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Journal of
Economic Literature (JEL) codes Top JEL F: International EconomicsF3: International FinanceF37: International Finance Forecasting and Simulation
This topic is covered by the following reading lists: Mondialisation
SOEP based publications
2009 Momentum in stock market returns, risk premia on foreign currencies and international financial integration by Thomas Nitschka [Downloadable!] 2009 Price discovery on traded inflation expectations: does the financial crisis matter? by Schulz, Alexander & Stapf, Jelena [Downloadable!] 2009 (I)rationality of Investors on Croatian Stock Market – Explaining the Impact of American Indices on Croatian Stock Market by Domagoj Sajter & Tomislav Ćorić [Downloadable!] 2009 On causal Relationships Between Exchange Rates and Fundamentals: Better Than You Think by Dimitris Christopoulos & Miguel A. León-Ledesma [Downloadable!] 2009 Time-Varying Currency Betas: Evidence from Developed and Emerging Markets by Prabhath Jayasinghe & Albert K. Tsui [Downloadable!] 2009 Identifying a Forward-Looking Monetary Policy in an Open Economy by Rokon Bhuiyan [Downloadable!] 2009 Consumption and Real Exchange Rates in Professional Forecasts by Michael B. Devereux & Gregor W. Smith & James Yetman [Downloadable!] 2009 Volatility Indexes seem to point to the Past by Schroeder, Gerhard [Downloadable!] 2009 Stochastic Dominance in Stock Market Special Days by Lonjid, Iveel [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 The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself by Ã’scar Jordà & Alan M. Taylor [Downloadable!] 2009 On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals by Philippe Bacchetta & Eric van Wincoop [Downloadable!] 2009 Consumption and Real Exchange Rates in Professional Forecasts by Michael B. Devereux & Gregor W. Smith & James Yetman [Downloadable!] 2009 Valuation Effects and the Dynamics of Net External Assets by Michael B. Devereux & Alan Sutherland [Downloadable!] 2009 Global Imbalances and Financial Fragility by Ricardo J. Caballero & Arvind Krishnamurthy [Downloadable!] 2009 External imbalances and collateral constraints in a two-country world by Eleni Iliopulos [Downloadable!] 2009 Financial Crisis And New Dimensions Of Liquidity Risk: Rethinking Prudential Regulation And Supervision by Elisabetta Gualandri & Andrea Landi & Valeria Venturelli [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 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 Reverse Shooting of Exchange Rates by Peijie Wang [Downloadable!] 2009 On economic evaluation of directional forecasts by Oliver Blaskowitz & Helmut Herwartz [Downloadable!] 2009 Estimating the Cost of Contributions to the IMF by Mark Weisbrot & David Rosnick [Downloadable!] 2009 Troubled Assets: The IMF's Latest Projections for Economic Growth in the Western Hemisphere by David Rosnick [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 Can Open Capital Markets Help Avoid Currency Crises? by Gus Garita & Chen Zhou [Downloadable!] 2009 Can Open Capital Markets Help Avoid Currency Crises? by Gus Garita & Chen Zhou [Downloadable!] 2009 The comovement between household loans and real activity by Wouter den Haan & Vincent Sterk [Downloadable!] 2009 The comovement between household loans and real activity by Wouter den Haan & Vincent Sterk [Downloadable!] 2009 On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals by Bacchetta, Philippe & van Wincoop, Eric [Downloadable!] 2009 Valuation Effects and the Dynamics of Net External Assets by Devereux, Michael B & Sutherland, Alan [Downloadable!] 2009 Securitization of Mortgage Debt, Asset Prices and International Risk Sharing by Mathias Hoffmann & Thomas Nitschka [Downloadable!] 2009 Capital Flows and Asset Prices by Kosuke Aoki & Gianluca Benigno & Nobuhiro Kiyotaki [Downloadable!] 2009 An Assessment of the Current Account Sustainability in Romania – An Inter-temporal Perspective by Dumitru, Ionut & Dumitru, Ionela [Downloadable!] 2009 The Foreign Direct Investments Entrance and its Impact into Countries in Transition (Case of Bosnia and Herzegovina) by Zeljko Maric [Downloadable!] 2009 Is it Risk? An Automated Approach to Explain the ex ante UIP Deviations of Brazil by Alex Luiz Ferreira. [Downloadable!] 2009 Increasing the efficiency of bond covenants: a proposal for the Italian market by Flavio Bazzana & Marco Palmieri [Downloadable!] 2009 Financial crisis and new dimensions of liquidity risk: rethinking prudential regulation and supervision by Elisabetta Gualandri & Andrea Landi & Valeria Venturelli [Downloadable!] 2008 Securitization of Mortgage Debt, Asset Prices and International Risk Sharing by Mathias Hoffmann & Thomas Nitschka [Downloadable!] 2008 DSGE Models and Central Banks by Tovar, Camilo Ernesto [Downloadable!] 2008 Forecast Evaluation of Explanatory Models of Financial Return Variability by Sucarrat, Genaro [Downloadable!] 2008 Sovereign bond market integration: the euro, trading platforms and globalization by Wolff, Guntram B. & Schulz, Alexander [Downloadable!] 2008 The Debt-adjusted Real Exchange Rate for China by Frait, Jan & Komárek, Luboš [Downloadable!] 2008 Equilibrium real exchange rate and misalignments : Lessons from a VAR-ECM model applied to Tunisia by Fatma Marrakchi Charfi [Downloadable!] 2008 The Co-integration of European Stock Markets after the Launch of the Euro by Jose Soares da Fonseca [Downloadable!] 2008 Can Good Events Lead to Bad Outcomes? Endogenous Banking Crises and Fiscal Policy Responses by Andrew Feltenstein & Céline Rochon [Downloadable!] 2008 Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH by Mardi Dungey & George Milunovich & Susan Thorp [Downloadable!] 2008 Monetary Transmission Mechanism in a Small Open Economy: A Bayesian Structural VAR Approach by Rokon Bhuiyan [Downloadable!] 2008 Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting by Nwaobi, Godwin [Downloadable!] 2008 Modeling extreme but plausible losses for credit risk: a stress testing framework for the Argentine Financial System by Gutierrez Girault, Matias Alfredo [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 A Small Open Economy DSGE Model for Pakistan by Haider, Adnan & Khan, Safdar Ullah [Downloadable!] 2008 Taylor Rules and the Euro by Tanya, Molodtsova & Nikolsko-Rzhevskyy, Alex & Papell, David [Downloadable!] 2008 Volatility Threshold Dynamic Conditional Correlations: An International Analysis by Maria Kasch & Massimiliano Caporin [Downloadable!] 2008 Inflation-Output Tradeoff as Equilibrium Outcome of Globalization by Alon Binyamini & Assaf Razin [Downloadable!] 2008 What Determines the Forward Exchange Rate of the Euro? by Costas Karfakis [Downloadable!] 2008 Trade and the External Wealth of Nations by André Lemelin [Downloadable!] 2008 Entry Mode Choice of Multinational Banks by Lehner, Maria [Downloadable!] 2008 Group versus Individual Lending in Microfinance by Lehner, Maria [Downloadable!] 2008 An International Rule System to Avoid Financial Instability by Horst Siebert [Downloadable!] 2008 Identification of New Keynesian Phillips Curves from a Global Perspective by Dees, Stephane & Pesaran, Hashem & Smith, L. Vanessa & Smith, Ron P. [Downloadable!] 2008 Unemployment and Real Exchange Rate Dynamics in Latin American Economies by Raimundo Soto [Downloadable!] 2008 Cost of Holding Excess Reserves: The Indian Experience by Abhijit Sen Gupta [Downloadable!] 2008 Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions by Eduardo Cavallo & Andrew Powell & Roberto Rigobon [Downloadable!] 2008 The Impact of Macroeconomic Factors on Risks in the Banking Sector: A Cross-Country Empirical Assessment by Olga Bohachova [Downloadable!] 2008 Testing directional forecast value in the presence of serial correlation by Oliver Blaskowitz & Helmut Herwartz [Downloadable!] 2008 Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns by Shiyi Chen & Kiho Jeong & Wolfgang K. Härdle [Downloadable!] 2008 Globalization, Transparency and Economic Growth: The Vulnerability of Chinese Firms to Macroeconomic Shocks by Oxelheim, Lars [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 A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets by Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi [Downloadable!] 2008 Currency Denomination of Bank Loans: Evidence from Small Firms in Transition Countries by Brown, M. & Ongena, S. & Yesin, P. [Downloadable!] 2008 Home Bias at the Fund Level by Hau, Harald & Rey, Hélène [Downloadable!] 2008 Why so Glum? The Meese-Rogoff Methodology Meets the Stock Market by Flood, Robert P & Rose, Andrew K [Downloadable!] 2008 Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model by Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu [Downloadable!] 2008 Unlocking the Value of Cross-Border Mergers and Acquisitions by Steven Brakman & Gus Garita & Harry Garretsen & Charles van Marrewijk [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 Equity Fund Ownership and the Cross-Regional Diversification of Household Risk by Sascha O. Becker & Mathias Hoffmann [Downloadable!] 2008 The single monetary policy and domestic macro-fundamentals: Evidence from Spain by Arghyrou, Michael G & Gadea, Maria Dolores [Downloadable!] 2008 Identification of New Keynesian Phillips Curves from a Global Perspective by Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P. [Downloadable!] 2008 The Yield Curve and its Relation with Economic Activity: The Mexican Case by Mario Reyna Cerecero & Diana Salazar Cavazos & Héctor Salgado Banda [Downloadable!] 2008 Experts´ Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts by Carlos Capistrán & Gabriel López-Moctezuma [Downloadable!] 2008 Direction of Change at the Bucharest Stock Exchange by Radu Lupu & Cristiana Tudor [Downloadable!] 2008 Volatility Spillovers between Equity and Currency Markets: Evidence from Major Latin American Countries by Lucía de las Nieves Morales [Downloadable!] 2008 The Optimal Demand For Foreign Exchange Reserves In Pakistan by JALIL, Abdul & BOKHARI, Sheharyar [Downloadable!] 2008 The turning black tide: energy prices and the Canadian dollar by Ramzi Issa & Robert Lafrance & John Murray [Downloadable!] 2007 International investment positions and exchange rate dynamics: a dynamic panel analysis by Binder, Michael & Offermanns, Christian J. [Downloadable!] 2007 Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data by Balázs Égert & Evžen Kocenda [Downloadable!] 2007 Das georgische Steuersystem im Transformationsprozess by Khokrishvili, Elguja [Downloadable!] 2007 Monetary Policy Transmission and the Phillips Curve in a Global Context by Ron Smith & M. Hashem Pesaran [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 Theory and Empirics of Real Exchange Rates in Developing Countries by Raimundo Soto & Ibrahim A. Elbadawi. [Downloadable!] 2007 International Banking and the Allocation of Risk by Claudia M. Buch & Gayle L. DeLong & Katja Neugebauer [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 What Drives Corporate Bond Market Betas? by Abhay Abhyankar & Angelica Gonzalez [Downloadable!] 2007 The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries by Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen [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 An Economic Evaluation of Empirical Exchange Rate Models by Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias [Downloadable!] 2007 Lessons from the 2007 Financial Crisis by Buiter, Willem H [Downloadable!] 2007 Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators by Virginie Coudert & Mathieu Gex [Downloadable!] 2007 What Have IMF Programs With Low-Income Countries Assumed About Aid Flows? by David Goldsbrough & Ben Elberger [Downloadable!] 2007 International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis by Michael Binder & Christian Offermanns [Downloadable!] 2007 International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis by Michael Binder & Christian J. Offermanns [Downloadable!] 2007 Indexed Sovereign Debt: a Survey and a Framework of Analysis by Guido Sandleris & Filippo Taddei [Downloadable!] 2007 Cross-Border Risk Transmission by a Multinational Bank by Alexis Derviz [Downloadable!] 2007 Politiques de liberalisation financiere et crises bancaires by Saoussen Ben Gamra & Dominique Plihon [Downloadable!] 2007 Monetary and Financial Integration in Asia: Introduction by Agnes Benassy-Quere & Valerie Mignon [Downloadable!] 2006 Financial Market Imperfections and the impact of exchange rate movements on exports by Berthou, Antoine & Berman, Nicolas [Downloadable!] 2006 Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility by Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H. [Downloadable!] 2006 Capital Account Liberalization And Exchange Rate Regime Choice, What Scope For Flexibility In Tunisia? by BEN ALI Mohamed Sami & & [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 Entry of Foreign Banks and their Impact on Host Countries by Maria Lehner & Monika Schnitzer [Downloadable!] 2006 South German Silver, European Textiles, and Venetian Trade with the Levant and Ottoman Empire, c. 1370 to c. 1720: A non-mercantilist approach by John H. Munro [Downloadable!] 2006 Macroeconometric Modelling with a Global Perspective by M. Hashem Pesaran & Ron Smith [Downloadable!] 2006 Exchange Rates and Fundamentals: Is there a Role for Nonlinearities in Real Time? by Yunus Aksoy & Kurmas Akdogan [Downloadable!] 2006 Structural versus Temporary Drivers of Country and Industry Risk by L. BAELE & K. INGHELBRECHT [Downloadable!] 2006 Nonlinear Links between Stock Returns and Exchange Rate Movements by Hartmann, Daniel & Pierdzioch, Christian [Downloadable!] 2006 Market characteristics and chaos dynamics in stock markets: an international comparison by Mattarocci, Gianluca [Downloadable!] 2006 Testing the Equilibrium Exchange Rate Model - Updated by Guilherme, Moura & Sergio, Da Silva [Downloadable!] 2006 How Law Affects Lending by Haselmann, Rainer & Pistor, Katharina & Vig, Vikrant [Downloadable!] 2006 The Purchasing Power Parity in The Maghreb Countries : A Nonlinear Perspective by Benbouziane, Mohamed & Benamar, abdelhak [Downloadable!] 2006 Approximately Normal Tests for Equal Predictive Accuracy in Nested Models by Kenneth D. West & Todd Clark [Downloadable!] 2006 Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach by Jae Kim & Param Silvapulle & Rob J. Hyndman [Downloadable!] 2006 Financial market imperfections and the impact of exchange rate movements on exports by Nicolas Berman & Antoine Berthou [Downloadable!] 2006 Entry of Foreign Banks and their Impact on Host Countries by Lehner, Maria & Schnitzer, Monika [Downloadable!] 2006 An Empirical Test of the Efficiency Hypothesis on the Renminbi NDF in Hong Kong Market by Hideki Izawa [Downloadable!] 2006 An Intertemporal Benchmark Model for Turkey’s Current Account by Ayla Ogus & Niloufer Sohrabji [Downloadable!] 2006 Predicting Sovereign Debt Crises Using Artificial Neural Networks: A Comparative Approach by Marco Fioramanti [Downloadable!] 2006 Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations by Dirk Baur & Brian M. Lucey [Downloadable!] 2006 Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms by Iwatsubo, Kentaro & Inagaki, Kazuyuki [Downloadable!] 2006 Chartist Trading in Exchange Rate Theory by Selander, Carina [Downloadable!] 2006 Profitability of simple trading strategies exploiting the forward premium bias in foreign exchange markets and the time premium in yield curves by Andres Vesilind [Downloadable!] 2006 Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan by Oscar Bernal [Downloadable!] 2006 What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey by Christian Dreger & Georg Stadtmann [Downloadable!] 2006 A New Explanatory Model for Policy Analysis and Evaluation by Marije Schouwstra & Michael Ellman [Downloadable!] 2006 Entry of Foreign Banks and their Impact on Host Countries by Lehner, Maria & Schnitzer, Monika [Downloadable!] 2006 Cross-Border Lending Contagion in Multinational Banks by Alexis Derviz & Jiri Podpiera [Downloadable!] 2006 The Economic Value of Distributional Timing by Eric Jondeau & Michael Rockinger [Downloadable!] 2006 United States Current Account Deficits: A Stochastic Optimal Control Analysis by Jerome L. Stein [Downloadable!] 2006 Macroeconometric Modelling with a Global Perspective by M. Hashem Pesaran & Ron P. Smith [Downloadable!] 2006 Monetary policy before and after the euro: Evidence from Greece by Arghyrou, Michael G [Downloadable!] 2006 Macroeconometric Modelling with a Global Perspective by Pesaran, M.H. & Smith, R. [Downloadable!] 2006 Emerging Markets, Financial Openness and Financial Development by Wei Huang [Downloadable!] 2006 Entry of Foreign Banks and their Impact on Host Countries by Maria Lehner & Monika Schnitzer [Downloadable!] 2006 Exchange Rates under the East Asian Dollar Standard: Living with Conflicted Virtue by Ronald I. McKinnon 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 Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach by William A. Barnett, Chang Ho Kwag [Downloadable!] 2006 Why have official rating agencies failed in the past, and will they in the future? by Marc Piazolo 2006 Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test" by Erdem Basci & Mehmet Caner & Gawon Yoon [Downloadable!] 2005 Robust Lessons about Practical Early Warning Systems by Sawischlewski, Katja & Menkhoff, Lukas & Beckmann, Daniela [Downloadable!] 2005 Study of Nonlinearities in the Dynamics of Exchange Rates: Is There Any Evidence of Chaos? by Vitaliy Vandrovych [Downloadable!] 2005 Proprietary Income, Entrepreneurial Risk and the Predictability of U.S. Stock Returns by Mathias Hoffmann [Downloadable!] 2005 International Financial Adjustment by Helene Rey & Pierre Olivier Gourinchas [Downloadable!] 2005 What Defines "News" in Foreign Exchange Markets? by Kathryn Dominguez & Freyan Panthaki [Downloadable!] 2005 Rational Fear of Floating: A Simple Model of Exchange Rates and Income Distribution by Hans Keiding & Mette J. Knudsen [Downloadable!] 2005 What Might the Next Emerging-Market Financial Crisis Look Like? by Morris Goldstein [Downloadable!] 2005 Robust Lessons about Practical Early Warning Systems by Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja [Downloadable!] 2005 Cross-border Risk Transmission by a Multinational Bank by Alexis Derviz [Downloadable!] 2005 Rational Inattention: A Solution to the Forward Discount Puzzle by Philippe Bacchetta & Eric van Wincoop [Downloadable!] 2005 Application of investment models in foreign exchange reserve management in Eesti Pank by Andres Vesilind & Toivo Kuus [Downloadable!] 2005 Foreign exchange option and returns based correlation forecasts - evaluation and two applications by Olli Castrén & Stefano Mazzotta [Downloadable!] 2005 Monitoring and Forecasting Currency Crises by Inoue, Atsushi & Rossi, Barbara [Downloadable!] 2005 Rational Inattention: A Solution to the Forward Discount Puzzle by Bacchetta, Philippe & van Wincoop, Eric [Downloadable!] 2005 International Financial Adjustment by Gourinchas, Pierre-Olivier & Rey, Hélène [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 Liquidez internacional e exportações brasileiras: 1960-2002 by Marco Flávio da Cunha Resende & Nara Rúbia Dante de Godoy [Downloadable!] 2005 The mix of international banks'foreign claims: determinants and implications by Alicia García-Herrero & María Soledad Martínez-Pería [Downloadable!] 2005 Efeito Da Abertura Comercial Na Variação Da Taxa De Câmbio Real Em Episódios De Sudden Stop by Enrico Vasconcelos & Maria Cristina Terra [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 Fluxos De Capitais E Componentes Macroecômicos: Análise De Inter-Relações Através Da Aplicação De Um Modelo De Vetores Auto-Regressivos (Var) by Alessandro Maia Pinheiro & Mário Miguel Amin [Downloadable!] 2005 The Us Treasury Market In August 1998: Untangling The Effects Og Hong Kong And Russia With High Frequency Data by Mardi Dungey & Charles Goodhart & Demosthenes Tambakis [Downloadable!] 2005 Procedural Model for Finance Strategy Simulation in International Businesses by Marin ANDREICA [Downloadable!] 2005 O padrão dos ciclos de crescimento da economia brasileira: 1947-2003 by Rezende, Marcos Flávio da Cunha [Downloadable!] 2005 Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test by Erdem Basci & Mehmet Caner [Downloadable!] 2005 Global Current Account Imbalances and Exchange Rate Adjustments by Maurice Obstfeld & Kenneth S. Rogoff [Downloadable!] 2005 Is the U.S. Current Account Deficit Sustainable? If Not, How Costly Is Adjustment Likely to Be? by Sebastian Edwards [Downloadable!] 2004 Why are Capital Flows so much more Volatile in Emerging than in Developed Countries? by Fernando Broner & Roberto Rigobon [Downloadable!] 2004 Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison by Mikael Petitjean & Pierre Giot 2004 Inflation Targeting and Q Volatility in Small Open Economies by Paul McNelis & Guay Lim [Downloadable!] 2004 Fixed Costs and FDI: The Conflicting Effects of Productivity Shocks by Assaf Razin & Yona Rubinstein & Efraim Sadka [Downloadable!] 2004 A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an application to Brazilian data by Roberto Rigobon & Marcio Garcia [Downloadable!] 2004 Inflation Targeting and Q Volatility in Small Open Economies by Paul D. McNelis & Guay C. Lim [Downloadable!] 2004 Exchange Rate Volatilities and Time-varying Risk Premium in East Asia by Chae-Shick Chung & Doo Yong Yang [Downloadable!] 2004 Powerful donors and foreign policy: The role of multilateral financial institutions by Espen Villanger [Downloadable!] 2004 Inserção internacional, arranjos financeiros e crescimento da economia brasileira: 1947-2003 by Marco Flávio da Cunha Resende [Downloadable!] 2003 Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey Data by Michel Beine & Agnes Benassy-Quere & Helene Colas [Downloadable!] 2002 Conditional Dependency of Financial Series: The Copula-GARCH Model by Eric Jondeau & Michael Rockinger [Downloadable!] 2001 An econometric approach to macroeconomic risk. A cross country study by Carrera, Jorge Eduardo & Cusolito , Ana Paula & Féliz , Mariano & Panigo , Demian [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 Conditional Dependency of Financial Series: An Application of Copulas by Rockinger, M. & Jondeau, E. 2001 Pouvoir predictif de la volatilite implicite dans le prix des options de change by Bronka Rzepkowski [Downloadable!] 2001 Conditional Dependency of Financial Series: An Application of Copulas by Rockinger, M. & Jondeau, E. [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 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. 1998 Network Effects and Welfare Cultures by Marianne Bertrand & Erzo Luttmer & Sendhil Mullainathan [Downloadable!] 1995 The Mexican intertemporal budget constraint: Persistent signals of an eventual collapse by Núñez, José A. & Urzúa, Carlos M. [Downloadable!] 1994 The determinants of commodity prices by Reinhart, Carmen & Borensztein, Eduardo [Downloadable!] 1992 The International Debt Crisis in Historical Perspective by Efectividad del Control a los Flujos de Capital: Un Reexamen Empírico de la Experiencia Reciente en Colombia by Hernán Rincón [Downloadable!]
This page was last updated on 2009-11-15.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
