Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2022

• Dessie Ambaw & Madhavi Pundit & Arief Ramayandi & Nicholas Sim, 2022, "Real Exchange Rate Misalignment and Business Cycle Fluctuations in Asia and the Pacific," ADB Economics Working Paper Series, Asian Development Bank, number 651, Mar.
• Martin Davies & Marcel Schröder, 2022, "A Simple Model of Internal and External Balance for Resource-Rich Developing Countries," ADB Economics Working Paper Series, Asian Development Bank, number 660, May.
• Martin Davies & Marcel Schröder, 2022, "The Path to Kina Convertibility: An Analysis of Papua New Guinea’s Foreign Exchange Market," ADB Economics Working Paper Series, Asian Development Bank, number 663, Jun.
• Mesbah Sharaf & Abdelhalem Shahen, 2022, "Asymmetric Impact of Real Effective Exchange Rate Changes on Domestic Output Revisited: Evidence from Egypt," Working Papers, University of Alberta, Department of Economics, number 2022-06, Mar.
• Yakup Arı, 2022, "USD/TRY and foreign banks in Turkey: Evidence by TVP-VAR," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 67, pages 5-26.
• Cuneyt Dumrul & Kerem Hulusi Gokalp, 2022, "The Effect of Exchange Rate Volatility on Export: An Econometric Analysis for the Turkish Economy (Döviz Kuru Oynaklığının İhracata Etkisi: Türkiye Ekonomisi İçin Ekonometrik Bir Analiz)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 13, issue 1, pages 11-30.
• Jooyung Lee, 2022, "Analysis of Dollarization Hysteresis among North Korean Consumers," East Asian Economic Review, Korea Institute for International Economic Policy, volume 26, issue 4, pages 279-304, DOI: 10.11644/KIEP.EAER.2022.26.4.414.
• Mohsen Bahmani-Oskooee & Muhammad Aftab, 2022, "Who Has Benefitted from Malaysia-Pakistan Free Trade Agreement? An Industry Level Analysis," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 47, issue 2, pages 20-38.
• Myoung Shik Choi & Hun Dae Lee, 2022, "A Study on the Effects of Multinational Production on Global and Domestic Value Chains Following Trade Restructuring and Corresponding International Economic Policies," Working Papers, Korea Institute for International Economic Policy, number 22-2, Aug.
• Mahdi Aminirad & Nader Mehregan & Abolfazl Shahabadi & Davood Jafariseresht, 2022, "Risk Preferences and Currency Crisis in the Iran's economy- Markov Switching Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 2, pages 59-88.
• Carlos Bruno Delgadillo Chavarría, 2022, "Contraste de la condición Marshall-Lerner y la presencia de la Curva J para el caso boliviano durante el periodo 2003-2019," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 37, pages 113-157.
• Ngo Thai HUNG, 2022, "Re-Study on Dynamic Connectedness between Macroeconomic Indicators and the Stock Market in China," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 104-124, April.
• Mustafa Tevfik KARTAL, 2022, "The Role of Macroeconomic and Market Indicators in Explaining Sovereign Credit Default Swaps (CDS) Spread Changes: Evidence from Türkiye," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 145-164, April.
• Cristina ANGHELESCU, 2022, "Shock-dependent Exchange Rate Pass-through into Different Measures of Price Indices in the Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 88-104, October.
• Saghir Pervaiz GHAURI & Hina QADIR & Rizwan Raheem AHMED & Dalia STREIMIKIENE & Justas STREIMIKIS, 2022, "The Exports Performance of Pakistan: Evidence from the ARDL Cointegration Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 150-168, December.
• Dalia Ibrahim Mustafa & Ghazi Ibrahim Al-Assaf, 2022, "The Asymmetric Effects of the Determinants of Real Exchange Rate in Jordan: ‎The Role of Price Index Selection," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 24, issue 2, pages 121-139, December.
• Chevaughn van der Westhuizen & Goodness C. Aye & Reneé van Eyden, 2022, "Contagion across financial markets during COVID-19: A look at volatility spillovers between the stock and foreign exchange markets in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 872, Feb.
• Daan Steenkamp & Henk Janse van Vuuren & Rossouw van Jaarsveld & Roy Havemann, 2022, "The bond market impact of the South African Reserve Bank bond purchase programme," ERSA Working Paper Series, Economic Research Southern Africa, number 876, Mar.
• Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, , "The bond market impact of the South African Reserve Bank bond purchase programme," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2022:i::id:38.
• Daitri Tiwary & Khanindra Ch. Das & Jagdish Shettigar & Pooja Misra, 2022, "Exchange Rate Volatility and Financial Stress: Evidence from Developing Asia," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 21, issue 4, pages 355-384, December, DOI: 10.1177/09726527221078634.
• S. Mahalakshmi & S. Thiyagarajan & Gopala Vasudevan & G. Naresh, 2022, "Return and Volatility Spillover Effects between Rupee–Dollar Exchange Rate and Asian Stock Indices," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 21, issue 4, pages 428-450, December, DOI: 10.1177/09726527221100467.
• Lin Liu, 2022, "Economic Uncertainty and Exchange Market Pressure: Evidence From China," SAGE Open, , volume 12, issue 1, pages 21582440211, January, DOI: 10.1177/21582440211068485.
• Rogelio V. Mercado, Jr. & Ryan Jacildo & Sanchita Basu Das, 2022, "US Dollar Dominance in Asia's Trade Invoicing," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp45, Jul.
• Mangal Goswami & Victor Pontines & Yassier Mohammed, 2022, "Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp48, Oct.
• Paulo Rodelio Halili & Rogelio V. Mercado, Jr., 2022, "The Currency Composition of Asia’s International Investments," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp49, Nov.
• Fabrice Dabiré, 2022, "Forward guidance and the exchange rate: A theoretical sign restricted VAR analysis," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 22-03, Dec.
• Enrique Alberola & Carlos Cantú & Paolo Cavallino & Nikola Mirkov, 2022, "Fiscal regimes and the exchange rate," Working Papers, Swiss National Bank, number 2022-01.
• Johannes Eugster & Giovanni Donato, 2022, "The exchange rate elasticity of the Swiss current account," Working Papers, Swiss National Bank, number 2022-14.
• Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2022, "Time connectedness of fear," Empirical Economics, Springer, volume 62, issue 3, pages 905-931, March, DOI: 10.1007/s00181-021-02056-w.
• Dooyeon Cho & Seunghwa Rho, 2022, "On asymmetric volatility effects in currency markets," Empirical Economics, Springer, volume 62, issue 5, pages 2149-2177, May, DOI: 10.1007/s00181-021-02091-7.
• Alberto Fuertes, 2022, "External adjustment with a common currency: the case of the euro area," Empirical Economics, Springer, volume 62, issue 5, pages 2205-2238, May, DOI: 10.1007/s00181-021-02101-8.
• Astrid Ayala & Szabolcs Blazsek & Adrian Licht, 2022, "Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020," Empirical Economics, Springer, volume 62, issue 5, pages 2179-2203, May, DOI: 10.1007/s00181-021-02103-6.
• Yin Germaschewski & Jaroslav Horvath & Jiansheng Zhong, 2022, "Oral interventions in the foreign exchange market: evidence from Australia," Empirical Economics, Springer, volume 62, issue 6, pages 2713-2737, June, DOI: 10.1007/s00181-021-02112-5.
• Rabeya Khatoon & Md Emran Hasan & Md Wahid Ferdous Ibon & Shahidul Islam & Jeenat Mehareen & Rubaiya Murshed & Md Nahid Ferdous Pabon & Md. Jillur Rahman & Musharrat Shabnam Shuchi, 2022, "Aggregation, asymmetry, and common factors for Bangladesh’s exchange rate–trade balance relation," Empirical Economics, Springer, volume 62, issue 6, pages 2739-2770, June, DOI: 10.1007/s00181-021-02127-y.
• Christina Anderl & Guglielmo Maria Caporale, 2022, "Exchange rate parities and Taylor rule deviations," Empirical Economics, Springer, volume 63, issue 4, pages 1809-1835, October, DOI: 10.1007/s00181-021-02192-3.
• Arif Orçun Söylemez, 2022, "Volatility dependent smooth transitions and abrupt switches: why they are needed for better forecasting the FX rates," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 2, pages 315-332, June, DOI: 10.1007/s40822-022-00211-x.
• Heni Boubaker & Bassem Saidane & Mouna Ben Saad Zorgati, 2022, "Modelling the dynamics of stock market in the gulf cooperation council countries: evidence on persistence to shocks," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-22, December, DOI: 10.1186/s40854-022-00348-3.
• Aamir Jamal & Mudaser Ahad Bhat, 2022, "COVID-19 pandemic and the exchange rate movements: evidence from six major COVID-19 hot spots," Future Business Journal, Springer, volume 8, issue 1, pages 1-11, December, DOI: 10.1186/s43093-022-00126-8.
• Oleg Itskhoki & Dmitry Mukhin, 2022, "Sanctions and the Exchange Rate," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), volume 57, issue 3, pages 148-151, May, DOI: 10.1007/s10272-022-1050-9.
• Ranajoy Bhattacharyya & Riddhi Chatterjee & Gouranga G. Das, 2022, "Do Developing Countries Still Suffer from the Foreign Exchange Constraint? An Empirical Study for 1990–2014," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_23.
• Hersch Sahay & M. Ramachandran, 2022, "Official Interventions in the Foreign Exchange Market: Implications for Exchange Rate and Its Volatility," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_27.
• Sujata Saha, 2022, "Asymmetric Impact of Oil Price Changes on Stock Prices: Evidence from Country and Sectoral Level Data," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 2, pages 237-282, April, DOI: 10.1007/s12197-021-09559-3.
• S. M. Woahid Murad, 2022, "The role of domestic and foreign economic uncertainties in determining the foreign exchange rates: an extended monetary approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 666-677, October, DOI: 10.1007/s12197-022-09589-5.
• Abdullahi Musa & Afees A. Salisu & Saleh Abulbashar & Chinecherem D. Okoronkwo, 2022, "Oil price uncertainty and real exchange rate in a global VAR framework: a note," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 704-712, October, DOI: 10.1007/s12197-022-09592-w.
• John Bosco Nnyanzi & John Bosco Oryema & Nicholas Kilimani, 2022, "Real exchange rate undervaluation, regional integration and services sector performance: evidence from the East African Community," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 11, issue 1, pages 1-23, December, DOI: 10.1186/s40008-022-00279-3.
• Sabrine Ferjani & Sami Saafi & Ridha Nouira & Christophe Rault, 2022, "The Impacts of the Dollar-Renminbi Exchange Rate Misalignment on the China-United States Commodity Trade: An Asymmetric Analysis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 20, issue 3, pages 507-554, September, DOI: 10.1007/s40953-022-00301-2.
• Xin Li, 2022, "Dynamic spillovers between U.S. climate policy uncertainty and global foreign exchange markets: the pass-through effect of crude oil prices," Letters in Spatial and Resource Sciences, Springer, volume 15, issue 3, pages 665-673, December, DOI: 10.1007/s12076-022-00318-4.
• Sevda Kuşkaya & Nurhan Toğuç & Faik Bilgili, 2022, "Wavelet coherence analysis and exchange rate movements," Quality & Quantity: International Journal of Methodology, Springer, volume 56, issue 6, pages 4675-4692, December, DOI: 10.1007/s11135-022-01327-7.
• Alex Oktay, 2022, "Heterogeneity in the exchange rate pass-through to consumer prices: the Swiss franc appreciation of 2015," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 158, issue 1, pages 1-20, December, DOI: 10.1186/s41937-022-00102-7.
• Ioannis N. Kallianiotis, 2022, "Trade Balance and Exchange Rate: The J-Curve," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 2, pages 1-3.
• Andreas Benedictow & Roger Hammersland, 2022, "Why has the Norwegian krone exchange rate been persistently weak?. A fully simultaneous VAR approach," Discussion Papers, Statistics Norway, Research Department, number 981, May.
• Jaromír Vrbka & Jakub Horák & Tomáš Krulický, 2022, "The influence of world oil prices on the Chinese Yuan exchange rate," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 9, issue 4, pages 439-462, June, DOI: 10.9770/jesi2022.9.4(24).
• David De Villiers & Andrew Phiri, 2022, "Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s)," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 31, issue 2, pages 161-180, February, DOI: 10.1080/09638199.2021.1964581.
• Young Min Kim & Seojin Lee, 2022, "Korean exchange rate forecasts using Bayesian variable selection," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, volume 29, issue 4, pages 1045-1062, July, DOI: 10.1080/16081625.2019.1653777.
• Joscha Beckmann & Robert L. Czudaj, 2022, "Exchange rate expectation, abnormal returns, and the COVID-19 pandemic," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 054, Jan, revised Jan 2022.
• Joscha Beckmann & Robert L. Czudaj, 2022, "Fundamental determinants of exchange rate expectations," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 056, Mar, revised Mar 2022.
• Gift Mupunga, 2022, "Monetary Conditions Index and Economic Activity in Dollarized Zimbabwe," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 2, pages 35-46, December.
• Yao Chen & Felix Ward, 2022, "Output Divergence in Fixed Exchange Rate Regimes: Is the Euro Area Growing Apart?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-031/VI, Apr.
• Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2022, "Exchange Rate Reconnect," The Review of Economics and Statistics, MIT Press, volume 104, issue 4, pages 845-855, October, DOI: 10.1162/rest_a_00978.
• Adekunle Ahmed Oluwatobi & Gbadebo Adedeji Daniel & Joseph Olorunfemi Akande, 2022, "On Export and Economic Growth: A Comparative Analysis of Selected West African Countries," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 4, pages 106-113, July.
• Albert Mbulaheni Dagume, 2022, "Exchange Rate Volatility and Macroeconomic Variables in South Africa," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 6, pages 1-14, November.
• Thomas Habanabakize & Zandri Dickason-Koekemoer, 2022, "The Responsiveness of Liquid Fuel Price towards COVID-19 and Exchange Rate Fluctuations," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 6, pages 173-179, November.
• Saif Sallam Alhakimi & Hussein Hamood Sharaf-Addin, 2022, "Investigating the Impact of Oil Prices Changes on Financial Market Efficiency in Saudi Arabia for the Period (1980-2018): ARDL Approach," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 1, pages 420-426.
• Areghan A. Isibor & Adetiloye A. Kehinde & Olokoyo O. Felicia & Adesina F. Tolulope & Akinjare A. Victoria & Udume E. Mercy, 2022, "Achieving Sustained Performance in the Nigerian Oil and Gas Sector despite Exchange Rate Fluctuations: A VAR Approach," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 3, pages 341-351, May.
• Zeravan Abdulmuhsen Asaad & Amjad Saber Al-Delawi, 2022, "Iraqi Stock Exchange Reactions to the Oil price, Covid-19 Aftermath, and the Saudi Stock Exchange Movements pre-during Vaccination Program," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 5, pages 18-30, September.
• Carvalho, Luciano Dias de & Mattos, Leonardo Bornacki de & Santos, Jeruza Haber Alves dos, 2022, "Determinantes de la acumulación de capital en América Latina," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Carvalho, Luciano Dias de & Mattos, Leonardo Bornacki de & Santos, Jeruza Haber Alves dos, 2022, "Determinants of capital accumulation in Latin America," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Heipertz, Jonas & Mihov, Ilian & Santacreu, Ana Maria, 2022, "Managing macroeconomic fluctuations with flexible exchange rate targeting," Journal of Economic Dynamics and Control, Elsevier, volume 135, issue C, DOI: 10.1016/j.jedc.2022.104311.
• Choi, Sangyup & Shin, Junhyeok & Yoo, Seung Yong, 2022, "Are government spending shocks inflationary at the zero lower bound? New evidence from daily data," Journal of Economic Dynamics and Control, Elsevier, volume 139, issue C, DOI: 10.1016/j.jedc.2022.104423.
• Routledge, Bryan & Zetlin-Jones, Ariel, 2022, "Currency stability using blockchain technology," Journal of Economic Dynamics and Control, Elsevier, volume 142, issue C, DOI: 10.1016/j.jedc.2021.104155.
• Xu, Jia & Bahmani-Oskooee, Mohsen & Karamelikli, Huseyin, 2022, "On the asymmetric effects of exchange rate uncertainty on China’s bilateral trade with its major partners," Economic Analysis and Policy, Elsevier, volume 73, issue C, pages 653-669, DOI: 10.1016/j.eap.2021.12.017.
• Baek, Jungho, 2022, "Does COVID-19 play any role in the asymmetric relationship between oil prices and exchange rates? Evidence from South Korea," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 553-559, DOI: 10.1016/j.eap.2022.03.015.
• Xu, Jia & Bahmani-Oskooee, Mohsen & Karamelikli, Huseyin, 2022, "China’s trade in services and asymmetric J-curve," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 204-210, DOI: 10.1016/j.eap.2022.08.005.
• Chowdhury, Kushal Banik & Garg, Bhavesh, 2022, "Has COVID-19 intensified the oil price–exchange rate nexus?," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 280-298, DOI: 10.1016/j.eap.2022.08.013.
• Pattnaik, Debidutta & Kumar, Satish & Burton, Bruce & Lim, Weng Marc, 2022, "Economic Modelling at thirty-five: A retrospective bibliometric survey," Economic Modelling, Elsevier, volume 107, issue C, DOI: 10.1016/j.econmod.2021.105712.
• Choi, Yoonho & Choi, E. Kwan, 2022, "Why exchange rate pass-through matters in forward exchange markets," Economic Modelling, Elsevier, volume 110, issue C, DOI: 10.1016/j.econmod.2022.105795.
• Sikarwar, Ekta, 2022, "Board attributes, hedging activities and exchange rate risk: Multi-country firm-level evidence," Economic Modelling, Elsevier, volume 110, issue C, DOI: 10.1016/j.econmod.2022.105800.
• Chari, Anusha & Henry, Peter Blair & Moussa, Racha, 2022, "Do finite horizons matter? The welfare consequences of capital account liberalization," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105903.
• Ojea-Ferreiro, Javier & Reboredo, Juan C., 2022, "Exchange rates and the global transmission of equity market shocks," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105914.
• Cuitiño, María Fernanda & Medina, Juan Pablo & Zacheo, Laura, 2022, "Conditional exchange rate pass-through and monetary policy credibility: Insights from Uruguay and Chile," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105926.
• Bak, Yuhyeon & Park, Cheolbeom, 2022, "Exchange rate predictability, risk premiums, and predictive system," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.106024.
• Zhang, Chen & Fang, Ying & Niu, Linlin, 2022, "Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.106032.
• Zou, Zongsen & Zhang, Yu & Wang, Meng & Wang, Xiuling, 2022, "Do export quality and destination income matter for exchange rate pass-through? Evidence from China," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106062.
• Wang, Yijing & Geng, Xueqing & Guo, Kun, 2022, "The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road”," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101588.
• Kinkyo, Takuji, 2022, "The intermediating role of the Chinese renminbi in Asian currency markets: Evidence from partial wavelet coherence," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101598.
• Beckmann, Joscha & Boonman, Tjeerd M., 2022, "Expectations, disagreement and exchange rate pressure," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2021.110205.
• Aquilante, Tommaso & Di Pace, Federico & Masolo, Riccardo M., 2022, "Exchange-rate and news: Evidence from the COVID pandemic," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110390.
• Kunkler, Michael, 2022, "Implied betas for the Frankel–Wei regression framework," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110758.
• Yang, Jisheng & Wei, Jinbao & Cai, Biqing, 2022, "Quantile unit root inference for panel data with common shocks," Economics Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.econlet.2022.110809.
• Fišera, Boris & Horváth, Roman, 2022, "Are exchange rates less important for trade in a more globalized world? Evidence for the new EU members," Economic Systems, Elsevier, volume 46, issue 1, DOI: 10.1016/j.ecosys.2021.100868.
• Bahmani-Oskooee, Mohsen & Arize, Augustine C., 2022, "The effect of exchange rate volatility on U.S. bilateral trade with Africa: A symmetric and asymmetric analysis," Economic Systems, Elsevier, volume 46, issue 1, DOI: 10.1016/j.ecosys.2021.100879.
• Faltermeier, Julia & Lama, Ruy & Medina, Juan Pablo, 2022, "Foreign exchange intervention for commodity booms and busts," European Economic Review, Elsevier, volume 143, issue C, DOI: 10.1016/j.euroecorev.2021.104018.
• Loipersberger, Florian & Matschke, Johannes, 2022, "Financial cycles and domestic policy choices," European Economic Review, Elsevier, volume 143, issue C, DOI: 10.1016/j.euroecorev.2022.104034.
• Petracchi, Cosimo, 2022, "The Mussa puzzle: A generalization," European Economic Review, Elsevier, volume 149, issue C, DOI: 10.1016/j.euroecorev.2022.104222.
• Cheung, Yin-Wong & Wang, Wenhao, 2022, "Uncovered interest rate parity redux: Non-uniform effects," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 133-151, DOI: 10.1016/j.jempfin.2022.03.008.
• Fu, Hsuan & Luger, Richard, 2022, "Multiple testing of the forward rate unbiasedness hypothesis across currencies," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 232-245, DOI: 10.1016/j.jempfin.2022.07.005.
• Pincheira-Brown, Pablo & Bentancor, Andrea & Hardy, Nicolás & Jarsun, Nabil, 2022, "Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105802.
• Salisu, Afees A. & Olaniran, Abeeb & Tchankam, Jean Paul, 2022, "Oil tail risk and the tail risk of the US Dollar exchange rates," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105960.
• Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2022, "Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106114.
• Algozhina, Aliya, 2022, "Monetary policy rule, exchange rate regime, and fiscal policy cyclicality in a developing oil economy," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106126.
• Zhang, Xiang & Baek, Jungho, 2022, "The role of oil price shocks on exchange rates for the selected Asian countries: Asymmetric evidence from nonlinear ARDL and generalized IRFs approaches," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106178.
• Payne, James E. & Lee, Junsoo & Islam, Md. Towhidul & Nazlioglu, Saban, 2022, "Stochastic convergence of per capita greenhouse gas emissions: New unit root tests with breaks and a factor structure," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106201.
• Ayadi, Mohamed A. & Ben Omrane, Walid & Wang, Jiayu & Welch, Robert, 2022, "Senior official speech attributes and foreign exchange risk around business cycles," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2021.102011.
• Iyke, Bernard Njindan & Phan, Dinh Hoang Bach & Narayan, Paresh Kumar, 2022, "Exchange rate return predictability in times of geopolitical risk," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102099.
• Loureiro, Gilberto & Silva, Sónia, 2022, "Earnings management and stock price crashes post U.S. cross-delistings," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102215.
• Hutchinson, Mark C. & Kyziropoulos, Panagiotis E. & O'Brien, John & O'Reilly, Philip & Sharma, Tripti, 2022, "Are carry, momentum and value still there in currencies?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102245.
• Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan & Vo, Xuan Vinh, 2022, "What drives cross-market correlations during the United States Q.E.?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102320.
• Wang, Lirong & Zhou, Jinnan & Hueng, C. James, 2022, "Dynamics of gross capital flows and financial stress in China," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102041.
• Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2022, "Liquidity spillover in foreign exchange markets," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102105.
• Xu, Yingying & Lien, Donald, 2022, "COVID-19 and currency dependences: Empirical evidence from BRICS," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102119.
• Lian, Yu-Min & Chen, Jun-Home, 2022, "Foreign exchange option pricing under regime switching with asymmetrical jumps," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102294.
• Choi, Sangyup & Shin, Junhyeok, 2022, "Bitcoin: An inflation hedge but not a safe haven," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102379.
• Kunkler, Michael, 2022, "Using the Special Drawing Right in the Frankel-Wei regression framework," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102482.
• Sah, Nilesh B. & Banerjee, Anandi & Malm, James & More, Deepak G., 2022, "A risky affair: Dual class and FX hedging," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102580.
• Jiang, Xue & Li, Sai-Ping & Mai, Yong & Tian, Tao, 2022, "Study of multinational currency co-movement and exchange rate stability base on network game," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102601.
• Anwer, Zaheer & Naeem, Muhammad Abubakr & Hassan, M. Kabir & Karim, Sitara, 2022, "Asymmetric connectedness across Asia-Pacific currencies: Evidence from time-frequency domain analysis," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102782.
• Robe, Michel A., 2022, "The dollar’s ”Convenience Yield”," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102858.
• Yemba, Boniface P., 2022, "User cost of foreign monetary assets under dollarization," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103023.
• Scharnowski, Stefan, 2022, "Central bank speeches and digital currency competition," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103072.
• Hui, Cho-Hoi & Wong, Andrew & Lo, Chi-Fai, 2022, "A note on modelling yield curve control: A target-zone approach," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103076.
• Das, Mitali & Ordal, Hailey, 2022, "Macroeconomic stability or financial stability: How are capital controls used? Insights from a new database," Journal of Financial Stability, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfs.2022.101067.
• Forhad, Md. Abdur Rahman & Alam, Md. Rafayet, 2022, "Impact of oil demand and supply shocks on the exchange rates of selected Southeast Asian countries," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2021.100637.
• Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2022, "Foreign currency loans and credit risk: Evidence from U.S. banks," Journal of International Economics, Elsevier, volume 135, issue C, DOI: 10.1016/j.jinteco.2021.103558.
• Corsetti, Giancarlo & Crowley, Meredith & Han, Lu, 2022, "Invoicing and the dynamics of pricing-to-market: Evidence from UK export prices around the Brexit referendum," Journal of International Economics, Elsevier, volume 135, issue C, DOI: 10.1016/j.jinteco.2022.103570.
• Benigno, Pierpaolo & Schilling, Linda M. & Uhlig, Harald, 2022, "Cryptocurrencies, currency competition, and the impossible trinity," Journal of International Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.jinteco.2022.103601.
• Boz, Emine & Casas, Camila & Georgiadis, Georgios & Gopinath, Gita & Le Mezo, Helena & Mehl, Arnaud & Nguyen, Tra, 2022, "Patterns of invoicing currency in global trade: New evidence," Journal of International Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.jinteco.2022.103604.
• Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan & Xu, Qi, 2022, "Currency volatility and global technological innovation," Journal of International Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.jinteco.2022.103607.
• Eichengreen, Barry & Naef, Alain, 2022, "Imported or home grown? The 1992–3 EMS crisis," Journal of International Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.jinteco.2022.103654.
• Arslanalp, Serkan & Eichengreen, Barry & Simpson-Bell, Chima, 2022, "The stealth erosion of dollar dominance and the rise of nontraditional reserve currencies," Journal of International Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.jinteco.2022.103656.
• Rojas, Diego & Vegh, Carlos & Vuletin, Guillermo, 2022, "The macroeconomic effects of macroprudential policy: Evidence from a narrative approach," Journal of International Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.jinteco.2022.103644.
• Choi, Woo Jin & Taylor, Alan M., 2022, "Precaution versus mercantilism: Reserve accumulation, capital controls, and the real exchange rate," Journal of International Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.jinteco.2022.103649.
• Benigno, Gianluca & Fornaro, Luca & Wolf, Martin, 2022, "Reserve accumulation, growth and financial crises," Journal of International Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.jinteco.2022.103660.
• Jarociński, Marek, 2022, "Central bank information effects and transatlantic spillovers," Journal of International Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.jinteco.2022.103683.
• Montfaucon, Angella Faith, 2022, "Invoicing Currency and Symmetric Pass-Through of Exchange Rates and Tariffs: Evidence from Malawian Imports from the EU," International Economics, Elsevier, volume 169, issue C, pages 191-207, DOI: 10.1016/j.inteco.2021.12.005.
• Ferrara, Laurent & Yapi, Joseph, 2022, "Measuring exchange rate risks during periods of uncertainty," International Economics, Elsevier, volume 170, issue C, pages 202-212, DOI: 10.1016/j.inteco.2022.04.001.
• Struck, Clemens C., 2022, "Wealth, price levels, and product quality," International Economics, Elsevier, volume 170, issue C, pages 32-48, DOI: 10.1016/j.inteco.2022.02.006.
• Jebeniani, Jihene & Trabelsi, Jamel, 2022, "Effects of the business cycle on real exchange rate misalignments with respect to exchange rate regimes," International Economics, Elsevier, volume 170, issue C, pages 92-102, DOI: 10.1016/j.inteco.2022.02.009.
• Gamboa-Estrada, Fredy & Romero, José Vicente, 2022, "Common and idiosyncratic movements in Latin-American exchange rates," International Economics, Elsevier, volume 171, issue C, pages 174-190, DOI: 10.1016/j.inteco.2022.06.002.
• Fan, Zhenzhen & Paseka, Alexander & Qi, Zhen & Zhang, Qi, 2022, "Currency carry trade: The decline in performance after the 2008 Global Financial Crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101460.
• Ur Rehman, Mobeen & Al Rababa'a, Abdel Razzaq & El-Nader, Ghaith & Alkhataybeh, Ahmad & Vo, Xuan Vinh, 2022, "Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101495.
• Amar, J. & Lecourt, C. & Carpantier, J.F., 2022, "GCC Sovereign Wealth Funds: Why do they take control?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101494.
• Lu, Dong & Liu, Jialin & Zhou, Hang, 2022, "Global financial conditions, capital flows and the exchange rate regime in emerging market economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101500.
• Bilson, Chris & Brailsford, Tim & Rajaguru, Gulasekaran, 2022, "Covered interest rate parity deviations in the Asia-Pacific," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101524.
• Cho, Sungjun & Hyde, Stuart & Liu, Liu, 2022, "The yen–dollar risk premium: A story of regime shifts in bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101531.
• Wu, Zhen-Xing & Gau, Yin-Feng, 2022, "Informativeness of trades around macroeconomic announcements in the foreign exchange market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101533.
• Nusair, Salah A. & Olson, Dennis, 2022, "Dynamic relationship between exchange rates and stock prices for the G7 countries: A nonlinear ARDL approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101541.
• Long, Shaobo & Zhang, Rui & Hao, Jing, 2022, "Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101570.
• Keddad, Benjamin & Sato, Kiyotaka, 2022, "The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101586.
• Choi, Jin Ho & Suh, Sangwon, 2022, "Conditionally-hedged currency carry trades," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101591.
• Thai Hung, Ngo & Nguyen, Linh Thi My & Vinh Vo, Xuan, 2022, "Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101628.
• McGuire, Patrick, 2022, "FX swaps and forwards in global dollar debt: “Known knowns” and “known unknowns”," Japan and the World Economy, Elsevier, volume 64, issue C, DOI: 10.1016/j.japwor.2022.101160.
• Park, Yang-Ho, 2022, "Informed trading in foreign exchange futures: Payroll news timing," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106372.
• Delis, Manthos D. & Politsidis, Panagiotis N. & Sarno, Lucio, 2022, "The cost of foreign-currency lending," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106398.
• Osler, Carol & Savaser, Tanseli, 2022, "Shrouding and the FX trades of global custody bank," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2022.106414.
• Hoang, Lai T. & Baur, Dirk G., 2022, "Loaded for bear: Bitcoin private wallets, exchange reserves and prices," Journal of Banking & Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jbankfin.2022.106622.
• Fracasso, Andrea & Secchi, Angelo & Tomasi, Chiara, 2022, "Export pricing and exchange rate expectations under uncertainty," Journal of Comparative Economics, Elsevier, volume 50, issue 1, pages 135-152, DOI: 10.1016/j.jce.2021.07.001.
• Beckmann, Joscha & Czudaj, Robert L., 2022, "Exchange rate expectation, abnormal returns, and the COVID-19 pandemic," Journal of Economic Behavior & Organization, Elsevier, volume 196, issue C, pages 1-25, DOI: 10.1016/j.jebo.2022.02.002.
• Kraft, Holger & Meyer-Wehmann, André & Seifried, Frank Thomas, 2022, "Endogenous habits and equilibrium asset prices," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 279-300, DOI: 10.1016/j.jebo.2022.03.005.
• Fan, Zhenzhen & Londono, Juan M. & Xiao, Xiao, 2022, "Equity tail risk and currency risk premiums," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 484-503, DOI: 10.1016/j.jfineco.2021.05.020.
• Dahlquist, Magnus & Pénasse, Julien, 2022, "The missing risk premium in exchange rates," Journal of Financial Economics, Elsevier, volume 143, issue 2, pages 697-715, DOI: 10.1016/j.jfineco.2021.07.001.
• Zhang, Shaojun, 2022, "Dissecting currency momentum," Journal of Financial Economics, Elsevier, volume 144, issue 1, pages 154-173, DOI: 10.1016/j.jfineco.2021.05.035.
• Ranaldo, Angelo & de Magistris, Paolo Santucci, 2022, "Liquidity in the global currency market," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 859-883, DOI: 10.1016/j.jfineco.2022.09.004.
• Krohn, Ingomar & Sushko, Vladyslav, 2022, "FX spot and swap market liquidity spillovers," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102476.
• Yamada, Masahiro & Ito, Takatoshi, 2022, "Price discovery and liquidity recovery: Forex market reactions to macro announcements," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102502.
• Boonman, Tjeerd & Litsios, Ioannis & Pilbeam, Keith & Pouliot, William, 2022, "Modelling the trade balance between the northern and southern eurozone using an intertemporal approach," Journal of International Money and Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jimonfin.2021.102508.
• Comunale, Mariarosaria, 2022, "A panel VAR analysis of macro-financial imbalances in the EU," Journal of International Money and Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jimonfin.2021.102511.
• Fink, Fabian & Frei, Lukas & Gloede, Oliver, 2022, "Global risk sentiment and the Swiss franc: A time-varying daily factor decomposition model," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102539.
• Corbo, Vesna & Di Casola, Paola, 2022, "Drivers of consumer prices and exchange rates in small open economies," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102553.
• Gong, Yuting & Ma, Chao & Chen, Qiang, 2022, "Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2021.102597.
• Sasaki, Yuri & Yoshida, Yushi & Otsubo, Piotr Kansho, 2022, "Exchange rate pass-through to Japanese prices: Import prices, producer prices, and the core CPI," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2022.102599.
• Aristidou, Chrystalleni & Lee, Kevin & Shields, Kalvinder, 2022, "Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2022.102601.
• Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2022, "The time-varying risk price of currency portfolios," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102636.
• Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Fabio & Spagnolo, Nicola, 2022, "Cross-border portfolio flows and news media coverage," Journal of International Money and Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jimonfin.2022.102638.
• Kilian, Lutz & Zhou, Xiaoqing, 2022, "Oil prices, exchange rates and interest rates," Journal of International Money and Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jimonfin.2022.102679.
• Gholampour, Vahid, 2022, "Exchange rates and information about future fundamentals," Journal of International Money and Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jimonfin.2022.102680.
• Djeutem, Edouard & Dunbar, Geoffrey R., 2022, "Uncovered return parity: Equity returns and currency returns," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102706.
• Nakamura, Fumitaka, 2022, "The origin of the law of one price deviations: Insights from the good-level real exchange rate volatility," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102717.
• Kurov, Alexander & Sancetta, Alessio & Wolfe, Marketa Halova, 2022, "Drift Begone! Release policies and preannouncement informed trading," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102718.
• Wada, Tatsuma, 2022, "Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102719.
• Salisu, Afees A. & Gupta, Rangan & Kim, Won Joong, 2022, "Exchange rate predictability with nine alternative models for BRICS countries," Journal of Macroeconomics, Elsevier, volume 71, issue C, DOI: 10.1016/j.jmacro.2021.103374.
• Palazzi, Rafael Baptista & Meira, Erick & Klotzle, Marcelo Cabus, 2022, "The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100257.
• Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Uribe, Jorge M., 2022, "Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100258.
• Shah, Adil Ahmad & Dar, Arif Billah, 2022, "Asymmetric, time and frequency-based spillover transmission in financial and commodity markets," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2022.e00241.
• Chortane, Sana Gaied & Pandey, Dharen Kumar, 2022, "Does the Russia-Ukraine war lead to currency asymmetries? A US dollar tale," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00265.
• Mesagan, Ekundayo Peter & Alimi, Olorunfemi Yasiru & Vo, Xuan Vinh, 2022, "The asymmetric effects of exchange rate on trade balance and output growth," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00272.
• Antonio J., Garzón & Luis A., Hierro, 2022, "Inflation, oil prices and exchange rates. The Euro’s dampening effect," Journal of Policy Modeling, Elsevier, volume 44, issue 1, pages 130-146, DOI: 10.1016/j.jpolmod.2021.12.001.
• Hashmi, Shabir Mohsin & Chang, Bisharat Hussain & Huang, Liangfang & Uche, Emmanuel, 2022, "Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102543.
• Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022, "Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102662.
• Kumeka, Terver Theophilus & Uzoma-Nwosu, Damian Chidozie & David-Wayas, Maria Onyinye, 2022, "The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102744.
• Karolyi, G. Andrew & Wu, Ying, 2022, "Understanding the pricing of currency risk in global equity markets," Journal of Multinational Financial Management, Elsevier, volume 63, issue C, DOI: 10.1016/j.mulfin.2021.100727.
• Han, Bo, 2022, "Currency denomination and borrowing cost: Evidence from global bonds," Journal of Multinational Financial Management, Elsevier, volume 66, issue C, DOI: 10.1016/j.mulfin.2022.100761.
• Shahzad, Syed Jawad Hussain & Balli, Faruk & Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad, 2022, "Do conventional currencies hedge cryptocurrencies?," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 223-228, DOI: 10.1016/j.qref.2021.01.008.
• Marthinsen, John E. & Gordon, Steven R., 2022, "The price and cost of bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 280-288, DOI: 10.1016/j.qref.2022.04.003.
• Fuchs, Fabian U., 2022, "Macroeconomic determinants of foreign exchange rate exposure," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 77-102, DOI: 10.1016/j.qref.2020.10.022.
• Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022, "Geopolitical risks and historical exchange rate volatility of the BRICS," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 179-190, DOI: 10.1016/j.iref.2021.09.017.
• Zhang, Hao & Zhu, Jiaqing, 2022, "Does trade cause fear of appreciation?," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 68-80, DOI: 10.1016/j.iref.2021.11.014.
• Hui, Cho-Hoi & Lo, Chi-Fai & Liu, Chi-Hei, 2022, "Exchange rate dynamics with crash risk and interventions," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 18-37, DOI: 10.1016/j.iref.2022.01.010.