Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2021

• Afees A. Salisu & Abdulsalam Abidemi Sikiru, 2021, "Palm Oil Price–Exchange Rate Nexus in Indonesia and Malaysia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 24, issue 2, pages 169-180, June, DOI: https://doi.org/10.21098/bemp.v24i2.
• Neluka Devpura & Iman Gunadi & Aryo Sasongko, 2021, "Volatility Spillover of Intraday Exchange Rates on Some Selected Asean Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 24, issue 3, pages 335-364, September, DOI: https://doi.org/10.21098/bemp.v24i3.
• Rasbin & Mohamad Ikhsan & Beta Y. Gitaharie & Yoga Affandi, 2021, "Real Exchange Rate Misalignments: The Case of the Indonesian Rupiah," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 24, issue 3, pages 441-464, September, DOI: https://doi.org/10.21098/bemp.v24i3.
• Solikin M. Juhro & Prayudhi Azwar, 2021, "Fx Intervention Strategy And Exchange Rate Stability In Indonesia," Working Papers, Bank Indonesia, number WP/03/2021.
• Sonia Balza, 2021, "De la crisis del paradigma salarial clásico a la consolidación de un nuevo patrón de relaciones laborales en Argentina," Revista Actualidad Económica, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 31, issue 104, pages 19-32, May-Ago.
• Cheolbeom Park & Seungyoo Shin, 2021, "Monetary Policy and Exchange Rate Response: Evidence from Shock-based SVAR with Uncertainty Measures," Discussion Paper Series, Institute of Economic Research, Korea University, number 2102.
• Douglas A. Irwin, 2021, "How economic ideas led to Taiwan’s shift to export promotion in the 1950s," Working Paper Series, Peterson Institute for International Economics, number WP21-13, Aug.
• Douglas A. Irwin, 2021, "From hermit kingdom to miracle on the Han," Working Paper Series, Peterson Institute for International Economics, number WP21-14, Sep.
• Hidehiko Matsumoto, 2021, "Monetary and Macroprudential Policies under Dollar-Denominated Foreign Debt," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 21-E-04, May.
• José Antonio Morales Castro & Francisco López-Herrera, 2021, "Ganancias cambiarias en empresas mexicanas y variables fundamentales y económicas," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 2, pages 1-21, Abril - J.
• Eduardo Saucedo & Jorge Gonzalez, 2021, "Exchange Rate Pass-Through to Prices in Mexico: A Study of the Main Border and Non-Border Cities," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 2, pages 1-24, Abril - J.
• Heri Oscar Landa Díaz & Verónica Cerezo García, 2021, "La pandemia Covid-19, la crisis financiera y la dinámica (Overshooting) del tipo de cambio," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 3, pages 1-22, Julio - S.
• Ricardo Jacob Mendoza-Rivera & Francisco Venegas-Martínez, 2021, "Impacto de la pandemia COVID-19 en los precios de la gasolina y el gas natural en las principales economías de Latinoamérica," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 3, pages 1-22, Julio - S.
• Jorge López Villa & Miriam Sosa Castro, 2021, "Contagio en la volatilidad entre los mercados de capital y de divisas en México y Brasil (2000-2020)," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue TNEA, pages 1-28, Septiembr.
• Nidhi Aggarwal & Sanchit Arora & Rajeswari Sengupta, 2021, "Capital account liberalisation in a large emerging economy: An Analysis of onshore-offshore arbitrage," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2021-013, Apr.
• Ila Patnaik & Rajeswari Sengupta, 2021, "Analysing India's exchange rate regime," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2021-022, Aug.
• António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2021, "International transmission of interest rates: the role of international reserves and sovereign debt," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0156, Jan.
• Mehmet Altuntas, 2021, "The Interest Rate Parity in Fragile Five Countries: Evidence from Unit Root Tests with Breaks," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 8, issue 2, pages 327-349, July, DOI: 10.26650/JEPR.937488.
• Fatma Kizilkaya, 2021, "Relationship Between Oil Prices and Real-Exchange Rate in Turkey: An Investigation Using Asymmetric Fourier Causality Analysis," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 71, issue 71-2, pages 549-568, December, DOI: 10.26650/ISTJECON2021-1019608.
• Jeanne, Olivier, 2021, "Currency Wars, Trade Wars and Global Demand," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 66667, Dec.
• HOROBEȚ Alexandra & VRÎNCEANU Georgiana Maria, 2021, "Foreign Exchange and Oil Exposure of CEE Companies: Risks for Investors in Financial and Energy Industries," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
• TOPLICEANU Ștefan Cătălin, 2021, "The Euro-Atlantic Divergences and the Economic Impact of the Iranian Nuclear Issue," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
• Ojea-Ferreiro, Javier & Reboredo, Juan C., 2021, "Exchange rates and the global transmission of equity market shocks," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-05, Apr.
• José Valentim Machado Vicente & Jaqueline Terra Moura Marins, 2021, "A volatility smile-based uncertainty index," Annals of Finance, Springer, volume 17, issue 2, pages 231-246, June, DOI: 10.1007/s10436-021-00384-6.
• Kuang-Liang Chang, 2021, "A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 4, pages 965-999, December, DOI: 10.1007/s10614-020-09981-5.
• Mohsen Bahmani-Oskooee & Huseyin Karamelikli, 2021, "The Turkey-US commodity trade and the asymmetric J-curve," Economic Change and Restructuring, Springer, volume 54, issue 4, pages 943-973, November, DOI: 10.1007/s10644-020-09298-1.
• Sèna Kimm Gnangnon, 2021, "Exchange rate pressure, fiscal redistribution and poverty in developing countries," Economic Change and Restructuring, Springer, volume 54, issue 4, pages 1173-1203, November, DOI: 10.1007/s10644-020-09300-w.
• Jungho Baek, 2021, "The role of crude oil prices in the movement of the Indonesian rupiah: a quantile ARDL approach," Economic Change and Restructuring, Springer, volume 54, issue 4, pages 975-994, November, DOI: 10.1007/s10644-020-09304-6.
• Mohsen Bahmani-Oskooee & Nazif Durmaz, 2021, "Exchange rate volatility and Turkey–EU commodity trade: an asymmetry analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 2, pages 429-482, May, DOI: 10.1007/s10663-020-09472-8.
• Mohsen Bahmani-Oskooee & Jungho Baek, 2021, "Exchange rate volatility and domestic investment in G7: are the effects asymmetric?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 3, pages 775-799, August, DOI: 10.1007/s10663-020-09488-0.
• Mohsen Bahmani-Oskooee & Ridha Nouira, 2021, "U.S. – Italy commodity trade and the J-curve: new evidence from asymmetry analysis," International Economics and Economic Policy, Springer, volume 18, issue 1, pages 73-103, February, DOI: 10.1007/s10368-020-00472-4.
• Muhammad Aftab & Abid Ali & Scott W. Hegerty, 2021, "Foreign exchange market pressure and stock market dynamics in emerging Asia," International Economics and Economic Policy, Springer, volume 18, issue 4, pages 699-719, October, DOI: 10.1007/s10368-021-00501-w.
• Hyeongwoo Kim & Ying Lin & Henry Thompson, 2021, "Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices," Open Economies Review, Springer, volume 32, issue 2, pages 395-415, April, DOI: 10.1007/s11079-020-09601-7.
• Sook-Rei Tan & Wei-Siang Wang & Wai-Mun Chia, 2021, "International Capital Flows and Extreme Exchange Market Pressure: Evidence from Emerging Market Economies," Open Economies Review, Springer, volume 32, issue 3, pages 479-506, July, DOI: 10.1007/s11079-020-09599-y.
• Guido Traficante, 2021, "Uncertain Potential Output: Implications for Monetary Policy in a Small Open Economy," Open Economies Review, Springer, volume 32, issue 5, pages 955-973, November, DOI: 10.1007/s11079-021-09650-6.
• Jacinta Chan Phooi M’ng & Ham Yi Jer, 2021, "Do economic statistics contain information to predict stock indexes futures prices and returns? Evidence from Asian equity futures markets," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 3, pages 1033-1060, October, DOI: 10.1007/s11156-021-00969-2.
• Young Sang Kim & Junyoup Lee & Ha-Chin Yi, 2021, "Is Foreign Exchange Risk Priced in Bank Loan Spreads?," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 3, pages 1061-1092, October, DOI: 10.1007/s11156-021-00970-9.
• Cem Cakmakli & Selva Demiralp & Gokhan Sahin Gunes, 2021, "How do exchange rates respond to political rhetoric by populist leaders?," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2112, Aug.
• Meredith Crowley & Lu Han & Minkyu Son, 2021, "Dominant Currency Dynamics: Evidence on Dollar-Invoicing from UK Exporters," Working Papers, University of Liverpool, Department of Economics, number 202104, Jan.
• Jeanne Amar & Jean-François Carpantier & Christelle Lecourt, 2021, "Determinants of Large Versus Small Cross-Border Acquisitions for Sovereign Wealth Funds," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 21-21.
• Vo The Anh & Le Thai Thuong Quan & Nguyen Van Phuc & Ho Minh Chi & Vo Hong Duc, 2021, "Exchange Rate Pass-Through in ASEAN Countries: An Application of the SVAR Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 1, pages 21-34, January, DOI: 10.1080/1540496X.2018.1474737.
• Nguyen Van Phuc & Vo Hong Duc, 2021, "Macroeconomics Determinants of Exchange Rate Pass-Through: New Evidence from the Asia-Pacific Region," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 1, pages 5-20, January, DOI: 10.1080/1540496X.2018.1534682.
• Muhammad Mar’i & Turgut Tursoy, 2021, "Exchange Rate Dependency Between Emerging Countries-Case of Black Sea Countries," Capital Markets Review, Malaysian Finance Association, volume 29, issue 2, pages 43-54.
• Glenn Abela & Noel Rapa, 2021, "A study on the exchange rate pass-through to consumer prices in Malta," CBM Working Papers, Central Bank of Malta, number WP/05/2021.
• Adam Glapiński, 2021, "Analiza ujemnych stóp procentowych na przykładzie Danii, Szwajcarii oraz Szwecji," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 3, pages 191-226.
• Pierpaolo Benigno & Linda M. Schilling & Harald Uhlig, 2021, "Cryptocurrencies, Currency Competition, and the Impossible Trinity," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2021".
• Emine Boz & Camila Casas & Georgios Georgiadis & Gita Gopinath & Helena Le Mezo & Arnaud Mehl & Tra Nguyen, 2021, "Patterns of Invoicing Currency in Global Trade: New Evidence," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2021".
• Pooya Molavi & Alireza Tahbaz-Salehi & Andrea Vedolin, 2021, "Model Complexity, Expectations, and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 28408, Jan.
• Charles Engel & Steve Pak Yeung Wu, 2021, "Forecasting the U.S. Dollar in the 21st Century," NBER Working Papers, National Bureau of Economic Research, Inc, number 28447, Feb.
• Sebastian Edwards & Luis Cabezas, 2021, "Exchange Rate Pass-Through, Monetary Policy, and Real Exchange Rates: Iceland and the 2008 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 28520, Mar.
• Laura Alfaro & Mauricio Calani & Liliana Varela, 2021, "Granular Corporate Hedging Under Dominant Currency," NBER Working Papers, National Bureau of Economic Research, Inc, number 28910, Jun.
• Clemens Sialm & Qifei Zhu, 2021, "Currency Management by International Fixed Income Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 29082, Jul.
• Menzie D. Chinn & Hiro Ito & Robert N. McCauley, 2021, "Do Central Banks Rebalance Their Currency Shares?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29190, Aug.
• Douglas A. Irwin, 2021, "How Economic Ideas Led to Taiwan’s Shift to Export Promotion in the 1950s," NBER Working Papers, National Bureau of Economic Research, Inc, number 29298, Sep.
• Douglas A. Irwin, 2021, "From Hermit Kingdom to Miracle on the Han: Policy Decisions that Transformed South Korea into an Export Powerhouse," NBER Working Papers, National Bureau of Economic Research, Inc, number 29299, Sep.
• Barry Eichengreen & Alain Naef, 2021, "Imported or Home Grown? The 1992-3 EMS Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 29488, Nov.
• Sebastian Edwards, 2021, "Central Bank Digital Currencies and The Emerging Markets: The Currency Substitution Challenge," NBER Working Papers, National Bureau of Economic Research, Inc, number 29489, Nov.
• Olivier Jeanne, 2021, "Currency Wars, Trade Wars, and Global Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 29603, Dec.
• Mitali Das & Gita Gopinath & Ṣebnem Kalemli-Özcan, 2021, "Preemptive Policies and Risk-Off Shocks in Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 29615, Dec.
• Yaya Keho, 2021, "Real Exchange Rate and Trade Balance Dynamics in Cote d Ivoire," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 1, pages 61-70.
• Abdullahi Osman Ali, 2021, "Modelling Exchange Rate Volatility of Somali Shilling Against US Dollar by Utilizing GARCH Models," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 2, pages 35-39.
• Ali Trabelsi Karoui & Aida Kammoun, 2021, "Exchange Rate Determination: Mixed Microstructural and Macroeconomic Approach," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 3, pages 89-106.
• Siphat Lim, 2021, "Testing Purchasing Power Parity in Cambodia: Time-Varying Trade Weights in Constructing Real Effective Exchange Rate," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 3, pages 146-153.
• Sakli Hniya & Ahlem Boubker & Fatma Mrad & Sawssen Nafti, 2021, "The Impact of Real Exchange Rate Volatility on Foreign Direct Investment Inflows in Tunisia," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 5, pages 52-67.
• Mela Yila Dogo & Osman Nuri Aras, 2021, "Effect of Volatility in the Naira - Dollar Exchange Rate on the volume of Imports to, and Exports from Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 5, pages 68-73.
• Ephrem Habtemichael Redda & Paul-Francois Muzindutsi, 2021, "Monetary Union Feasibility in the East African Community: Evidence from GPPP," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 6, pages 9-16.
• Andrey Feliksovich Bedin & Alexander Vladimirovich Kulikov & Andrey Vladimirovich Polbin, 2021, "A Markov Switching VECM Model for Russian Real GDP, Real Exchange Rate and Oil Prices," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 2, pages 402-412.
• Guntur Anjana Raju & Sanjeeta Shirodkar & Shripad Ramchandra Marathe, 2021, "Nexus between Crude Oil, Exchange Rate and Stock Market Returns: An Empirical Evidence from Indian Context," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 170-175.
• Zaroug Osman Bilal & Shariq Mohammed & Yassir Yaqoub Ali, 2021, "Oil Price Fluctuation and Firm Performance in Developing Economy: Evidence from Oman," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 381-387.
• Kamaldeen Ajala & Musa Abdullahi Sakanko & Sesan Oluseyi Adeniji, 2021, "The Asymmetric Effect of Oil Price on the Exchange Rate and Stock Price in Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 202-208.
• Zeravan Abdulmuhsen Asaad, 2021, "Oil Price, Gold Price, Exchange Rate and Stock Market in Iraq Pre-During COVID19 Outbreak: An ARDL Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 562-571.
• Manat Rahim & Pasrun Adam & Heppi Millia & La Ode Suriadi & La Ode Ode Saidi, 2021, "The Causal Relationship between Fuel Consumption, Exchange Rates and Economic Growth in South East Sulawesi, Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 1-6.
• Tsang, Andrew & Yiu, Matthew S. & Nguyen, Huy Toan, 2021, "Spillover across sovereign bond markets between the US and ASEAN4 economies," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101343.
• Peng, Qing & Li, Jie & Zhao, Yu & Wu, Han, 2021, "The informational content of implied volatility: Application to the USD/JPY exchange rates," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101363.
• Ariff, Mohamed & Zarei, Alireza & Bhatti, M. Ishaq, 2021, "Monitoring exchange rate instability in 12 selected Islamic economies," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100517.
• Li, Xue & Liu, Yanghui & Li, Hanxu & Li, Jie, 2021, "Onshore spot and offshore forward markets for RMB: Evidence from the “8.11” exchange rate regime reform," China Economic Review, Elsevier, volume 67, issue C, DOI: 10.1016/j.chieco.2021.101617.
• Fan, Ying & Sing, Tien Foo, 2021, "Macroeconomic policy-induced wealth effects on Chinese foreign housing investments," China Economic Review, Elsevier, volume 69, issue C, DOI: 10.1016/j.chieco.2021.101675.
• Castle, Jennifer L. & Kurita, Takamitsu, 2021, "A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104139.
• Bahmani-Oskooee, Mohsen & Harvey, Hanafiah & Halicioglu, Ferda, 2021, "Does the real exchange rate play any role in the trade between Mexico and Canada? An asymmetric analysis," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 1-21, DOI: 10.1016/j.eap.2021.01.020.
• Baek, Jungho, 2021, "A new look at the oil price-exchange rate nexus: Asymmetric evidence from selected OPEC member countries," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 172-181, DOI: 10.1016/j.eap.2021.02.008.
• Banerjee, Krittika & Goyal, Ashima, 2021, "Behavioural​ equilibrium real exchange rates and misalignments: Evidence from large emerging markets," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 414-436, DOI: 10.1016/j.eap.2021.03.004.
• Baek, Jungho & Nam, Soojoong, 2021, "The South Korea–China trade and the bilateral real exchange rate: Asymmetric evidence from 33 industries," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 463-475, DOI: 10.1016/j.eap.2021.06.007.
• Boubaker, Heni & Zorgati, Mouna Ben Saad & Bannour, Nawres, 2021, "Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 592-608, DOI: 10.1016/j.eap.2021.06.014.
• Montfaucon, Angella Faith & Sato, Kiyotaka & Shrestha, Nagendra & Parsons, Craig, 2021, "Exchange rate pass-through and invoicing currency choice between fixed and floating exchange rate regimes: Evidence from Malawi’s transaction-level data," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 562-577, DOI: 10.1016/j.eap.2021.09.006.
• Viziniuc, Mădălin, 2021, "Winners and losers of central bank foreign exchange interventions," Economic Modelling, Elsevier, volume 94, issue C, pages 748-767, DOI: 10.1016/j.econmod.2020.02.016.
• Chen, Meng-Wei & Lu, Cuicui & Tian, Yuan, 2021, "Export price and quality adjustment: The role of financial stress and exchange rate," Economic Modelling, Elsevier, volume 96, issue C, pages 336-345, DOI: 10.1016/j.econmod.2020.11.008.
• Dąbrowski, Marek A., 2021, "A novel approach to the estimation of an actively managed component of foreign exchange reserves," Economic Modelling, Elsevier, volume 96, issue C, pages 83-95, DOI: 10.1016/j.econmod.2020.12.019.
• Frömmel, Michael & Midiliç, Murat, 2021, "Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function," Economic Modelling, Elsevier, volume 97, issue C, pages 461-476, DOI: 10.1016/j.econmod.2020.09.020.
• Xie, Zixiong & Chen, Shyh-Wei & Hsieh, Chun-Kuei, 2021, "Facing up to the polysemy of purchasing power parity: New international evidence," Economic Modelling, Elsevier, volume 98, issue C, pages 247-265, DOI: 10.1016/j.econmod.2021.02.019.
• Feng, Qianqian & Sun, Xiaolei & Liu, Chang & Li, Jianping, 2021, "Spillovers between sovereign CDS and exchange rate markets: The role of market fear," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101308.
• Huang, Qian & Wang, Xiangning & Zhang, Shuguang, 2021, "The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101340.
• Jia, Fei & Shen, Yao & Ren, Junfan & Xu, Xiangyun, 2021, "The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101349.
• Pérez-Rodríguez, Jorge V. & Andrada-Félix, Julián & Rachinger, Heiko, 2021, "Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101438.
• Choi, Jin Ho & Suh, Sangwon, 2021, "A filtered currency carry trade," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101472.
• Chen, Zilin & Gang, Jianhua & Qian, Zongxin, 2021, "Stock returns and carry trades," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101507.
• Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2021, "The effects of FX-interventions on forecasters disagreement: A mixed data sampling view," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101511.
• Go, You-How & Lau, Wee-Yeap, 2021, "Extreme risk spillovers between crude palm oil prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101513.
• Guo, Ranran & Ye, Wuyi, 2021, "A model of dynamic tail dependence between crude oil prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101543.
• Ahn, Jihye & Kim, Soyoung, 2021, "Delayed overshooting can still be a puzzle after the 1980s," Economics Letters, Elsevier, volume 199, issue C, DOI: 10.1016/j.econlet.2020.109706.
• Du, Wenti & Pentecost, Eric J., 2021, "New “News” for the news model of the spot exchange rate," Economics Letters, Elsevier, volume 200, issue C, DOI: 10.1016/j.econlet.2021.109770.
• Grisse, Christian & Scheidegger, Fabian, 2021, "Covariability of real exchange rates and fundamentals," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109782.
• Lee, Namhoon & Choi, Wonseok & Pae, Yuntaek, 2021, "Market efficiency in foreign exchange market," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109931.
• Zhou, Jin & Li, Haiqi & Zhong, Wanling, 2021, "A modified Diebold–Mariano test for equal forecast accuracy with clustered dependence," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110029.
• Bahmani-Oskooee, Mohsen & Nouira, Ridha, 2021, "U.S.-German commodity trade and the J-curve: New evidence from asymmetry analysis," Economic Systems, Elsevier, volume 45, issue 2, DOI: 10.1016/j.ecosys.2020.100779.
• Nagengast, Arne J. & Bursian, Dirk & Menz, Jan-Oliver, 2021, "Dynamic pricing and exchange rate pass-through: Evidence from transaction-level data," European Economic Review, Elsevier, volume 133, issue C, DOI: 10.1016/j.euroecorev.2021.103662.
• Zigraiova, Diana & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2021, "How puzzling is the forward premium puzzle? A meta-analysis," European Economic Review, Elsevier, volume 134, issue C, DOI: 10.1016/j.euroecorev.2021.103714.
• Demirkılıç, Serkan, 2021, "Balance sheet effects of foreign currency debt and real exchange rate on corporate investment: evidence from Turkey," Emerging Markets Review, Elsevier, volume 47, issue C, DOI: 10.1016/j.ememar.2021.100796.
• Yung, Julieta, 2021, "Can interest rate factors explain exchange rate fluctuations?," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 34-56, DOI: 10.1016/j.jempfin.2021.01.005.
• Gradojevic, Nikola & Tsiakas, Ilias, 2021, "Volatility cascades in cryptocurrency trading," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 252-265, DOI: 10.1016/j.jempfin.2021.04.005.
• Albulescu, Claudiu Tiberiu & Ajmi, Ahdi Noomen, 2021, "Oil price and US dollar exchange rate: Change detection of bi-directional causal impact," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105385.
• Gkillas, Konstantinos & Konstantatos, Christoforos & Floros, Christos & Tsagkanos, Athanasios, 2021, "Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101706.
• Shehadeh, Ali A. & Li, Youwei & Vigne, Samuel A. & Almaharmeh, Mohammad I. & Wang, Yizhi, 2021, "The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101871.
• Baur, Dirk G. & Hoang, Lai T., 2021, "A crypto safe haven against Bitcoin," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101431.
• Shahzad, Syed Jawad Hussain & Kyei, Clement Kweku & Gupta, Rangan & Olson, Eric, 2021, "Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101504.
• Sensoy, Ahmet & Uzun, Sevcan & Lucey, Brian M., 2021, "Commonality in FX liquidity: High-frequency evidence," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101577.
• Kunkler, Michael, 2021, "The Chinese renminbi's co-movement with the US dollar: Addressing the numéraire issue," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101741.
• Angerer, Martin & Hoffmann, Christian Hugo & Neitzert, Florian & Kraus, Sascha, 2021, "Objective and subjective risks of investing into cryptocurrencies," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101737.
• Jia, Boxiang & Goodell, John W. & Shen, Dehua, 2021, "US partisan conflict and high-yield exchange rates," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101785.
• Wan, Yang & He, Shi, 2021, "Dynamic connectedness of currencies in G7 countries: A Bayesian time-varying approach," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101896.
• Palazzi, Rafael Baptista & Júnior, Gerson de Souza Raimundo & Klotzle, Marcelo Cabus, 2021, "The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101893.
• Lei, Jian, 2021, "Curve momentum in currency markets," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101903.
• Janus, Jakub, 2021, "The COVID-19 shock and long-term interest rates in emerging market economies," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101976.
• Yun, Youngjin, 2021, "International spillover of central bank swap lines - Evidence from the COVID-19 experience of Korea," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102003.
• Yang, Yang & Zhang, Jiqiang, 2021, "Effects of monetary policy on the exchange rates: A Time-varying analysis," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102114.
• Scherrer, Cristina Mabel, 2021, "Information processing on equity prices and exchange rate for cross-listed stocks," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2021.100634.
• Yamani, Ehab, 2021, "Can technical trading beat the foreign exchange market in times of crisis?," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100550.
• Kunkler, Michael, 2021, "Currency hedging for single-currency equity portfolios: Does cross-asset risk matter?," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2020.100575.
• Tsiakas, Ilias & Zhang, Haibin, 2021, "Economic fundamentals and the long-run correlation between exchange rates and commodities," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2021.100649.
• Klein, Mathias & Linnemann, Ludger, 2021, "Real exchange rate and international spillover effects of US technology shocks," Journal of International Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.jinteco.2020.103414.
• Broner, Fernando & Martin, Alberto & Pandolfi, Lorenzo & Williams, Tomas, 2021, "Winners and losers from sovereign debt inflows," Journal of International Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.jinteco.2021.103446.
• Cerutti, Eugenio M. & Obstfeld, Maurice & Zhou, Haonan, 2021, "Covered interest parity deviations: Macrofinancial determinants," Journal of International Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.jinteco.2021.103447.
• Hobijn, Bart & Nechio, Fernanda & Shapiro, Adam Hale, 2021, "Using Brexit to identify the nature of price rigidities," Journal of International Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.jinteco.2021.103448.
• Dao, Mai Chi & Minoiu, Camelia & Ostry, Jonathan D., 2021, "Corporate investment and the real exchange rate," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103437.
• Bacchetta, Philippe & van Wincoop, Eric, 2021, "Puzzling exchange rate dynamics and delayed portfolio adjustment," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103460.
• Ottonello, Pablo, 2021, "Optimal exchange-rate policy under collateral constraints and wage rigidity," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103478.
• Fernandes, Ana P. & Winters, L. Alan, 2021, "Exporters and shocks: The impact of the Brexit vote shock on bilateral exports to the UK," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103489.
• Reitz, Stefan & Umlandt, Dennis, 2021, "Currency returns and FX dealer balance sheets," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103541.
• Omoshoro-Jones, Oyeyinka S. & Bonga-Bonga, Lumengo, 2021, "Global imbalances, external adjustment and propagated shocks: An African perspective from a global VAR model," International Economics, Elsevier, volume 165, issue C, pages 186-203, DOI: 10.1016/j.inteco.2021.01.004.
• Soon, Siew-Voon & Baharumshah, Ahmad Zubaidi, 2021, "Exchange rates and fundamentals: Further evidence based on asymmetric causality test," International Economics, Elsevier, volume 165, issue C, pages 67-84, DOI: 10.1016/j.inteco.2020.12.001.
• Couharde, Cécile & Grekou, Carl & Mignon, Valérie, 2021, "MULTIPRIL, a new database on multilateral price levels and currency misalignments," International Economics, Elsevier, volume 165, issue C, pages 94-117, DOI: 10.1016/j.inteco.2020.12.003.
• Cumperayot, Phornchanok & Kouwenberg, Roy, 2021, "The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates," International Economics, Elsevier, volume 166, issue C, pages 167-176, DOI: 10.1016/j.inteco.2020.12.005.
• Mien, Edouard, 2021, "External and internal exchange rates and the Dutch disease: Evidence from a panel of oil-exporting African countries," International Economics, Elsevier, volume 167, issue C, pages 206-228, DOI: 10.1016/j.inteco.2021.07.004.
• Bazán-Palomino, Walter & Winkelried, Diego, 2021, "FX markets’ reactions to COVID-19: Are they different?," International Economics, Elsevier, volume 167, issue C, pages 50-58, DOI: 10.1016/j.inteco.2021.05.006.
• Fisera, Boris & Workie Tiruneh, Menbere & Hojdan, David, 2021, "Currency depreciations in emerging economies: A blessing or a curse for external debt management?," International Economics, Elsevier, volume 168, issue C, pages 132-165, DOI: 10.1016/j.inteco.2021.09.003.
• Cho, Dooyeon & Han, Heejoon, 2021, "The tail behavior of safe haven currencies: A cross-quantilogram analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 70, issue C, DOI: 10.1016/j.intfin.2020.101257.
• Stenfors, Alexis & Susai, Masayuki, 2021, "Spoofing and pinging in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 70, issue C, DOI: 10.1016/j.intfin.2020.101278.
• Jin, Xiaoye, 2021, "What do we know about the popularity of technical analysis in foreign exchange markets? A skewness preference perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2020.101281.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2021, "Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101315.
• Keefe, Helena Glebocki, 2021, "The transmission of global monetary and credit shocks on exchange market pressure in emerging markets and developing economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101320.
• Ren, Yu & Liang, Xuanxuan & Wang, Qin, 2021, "Short-term exchange rate forecasting: A panel combination approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101367.
• Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2021, "Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101377.
• Pontines, Victor & Luvsannyam, Davaajargal & Atarbaatar, Enkhjin & Munkhtsetseg, Ulziikhutag, 2021, "The effectiveness of currency intervention: Evidence from Mongolia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101439.
• Breen, John David & Hu, Liang, 2021, "The predictive content of oil price and volatility: New evidence on exchange rate forecasting," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101454.
• Kawasaki, Kentaro & Sato, Kiyotaka, 2021, "A new assessment of economic integration in East Asia: Application of an industry-specific G-PPP model," Japan and the World Economy, Elsevier, volume 60, issue C, DOI: 10.1016/j.japwor.2021.101105.
• Koosakul, Jakree & Shim, Ilhyock, 2021, "The effects of asset price volatility on market participation: Evidence from the Thai foreign exchange market," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2020.106036.
• Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021, "Monetary policy’s rising FX impact in the era of ultra-low rates," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106142.
• Dupuy, Philippe, 2021, "Risk-adjusted return managed carry trade," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106172.
• Chaboud, Alain & Hjalmarsson, Erik & Zikes, Filip, 2021, "The evolution of price discovery in an electronic market," Journal of Banking & Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jbankfin.2021.106171.
• Xu, Yuan & Guo, Yuwei, 2021, "Exchange rate disconnect and financial constraints —evidence from Chinese firms," Journal of Comparative Economics, Elsevier, volume 49, issue 4, pages 1008-1019, DOI: 10.1016/j.jce.2021.04.005.
• Beckmann, Joscha, 2021, "Measurement and effects of euro/dollar exchange rate uncertainty," Journal of Economic Behavior & Organization, Elsevier, volume 183, issue C, pages 773-790, DOI: 10.1016/j.jebo.2020.06.021.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2021, "Long-run equilibrium in international assets and goods markets: Why is the law of one price required?," Journal of Economic Behavior & Organization, Elsevier, volume 190, issue C, pages 891-904, DOI: 10.1016/j.jebo.2021.08.023.
• Filippou, Ilias & Taylor, Mark P., 2021, "Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 66-77, DOI: 10.1016/j.jebo.2021.08.037.
• Corte, Pasquale Della & Kozhan, Roman & Neuberger, Anthony, 2021, "The cross-section of currency volatility premia," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 950-970, DOI: 10.1016/j.jfineco.2020.08.010.
• Ranaldo, Angelo & Somogyi, Fabricius, 2021, "Asymmetric information risk in FX markets," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 391-411, DOI: 10.1016/j.jfineco.2020.12.007.
• Cremers, Martijn & Fleckenstein, Matthias & Gandhi, Priyank, 2021, "Treasury yield implied volatility and real activity," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 412-435, DOI: 10.1016/j.jfineco.2020.12.009.
• Fang, Xiang & Liu, Yang, 2021, "Volatility, intermediaries, and exchange rates," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 217-233, DOI: 10.1016/j.jfineco.2020.05.010.
• Hasbrouck, Joel & Levich, Richard M., 2021, "Network structure and pricing in the FX market," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 705-729, DOI: 10.1016/j.jfineco.2021.04.013.
• Maurer, Thomas & Tran, Ngoc-Khanh, 2021, "Entangled risks in incomplete FX markets," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 146-165, DOI: 10.1016/j.jfineco.2021.05.051.
• Baltussen, Guido & Swinkels, Laurens & Van Vliet, Pim, 2021, "Global factor premiums," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1128-1154, DOI: 10.1016/j.jfineco.2021.06.030.
• Bergman, U. Michael & Sørensen, Peter Birch, 2021, "The interaction of actual and fundamental house prices: A general model with an application to Sweden," Journal of Housing Economics, Elsevier, volume 54, issue C, DOI: 10.1016/j.jhe.2021.101792.
• Binici, Mahir & Das, Mitali, 2021, "Recalibration of capital controls: Evidence from the IMF taxonomy," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102252.
• Dupuy, Philippe & James, Jessica & Marsh, Ian W., 2021, "Attractive and non-attractive currencies," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102253.
• Roevekamp, Ingmar, 2021, "The impact of US monetary policy on managed exchange rates and currency peg regimes," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102266.
• Ivanova, Yuliya & Neely, Christopher J. & Weller, Paul & Famiglietti, Matthew T., 2021, "Can risk explain the profitability of technical trading in currency markets?," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102285.
• Luna Santos, Francisco, 2021, "Comparing the impact of discretionary and pre-announced central bank interventions," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102307.
• Ahmed, Rashad, 2021, "Monetary policy spillovers under intermediate exchange rate regimes," Journal of International Money and Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jimonfin.2020.102342.
• Cheung, Yin-Wong & Grimm, Louisa & Westermann, Frank, 2021, "The evolution of offshore renminbi trading: 2016 to 2019," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102369.
• Dai, Mi & Nucci, Francesco & Pozzolo, Alberto F. & Xu, Jianwei, 2021, "Access to finance and the exchange rate elasticity of exports," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102386.
• Dossani, Asad, 2021, "Central bank tone and currency risk premia," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102424.
• Taylor, Mark P. & Wang, Zigan & Xu, Qi, 2021, "The real effects of exchange rate risk on corporate investment: International evidence," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102432.
• Aizenman, J. & Jinjarak, Y. & Park, D. & Zheng, H., 2021, "Good-bye original sin, hello risk on-off, financial fragility, and crises?," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102442.
• An, Lian & Wynne, Mark A. & Zhang, Ren, 2021, "Shock-dependent exchange rate pass-through: Evidence based on a narrative sign approach for Japan," Journal of International Money and Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jimonfin.2021.102462.
• Adler, Gustavo & Mano, Rui C., 2021, "The Cost of Foreign Exchange Intervention: Concepts and Measurement," Journal of Macroeconomics, Elsevier, volume 67, issue C, DOI: 10.1016/j.jmacro.2018.07.001.
• Ahmed, Rashad & Aizenman, Joshua & Jinjarak, Yothin, 2021, "Inflation and Exchange Rate Targeting Challenges Under Fiscal Dominance," Journal of Macroeconomics, Elsevier, volume 67, issue C, DOI: 10.1016/j.jmacro.2020.103281.
• Cavusoglu, Nevin & Goldberg, Michael D. & Stillwagon, Josh, 2021, "Currency returns and downside risk: Debt, volatility, and the gap from benchmark values," Journal of Macroeconomics, Elsevier, volume 68, issue C, DOI: 10.1016/j.jmacro.2021.103304.
• Jermann, Urban J., 2021, "Cryptocurrencies and Cagan’s model of hyperinflation," Journal of Macroeconomics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jmacro.2021.103340.
• Sever, Can, 2021, "Political booms and currency crises," Journal of Macroeconomics, Elsevier, volume 70, issue C, DOI: 10.1016/j.jmacro.2021.103373.
• Padhan, Hemachandra & Sahu, Santosh Kumar & Dash, Umakant, 2021, "Non-linear analysis of international reserve, trade and trilemma in India," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2020.e00191.
• Hajilee, Massomeh & Niroomand, Farhang, 2021, "Is there an asymmetric link between the shadow economy and the financial depth of emerging market economies?," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2020.e00193.
• Bahmani-Oskooee, Mohsen & Kanitpong, Tatchawan, 2021, "On the asymmetric effects of exchange rate changes and Thailand's inpayments from and outpayments to its partners," The Journal of Economic Asymmetries, Elsevier, volume 24, issue C, DOI: 10.1016/j.jeca.2021.e00222.
• Bao, Ho Hoang Gia & Le, Hoang Phong, 2021, "ASEAN's trade balance with the whole EU-28 at industry level: The role of vehicle currency," The Journal of Economic Asymmetries, Elsevier, volume 24, issue C, DOI: 10.1016/j.jeca.2021.e00230.
• Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2021, "How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101898.
• Razek, Noha H.A. & McQuinn, Brian, 2021, "Saudi Arabia's currency misalignment and international competitiveness, accounting for geopolitical risks and the super-contango oil market," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102057.
• Husaini, Dzul Hadzwan & Lean, Hooi Hooi, 2021, "Asymmetric impact of oil price and exchange rate on disaggregation price inflation," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102175.
• Al Rababa'a, Abdel Razzaq & Alomari, Mohammad & Mensi, Walid & Matar, Ali & Saidat, Zaid, 2021, "Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102311.
• Alssadek, Marwan & Benhin, James, 2021, "Oil boom, exchange rate and sectoral output: An empirical analysis of Dutch disease in oil-rich countries," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102362.
• Jiang, Zhengyang, 2021, "US Fiscal cycle and the dollar," Journal of Monetary Economics, Elsevier, volume 124, issue C, pages 91-106, DOI: 10.1016/j.jmoneco.2021.10.002.