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Rosen Valchev

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Ryan Chahrour & Rosen Valchev, 2018. "International Medium of Exchange: Privilege and Duty," 2018 Meeting Papers 317, Society for Economic Dynamics.

    Mentioned in:

    1. International Medium of Exchange: Privilege and Duty
      by Christian Zimmermann in NEP-DGE blog on 2018-10-10 14:52:26

Working papers

  1. Ryan Chahrour & Rosen Valchev, 2023. "The Dollar in an Era of International Retrenchment," NBER Working Papers 31405, National Bureau of Economic Research, Inc.

    Cited by:

    1. Felipe Benguria & Dennis Novy, 2025. "How to grow an invoicing currency: micro evidence from Argentina," CEP Discussion Papers dp2112, Centre for Economic Performance, LSE.
    2. Petroulakis, Filippos & Saidi, Farzad, 2026. "Shorting America: Europas finanzieller Hebel gegenüber den USA," Kiel Reports 7, Kiel Institute for the World Economy.
    3. Swapan-Kumar Pradhan & Eswar S. Prasad & Judit Temesvary, 2025. "Dollarization Waves: New Evidence from a Comprehensive International Bond Database," International Finance Discussion Papers 1429, Board of Governors of the Federal Reserve System (U.S.).
    4. Wang, Chenxi & Lu, Dong & E., Meihe & Mu, Yuhao & Peng, Yueqian, 2025. "Safe asset scarcity and multipolar international currency," Economics Letters, Elsevier, vol. 256(C).

  2. Ryan Chahrour & Vito Cormun & Pierre De Leo & Pablo Guerron-Quintana & Rosen Valchev, 2021. "Exchange Rate Disconnect Revisited," Boston College Working Papers in Economics 1041, Boston College Department of Economics, revised 12 May 2023.

    Cited by:

    1. Cormun, Vito & Ristolainen, Kim, 2024. "Exchange rate narratives," Bank of Finland Research Discussion Papers 11/2024, Bank of Finland.
    2. Calì, Massimiliano & Graciano, Simón Caicedo & Ghose, Devaki & Montfaucon, Angella Faith & Ruta, Michele, 2026. "Trade policy and exporters’ resilience: Evidence from Indonesia," Journal of Development Economics, Elsevier, vol. 179(C).
    3. Stein, Hillary, 2025. "Got milk? The effect of export price shocks on exchange rates," Journal of International Economics, Elsevier, vol. 155(C).
    4. Yang Yang & Ren Zhang, 2025. "Combining Proxies and Narrative Sign Restrictions: Revisiting the Effects of Technology Shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(5), pages 554-568, August.
    5. Liyu Dou & Paul Ho & Thomas A. Lubik, 2023. "Max-Share Misidentification," Working Paper 25-02, Federal Reserve Bank of Richmond.

  3. Susanto Basu & Giacomo Candian & Ryan Chahrour & Rosen Valchev, 2021. "Risky Business Cycles," Boston College Working Papers in Economics 1029, Boston College Department of Economics, revised 17 Sep 2024.

    Cited by:

    1. Granese, Antonio, 2026. "Two main business cycle shocks are better than one," Journal of Economic Dynamics and Control, Elsevier, vol. 182(C).
    2. Krivenko, Pavel, 2023. "Asset prices in a labor search model with confidence shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    3. Freund, L. B. & Lee, H. & Rendahl, P., 2022. "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation," Cambridge Working Papers in Economics 2251, Faculty of Economics, University of Cambridge.
    4. Andrew Y. Chen & Francisco Palomino, 2026. "An Irrelevance Theorem for Risk Aversion and Time-Varying Risk," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 61, August.
    5. Maćkowiak, Bartosz & Wiederholt, Mirko, 2023. "Rational inattention and the business cycle effects of productivity and news shocks," Working Paper Series 2827, European Central Bank.
    6. Francesco Bianchi & Giovanni Nicolo & Dongho Song, 2023. "Inflation and Real Activity over the Business Cycle," Finance and Economics Discussion Series 2023-038, Board of Governors of the Federal Reserve System (U.S.).
    7. Miescu, Mirela & Mumtaz, Haroon & Theodoridis, Konstantinos, 2024. "Non-linear Dynamics of Oil Supply News Shocks," Cardiff Economics Working Papers E2024/18, Cardiff University, Cardiff Business School, Economics Section.
    8. Dario Caldara & Chiara Scotti & Molin Zhong, 2021. "Macroeconomic and Financial Risks: A Tale of Mean and Volatility," International Finance Discussion Papers 1326, Board of Governors of the Federal Reserve System (U.S.).

  4. Cosmin L. Ilut & Rosen Valchev, 2020. "Economic Agents as Imperfect Problem Solvers," NBER Working Papers 27820, National Bureau of Economic Research, Inc.

    Cited by:

    1. Carstensen, Kai & Bachmann, Rüdiger & Schneider, Martin & Lautenbacher, Stefan, 2018. "Uncertainty is Change," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181572, Verein für Socialpolitik / German Economic Association.
    2. D'Acunto, Francesco & Hoang, Daniel & Weber, Michael, 2021. "Managing households' expectations with unconventional policies," Working Paper Series in Economics 148, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
    3. Bartosz Maćkowiak & Filip Matějka & Mirko Wiederholt, 2023. "Rational Inattention: A Review," Sciences Po Economics Publications (main) hal-03878692, HAL.
    4. Francesco D’Acunto & Daniel Hoang & Maritta Paloviita & Michael Weber, 2019. "IQ, Expectations, and Choice," NBER Working Papers 25496, National Bureau of Economic Research, Inc.
    5. Philippe Andrade & Erwan Gautier & Eric Mengus, 2021. "What Matters in Households' Inflation Expectations?," CESifo Working Paper Series 9005, CESifo.
    6. Bruno Albuquerque & Georgina Green, 2022. "Financial concerns and the marginal propensity to consume in Covid times: evidence from UK survey data," Bank of England Staff Working Paper series 965, Bank of England.
    7. Yang Hao, 2023. "Financial Market with Learning from Price under Knightian Uncertainty," Working Papers hal-03686748, HAL.
    8. Nimark, Kristoffer P. & Sundaresan, Savitar, 2019. "Inattention and belief polarization," Journal of Economic Theory, Elsevier, vol. 180(C), pages 203-228.
    9. D'Acunto, Francesco & Hoang, Daniel & Paloviita, Maritta & Weber, Michael, 2019. "Human frictions in the transmission of economic policy," Working Paper Series in Economics 128, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
    10. Hackethal, Andreas & Hanspal, Tobin & Hartzmark, Samuel M. & Bräuer, Konstantin, 2024. "Educating investors about dividends," CFS Working Paper Series 725, Center for Financial Studies (CFS).
    11. Artem Kuriksha, 2021. "An Economy of Neural Networks: Learning from Heterogeneous Experiences," Papers 2110.11582, arXiv.org.
    12. Hassan Afrouzi, 2020. "Strategic Inattention, Inflation Dynamics, and the Non-Neutrality of Money," CESifo Working Paper Series 8218, CESifo.
    13. Chen Lian, 2023. "Mistakes in Future Consumption, High MPCs Now," American Economic Review: Insights, American Economic Association, vol. 5(4), pages 563-581, December.
    14. Chen Lian, 2021. "Mistakes in Future Consumption, High MPCs Now," NBER Working Papers 29517, National Bureau of Economic Research, Inc.
    15. George-Marios Angeletos & Karthik Sastry, 2019. "Inattentive Economies," NBER Working Papers 26413, National Bureau of Economic Research, Inc.
    16. Hackethal, Andreas & Hanspal, Tobin & Hartzmark, Samuel M. & Bräuer, Konstantin, 2024. "Educating investors about dividends," SAFE Working Paper Series 420, Leibniz Institute for Financial Research SAFE.

  5. Ryan Chahrour & Rosen Valchev, 2018. "International Medium of Exchange: Privilege and Duty," 2018 Meeting Papers 317, Society for Economic Dynamics.

    Cited by:

    1. Gita Gopinath & Jeremy C. Stein, 2018. "Banking, Trade, and the making of a Dominant Currency," NBER Working Papers 24485, National Bureau of Economic Research, Inc.
    2. Eren, Egemen & Malamud, Semyon, 2018. "Dominant Currency Debt," CEPR Discussion Papers 13391, Centre for Economic Policy Research.
    3. Eren, Egemen & Malamud, Semyon, 2022. "Dominant currency debt," Journal of Financial Economics, Elsevier, vol. 144(2), pages 571-589.
    4. Gourinchas, Pierre-Olivier & Rey, Hélène & Sauzet, Maxime, 2019. "The International Monetary and Financial System," CEPR Discussion Papers 13714, Centre for Economic Policy Research.
    5. Rosen Valchev, 2017. "Bond Convenience Yields and Exchange Rate Dynamics," Boston College Working Papers in Economics 943, Boston College Department of Economics.
    6. Konstantin Egorov & Dmitry Mukhin, 2019. "Optimal Monetary Policy under Dollar Pricing," 2019 Meeting Papers 1510, Society for Economic Dynamics.
    7. Vania Stavrakeva & Jenny Tang, 2018. "The dollar during the global recession: US monetary policy and the exorbitant duty," Working Papers 18-10, Federal Reserve Bank of Boston.
    8. Maggiori, Matteo, 2021. "International Macroeconomics With Imperfect Financial Markets," SocArXiv z8g6r, Center for Open Science.
    9. Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2020. "Dollar Safety and the Global Financial Cycle," NBER Working Papers 27682, National Bureau of Economic Research, Inc.
    10. Farhi, Emmanuel & Maggiori, Matteo, 2019. "China vs. U.S.: IMS Meets IPS," CEPR Discussion Papers 13453, Centre for Economic Policy Research.
    11. Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2018. "The Rise of the Dollar and Fall of the Euro as International Currencies," CEPR Discussion Papers 13410, Centre for Economic Policy Research.
    12. Liu, Tao & Lu, Dong & Woo, Wing Thye, 2019. "Trade, finance and international currency," Journal of Economic Behavior & Organization, Elsevier, vol. 164(C), pages 374-413.
    13. Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2018. "International Currencies and Capital Allocation," CEPR Discussion Papers 12973, Centre for Economic Policy Research.

  6. Filippo De Marco & Marco Macchiavelli & Rosen Valchev, 2018. "Beyond Home Bias: Portfolio Holdings and Information Heterogeneity," Boston College Working Papers in Economics 942, Boston College Department of Economics.

    Cited by:

    1. Vania Stavrakeva & Jenny Tang, 2020. "A Fundamental Connection: Exchange Rates and Macroeconomic Expectations," Working Papers 20-20, Federal Reserve Bank of Boston.
    2. Carpio, Ronaldo & Guo, Meixin & Liu, Yuan & Pyun, Ju Hyun, 2021. "Wealth heterogeneity, information acquisition and equity home bias: Evidence from U.S. household surveys of consumer finance," Journal of Banking & Finance, Elsevier, vol. 126(C).

  7. Rosen Valchev, 2017. "Dynamic Information Acquisition and Portfolio Bias," Boston College Working Papers in Economics 941, Boston College Department of Economics.

    Cited by:

    1. Rosen Valchev, 2019. "Beyond Home Bias: Portfolio Holdings and Information Heterogeneity," 2019 Meeting Papers 1439, Society for Economic Dynamics.

  8. Rosen Valchev, 2017. "Dynamic Information Acquisition and Home Bias in Portfolios," 2017 Meeting Papers 1486, Society for Economic Dynamics.

    Cited by:

    1. Holland, Sara B. & Sarkissian, Sergei & Schill, Michael J. & Warnock, Francis E., 2024. "Nonlinearities and a pecking order in cross-border investment," Journal of Banking & Finance, Elsevier, vol. 166(C).

  9. Rosen Valchev, 2017. "Bond Convenience Yields and Exchange Rate Dynamics," Boston College Working Papers in Economics 943, Boston College Department of Economics.

    Cited by:

    1. Marwil J. Davila-Fernandez & Serena Sordi, 2025. "FX-constrained growth: Fundamentalists, chartists and the dynamic trade-multiplier," Papers 2508.02252, arXiv.org.
    2. Maurice Obstfeld & Haonan Zhou, 2023. "The Global Dollar Cycle," NBER Working Papers 31004, National Bureau of Economic Research, Inc.
    3. Kolasa, Marcin & Ravgotra, Sahil & Zabczyk, Pawel, 2025. "Monetary policy and exchange rate dynamics in a behavioral open economy model," Journal of International Economics, Elsevier, vol. 155(C).
    4. Adrian, Tobias & Xie, Peichu, 2020. "The Non-U.S. Bank Demand for U.S. Dollar Assets," CEPR Discussion Papers 14437, Centre for Economic Policy Research.
    5. Robert J. Hodrick & Tuomas Tomunen, 2018. "Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications," NBER Working Papers 25092, National Bureau of Economic Research, Inc.
    6. Michael B. Devereux & Charles Engel & Steve Pak Yeung Wu, 2026. "Collateral Advantage: Exchange Rates, Capital Flows, and Global Cycles," CESifo Working Paper Series 13008, CESifo.
    7. Bacchetta, Philippe & van Wincoop, Eric, 2021. "Puzzling exchange rate dynamics and delayed portfolio adjustment," Journal of International Economics, Elsevier, vol. 131(C).
    8. Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global trends in interest rates," Staff Reports 866, Federal Reserve Bank of New York.
    9. Gernot J. Müller & Martin Wolf & Thomas Hettig, 2024. "Delayed Overshooting: The Case for Information Rigidities," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(3), pages 310-342, July.
    10. Iwata, Yasuharu, 2026. "Public Signal Discounting: Fiscal Policy, Exchange Rates, and Firm-Level Decisions in Japan," MPRA Paper 129006, University Library of Munich, Germany.
    11. Philippe Bacchetta & Kenza Benhima & Jean-Paul Renne, 2022. "Understanding Swiss real interest rates in a financially globalized world," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-17, December.
    12. Candian, Giacomo, 2019. "Information frictions and real exchange rate dynamics," Journal of International Economics, Elsevier, vol. 116(C), pages 189-205.
    13. Itskhoki, Oleg & Mukhin, Dmitry, 2021. "Exchange rate disconnect in general equilibrium," LSE Research Online Documents on Economics 112140, London School of Economics and Political Science, LSE Library.
    14. Ambrogio Cesa-Bianchi & Michael Kumhof & Andrej Sokol & Gregory Thwaites, 2019. "Towards a new monetary theory of exchange rate determination," Bank of England Staff Working Paper series 817, Bank of England.
    15. Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2021. "Foreign Safe Asset Demand and the Dollar Exchange Rate," Journal of Finance, American Finance Association, vol. 76(3), pages 1049-1089, June.
    16. Kabaca, Serdar & Maas, Renske & Mavromatis, Kostas & Priftis, Romanos, 2023. "Optimal quantitative easing in a monetary union," European Economic Review, Elsevier, vol. 152(C).
    17. Michael B. Devereux & Charles Engel & Steve Pak Yeung Wu, 2023. "Collateral Advantage: Exchange Rates, Capital Flows, and Global Cycles," NBER Working Papers 31164, National Bureau of Economic Research, Inc.
    18. Hanno Lustig & Andreas Stathopoulos & Adrien Verdelhan, 2019. "The Term Structure of Currency Carry Trade Risk Premia," American Economic Review, American Economic Association, vol. 109(12), pages 4142-4177, December.
    19. António Afonso & José Alves & Wojciech Grabowski & Sofia Monteiro, 2025. "Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants," CESifo Working Paper Series 11667, CESifo.
    20. Cerutti, Eugenio M. & Obstfeld, Maurice & Zhou, Haonan, 2021. "Covered interest parity deviations: Macrofinancial determinants," Journal of International Economics, Elsevier, vol. 130(C).
    21. David Alaminos & M. Belén Salas & Manuel Á. Fernández-Gámez, 2023. "Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 10(1), pages 1-21, December.
    22. Du, Wenxin & Im, Joanne & Schreger, Jesse, 2018. "The U.S. Treasury Premium," Journal of International Economics, Elsevier, vol. 112(C), pages 167-181.
    23. Federico Favaretto, 2023. "Exchange Rates and Government Debt," BAFFI CAREFIN Working Papers 23198, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    24. Konya, Istvan & Maduko, Franklin, 2020. "Interest premium and external position: A state dependent approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
    25. Tabova, Alexandra & Warnock, Francis E., 2026. "Preferred habitats and timing in the world’s safe asset," Journal of International Economics, Elsevier, vol. 161(C).
    26. Simiso Msomi & Harold Ngalawa, 2024. "The Monetary Model of Exchange Rate Determination for South Africa," Economies, MDPI, vol. 12(8), pages 1-16, August.
    27. Marcos Mac Mullen, 2026. "Fiscal Policy, Portfolio Frictions, and International Transmission," International Finance Discussion Papers 1439, Board of Governors of the Federal Reserve System (U.S.).
    28. Vania Stavrakeva & Jenny Tang, 2020. "A Fundamental Connection: Exchange Rates and Macroeconomic Expectations," Working Papers 20-20, Federal Reserve Bank of Boston.
    29. Wenxin Du & Ritt Keerati & Jesse Schreger, 2025. "Decoupling Dollar and Treasury Privilege," International Finance Discussion Papers 1427, Board of Governors of the Federal Reserve System (U.S.).
    30. Kim, Daehwan & Moneta, Fabio, 2021. "Long-term foreign exchange risk premia and inflation risk," International Review of Financial Analysis, Elsevier, vol. 78(C).
    31. Heipertz, Jonas & Mihov, Ilian & Santacreu, Ana Maria, 2022. "Managing macroeconomic fluctuations with flexible exchange rate targeting," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
    32. Sanjay R. Singh & Pablo Cuba-Borda, 2019. "Understanding Persistent Stagnation," Working Papers 329, University of California, Davis, Department of Economics.
    33. Javier Bianchi & Saki Bigio & Charles Engel, 2022. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," Working Papers 182, Peruvian Economic Association.
    34. Ostry, D. A., 2023. "Tails of Foreign Exchange-at-Risk (FEaR)," Cambridge Working Papers in Economics 2343, Faculty of Economics, University of Cambridge.
    35. Na, Seunghoon & Xie, Yinxi, 2025. "Expectations and the UIP puzzles when foresight is limited," Journal of International Economics, Elsevier, vol. 158(C).
    36. Gaglianone, Wagner Piazza & Marins, Jaqueline Terra Moura & Vicente, José Valentim Machado, 2026. "When low rates speak loud: Exchange rate dynamics under different interest rate regimes," International Economics, Elsevier, vol. 186(C).
    37. Menzie D. Chinn & Hiro Ito, 2023. "Measuring Financial Integration: More Data, More Countries, More Expectations," NBER Working Papers 31505, National Bureau of Economic Research, Inc.
    38. Ryan Chahrour & Vito Cormun & Pierre De Leo & Pablo Guerron-Quintana & Rosen Valchev, 2021. "Exchange Rate Disconnect Revisited," Boston College Working Papers in Economics 1041, Boston College Department of Economics, revised 12 May 2023.
    39. Ferrari Minesso, Massimo & Siena, Daniele, 2026. "Private money and public debt. U.S. Stablecoins and the global safe asset channel," Working Paper Series 3174, European Central Bank.
    40. Sami Alpanda & Serdar Kabaca, 2025. "Portfolio Rebalancing Channel and the Effects of Large-Scale Stock and Bond Purchases," Staff Working Papers 25-38, Bank of Canada.
    41. Yildirim, Zekeriya, 2022. "Global financial risk, the risk-taking channel, and monetary policy in emerging markets," Economic Modelling, Elsevier, vol. 116(C).
    42. Jiang, Zhengyang, 2021. "US Fiscal cycle and the dollar," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 91-106.
    43. Rehim Kılıç, 2023. "Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy," Finance and Economics Discussion Series 2023-074, Board of Governors of the Federal Reserve System (U.S.).
    44. Franz, Thorsten, 2020. "Central bank information shocks and exchange rates," Discussion Papers 13/2020, Deutsche Bundesbank.
    45. Engel, Charles, 2020. "Safe U.S. Assets and U.S. Capital Flows," Journal of International Money and Finance, Elsevier, vol. 102(C).
    46. Yung, Julieta, 2021. "Can interest rate factors explain exchange rate fluctuations?," Journal of Empirical Finance, Elsevier, vol. 61(C), pages 34-56.
    47. Wenxin Du & Joanne Im & Jesse Schreger, 2017. "The U.S. Treasury Premium," NBER Working Papers 23759, National Bureau of Economic Research, Inc.
    48. Nenova, Tsvetelina, 2025. "Global or regional safe assets: evidence from bond substitution patterns," Working Paper Series 3159, European Central Bank.
    49. Oleg Itskhoki & Dmitry Mukhin, 2025. "Mussa Puzzle Redux," Econometrica, Econometric Society, vol. 93(1), pages 1-39, January.
    50. Charles Engel & Steve Pak Yeung Wu, 2018. "Liquidity and Exchange Rates: An Empirical Investigation," NBER Working Papers 25397, National Bureau of Economic Research, Inc.
    51. Darvas, Zsolt & Schepp, Zoltán, 2024. "Exchange rates and fundamentals: Forecasting with long maturity forward rates," Journal of International Money and Finance, Elsevier, vol. 143(C).
    52. Janus, Jakub, 2025. "Global financial risk and uncovered interest parity premia in Central and Eastern Europe," Economic Modelling, Elsevier, vol. 148(C).
    53. Liu, Yang, 2023. "Government debt and risk premia," Journal of Monetary Economics, Elsevier, vol. 136(C), pages 18-34.
    54. Cooke, Dudley & Kara, Engin, 2022. "The role of heterogeneity in price rigidities for delayed nominal exchange rate overshooting," Journal of International Money and Finance, Elsevier, vol. 120(C).
    55. Bacchetta, Philippe & Chikhani, Pauline, 2020. "On the Weakness of the Swedish Krona," CEPR Discussion Papers 15468, Centre for Economic Policy Research.
    56. Wang, Chenxi, 2023. "A model of international currency with private information," Journal of International Money and Finance, Elsevier, vol. 131(C).
    57. Georgios Georgiadis & Gernot J. Müller & Ben Schumann, 2023. "Dollar Trinity and the Global Financial Cycle," Discussion Papers of DIW Berlin 2058, DIW Berlin, German Institute for Economic Research.
    58. Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2024. "Global risk and the dollar," Journal of Monetary Economics, Elsevier, vol. 144(C).
    59. Du, Wenxin & Keerati, Ritt & Schreger, Jesse, 2025. "Decoupling Dollar and Treasury Privilege," SocArXiv 7u9kn_v1, Center for Open Science.
    60. Bansal, Ravi & Miller, Shane & Song, Dongho & Yaron, Amir, 2021. "The term structure of equity risk premia," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1209-1228.
    61. Zhengyang Jiang, 2019. "US Fiscal Cycle and the Dollar," 2019 Meeting Papers 667, Society for Economic Dynamics.
    62. Jiang, Zhengyang & Richmond, Robert J., 2023. "Origins of international factor structures," Journal of Financial Economics, Elsevier, vol. 147(1), pages 1-26.
    63. Aleksandra Babii, 2019. "Exchange Rates Co-movement and International Trade," 2019 Meeting Papers 1150, Society for Economic Dynamics.
    64. Zhengyang Jiang & Hanno Lustig & Mindy Xiaolan & Stijn Van Nieuwerburgh, 2019. "Government Risk Premium Puzzle," 2019 Meeting Papers 437, Society for Economic Dynamics.
    65. Mikhail Chernov & Magnus Dahlquist, 2023. "Currency Risk Premiums: A Multi-Horizon Perspective," Foundations and Trends(R) in Finance, now publishers, vol. 14(1), pages 1-60, November.

  10. Cosmin Ilut & Rosen Valchev & Nicolas Vincent, 2016. "Paralyzed by Fear: Rigid and Discrete Pricing under Demand Uncertainty," Boston College Working Papers in Economics 940, Boston College Department of Economics.

    Cited by:

    1. Guojun He & Jeffrey T. LaFrance & Jeffrey M. Perloff & Richard Volpe, 2024. "How do Everyday-Low-Price Supermarkets Adjust Their Prices?," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 64(1), pages 117-146, February.
    2. Xu, Xiangyun & Li, Xing & Meng, Jie & Hu, Xueqi & Ge, Yingfan, 2024. "The impact of the tail risk of demand on corporate investment: Evidence from Chinese manufacturing firms," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
    3. Rebelo, Sergio & Santana, Miguel & Teles, Pedro, 2025. "Behavioral sticky prices," Journal of Monetary Economics, Elsevier, vol. 155(S).
    4. Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
    5. Cosmin Ilut & Rosen Valchev & Nicolas Vincent, 2020. "Paralyzed by Fear: Rigid and Discrete Pricing Under Demand Uncertainty," Econometrica, Econometric Society, vol. 88(5), pages 1899-1938, September.
    6. Diego Aparicio & Roberto Rigobon, 2020. "Quantum Prices," NBER Working Papers 26646, National Bureau of Economic Research, Inc.
    7. Olivier Coibion & Yuriy Gorodnichenko & Tiziano Ropele, 2018. "Inflation Expectations and Firm Decisions: New Causal Evidence," NBER Working Papers 25412, National Bureau of Economic Research, Inc.
    8. Martin Harding & Jesper Lindé & Mathias Trabandt, 2022. "Understanding Post-COVID Inflation Dynamics," Staff Working Papers 22-50, Bank of Canada.
    9. Michael Reiter & Adrian Wende, 2024. "Generalized Rotemberg Price-Setting," CESifo Working Paper Series 11297, CESifo.
    10. Michelacci, Claudio & Paciello, Luigi, 2017. "Ambiguous Policy Announcements," CEPR Discussion Papers 11754, Centre for Economic Policy Research.
    11. Canales, Mario & Lopez-Martin, Bernabe, 2024. "Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata," Economic Modelling, Elsevier, vol. 139(C).
    12. Ogawa, Shogo, 2022. "Survey of non-Walrasian disequilibrium economic theory," MPRA Paper 115011, University Library of Munich, Germany.
    13. Axelle Ferriere & Anastasios Karantounias, 2019. "Fiscal Austerity in Ambiguous Times," PSE-Ecole d'économie de Paris (Postprint) halshs-02084280, HAL.
    14. Radoslaw Paluszynski & Pei Cheng Yu, 2023. "Commitment versus Flexibility and Sticky Prices: Evidence from Life Insurance," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 99-122, July.
    15. Matthew Fink & Jonathan Hambur, 2026. "Shifts in Australian Price-setting Behaviour around Large Shocks," RBA Research Discussion Papers rdp2026-02, Reserve Bank of Australia.
    16. Staffa, Ruben Marek, 2023. "Macroeconomic effects from sovereign risk vs. Knightian uncertainty," IWH Discussion Papers 27/2023, Halle Institute for Economic Research (IWH).
    17. Boaz Abramson & Job Boerma & Diego Daruich & Aleh Tsyvinski, 2026. "The Macroeconomics of Intergenerational Mental Health Dynamics," Cowles Foundation Discussion Papers 2528, Cowles Foundation for Research in Economics, Yale University.
    18. Stéphane Dupraz, 2017. "A Kinked-Demand Theory of Price Rigidity," Working papers 656, Banque de France.
    19. Aparicio, Diego & Rigobon, Roberto, 2023. "Quantum prices," Journal of International Economics, Elsevier, vol. 143(C).
    20. Luo, Yulei & Nie, Jun & Wang, Xiaowen & Young, Eric R., 2025. "Production and inventory dynamics under ambiguity aversion," Journal of Monetary Economics, Elsevier, vol. 152(C).
    21. Ilut, Cosmin & Saijo, Hikaru, 2021. "Learning, confidence, and business cycles," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 354-376.
    22. Cosmin Ilut & Rosen Valchev, 2024. "Learning Optimal Behavior Through Reasoning and Experiences," Papers 2403.18185, arXiv.org.
    23. Jean-Paul L'Huillier & Gregory Phelan, 2023. "Can Supply Shocks Be Inflationary with a Flat Phillips Curve?," Working Papers 23-36, Federal Reserve Bank of Cleveland.
    24. Artem Kuriksha, 2021. "An Economy of Neural Networks: Learning from Heterogeneous Experiences," Papers 2110.11582, arXiv.org.
    25. Timothy J. Richards, 2022. "Agribusiness and policy failures," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 44(1), pages 350-363, March.
    26. Carmen-Elena Dorobat & Matthew McCaffrey & Nicolai J. Foss & Peter G. Klein, 2026. "Knightian Uncertainty in Entrepreneurship Research: Retrospect and Prospect," Entrepreneurship Theory and Practice, , vol. 50(1), pages 192-230, January.
    27. Philip Bunn & Nicholas Bloom & Craig Menzies & Paul Mizen & Gregory Thwaites & Ivan Yotzov, 2026. "State- and time-dependent pricing," Bank of England Staff Working Paper series 1166, Bank of England.
    28. Maximilian Blesch & Philipp Eisenhauer, 2023. "Robust Decision-Making under Risk and Ambiguity," Rationality and Competition Discussion Paper Series 463, CRC TRR 190 Rationality and Competition.
    29. Cosmin L. Ilut & Rosen Valchev, 2020. "Economic Agents as Imperfect Problem Solvers," NBER Working Papers 27820, National Bureau of Economic Research, Inc.
    30. Richards, Timothy, 2025. "Market Concentration and Resilience in Agricultural Supply Chains," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO 361139, Agricultural and Applied Economics Association.
    31. Michelacci, Claudio & Paciello, Luigi, 2020. "Aggregate Risk or Aggregate Uncertainty? Evidence from UK Households," CEPR Discussion Papers 14557, Centre for Economic Policy Research.
    32. Hahn, Volker & Marenčák, Michal, 2020. "Price points and price dynamics," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 127-144.
    33. Chen, Cheng & Senga, Tatsuro & Sun, Chang & Zhang, Hongyong, 2023. "Uncertainty, imperfect information, and expectation formation over the firm’s life cycle," Journal of Monetary Economics, Elsevier, vol. 140(C), pages 60-77.
    34. Barbara Rudolf & Pascal Seiler, 2022. "Price setting before and during the pandemic: evidence from Swiss consumer prices," Working Papers 2022-12, Swiss National Bank.
    35. Maximilian Blesch & Philipp Eisenhauer, 2021. "Robust Decision-Making Under Risk and Ambiguity," ECONtribute Discussion Papers Series 104, University of Bonn and University of Cologne, Germany.
    36. James Costain & Anton Nakov, 2019. "Logit Price Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(1), pages 43-78, February.

  11. Rosen Valchev, 2015. "Exchange Rates and UIP Violations at Short and Long Horizons," 2015 Meeting Papers 1446, Society for Economic Dynamics.

    Cited by:

    1. Sarita Bunsupha, 2018. "Extrapolative Beliefs and Exchange Rate Markets," PIER Discussion Papers 84, Puey Ungphakorn Institute for Economic Research.
    2. Alpanda, Sami & Aysun, Uluc & Kabaca, Serdar, 2024. "International portfolio rebalancing and fiscal policy spillovers," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).
    3. Charles Engel, 2015. "Exchange Rates, Interest Rates, and the Risk Premium," NBER Working Papers 21042, National Bureau of Economic Research, Inc.
    4. Özmen, M. Utku & Yılmaz, Erdal, 2017. "Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”," Emerging Markets Review, Elsevier, vol. 33(C), pages 173-188.
    5. Serdar Kabaca, 2016. "Quantitative Easing in a Small Open Economy: An International Portfolio Balancing Approach," Staff Working Papers 16-55, Bank of Canada.
    6. Eren, Egemen & Malamud, Semyon, 2022. "Dominant currency debt," Journal of Financial Economics, Elsevier, vol. 144(2), pages 571-589.
    7. M. Utku Ozmen & Erdal Yilmaz, 2016. "Co-movement of Exchange Rates with Interest Rate Differential, Risk Premium and FED Policy in �Fragile Economies�," Working Papers 1621, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

Articles

  1. Rosen Valchev, 2020. "Bond Convenience Yields and Exchange Rate Dynamics," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 124-166, April.
    See citations under working paper version above.
  2. Cosmin Ilut & Rosen Valchev & Nicolas Vincent, 2020. "Paralyzed by Fear: Rigid and Discrete Pricing Under Demand Uncertainty," Econometrica, Econometric Society, vol. 88(5), pages 1899-1938, September.
    See citations under working paper version above.Sorry, no citations of articles recorded.
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