a Double Standard Exchange Rate System
by Riku Kinnunen
2003 International Parity Relationships Between Germany and the United States: A Joint Modelling Approach
by Katarina Juselius & Ronald MacDonald [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
2003 The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility
by Claudia M. Buch & Christian Pierdzioch [Downloadable!]
2003 The Effectiveness of the Interventions of the Swiss National Bank An Event-Study Analysis
by Christian Pierdzioch & Georg Stadtmann [Downloadable!]
2003 Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates
by Christian Pierdzioch [Downloadable!]
2003 The Role of Information Disparity in the Mexican Peso Crisis 1994/95: Empirical Evidence
by Christina E. Bannier & Jochen Michaelis [Downloadable!]
2003 Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence
by Antonio Rubia & Trino-Manuel Ñíguez [Downloadable!]
2003 Fundamentos del Tipo de Cambio Real en Chile
by Rodrigo Cerda & Alvaro Donoso & Aldo Lema [Downloadable!]
2003 Desalineamientos Monetarios, Desalineamientos Cambiarios e Inflación
by Rodrigo Cerda & Aldo Lema [Downloadable!]
2003 Estimating the Impact of the Balassa-Samuelson Effect in Transition Economies
by Lojschová, Adriana [Downloadable!]
2003 China: A Stabilizing or Deflationary Influence in East Asia? THe Problem of Conflict Virtue
by Ronald McKinnon & Gunther Schnabl [Downloadable!]
2003 Central Bank Governance: Common Elements or Different Models?
by Viv Hall [Downloadable!]
2003 China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration
by Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii [Downloadable!]
2003 The East Asian Dollar Standard, Fear of Floating, and Original Sin
by Ronald McKinnon & Gunther Schnabl [Downloadable!]
2003 Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments
by Yin-wong Cheung & Kon S. Lai & Michael Bergman [Downloadable!]
2003 East Asian Equity Markets, Financial Crises, and the Japanese Currency
by Y.L. Cheung & Y.W. Cheung & K.C. Ng [Downloadable!]
2003 Synchronized Business Cycles in East Asia and Fluctuations in the Yen/Dollar Exchange Rate
by Ronald McKinnon & Gunther Schnabl [Downloadable!]
2003 The Big Mac Standard: A Statistical Illustration
by Hiroshi FUJIKI & Yukinobu KITAMURA [Downloadable!]
2003 Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates
by Bask, Mikael [Downloadable!]
2003 Dealer Behavior and Trading Systems in Foreign Exchange Markets
by Hoidal Bjonnes, Geir & Rime, Dagfinn [Downloadable!]
2003 The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach
by Lindblad, Hans & Sellin, Peter [Downloadable!]
2003 Estimating the equilibrium real exchange rate in Venezuela
by Bjørnland, Hilde C. [Downloadable!]
2003 Fundamental determinants of the long run real exchange rate: The case of Norway
by Bjørnland, Hilde C. & Hungnes, Håvard [Downloadable!]
2003 A Drift of the "Drift Adjustment Method"
by Mundaca, Gabriela [Downloadable!]
2003 A nonlinear alternative to the unit root hypothesis
by Eklund, Bruno [Downloadable!]
2003 A time series model for an exchange rate in a target zone with applications
by Lundbergh, Stefan & Teräsvirta, Timo
2003 The monetary approach to exchange rates in the CEECs
by Crespo-Cuaresma, Jesús & Fidrmuc, Jarko & McDonald, Ronald [Downloadable!]
2003 Bilaterial equilibrium exchange rates of EU accession countries against the euro
by Rahn, Jörg [Downloadable!]
2003 What drives financial crises in emerging markets?
by Komulainen, Tuomas & Lukkarila, Johanna [Downloadable!]
2003 Why is Inflation so Low after Large Devaluations?
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo [Downloadable!]
2003 The Micro-foundations of Big Mac Real Exchange Rates
by David C. Parsley & Shang-Jin Wei [Downloadable!]
2003 Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach
by Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas [Downloadable!]
2003 Technical Analysis in Foreign Exchange - The Workhorse Gains Further Ground
by Gehrig, Thomas & Menkhoff, Lukas [Downloadable!]
2003 The use of flow analysis in foreign exchange: exploratory evidence
by Gehrig, Thomas & Menkhoff, Lukas [Downloadable!]
2003 Tobin Tax Effects Seen from the Foreign Exchange Market's Microstructure
by Mende, Alexander & Menkhoff, Lukas [Downloadable!]
2003 Nominal Anchors in EU Accession Countries - Recent Experiences
by Frömmel, Michael & Schobert, Franziska [Downloadable!]
2003 Bilateral Equilibrium Exchange Rates of the EU Accession Countries against the Euro
by Jörg Rahn [Downloadable!]
2003 On the use of panel unit root tests on cross-sectionally dependent data: an application to PPP
by Fabian BORNHORST [Downloadable!]
2003 Foreign Exchange Controls, Fiscal and Monetary Policy, and the Black Market Premium
by Mohsen Fardmanesh & Seymour Douglas [Downloadable!]
2003 Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation
by Kyongwook Choi & Eric Zivot [Downloadable!]
2003 Time-Scale Transformations of Discrete-Time Processes
by Jorda, Oscar & Marcellino, Massimiliano [Downloadable!]
2003 The New Open Economy Macroeconomics of Government Debt
by Ganelli, Giovanni [Downloadable!]
2003 Towards A New Early Warning System of Financial Crises
by Fratzscher, Marcel & Matthieu Bussiere [Downloadable!]
2003 The Impact of Monetary Union on Trade Prices
by Anderton, Robert & Richard E Baldwin & Daria Taglioni [Downloadable!]
2003 Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates
by Cerrato, Mario & Nicholas Sarantis [Downloadable!]
2003 Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries
by Byrne, Joseph B & E. Philip Davis [Downloadable!]
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 [Downloadable!]
2003 Fixed versus Flexible Exchange Rates: Evidence from Developing Countries
by Hoffmann, Mathias [Downloadable!]
2003 Trade-volume hysteresis: an investigation using aggregate data
by I. Agur [Downloadable!]
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 [Downloadable!]
2003 The Timing of EU Expansion and the Real Exchange Rate
by P.A.D. Cavelaars [Downloadable!]
2003 On the Strenght of the US Dollar: Can it be Explained by Output Growth?
by P.J.G. Vlaar
2003 External Wealth, the Trade Balance, and the Real Exchange Rate
by Ph.R. Lane & G.M. Milesi-Ferretti [Downloadable!]
2003 Exchange Rates and Fundamentals a Non-Linear Relationship?
by P. de Grauwe & I. Vansteenkiste [Downloadable!]
2003 Tax Effects on the Real Exchange Rate
by Stacie Beck & Cagay Coskuner [Downloadable!]
2003 The Argentinean Currency Crisis: A Markov-Switching Model Estimation
by Patricia Alvarez-Plata & Mechthild Schrooten [Downloadable!]
2003 Mis-Leading Indicators?: The Argentinean Currency Crisis
by Patricia Alvarez-Plata & Mechthild Schrooten [Downloadable!]
2003 Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS
by Cees Diks & Roy van der Weide [Downloadable!]
2003 Dollar Denominated Debt and Optimal Security Design
by John Geanakoplos & Felix Kubler [Downloadable!]
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. [Downloadable!]
2003 Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece
by Nektarios Aslanidis & George Kouretas [Downloadable!]
2003 Mixed Signals in Defending the Exchange Rate: What do the Data Say?
by Drazen, Allan & Hubrich, Stefan [Downloadable!]
2003 Why Do Emerging Economies Borrow in Foreign Currency?
by Jeanne, Olivier [Downloadable!]
2003 Price Discovery in Fragmented Markets
by de Jong, Frank & Schotman, Peter C [Downloadable!]
2003 Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes
by Sarno, Lucio & Valente, Giorgio & Wohar, Mark E [Downloadable!]
2003 Government Finance in the Wake of Currency Crises
by Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio [Downloadable!]
2003 Understanding Reserve Volatility in Emerging Markets: A Look at the Long-Run
by Demarmels, Ricarda & Fischer, Andreas M [Downloadable!]
2003 Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
by Bacchetta, Philippe & van Wincoop, Eric [Downloadable!]
2003 The Credibility of the Hungarian Exchange Rate Regime 1997-98
by Szeidl, Adam [Downloadable!]
2003 Common Vulnerabilities
by Mody, Ashoka & Taylor, Mark P [Downloadable!]
2003 Is Official Exchange Rate Intervention Effective?
by Taylor, Mark P [Downloadable!]
2003 Exchange Rates, Equity Prices and Capital Flows
by Hau, Harald & Rey, Hélène [Downloadable!]
2003 More Evidence on the Dollar Risk Premium in the Foreign Exchange Market
by Bams, Dennis & Walkowiak, Kim & Wolff, Christian C [Downloadable!]
2003 Exchange Rate Dynamics, Learning and Misperception
by Gourinchas, Pierre-Olivier & Tornell, Aaron [Downloadable!]
2003 Why do Consumer Prices React Less than Import Prices to Exchange Rates?
by Bacchetta, Philippe & van Wincoop, Eric [Downloadable!]
2003 Overshooting and the exchange rate disconnect puzzle: a reappraisal
by Hairault, Jean-Olivier & Patureau, Lise & Sopraseuth, Thepthida [Downloadable!]
2003 Exchange rate determination in a model of pricing-to-market and nontradeables
by Hairault, Jean-Olivier & Sopraseuth, Thepthida [Downloadable!]
2003 FOREX Microstructure, Invisible Price Determinants, and the Central Bank's Understanding of Exchange Rate Formation
by Alexis Derviz [Downloadable!]
2003 Some Exchange Rates Are More Stable than Others; Short-Run Evidence from Transition Countries
by Ales Bulir [Downloadable!]
2003 Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market
by Alexis Derviz [Downloadable!]
2003 Trade Linkages and Exchange Rates in Asia: The Role of China
by Agnes Benassy-Quere & Amina Lahreche-Revil [Downloadable!]
2003 Order Flows, Delta Hedging and Exchange Rate Dynamics
by Bronka Rzepkowski [Downloadable!]
2003 Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey Data
by Michel Beine & Agnes Benassy-Quere & Helene Colas [Downloadable!]
2003 Estimating the Fundamental Equilibrium Exchange Rate of Central and Eastern European Countries The EMU Enlargement Perspective
by Balazs Egert & Amina Lahreche-Revil [Downloadable!]
2003 Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate
by Ralf Ahrens & Stefan Reitz [Downloadable!]
2003 Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
by Stefan Reitz & Frank Westerhoff [Downloadable!]
2003 Are Different-Currency Assets Imperfect Substitutes?
by Martin D. D. Evans & Richard K. Lyons [Downloadable!]
2003 Statements of ECB Officials and their Effect on the Level and Volatility of the Euro-Dollar Exchange Rate
by Jansen, David-Jan & de Haan, Jakob [Downloadable!]
2003 Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment
by Cheung, Yin-Wong & Lai, Kon S. & Bergman, Michael [Downloadable!]
2003 Dusting off the Perception of Risk and Returns in FOREX Markets
by Phornchanok Cumperayot [Downloadable!]
2003 What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated
by Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia-Pascual [Downloadable!]
2003 A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials
by Mathias Hoffmann & Ronald MacDonald [Downloadable!]
2003 China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration
by Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii [Downloadable!]
2003 Japan's Imbalance of Payments
by Nikolas Mueller-Plantenberg [Downloadable!]
2003 Bubbling and Crashing Exchange Rates
by Marianna Grimaldi & Paul De Grauwe [Downloadable!]
2003 Transatlantic Monetary and Fiscal Policy Interaction
by Bas van Aarle & Harry Garretsen & Florence Huart [Downloadable!]
2003 Following in their Footsteps: Comparing Interest Parity Conditions in Central European Economies to the Euro Countries
by Kashif Mansori [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
2003 Dealer Behavior and Trading Systems in Foreign Exchange Markets
by Geir Hoidal Bjonnes & Dagfinn Rime [Downloadable!]
2003 Volume and Volatility in the FX Market: Does it matter who you are?
by Geir Hoidal Bjonnes & Dagfinn Rime & Haakon O. Aa. Solheim [Downloadable!]
2003 Living with flexible exchange rates: issues and recent experience in inflation targeting emerging market economies
by Corrinne Ho & Robert N. McCauley [Downloadable!]
2003 Balance sheet effects and the country risk premium: an empirical investigation
by Juan Carlos Berganza & Roberto Chang & Alicia García Herrero [Downloadable!]
2003 Misalignment, liabilities dollarization and exchange rate adjustment in Latin America
by Enrique Alberola [Downloadable!]
2003 Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model
by Scott Hendry & Wai-Ming Ho & Kevin Moran [Downloadable!]
2003 Real Exchange Rate Persistence in Dynamic General-Equilibrium Sticky-Price Models: An Analytical Characterization
by Hafedh Bouakez [Downloadable!]
2003 Modélisation et prévision du taux de change réel effectif américain
by René Lalonde & Patrick Sabourin [Downloadable!]
2003 Nominal Rigidities and Exchange Rate Pass-Through in a Structural Model of a Small Open Economy
by Steve Ambler & Ali Dib & Nooman Rebei [Downloadable!]
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 [Downloadable!]
2003 Estimando Probabilidades de Ocorrência de Crises Cambiais no Brasil
by Inez Sílvia Batista Castro & José Carlos de Lacerda Leite [Downloadable!]
2003 Exchange Rate Regimes: Choices and Consequences
by Atish R. Ghosh & Anne-Marie Gulde & Holger C. Wolf
2003 Russia's Financial Markets Boom, Crisis and Recovery 1995-2001: Lessons for Emerging Markets Investors
by Ralph Süppel [Downloadable!]
2003 Eligibility Assessment of the Bank of Slovenia’s Adjustment Policy to Surges in Capital Flows
by Zan Oplotnik [Downloadable!]
2003 Efectos de las intervenciones en el mercado cambiario: el caso de Chile
by Matías Tapia & Andrea Tokman [Downloadable!]
2003 The pass-through from depreciation to inflation: Chile 1986-2001
by Carlos Noton Norambuena [Downloadable!]
2003 Exponential growth of fixed-mix strategies in stationary asset markets
by Igor V. Evstigneev & Michal A. H. Dempster & Klaus R. Schenk-Hoppé [Downloadable!]
2003 Nonlinear adjustment towards purchasing power parity: the Swiss Franc-German Mark case
by Roger Guerra [Downloadable!]
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 Adoption Of Euro: Obstacle Or Engine Of Real Convergence?
by Oldřich Dědek [Downloadable!]
2003 Bank Of Slovenia Adjustment Policy To Surges In Capital Flows
by Žan Oplotnik [Downloadable!]
2003 Structural Vulnerabilities and Currency Crises
by Swati R. Ghosh & Atish R. Ghosh [Downloadable!]
2003 An Unbiased Appraisal of Purchasing Power Parity
by Paul Cashin & C. John McDermott [Downloadable!]
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. [Downloadable!]
2003 Exchange Rates, Currency Crises and Recessions - Introduction
by Felipe Larraín [Downloadable!]
2003 Structural Vulnerabilities and Currency Crises
by Swati R. Ghosh & Atish R. Ghosh [Downloadable!]
2003 An Unbiased Appraisal of Purchasing Power Parity
by Paul Cashin & C. John McDermott [Downloadable!]
2003 Technical Trading at the Currency Market Increases the Overshooting Effect
by Mikael Bask [Downloadable!]
2003 Can Parameter Uncertainty Help Solve the Home Bias Puzzle?
by Bo Larsson & Dan Nyberg
2003 Are Fixed Exchange Rates the Problem and Flexible Exchange Rates the Cure?
by Paul Davidson [Downloadable!]
2003 Smuggling, non-fundamental uncertainty, and parallel market exchange rate volatility
by Richard Clay Barnett [Downloadable!]
2003 The law of one price: intranational evidence for Canada
by Janet Ceglowski [Downloadable!]
2003 Should the Yuan be Revalued?
by Agnes Benassy-Quere & Amina Lahreche-Revil & Francoise Lemoine [Downloadable!]
2003 Happy Dollar
by Agnes Benassy-Quere & Lionel Fontagne & Michel Fouquin [Downloadable!]
2003 Une approche dynamique du taux de change reel d'equilibre
by Yannick Bineau & Bernard Dupont [Downloadable!]
2003 Explaining and Forecasting Exchange Rates with Order Flows
by Richard K. Lyons [Downloadable!]
2003 L'entree des PECO dans la zone euro : quels effets sur le bien-être ?
by Patrick Artus [Downloadable!]
2003 Les PECO devant la tentation de l'euro
by Michel Aglietta & Camille Baulant & Sandra Moatti [Downloadable!]
2003 Sterilisierte Devisenmarktinterventionen - ein umstrittenes währungspolitisches Instrument
by Timo Wollmershäuser [Downloadable!]
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 [Downloadable!]
2003 Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
by Frank H. Westerhoff & Stefan Reitz [Downloadable!]
2002 Exchange rate pass-through to consumer prices : a European perspective
by Schröder, Michael & Hüfner, Felix P. [Downloadable!]
2002 Genetic learning as an explanation of stylized facts of foreign exchange markets
by Lux, Thomas & Schornstein, Sascha [Downloadable!]
2002 Real currency appreciation in accession countries: Balassa-Samuelson and investment demand
by Fischer, Christoph [Downloadable!]
2002 Central Bank Intervention and Exchange Rate Expectations: Evidence from the Daily DM/US-Dollar Exchange Rate
by Reitz, Stefan [Downloadable!]
2002 The Empirical Performance of Option Based Densities of Foreign Exchange
by Keller, Joachim G. & Craig, Ben R. [Downloadable!]
2002 Ppp Tests In Cointegrated Panels: Evidence From Asian Developing Countries
by Syed Abul Basher & Mohammed Mohsin [Downloadable!]
2002 The Employment, Investment and Current Account Effects of Exchange Rate Policies in a Cash-in-Advance Economy
by Arman Mansoorian & Mohammed Mohsin [Downloadable!]
2002 Equilibrium Exchange Rates in Transition Countries: Evidence from Dynamic Heterogeneous Panel Models
by Byung-Yeon Kim & Iikka Korhonen [Downloadable!]
2002 Russias financial markets boom, crisis and recovery 1995-2001, Lessons for Emerging Markets Investors
by Ralph Sueppel [Downloadable!]
2002 Accounting for Real Exchange Rate Changes in East Asia
by David Parsley [Downloadable!]
2002 Substituting a Substitute Currency – The Case of Estonia
by Kari Heimonen [Downloadable!]
2002 A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs
by Gautam Goswami & Milind Shrikhande & Liuren Wu [Downloadable!]
2002 The Finite Moment Log Stable Process and Option Pricing
by Peter Carr & Liuren Wu [Downloadable!]
2002 Accouting for Biases in Black-Scholes
by David Backus & Silverio Foresi & Liuren Wu [Downloadable!]
2002 Balassa-Samuelson Effect in Transition Economies: The Case of Slovenia
by Boštjan Jazbec [Downloadable!]
2002 Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests
by Imed Drine & Christophe Rault [Downloadable!]
2002 The Balassa-Samuelson effect in Central and Eastern Europe: Myth or reality?
by Balázs Égert & Imed Drine & Kirsten Lommatzsch & Christophe Rault [Downloadable!]
2002 Real Exchange Rates in Transition Economies
by Boštjan Jazbec [Downloadable!]
2002 Equilibrium Real Exchange Rates in Central Europe's Transition Economies: Knocking on Heaven's Door
by Balázs Égert [Downloadable!]
2002 Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data
by Mario J. Crucini & Mototsugu Shintani [Downloadable!]
2002 Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data
by Mario J. Crucini & Mototsugu Shintani [Downloadable!]
2002 A Nonparametric Measure of Convergence Toward Purchasing Power Parity
by Mototsugu Shintani [Downloadable!]
2002 Is the Bayesian Approach Necessarily Better than the Classical Approach in Unit-Root Test?
by Francis W. Ahking [Downloadable!]
2002 Dance with the Dollar: Exchange Rate Exposure on the German Stock Market
by Horst Entorf & Gösta Jamin [Downloadable!]
2002 A Fundamental Theory of Exchange Rates and Direct Currency Trades
by Allen Head & Shouyong Shi [Downloadable!]
2002 Fundamental determinants of the long run real exchange rate: The case of Norway
by Hilde Christiane Bjørnland and Håvard Hungnes [Downloadable!]
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 Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle
by Lise Patureau [Downloadable!]
2002 Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies
by Jorge Belaire-Franch, & Dulce Contreras & Lorena Tordera-Lledo [Downloadable!]
2002 Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach
by Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth [Downloadable!]
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 Unique Equilibrium in a Currency Crisis Model with Heterogeneous Agents
by Gerald Pech [Downloadable!]
2002 Why Are Rates of Inflation So Low After Large Devaluations?
by Ariel Burstein & Martin Eichenbaum & Sergio T. Rebelo [Downloadable!]
2002 Measuring Conditional Persistence in Time Series
by George Kapetanios [Downloadable!]
2002 Testing for Neglected Nonlinearity in Long Memory Models
by George Kapetanios [Downloadable!]
2002 GLS Detrending for Nonlinear Unit Root Tests
by George Kapetanios & Yongcheol Shin [Downloadable!]
2002 Short-run Lats Rate Movements: Impact of Foreign Currency Shocks via Trade and Financial Markets
by Martin Kazaks & Duo Qin [Downloadable!]
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 [Downloadable!]
2002 Origins of scaling in FX markets
by Mercik, Szymon & Weron, Rafal [Downloadable!]
2002 Inflation, Growth and Exchange Rate Regimes in Small Open Economies
by Hernandez-Verme, Paula [Downloadable!]
2002 Fear of floating
by Reinhart, Carmen & Calvo, Guillermo [Downloadable!]
2002 Temporary controls on capital inflows
by Reinhart, Carmen & Smith, R Todd [Downloadable!]
2002 Two Hundred Years of Contagion
by Reinhart, Carmen & Kaminsky, Graciela & Vegh, Carlos [Downloadable!]
2002 A Modern History of Exchange Rate Arrangements: Parallel Markets and Dual and Multiple Exchange Rates
by Reinhart, Carmen [Downloadable!]
2002 A Modern History of Exchange Rate Arrangements: Chartbook, 1946-2001
by Reinhart, Carmen [Downloadable!]
2002 A Modern History of Exchange Rate Arrangements: The Country Histories, 1946-2001
by Reinhart, Carmen [Downloadable!]
2002 Debt Overhang and Real Exchange Rate Overshooting in the Asian Crisis
by David Vines & Gordon Douglas Menzies [Downloadable!]
2002 Does Central Bank Intervention Influence the Probability of a Speculative Attack? Evidence from the EMS
by Helmut Stix [Downloadable!]
2002 Why Did Central Banks Intervene in the EMS? The Post 1993 Experience
by Peter Brandner & Harald Grech [Downloadable!]
2002 Currency unions and gravity models revisited
by Christie Smith [Downloadable!]
2002 Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options
by Aron Gereben [Downloadable!]
2002 Exchange Rate, Equity Prices and Capital Flows
by Harald Hau & Helene Rey [Downloadable!]
2002 Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
by Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia Pascual [Downloadable!]
2002 Exchange Rate Dynamics, Learning and Misperception
by Pierre-Olivier Gourinchas & Aaron Tornell [Downloadable!]
2002 High Frequency Contagion of Currency Crises in Asia
by Takatoshi Ito & Yuko Hashimoto [Downloadable!]
2002 Time Consistency and Free-Riding in a Monetary Union
by V. V. Chari & Patrick J. Kehoe [Downloadable!]
2002 The High Demand for International Reserves in the Far East: What's Going On?
by Joshua Aizenman & Nancy Marion [Downloadable!]
2002 Exchange Rates and Adjustment: Perspectives from the New Open Economy Macroeconomics
by Maurice Obstfeld [Downloadable!]
2002 Pricing Currency Risk: Facts and Puzzles from Currency Boards
by Sergio L. Schmukler & Luis Serven [Downloadable!]
2002 Globalization and Changing Patterns in the International Transmission of Shocks in Financial Markets
by Michael D. Bordo & Antu Panini Murshid [Downloadable!]
2002 The Modern History of Exchange Rate Arrangements: A Reinterpretation
by Carmen M. Reinhart & Kenneth S. Rogoff [Downloadable!]
2002 Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s
by Takatoshi Ito [Downloadable!]
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 [Downloadable!]
2002 Global Transmission of Interest Rates: Monetary Independence and Currency Regime
by Jeffrey A. Frankel & Sergio L. Schmukler & Luis Serven [Downloadable!]
2002 Productivity and the Euro-Dollar Exchange Rate Puzzle
by Ron Alquist & Menzie D. Chinn [Downloadable!]
2002 Why Are Rates of Inflation So Low After Large Devaluations?
by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo [Downloadable!]
2002 Default, Currency Crises and Sovereign Credit Ratings
by Carmen M. Reinhart [Downloadable!]
2002 Disinflation and Fiscal Reform: A Neoclassical Perspective
by Roberto Rigobon [Downloadable!]
2002 How does Political Violence Affect Currency Substitution? Evidence from Egypt
by David Fielding & Anja Shortland [Downloadable!]
2002 Why Do Consumer Prices React less than Import Prices to Exchange Rates ?
by Philippe Bacchetta & Eric van Wincoop [Downloadable!]
2002 The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach
by Hans Dewachter & Marco Lyrio [Downloadable!]
2002 Restricted Export Flexibility and Risk Management with Options and Futures
by Axel F. A. Adam-Müller & Kit Pong Wong [Downloadable!]
2002 Exchange Rate Expectations Redux and Monetary Policy
by Christian Pierdzioch [Downloadable!]
2002 The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan
by Michael Frenkel & Christian Pierdzioch & Georg Stadtmann [Downloadable!]
2002 The Bias Against Agriculture in Sub-Saharan Africa: Has It Survived 20 Years of Structural Adjustment Programs?
by Rainer Thiele [Downloadable!]
2002 Multivariate Cointegration Analysis of Aggregate Exports: Empirical Evidence for the United States, Canada, and Germany
by Hubert Strauß [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
2002 Exchange Rate Regimes in the Americas: Is Dollarization the Solution?
by Vittorio Corbo [Downloadable!]
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 [Downloadable!]
2002 A Currency Board Model of Hong Kong
by Yue Ma & Guy Meredith & Matthew S. Yiu [Downloadable!]
2002 Can Endogenous Monetary Policy Explain the Deviations from UIP
by Alexius, Annika [Downloadable!]
2002 What Determines Real Exchange Rates? The Nordic Countries
by Bergvall, Anders [Downloadable!]
2002 The Stabilizing Properties of Floating Exchange Rates: Some International Evidence
by Bergvall, Anders [Downloadable!]
2002 Exchange rates and long-term bonds
by Alexius, Annika & Sellin, Peter [Downloadable!]
2002 Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates: First Results
by Bask, Mikael [Downloadable!]
2002 Expropriation Risk and Return in Global Equity Markets
by Bansal, Ravi & Dahlquist, Magnus [Downloadable!]
2002 Do Fundamentals Explain the Behavior of the Real Effective Exchange Rate?
by Nilsson, Kristian [Downloadable!]
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. [Downloadable!]
2002 Prospects for Asian Monetary Cooperation After the Asian Financial Crisis. Pipedream or Possible Reality?
by Wilson, Peter [Downloadable!]
2002 Return-volatility linkages in the international equity and currency markets
by Francis, Bill B & Hasan, Iftekhar & Hunter , Delroy M. [Downloadable!]
2002 Equilibrium Exchange Rates in Transition Countries: Evidence from Dynamic Heterogeneous Panel Models
by Kim, Byung-Yeon & Korhonen, Iikka [Downloadable!]
2002 Real currency appreciation in accession countries: Balassa-Samuelson and investment demand
by Fischer, Christoph [Downloadable!]
2002 Investigating the Balassa-Samuelson hypothesis in transition: Do we understand what we see?
by Égert, Balázs [Downloadable!]
2002 Markov Switching Regimes in a Monetary Exchange Rate Model
by Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas [Downloadable!]
2002 Exchange Rate Uncertainty and Labour Market Adjustment under Fixed and Flexible Exchange Rates
by Yu-Fu Chen & Michael Funke [Downloadable!]
2002 A Model of the Russian Crisis Development
by Andryakov Alexander & Gurvich Evsey [Downloadable!]
2002 A Framework for Exchange Rate Policy in Korea
by Michael Dooley & Rudi Dornbusch & Yung Chul Park [Downloadable!]
2002 What do we Understand about Exchange Rates
by P.J.G. Vlaar [Downloadable!]
2002 The Timing of EU Expansion and the Real Exchange Rate
by Paul Cavelaars [Downloadable!]
2002 Requirements for successful currency regimes: the Dutch and Thai experiences
by Robert-Paul Berben & Jan Marc Berk [Downloadable!]
2002 The Polish Zloty and Currency Speculation
by Tatiana Fic [Downloadable!]
2002 Exchange Rates and Adjustment: Perspectives from the New Open Economy Macroeconomics
by Obstfeld, Maurice [Downloadable!]
2002 International Business Cycles: The Quantitative Role of Transportation Costs
by Mazzenga, Elisabetta & Ravn, Morten O. [Downloadable!]
2002 Sovereign Default By Argentina: 'Slow Motion Train Crash' or Self-Fulfilling Crisis?
by García-Fronti, Javier & Miller, Marcus & Zhang, Lei [Downloadable!]
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 [Downloadable!]
2002 The Real Exchange Rate Always Floats
by Gylfason, Thorvaldur [Downloadable!]
2002 The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests
by Apte, Prakesh & Sercu, Piet & Uppal, Raman [Downloadable!]
2002 Exchange Rate Monitoring Bands: Theory and Policy
by Corrado, Luisa & Miller, Marcus & Zhang, Lei [Downloadable!]
2002 The Behaviour of Relative Prices in the European Union: A Sectoral Analysis
by Chen, Natalie [Downloadable!]
2002 Systemic Risk and International Portfolio Choice
by Das, Sanjiv Ranjan & Uppal, Raman [Downloadable!]
2002 Currency Attacks with Multiple Equilibria and Imperfect Information: The Role of Wage-setters
by Femminis, Gianluca [Downloadable!]
2002 The Choice of Exchange Rate Regimes: An Empirical Analysis for Transition Economies
by von Hagen, Jürgen & Zhou, Jizhong [Downloadable!]
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 [Downloadable!]
2002 The Use of Flow Analysis in Foreign Exchange: Explanatory Analysis
by Gehrig, Thomas & Menkhoff, Lukas [Downloadable!]
2002 Anchor, Float or Abandon Ship: Exchange Rate Regimes for Accession Countries
by Buiter, Willem H & Grafe, Clemens [Downloadable!]
2002 Why Are Rates of Inflation So Low After large Devaluations
by Burstein, Ariel Tomas & Eichenbaum, Martin & Rebelo, Sérgio [Downloadable!]
2002 External Wealth, the Trade Balance and the Real Exchange Rate
by Lane, Philip R. & Milesi-Ferretti, Gian Maria [Downloadable!]
2002 An Evaluation of International Asset Pricing Models
by Dahlquist, Magnus & Sallstrom, Torbjorn [Downloadable!]
2002 A Theory of Currency Denomination of International Trade
by Bacchetta, Philippe & van Wincoop, Eric [Downloadable!]
2002 A Principal Components Approach to Cross-Section Dependence in Panels
by Jerry Coakley & Ana-Maria Fuertes & Ron Smith [Downloadable!]
2002 Sectoral Productivity and Real Exchange Rate Appreciation: Much Ado about Nothing?
by Vladislav Flek & Lenka Markova & Jiri Podpiera [Downloadable!]
2002 The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity
by Michel Beine & Agnes Benassy-Quere & Estelle Dauchy & Ronald MacDonald [Downloadable!]
2002 The Euro-Dollar Exchange Rate: Is it Fundamental?
by Camarero, Mariam & Ordonez, Javier & Tamarit, Cecilio [Downloadable!]
2002 Dynamics of Endogenous Business Cycles and Exchange Rate Volatility
by Boehm, Volker & Kikuchi, Tomoo [Downloadable!]
2002 Volume and Volatility in the FX-Market: Does it matter who you are?
by Bjonnes, Geir H. & Rime, Dagfinn & Solheim, Haakon O. Aa. [Downloadable!]
2002 Exchange Rate Uncertainty and Labour Market Adjustment under Fixed and Flexible Exchange Rates
by Chen, Yu-Fu & Funke, Michael [Downloadable!]
2002 The Exchange Rate and its Fundamentals. A Chaotic Perspective
by Paul De Grauwe & Marianna Grimaldi [Downloadable!]
2002 Home Bias, Transactions Costs, and Prospects for the Euro: A More Detailed Analysis
by Catherine L. Mann & Ellen E. Meade [Downloadable!]
2002 On the Choice of an Exchange Regime: Target Zones Revisited
by Jesús Rodríguez López & Hugo Rodríguez Mendizábal [Downloadable!]
2002 Exchange Rate Monitoring Bands: Theory and Policy
by Corrado, L. & Marcus Miller & Lei Zhang [Downloadable!]
2002 Currency crises and uncertainty about fundamentals
by Alessandro Prati & Massimo Sbracia [Downloadable!]
2002 Currency Fluctuations, Liability Dollarization, and the Choice of Exchange Rate Regimes in Emerging Markets
by Patrick N. Osakwe [Downloadable!]
2002 How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?
by Chris D'Souza [Downloadable!]
2002 Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence
by Celine Gauthier & David Tessier [Downloadable!]
2002 Nominal Rigidity, Desired Markup Variations, and Real Exchange Rate Persistence
by Hafedh Bouakez [Downloadable!]
2002 Does Exchange Rate Policy Matter for Growth?
by Jeannine Bailliu & Robert Lafrance & Jean-François Perrault [Downloadable!]
2002 A Market Microstructure Analysis of Foreign Exchange Intervention in Canada
by Chris D'Souza [Downloadable!]
2002 On the Choice of an Exchange Rate Regime: Target Zones Revisited
by Jess Rodr?uez L?ez & Hugo Rodr?uez Mendiz?al [Downloadable!]
2002 On the Missing Link between Currency Substitution and Crises
by Yasuyuki Sawada & Pan A. Yotopoulos [Downloadable!]
2002 A multicurrency extension of the lognormal interest rate Market Models
by Erik Schlögl [Downloadable!]
2002 Improving GARCH volatility forecasts with regime-switching GARCH
by Franc Klaassen [Downloadable!]
2002 Advantages and Disadvantages of the Holding of Gold Reserves by Central Banks - With Special Reference to the Swiss National Bank
by Peter Bernholz [Downloadable!]
2002 What Caused the 1991 Currency Crisis in India?
by Valerie Cerra & Sweta Chaman Saxena [Downloadable!]
2002 Purchasing Power Parity and the Real Exchange Rate
by Lucio Sarno & Mark P. Taylor [Downloadable!]
2002 What Caused the 1991 Currency Crisis in India?
by Valerie Cerra & Sweta Chaman Saxena [Downloadable!]
2002 Purchasing Power Parity and the Real Exchange Rate
by Lucio Sarno & Mark P. Taylor [Downloadable!]
2002 A Method for Indicating Economic Transition with an Application to Albania
by C. Paul Hallwood & Ronald MacDonald [Downloadable!]
2002 Currencies, Crises, and Crashes
by Peter Kenen [Downloadable!]
2002 Post-Plaza intervention in the DEM/USD exchange rate
by Rasmus Fatum [Downloadable!]
2002 Enlarging European Monetary Union
by Amina Lahreche-Revil [Downloadable!]
2002 Euro/dollar: Every Body Can Make Mistakes
by Agnes Benassy-Quere [Downloadable!]
2002 Can the Argentine Peso Resist Competition from the Dollar?
by Jerome Sgard [Downloadable!]
2002 The Euro in Central and Eastern Europe (CEE countries) : survey evidence from five countries
by Helmut Stix [Downloadable!]
2002 Determinants of Argentina’s External Trade
by Luis Catão & Elisabetta Falcetti [Downloadable!]
2001 Currency Invoicing of U.S. Imports
by Shabtai Donnenfeld & Alfred A. Haug [Downloadable!]
2001 Demand for Money in the Transition Economy : The Case of the Czech Republic 1993–2001
by Komárek Luboš & Melecký Martin [Downloadable!]
2001 Currency Substitution in the Transition Economy : A Case of the Czech Republic 1993-2001
by Komárek Luboš & Melecký Martin [Downloadable!]
2001 REAL Exchange rate trends in transitional countries
by Frait , Jan & Komárek, Luboš [Downloadable!]
2001 Determinants of the euro real effective exchange rate: a BEER/PEER approach
by Francisco Maeso-Fernandez & Chiara Osbat & Bernd Schnatz [Downloadable!]
2001 A Leading Indicators Approach to the Predictability of Currency
by Bengi Kibritcioglu & Bulent Kose & Gamze Ugur [Downloadable!]
2001 Dollarization: An Irreversible Decision
by Roger Craine [Downloadable!]
2001 Disparities of Exchange Rates in CEE Countries
by Evzen Kocenda [Downloadable!]
2001 Testing the Gaussian Copula Hypothesis for Financial Assets Dependences
by Y. Malevergne & D. Sornette [Downloadable!]
2001 International Portfolio Investment: Theory, Evidence, and Institutional Framework
by Sohnke M. Bartram & Gunter Dufey [Downloadable!]
2001 Detecting Structural Breaks: Exchange Rates in Transition Economies
by Evzen Kocenda [Downloadable!]
2001 Foreign Exchange Market Intervention in Two Small Open Economies: The Canadian and Australian Experience
by Jeff M. Rogers & Pierre Siklos [Downloadable!]
2001 Determining Underlying Macroeconomic Fundamentals during Emerging Market Crises: Are Conditions as Bad as they Seem?
by Mark Aguiar & Fernando Broner [Downloadable!]
2001 External Wealth, the Trade Balance, and the Real Exchange Rate
by Philip R. Lane & Gian Maria Milesi-Ferretti [Downloadable!]
2001 External Wealth, the Trade Balance, and the Real Exchange Rate
by Philip R. Lane & Gian Maria Milesi-Ferretti [Downloadable!]
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 [Downloadable!]
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 On the Fiscal Implications of Twin Crises
by Craig Burnside & Martin Eichenbaum & Sergio T. Rebelo [Downloadable!]
2001 A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates
by Chris Brooks & Melvin J. Hinich [Downloadable!]
2001 Measuring the Real Exchange Rate: Pitfalls and Practicalities
by Luci Ellis [Downloadable!]
2001 Assessing the adequacy of measures of Australia’s price competitiveness and structural change
by Harding, Don [Downloadable!]
2001 Stopping hot money
by Reinhart, Carmen & Edison, Hali [Downloadable!]
2001 Fear of Floating: Exchange Rate Flexibility Indices
by Reinhart, Carmen [Downloadable!]
2001 The Effectiveness of Central Bank Intervention in the EMS: The Post 1993 Experience
by Peter Brandner & Harald Grech & Helmut Stix [Downloadable!]
2001 Why Is the Business-Cycle Behavior of Fundamentals Alike Across Exchange-Rate Regimes?
by Luca Dedola & Sylvain Leduc [Downloadable!]
2001 Tracking the Euro
by Vincent Koen & Laurence Boone & Alain de Serres & Nicola Fuchs [Downloadable!]
2001 Modelling the long-run real effective exchange rate of the New Zealand Dollar
by Ronald MacDonald [Downloadable!]
2001 Exchange rate volatility and Currency Union: Some theory and New Zealand evidence
by Dean Scrimgeour [Downloadable!]
2001 PPP-based analysis of New Zealand's equilibrium exchange rate
by Anne-Marie Brook & David Hargreaves [Downloadable!]
2001 Optimal Monetary Policy in Closed versus Open Economies: An Integrated Approach
by Richard Clarida & Jordi Gali & Mark Gertler [Downloadable!]
2001 The Empirics of Monetary Policy Rules in Open Economies
by Richard Clarida [Downloadable!]
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 [Downloadable!]
2001 Financial Markets in Times of Stress
by Graciela L. Kaminsky & Carmen M. Reinhart [Downloadable!]
2001 Fixed versus Flexible: Lessons from EMS Order Flow
by William P. Killeen & Richard K. Lyons & Michael J. Moore [Downloadable!]
2001 Exchange Rate Exposure
by Kathryn M.E. Dominguez & Linda L. Tesar [Downloadable!]
2001 The Inter-War Gold Exchange Standard: Credibility and Monetary Independence
by Michael D. Bordo & Ronald MacDonald [Downloadable!]
2001 International Macroeconomics: Beyond the Mundell-Fleming Model
by Maurice Obstfeld [Downloadable!]
2001 Portfolio Balance, Price Impact, and Secret Intervention
by Martin D. D. Evans & Richard K. Lyons [Downloadable!]
2001 Why Has the Euro Been Falling? An Investigation into the Determinants of the Exchange Rate
by Hans-Werner Sinn & Frank Westermann [Downloadable!]
2001 Domestic Bank Regulation and Financial Crises: Theory and Empirical Evidence from East Asia
by Robert Dekle & Kenneth M. Kletzer [Downloadable!]
2001 The Role of Large Players in Currency Crises
by Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini [Downloadable!]
2001 On the Fiscal Implications of Twin Crises
by Craig Burnside & Martin Eichenbaum & Sergio Rebelo [Downloadable!]
2001 International Liquidity Illusion: On the Risks of Sterilization
by Ricardo J. Caballero & Arvind Krishnamurthy [Downloadable!]
2001 A Re-Examination of Exchange Rate Exposure
by Kathryn M.E. Dominguez & Linda L. Tesar [Downloadable!]
2001 FX Trading and Exchange Rate Dynamics
by Martin D. D. Evans [Downloadable!]
2001 Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?
by Lutz Kilian & Mark P. Taylor [Downloadable!]
2001 Do PPP and UIP Need Each Other in a Financially Open Economy? The Turkish Evidence
by I. Aysun Gökcan & Erdal Özmen [Downloadable!]
2001 Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates
by Chihwa Kao [Downloadable!]
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 [Downloadable!]
2001 A Theory of the Currency Denomination of International Trade
by Philippe Bacchetta & Eric van Wincoop [Downloadable!]
2001 Cointegration Analysis in an Inflationary Environment: What Can We Learn from Ukraine's Nominal Exports?
by Hubert Strauß [Downloadable!]
2001 Sources of Euro Real Exchange Rate Fluctuations: What Is Behind the Euro Weakness in 1999-2000?
by Jörg Döpke & Jan Gottschalk & Christophe Kamps [Downloadable!]
2001 Wage and Mobility Effects of Trade and Migration on the Austrian Labour Market
by Hofer, Helmut & Huber, Peter [Downloadable!]
2001 Forward Discount Puzzle and Liquidity Effects: Some Evidence from Exchange Rates among US, Canada, and Japan
by Fukuta, Yuichi & Saito, Makoto [Downloadable!]
2001 The Impact of Demography on the Real Exchange Rate
by Andersson, Andreas & Österholm, Pär
2001 EMU and the Stability and Volatility of Foreign Exchange: Some Empirical Evidence
by Bask, Mikael & de Luna, Xavier [Downloadable!]
2001 Evaluation of exchange rate forecasts for the krona’s nominal effective exchange rate
by Degrér, Henrik & Hansen, Jan & Sellin, Peter [Downloadable!]
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 [Downloadable!]
2001 TAR models and real exchange rates
by Johansson, Martin [Downloadable!]
2001 Long-run and Short-run Determinants of the Real Exchange Rate in Zambia
by Mkenda, Beatrice Kalinda [Downloadable!]
2001 How to Beat the Random Walk
by Alexius, Annika [Downloadable!]
2001 Does the Nominal Exchange Rate Regime Matter for Investment?
by Hjalmar Böhm & Michael Funke [Downloadable!]
2001 Real Exchange Rates in the Long Run: Evidence from Historical Data
by Anton Muscatelli & Franco Spinelli & Carmine Trecroci [Downloadable!]
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 The Foreign Exchange Risk Premium: Real and Nominal Factors
by Hollifield, Burton & Yaron, Amir [Downloadable!]
2001 On the Strength of the US dollar: Can it be Explained by Output Growth?
by P.J.G. Vlaar [Downloadable!]
2001 (EURO) Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel
by J.J.J. Groen [Downloadable!]
2001 Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models
by J.J.J. Groen & F. Kleibergen [Downloadable!]
2001 Investor reactions to news: an analysis of the euro-dollar exchange rate
by Henriette Prast & Marc de Vor [Downloadable!]
2001 Scaling Relationships of Gaussian Processes
by Batten, Jonathan & Craig Ellis [Downloadable!]
2001 Scaling Foreign Exchange Volatility
by Jonathan Batten & Craig Ellis [Downloadable!]
2001 Exchange Rates and Casualties During the First World War
by George J. Hall [Downloadable!]
2001 Do Foreign Exchange Markets Matter Dor Industry Stock Returns ? An empirical investigation
by Vincent BODART & Paul REDING [Downloadable!]
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 [Downloadable!]
2001 A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates
by Payne, Richard & Vitale, Paolo [Downloadable!]
2001 Core, Periphery, Exchange Rate Regimes and Globalization
by Bordo, Michael D & Flandreau, Marc [Downloadable!]
2001 Managed Floating: Understanding the New International Monetary Order
by Bofinger, Peter & Wollmershaeuser, Timo [Downloadable!]
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 [Downloadable!]
2001 Sovereign Risk and Return in Global Equity Markets
by Bansal, Ravi & Dahlquist, Magnus [Downloadable!]
2001 Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?
by Kilian, Lutz & Taylor, Mark P [Downloadable!]
2001 Nominal Debt and the Dynamics of Currency Crises
by Corsetti, Giancarlo & Mackowiak, Bartosz Adam [Downloadable!]
2001 On the Fiscal Implications of Twin Crises
by Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio [Downloadable!]
2001 Purchasing Power Parity and the Real Exchange Rate
by Sarno, Lucio & Taylor, Mark P [Downloadable!]
2001 International Risk-Sharing and the Exchange Rate: Re-evaluating the Case for Flexible Exchange Rates
by Devereux, Michael B [Downloadable!]
2001 Speculation and the Decision to Abandon a Fixed Exchange Rate Regime
by Pastine, Ivan [Downloadable!]
2001 Real Exchange Rate Dynamics in Transition Economies
by Coricelli, Fabrizio & Jazbec, Bostjan [Downloadable!]
2001 The Mechanics of a Successful Exchange-Rate Peg: Lessons for emerging Markets
by Dueker, Michael & Fischer, Andreas M [Downloadable!]
2001 Equilibrium Exchange Rate Policies: Complicit Renegotiation-Proof Outcomes
by Mella-Barral, Pierre & Vitale, Paolo [Downloadable!]
2001 Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?
by Sarno, Lucio & Taylor, Mark P [Downloadable!]
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 [Downloadable!]
2001 Testing for unit roots on heterogeneous panels: A sequential approach
by Nguyen, Anh & Hénin, Pierre-Yves & Jolivaldt, Philippe [Downloadable!]
2001 Sector Sensitivity to Exchange Rate Fluctuations
by Michel Fouquin & Khalid Sekkat & J. Malek Mansour & Nanno Mulder & Laurence Nayman [Downloadable!]
2001 Does the Nominal Exchange Rate Regime Matter for Investment?
by Hjalmar Boehm & Michael Funke [Downloadable!]
2001 Exchange Rates and fundamentals a Non-Linear Relationship?
by Paul De Grauwe & Isabel Vansteenkiste [Downloadable!]
2001 How to Run a Target Zone? Age Old Lessons from an Austro-Hungarian Experiment
by Flandreau, Marc & Komlos, John [Downloadable!]
2001 Endogenous Growth in an Open Economy and the Real Exchange Rate
by Daniela Federici & Giancarlo Gandolfo [Downloadable!]
2001 Why Has the Euro Been Falling?
by Hans-Werner Sinn & Frank Westermann [Downloadable!]
2001 PPP and the Balassa Samuelson Effect: the Role of the Distribution Sector
by Ronald MacDonald & Luca Ricci [Downloadable!]
2001 Macroeconomic news and the euro/dollar exchange rate
by Gabriele Galati & Corrinne Ho [Downloadable!]
2001 Exchange Rate Risk and Interest Rate : A Case Study for Turkey
by Hakan Berument & Aslý Günay [Downloadable!]
2001 Why is the Business-Cycle Behavior of Fundamentals Alike Across Exchange-Rate Regimes?
by Luca Dedola & Sylvain Leduc [Downloadable!]
2001 Three Exchange Rate Regimes and a Monetary Union: Determinacy, Currency Crises, and Welfare
by Carsten K. Nielsen [Downloadable!]
2001 On Commodity-Sensitive Currencies and Inflation Targeting
by Clinton, Kevin [Downloadable!]
2001 A Perspective on Modelling the Real Trade Weighted Index Since the Float
by Shakila Aruman & Mardi Dungey [Downloadable!]
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 Internal and external exchange rate equilibrium in a cointegration framework. An application to the Spanish peseta
by Enrique Alberola & Humberto López [Downloadable!]
2001 Do reductions in black market exchange rate premia cause inflation?
by Bruno Larue & Jean-Philippe Gervais [Downloadable!]
2001 Welfare Effects of Uzbekistanís Foreign Exchange Regime
by By Christoph B. Rosenberg & Maarten de Zeeuw [Downloadable!]
2001 Exchange Rate Regimes and Inflation Persistence
by Michael Bleaney [Downloadable!]
2001 Welfare Effects of Uzbekistanís Foreign Exchange Regime
by By Christoph B. Rosenberg & Maarten de Zeeuw [Downloadable!]
2001 Exchange Rate Regimes and Inflation Persistence
by Michael Bleaney [Downloadable!]
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 Speculative attacks with unpredictable or unknown foreign exchange reserves
by Gregor W. Smith [Downloadable!]
2001 What impact does the choice of formula have on international comparisons?
by Keir G. Armstrong [Downloadable!]
2001 L'insoutenable legerete de l'euro
by Vincent Koen & Laurence Boone & Alain de Serres & Nicola Fuchs-Schundeln [Downloadable!]
2001 Theorie de la croissance et taux de change reel : une approche neoclassique
by Ignacio Briones [Downloadable!]
2001 Taux de change reel et effet Balassa-Samuelson
by Romain Duval [Downloadable!]
2001 Flight from the Old Euro-Area Currencies
by Hans-Werner Sinn [Downloadable!]
2001 Exchange Rate Regimes and Economic Integration: The Case of the Accession Countries
by Jürgen Kröger & Denis Redonnet [Downloadable!]
2001 "Dumb And Dumber" Explanations For Exchange Rate Dynamics
by S. Brock Blomberg [Downloadable!]
2000 The British foreign exchange reserves puzzle
by Hüfner, Felix P. [Downloadable!]
2000 Concepts to calculate equilibrium exchange rates : an overview
by MacDonald, Ronald [Downloadable!]
2000 The determinants of the euro-dollar exchange rate : synthetic fundamentals and a non-existing currency
by Clostermann, Jörg & Schnatz, Bernd [Downloadable!]
2000 Monetary Non-Superneutrality and Endogenous Time Preference in an Infinitely Lived, Representative Agent Model
by Eric Kam [Downloadable!]
2000 The Global Capital Market: Benefactor or Menace?
by Maurice Obstfeld [Downloadable!]
2000 Official Foreign Exchange Interventions in the Czech Republic: Did They Matter?
by Balázs Égert & Luboš Komárek & [Downloadable!]
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 [Downloadable!]
2000 Bayesian Target Zones
by Catherine S. Forbes & Paul Kofman
2000 Testing the Balassa-Samuelson Effect: Implications for Growth and PPP
by João Ricardo Faria & Miguel León-Ledesma [Downloadable!]
2000 Implicit Band within the Announced Exchange Rate Band
by Miklós Koren [Downloadable!]
2000 Very high interest rates and the cousin risks: Brazil during the Real Plan
by Márcio Gomes Pinto Garcia & Tatiana Didier [Downloadable!]
2000 How Much Does Trade and Financial Contagion Contribute to Currency Crises? The Case of Korea
by Duo Qin [Downloadable!]
2000 A Fundamental Theory of Exchange Rates and Direct Currency Trades
by Allen Head & Shouyong Shi
2000 Volatility and the Euro: an Irish perspective
by Cotter, John [Downloadable!]
2000 The mirage of floating exchange rates
by Reinhart, Carmen [Downloadable!]
2000 Political contagion in currency crises: A comment
by Reinhart, Carmen [Downloadable!]
2000 When does the Oil Price Affect the Norwegian Exchange Rate?
by Akram, Q.F.
2000 When Does the Oil Price Affect the Norwegian Exchange Rate?
by Qaisar Farooq Akram [Downloadable!]
2000 EMU, The Euro and The European Policy Mix
by Jonathan Coppel & Martine Durand & Ignazio Visco [Downloadable!]
2000 On the Desirability of a Regional Basket Currency Arrangement
by Eiji Ogawa & Takatoshi Ito [Downloadable!]
2000 Fear of Floating
by Guillermo A. Calvo & Carmen M. Reinhart [Downloadable!]
2000 The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap
by Lars E.O. Svensson [Downloadable!]
2000 The Credit Crunch in East Asia: What can Bank Excess Liquid Assets Tell us?
by P.R. Agenor & J. Aizenman & A. Hoffmaister [Downloadable!]
2000 International Capital Inflows, Domestic Financial Intermediation and Financial Crises under Imperfect Information
by Menzie D. Chinn & Kenneth M. Kletzer [Downloadable!]
2000 Verifiability and the Vanishing Intermediate Exchange Rate Regime
by Jeffrey Frankel & Sergio Schmukler & Luis Serven [Downloadable!]
2000 Fin de Siecle Real Interest Parity
by Eiji Fujii & Menzie D. Chinn [Downloadable!]
2000 Exchange Rate Regimes and Financial-Market Imperfections
by Joshua Aizenman & Ricardo Hausmann [Downloadable!]
2000 Price Level Convergence Among United States Cities: Lessons for the European Central Bank
by Stephen G. Cecchetti & Nelson C. Mark & Robert J. Sonora [Downloadable!]
2000 On the Fundamentals of Self-Fulfilling Speculative Attacks
by Craig Burnside & Martin Eichenbaum & Sergio T. Rebelo [Downloadable!]
2000 How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?
by Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh [Downloadable!]
2000 Bayesian Soft Target Zones
by Forbes, C.S. & Kofman, P. [Downloadable!]
2000 Exchange Rate Volatility and Macroeconomic Performance in Hong Kong
by Crosby, M. [Downloadable!]
2000 Le Currency Board : les contraintes de financement et d'ajustement de la convertibilité intégrale
by PONSOT, Jean-François [Downloadable!]
2000 Conditional Distributions in the Krugman Target Zone Model and Undeclared Narrower Bands
by Dirk Veestraeten [Downloadable!]
2000 Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period
by Katarina Juselius & Ronald MacDonald [Downloadable!]
2000 International Parity Relationships between Germany and the United States: A Joint Modelling Approach
by Katarina Juselius & Ronald MacDonald [Downloadable!]
2000 The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis
by Christian Pierdzioch [Downloadable!]
2000 Noise Traders'Trigger Rates, FX Options, and Smiles
by Christian Pierdzioch [Downloadable!]
2000 Exchange rate determination in India endogenising foreign capital flaws and some entities of monetary sector
by R.N. Agarwal [Downloadable!]
2000 The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates
by Philip R. Lane & Gian Maria Milesi-Ferretti [Downloadable!]
2000 Exchange Rate Regimes and Macroeconomic Stability: The Case of Sweden 1972-1996
by Bergvall, Anders [Downloadable!]
2000 A Positive Lyapunov Exponent in Swedish Exchange Rates?
by Bask, Mikael
2000 Customer trading and information in foreign exchange markets
by Bjonnes,H. & Rime,D. [Downloadable!]
2000 FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets
by Bjonnes,H. & Rime,D. [Downloadable!]
2000 Private or public information in foreign exchange markets? : an empirical analysis
by Rime,D. [Downloadable!]
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. [Downloadable!]
2000 The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap
by Svensson, Lars [Downloadable!]
2000 Money Shocks in a Small Open Economy with Dollarization, Factor Price Rigidities, and Nontradeables
by Sarajevs, Vadims [Downloadable!]
2000 Paper tigers? A model of the Asian crisis: Comment
by Nikolaus A. Siegfried & Vera Zitzmann [Downloadable!]
2000 FX trading and Exchange Rate Dynamics
by Martin Evans [Downloadable!]
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 Exchange Rate Volatility's Dependence on Different Degrees of Competition under Different Learning Rules. A Market Microstructur Approach.
by Wuthe, N.
2000 Nominal Debt and the Dynamics of Currency Crises
by Giancarlo Corsetti & Bartosz Mackowiak [Downloadable!]
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. [Downloadable!]
2000 Currency Conversion in the Anti-dumping Agreement
by Jong Bum Kim [Downloadable!]
2000 Appropriate Exchange Rate Regime in Developing Countries- The Case of Korea
by Choe Shick Chung & Doo Yong Yang [Downloadable!]
2000 The choice of exchange rate bands : balancing credibility and flexibility
by Cukierman, A. & Kiguel, M.A. & Leiderman, L. [Downloadable!]
2000 New multi-country evidence on purchasing power parity
by J.J.J. Groen [Downloadable!]
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 [Downloadable!]
2000 Taux dÕintŽrt et taux de change rŽel dans un modle ˆ horizons finis
by Karine GENTE [Downloadable!]
2000 A Multivariate I(2) Cointegration Analysis Of German Hyperinflation
by Dimitris Georgoutsos & George Kouretas [Downloadable!]
2000 Why was the Euro Weak? Markets and Policies
by Cohen, Daniel & Loisel, Olivier [Downloadable!]
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 [Downloadable!]
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 [Downloadable!]
2000 Exchange Rates and Trade: How Important is Hysteresis in Trade?
by Campa, José Manuel [Downloadable!]
2000 The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap
by Svensson, Lars E O [Downloadable!]
2000 On the Fundamentals of Self-Fulfilling Speculative Attacks
by Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio [Downloadable!]
2000 The Exchange Rate - A Shock-Absorber or Source of Shocks? A Study of Four Open Economies
by Artis, Michael J & Ehrmann, Michael [Downloadable!]
2000 The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates
by Lane, Philip R. & Milesi-Ferretti, Gian Maria [Downloadable!]
2000 Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns
by Vassalou, Maria [Downloadable!]
2000 Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate
by Caner, Mehmet & Kilian, Lutz [Downloadable!]
2000 Outsiders In Economic Integration: The Case of a Transition Economy
by Manzocchi, Stefano & Ottaviano, Gianmarco Ireo Paolo [Downloadable!]
2000 Optimal Currency Areas: Why Does The Exchange Rate Regime Matter?
by Buiter, Willem H [Downloadable!]
2000 Monetary Misconceptions: New and Old Paradigmata and Other Sad Tales
by Buiter, Willem H [Downloadable!]
2000 Ten Years of Transformation: Macroeconomic Lessons
by Wyplosz, Charles [Downloadable!]
2000 Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market
by Cheung, Yin-Wong & Chinn, Menzie D. [Downloadable!]
2000 Net Foreign Assets and the Exchange Rate: Redux Revived
by Michele Cavallo & Fabio Ghironi [Downloadable!]
2000 Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan [Downloadable!]
2000 Interest Rate Rules for Fixed Exchange Rate Regimes
by Gianluca Benigno & Pierpaolo Benigno & Fabio Ghironi [Downloadable!]
2000 The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test
by Natalya Delcoure & John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty [Downloadable!]
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 [Downloadable!]
2000 The Option of Financial Liberalisation for Emerging Markets
by de Brito, J.B.
2000 Leading Indicators of Currency Crises in Emerging Economies
by Burkart, O. & Coudert, V. [Downloadable!]
2000 Expectations and information in second generation currency crises models
by Massimo Sbracia & Andrea Zaghini [Downloadable!]
2000 Monetary Policy and Exchange Rate Behavior in the Fiscal Theory of the Price Level
by Javier Andrés & Fernando Ballabriga & Javier Vallés [Downloadable!]
2000 Modelling Risk Premiums in Equity and Foreign Exchange Markets
by Garcia, René & Kichian, Maral [Downloadable!]
2000 Quelques résultats empiriques relatifs à l'évolution du taux de change Canada/États-Unis
by Ramdane, Djoudad & Tessier, David [Downloadable!]
2000 The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables
by Nikola Gradojevic & Jing Yang [Downloadable!]
2000 International Financial Crises and Flexible Exchange Rates: Some Policy Lessons from Canada
by Murray, John & Mark Zelmer & Zahir Antia [Downloadable!]
2000 research articles : Devaluation of fixed exchange rates: optimal strategy in the presence of speculation
by Ivan Pastine [Downloadable!]
2000 A monetary analysis of the Drachma/ECU exchange rate determination, 1980-1991
by George Zis & Athanasios P. Papadopoulos [Downloadable!]
2000 The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study
by Ronald MacDonald & Jun Nagayasu [Downloadable!]
2000 Life at the Top: International Currencies in the 21st Century
by Benjamín J Cohen [Downloadable!]
2000 ¿Debe Chile Dolarizar?
by Juan Andrés Fontaine & Rodrigo Vergara [Downloadable!]
2000 Monetary Policy and Exchange Rate Choices for Mexico
by Agustín Carstens & Alejandro Werner [Downloadable!]
2000 The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study
by Ronald MacDonald & Jun Nagayasu [Downloadable!]
2000 Black Market Rates and Official Rates in Armenia: Evidence from Causality Tests in Alternative Regimes
by Nicholas Apergis [Downloadable!]
2000 The failure of the monetary exchange rate model for the Canadian-U.S. dollar
by David O. Cushman [Downloadable!]
2000 Credit market imperfections and exchange rate variability
by Wai-Ming Ho [Downloadable!]
2000 Quel role pour les controles des mouvements internationaux de capitaux ?
by Jean-Pierre Allegret [Downloadable!]
2000 Foreign exchange intervention (Pro and contra) : contra - there's no point in intervention to support the Euro
by Adam Posen [Downloadable!]
2000 Foreign exchange intervention (Pro and contra) : pro - the ECB should intervene to support the Euro
by Niels Thygesen [Downloadable!]
2000 The Eurosystem in the international monetary system : the European Monetary Union
by Tommaso Padoa-Schioppa [Downloadable!]
2000 The Choice of Exchange Rate Regime and Monetary Target in Highly Dollarized Economies
by Andrew Berg & Eduardo Borensztein [Downloadable!]
1999 What's on their mind : do exchange rate forecasters stick to theoretical models?
by Schröder, Michael & Dornau, Robert [Downloadable!]
1999 Exchange rate regimes and fiscal discipline in OECD countries
by Heinemann, Friedrich [Downloadable!]
1999 On Cash in Advance Constraints for Open Economies
by Arman M