Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2021

• Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed, 2021, "Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management," Journal of Multinational Financial Management, Elsevier, volume 59, issue C, DOI: 10.1016/j.mulfin.2020.100666.
• Khraief, Naceur & Shahbaz, Muhammad & Mahalik, Mantu Kumar & Bhattacharya, Mita, 2021, "Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 563, issue C, DOI: 10.1016/j.physa.2020.125423.
• Yamani, Ehab, 2021, "Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 74-89, DOI: 10.1016/j.qref.2020.05.009.
• Belghitar, Yacine & Clark, Ephraim & Dropsy, Vincent & Mefteh-Wali, Salma, 2021, "The effect of exchange rate fluctuations on the performance of small and medium sized enterprises: Implications for Brexit," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 399-410, DOI: 10.1016/j.qref.2021.03.002.
• Ding, Liang, 2021, "Conditional correlation between exchange rates and stock prices," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 452-463, DOI: 10.1016/j.qref.2021.02.004.
• Bahmani-Oskooee, Mohsen & Nouira, Ridha, 2021, "The nonlinear ARDL approach and productivity bias hypothesis: Evidence from 68 countries," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 80-89, DOI: 10.1016/j.qref.2021.02.001.
• Erdem, F. Pinar & Geyikci, Utku Bora, 2021, "Local, global and regional shocks indices in emerging exchange rate markets," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 98-113, DOI: 10.1016/j.iref.2020.12.039.
• Salisu, Afees A. & Vo, Xuan Vinh, 2021, "The behavior of exchange rate and stock returns in high and low interest rate environments," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 138-149, DOI: 10.1016/j.iref.2021.02.008.
• He, Qing & Korhonen, Iikka & Qian, Zongxin, 2021, "Monetary policy transmission with two exchange rates of a single currency: The Chinese experience," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 558-576, DOI: 10.1016/j.iref.2021.04.028.
• Bush, Georgia & López Noria, Gabriela, 2021, "Uncertainty and exchange rate volatility: Evidence from Mexico," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 704-722, DOI: 10.1016/j.iref.2021.04.029.
• Qi, Jianhong & Liu, Hui & Zhang, Zhaoyong, 2021, "Exchange rate uncertainty and the timing of Chinese Outward Direct Investment," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 1193-1204, DOI: 10.1016/j.iref.2019.11.008.
• Kim, Kyungmin, 2021, "Production sharing and exchange rate pass-through," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 817-835, DOI: 10.1016/j.iref.2021.07.017.
• dos Santos, Marcelo Bittencourt Coelho & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo, 2021, "The impact of political risk on the currencies of emerging markets," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101375.
• Tamgac, Unay, 2021, "Emerging market exchange rates during quantitative tapering: The effect of US and domestic news," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101393.
• Zhang, Qian & Li, Zeguang, 2021, "Time-varying risk attitude and the foreign exchange market behavior," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101394.
• Bresser-Pereira, Luiz Carlos, 2021, "Brazil's quasi-stagnation and East-Asia growth: A new-developmental explanation," Structural Change and Economic Dynamics, Elsevier, volume 58, issue C, pages 500-508, DOI: 10.1016/j.strueco.2021.06.014.
• Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2021, "A behavioral explanation for the puzzling persistence of the aggregate real exchange rate," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-40, Apr.
• Yu-chin Chen & Ippei Fujiwara & Yasuo Hirose, 2021, "Exchange rate disconnect and the general equilibrium puzzle," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-86, Oct.
• Scherrer, Cristina Mabel, 2021, "Information processing on equity prices and exchange rate for cross-listed stocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125649, Jun.
• M Bahmani-Oskooee & R Nouira & S Saafi, 2021, "US Export Earnings from and Import Payments to German Industries: Role of the Real Exchange Rate and Asymmetry," Economic Issues Journal Articles, Economic Issues, volume 26, issue 1, pages 57-73, March.
• Smita Roy Trivedi, 2021, "‘Manna from heaven’: does the presence of central banks make technical analysis profitable?," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 18, issue 1, pages 11-28, April.
• Santiago Capraro & Carlo Panico, 2021, "The evolution of China's monetary policy: on the horns of a dilemma," Review of Keynesian Economics, Edward Elgar Publishing, volume 9, issue 1, pages 109-138, January.
• Richard Senner & Didier Sornette, 2021, "Explaining global imbalances: the role of central-bank intervention and the rise of sovereign wealth funds," Review of Keynesian Economics, Edward Elgar Publishing, volume 9, issue 1, pages 61-82, January.
• Leandro Vieira Araújo Lima & Fábio Henrique Bittes Terra, 2021, "Expectations and exchange rates in a Keynes–Harvey model: an analysis of the Brazilian case from 2002 to 2017," Review of Keynesian Economics, Edward Elgar Publishing, volume 9, issue 2, pages 270-288, April.
• Kurtulus Bozkurt & Hatice Armutçuoğlu Tekin & Zeliha Can Ergün, 2021, "An investigation of demand and exchange rate shocks in the tourism sector," Applied Economic Analysis, Emerald Group Publishing Limited, volume 29, issue 86, pages 171-188, April, DOI: 10.1108/AEA-05-2020-0051.
• Md. Saiful Islam, 2021, "Impact of socioeconomic development on inflation in South Asia: evidence from panel cointegration analysis," Applied Economic Analysis, Emerald Group Publishing Limited, volume 30, issue 88, pages 38-51, July, DOI: 10.1108/AEA-07-2020-0088.
• Faik Bilgili & Fatma Ünlü & Pelin Gençoğlu & Sevda Kuşkaya, 2021, "Modeling the exchange rate pass-through in Turkey with uncertainty and geopolitical risk: a Markov regime-switching approach," Applied Economic Analysis, Emerald Group Publishing Limited, volume 30, issue 88, pages 52-70, July, DOI: 10.1108/AEA-08-2020-0105.
• Saban Nazlioglu & Mehmet Altuntas & Emre Kilic & Ilhan Kucukkkaplan, 2021, "Purchasing power parity in GIIPS countries: evidence from unit root tests with breaks and non-linearity," Applied Economic Analysis, Emerald Group Publishing Limited, volume 30, issue 90, pages 176-195, October, DOI: 10.1108/AEA-10-2020-0146.
• Udoma Johnson Afangideh & Tuwe Soro Garbobiya & Farida Bello Umar & Nuruddeen Usman & Victor Unekwu Ocheni & Sanusi Muhammad Yakubu, 2021, "Asymmetric effects of exchange rate on money demand in Nigeria: evidence from the new broad money aggregate (M3)," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 12, issue 3, pages 470-485, July, DOI: 10.1108/AJEMS-02-2021-0080.
• Seyram Pearl Kumah & Jones Odei-Mensah, 2021, "Can altcoins become viable alternatives to African fiat currencies?," International Journal of Development Issues, Emerald Group Publishing Limited, volume 21, issue 1, pages 24-53, August, DOI: 10.1108/IJDI-04-2021-0088.
• Abdul Rashid & Ataullah Muneeb & Maria Karim, 2021, "The exports–exchange rate volatility nexus in Pakistan: do financial constraints and financial development matter?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 10, pages 2676-2701, March, DOI: 10.1108/IJOEM-04-2020-0348.
• Zhuoqun Zhang & Tao Zhang, 2021, "Has the dependence structure of the BRICS exchange rates changed after the financial crisis? Evidence from R-Vine copula model," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 10, pages 2490-2509, March, DOI: 10.1108/IJOEM-06-2020-0717.
• Muhammad Ahad & Zaheer Anwer & Wasim Ahmad, 2021, "Does crime-tourism nexus hold for Pakistan?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 8, pages 1815-1839, January, DOI: 10.1108/IJOEM-08-2020-0889.
• Hon Chung Hui, 2021, "The long-run effects of geopolitical risk on foreign exchange markets: evidence from some ASEAN countries," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 6, pages 1543-1564, January, DOI: 10.1108/IJOEM-08-2020-1001.
• Vidhi Agarwal & Taniya Ghosh, 2021, "Is Inflation Targeting Successful in Emerging Economies?," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Recent Developments in Asian Economics International Symposia in Economic Theory and Econometrics", DOI: 10.1108/S1571-038620210000028008.
• Aishanee Sinha & Taniya Ghosh, 2021, "Impact of Economic Policy Uncertainty on FDI Inflows: Evidence from India," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Recent Developments in Asian Economics International Symposia in Economic Theory and Econometrics", DOI: 10.1108/S1571-038620210000028009.
• Christina Anderl & Guglielmo Maria Caporale, 2021, "Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 6, pages 937-959, August, DOI: 10.1108/JES-02-2021-0109.
• Hamid Baghestani, 2021, "Real exchange rate synchronization in the NAFTA region," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 7, pages 1212-1224, October, DOI: 10.1108/JES-04-2021-0207.
• Hem C. Basnet & Ficawoyi Donou-Adonsou & Kamal Upadhyaya, 2021, "Remittances-inflation nexus in South Asia: an empirical examination," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 2, pages 152-161, August, DOI: 10.1108/JFEP-02-2021-0053.
• Terver Kumeka & Patricia Ajayi & Oluwatosin Adeniyi, 2021, "Is stock market in Sub-Saharan Africa resilient to health shocks?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 4, pages 562-598, December, DOI: 10.1108/JFEP-03-2021-0073.
• Mohsen Bahmani-Oskooee & Huseyin Karamelikli, 2021, "Exchange rate volatility and Turkish–German commodity trade: an asymmetry analysis," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 4, pages 748-785, February, DOI: 10.1108/SEF-04-2020-0120.
• Bhavesh Garg & K.P. Prabheesh, 2021, "The nexus between the exchange rates and interest rates: evidence from BRIICS economies during the COVID-19 pandemic," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 2, pages 469-486, February, DOI: 10.1108/SEF-09-2020-0387.
• Ignacio Ibarra López & Jorge David Cortés Moreno, 2021, "Érase una vez un efecto Trump. Información en Internet y el tipo de cambio/Once upon a time there was a Trump effect. Internet information and the exchange rate," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 36, issue 2, pages 363-398.
• Thibault Lemaire, 2021, "Civil Conflicts and Exchange Rate Misalignment: Evidence from MENA and Arab League Members," Working Papers, Economic Research Forum, number 1495, Oct, revised 20 Oct 2021.
• Neda Assadollahzadehjafari & Bahar Hafezi & Seyed Mohsen Khalifehsoltani, 2021, "The Efficiency of the Banking Network in Relation to Changes in the Asset Market," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 3, pages 99-117.
• Augustine C. Arize & Ioannis N. Kallianiotis & John Malindretos & Alexis Panayides & Cheickna Sylla, 2021, "An Econometric Study of Forecasting French Foreign Exchange Rates," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 11, issue 1, pages 3-14.
• Piotr Misztal, 2021, "The Size and the Main Determinants of China’s Official Currency Reserves in the Period 1990-2019," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 568-582.
• Zenon Wisniewski, 2021, "Long-Term Relationship Between Prices and Exchange Rates," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 63-86.
• Ilona Urych, 2021, "The Use of Models for the Diagnosis of Defence Potential in the Strategic Management of Activities by Civilians to Strengthen National Security," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 830-840.
• Joanna Kowalik, 2021, "The “UMO” as an Example of Scientific Project Implementation," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1055-1068.
• Tomasz Lukaszewski, 2021, "Buildings Thermal Retrofit Investement under ESCO Formula - A Case Study from Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1081-1093.
• Joanna Holub-Iwan, 2021, "Management Information Systems of Public Health Behaviors based on Evidence in Medicine and Health Management," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 623-643.
• Katarzyna Puszko, 2021, "Effectivity of Leadership," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 644-663.
• Katarzyna Puszko, 2021, "Denotation of Leadership Efficiency," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 664-676.
• Elzbieta Kacperska & Jakub Kraciuk, 2021, "The Effect of COVID-19 Pandemic on the Stock Market of Agri-food Companies in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 274-290.
• Jolanta Pasionek, 2021, "Response of the USD/MXN Exchange Rate to Macroeconomic Data," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 914-927.
• Leonor Coutinho & Nuria Mata Garcia & Alessandro Turrini & Goran Vukšić, 2021, "Methodologies for the Assessment of Real Effective Exchange Rates," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 149, Oct.
• Ibrahim D. Raheem & Kazeem B. Ajide, 2021, "The Journey towards Dollarization: The Role of the Tourism Industry," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 21/008, Jan.
• Martin Mandel & Jan Vejmelek, 2021, "Testing the Properties of Financial Analysts’ Predictions of Future Spot Exchange Rates (Example of CZK/EUR)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 1, pages 33-51, June.
• Boris Fisera & Menbere Workie Tiruneh & David Hojdan, 2021, "Currency Depreciations in Emerging Economies: A Blessing or a Curse for External Debt Management?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/06, Mar, revised Mar 2021.
• Omar Barbiero, 2021, "The Valuation Effects of Trade," Working Papers, Federal Reserve Bank of Boston, number 21-11, Sep, DOI: 10.29412/res.wp.2021.11.
• Caroline Beetz Fenske & Yun Jung Kim & Jing Zhang, 2021, "The dynamic relationship between global debt and output," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 457, pages 1-5, May.

2020

• Hatice Erkekoglu & Aweng Peter Majok Garang & Adire Simon Deng, 2020, "Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 2, pages 268-281.
• Salma Zaiane & Rabeb Jrad, 2020, "The Dynamic Linkages between Stock Market and Foreign Exchange Market: Evidence from an Emerging Market," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 245-254.
• Nicolas Moumni & Salma Dasser, 2020, "Moroccan Dirham Flexibilization and Equilibrium Exchange Rate: A Quest for Grail?," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 4, pages 132-140.
• Mariam Abbas Soharwardi & Mumtaz Ahmad & Muhammad Nouman Shafique, 2020, "Exchange Rate Volatility and Trade Deficit in Pakistan: A Time Series Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 4, pages 215-219.
• Benlaria Houcine & Gheraia Zouheyr & Belbali Abdessalam & Hadji Youcef & Abdelli Hanane, 2020, "The Relationship Between Crude Oil Prices, EUR/USD Exchange Rate and Gold Prices," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 5, pages 234-242.
• Benjamin Ighodalo Ehikioya & Alexander Ehimare Omankhanlen & Ayopo Abiola Babajide & Godswill Osagie Osuma & Cordelia Onyinyechi Omodero, 2020, "Oil Price Fluctuations and Exchange Rate in Selected Sub-Saharan Africa countries: A Vector Error Correction Model Approach," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 242-249.
• Heppi Millia & Pasrun Adam & Zainuddin Saenong & Muh. Yani Balaka & Yuwanda Purnamasari Pasrun & La Ode Saidi & Wali Aya Rumbia, 2020, "The Influence of Crude Oil Prices Volatility, the Internet and Exchange Rate on the Number of Foreign Tourist Arrivals in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 280-287.
• Gizem BAS & Mehmet KARA, 2020, "Exchange Rate Pass-Through on the Domestic Prices: Evidence from the Turkish Economy," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 8, issue 2, pages 115-125.
• Chiappini, Raphaël & Lahet, Delphine, 2020, "Exchange rate movements in emerging economies - Global vs regional factors in Asia," China Economic Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.chieco.2019.101386.
• Sun, Yuying & Bao, Qin & Zheng, Jiali & Wang, Shouyang, 2020, "Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach," China Economic Review, Elsevier, volume 62, issue C, DOI: 10.1016/j.chieco.2020.101476.
• El-Shagi, Makram & Zhang, Lin, 2020, "Trade effects of silver price fluctuations in 19th-century China: A macro approach," China Economic Review, Elsevier, volume 63, issue C, DOI: 10.1016/j.chieco.2020.101522.
• Frenkel, Michael & Mauch, Matthias & Rülke, Jan-Christoph, 2020, "Do forecasters of major exchange rates herd?," Economic Modelling, Elsevier, volume 84, issue C, pages 214-221, DOI: 10.1016/j.econmod.2019.04.011.
• Gradojevic, Nikola & Erdemlioglu, Deniz & Gençay, Ramazan, 2020, "A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage," Economic Modelling, Elsevier, volume 85, issue C, pages 57-73, DOI: 10.1016/j.econmod.2019.05.006.
• De, Kuhelika & Sun, Wei, 2020, "Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S," Economic Modelling, Elsevier, volume 89, issue C, pages 1-9, DOI: 10.1016/j.econmod.2019.10.015.
• Kharrat, Sabrine & Hammami, Yacine & Fatnassi, Ibrahim, 2020, "On the cross-sectional relation between exchange rates and future fundamentals," Economic Modelling, Elsevier, volume 89, issue C, pages 484-501, DOI: 10.1016/j.econmod.2019.11.024.
• Caputo, Rodrigo & Pedersen, Michael, 2020, "The changing nature of the real exchange rate: The role of central bank preferences," Economic Modelling, Elsevier, volume 90, issue C, pages 445-464, DOI: 10.1016/j.econmod.2019.11.029.
• Yoon, Jong Cheol & Min, Dai Hong & Jei, Sang Young, 2020, "Purchasing power parity vs. uncovered interest rate parity for NAFTA countries: The value of incorporating time-varying parameter model," Economic Modelling, Elsevier, volume 90, issue C, pages 494-500, DOI: 10.1016/j.econmod.2019.11.034.
• Kumar, Vikram, 2020, "Liquidity shocks: A new solution to the forward premium puzzle," Economic Modelling, Elsevier, volume 91, issue C, pages 445-454, DOI: 10.1016/j.econmod.2020.06.006.
• Kuziemska-Pawlak, Kamila & Mućk, Jakub, 2020, "Structural current accounts in the European Union countries: cross-sectional exploration," Economic Modelling, Elsevier, volume 93, issue C, pages 445-464, DOI: 10.1016/j.econmod.2020.08.011.
• Sikarwar, Ekta, 2020, "Forex interventions and exchange rate exposure: Evidence from emerging market firms," Economic Modelling, Elsevier, volume 93, issue C, pages 69-81, DOI: 10.1016/j.econmod.2020.07.010.
• Yang, Yang & Zhao, Zhao, 2020, "Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis," Economic Modelling, Elsevier, volume 93, issue C, pages 728-736, DOI: 10.1016/j.econmod.2020.01.021.
• Miah, Fazlul & Altiti, Omar, 2020, "Risk premium or irrational expectations? An investigation into the causes of forward discount bias across 27 developed and developing economies forward rates," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.005.
• Liu, Jie & Wei, Wei & Shi, Yao-Bo & Chang, Chun-Ping, 2020, "The nexus between country risk and exchange rate regimes: A global investigation," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.08.025.
• Dunbar, Kwamie & Jiang, Jing, 2020, "What do movements in financial traders’ net long positions reveal about aggregate stock returns?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.01.005.
• Kim, Hyeongwoo & Zhang, Yunxiao, 2020, "Investigating properties of commodity price responses to real and nominal shocks," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.12.011.
• Kim, Jong-Min & Tabacu, Lucia & Jung, Hojin, 2020, "A quantile-copula approach to dependence between financial assets," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101066.
• Wang, Jiexin & Han, Xue & Huang, Emily J. & Yost-Bremm, Chris, 2020, "Predictability in international stock returns using currency fluctuations and forward rate forecasts," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101108.
• He, Qing & Guo, Yongxiu & Yu, Jishuang, 2020, "Nonlinear dynamics of gold and the dollar," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101160.
• Wan, Xiaoli & Yan, Yuruo & Zeng, Zhixiong, 2020, "Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101173.
• Ding, Shusheng & Cui, Tianxiang & Zhang, Yongmin, 2020, "Incorporating the RMB internationalization effect into its exchange rate volatility forecasting," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101103.
• Dang, Vinh Q.T. & So, Erin P.K. & Yang, Alan Yu & Chan, Kenneth S., 2020, "China and international market integration: Evidence from the law of one price in the Middle East and Africa," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101127.
• Hai Vo, Long & Hong Vo, Duc, 2020, "Long-run dynamics of exchange rates: A multi-frequency investigation," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101125.
• Hui, Cho-Hoi & Lo, Chi-Fai & Cheung, Chi-Hin & Wong, Andrew, 2020, "Crude oil price dynamics with crash risk under fundamental shocks," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101238.
• Sato, Kiyotaka & Shimizu, Junko & Shrestha, Nagendra & Zhang, Shajuan, 2020, "New empirical assessment of export price competitiveness: Industry-specific real effective exchange rates in Asia," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101262.
• Li, Xiao-Lin & Li, Xin & Si, Deng-Kui, 2020, "Investigating asymmetric determinants of the CNY–CNH exchange rate spreads: The role of economic policy uncertainty," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108827.
• Gorman, Michael & Orlowski, Lucjan T. & Roessler, Matthew H., 2020, "Dynamic interactions between Central European currencies and the euro," Economic Systems, Elsevier, volume 44, issue 3, DOI: 10.1016/j.ecosys.2020.100781.
• Terzi, Alessio, 2020, "Macroeconomic adjustment in the euro area," European Economic Review, Elsevier, volume 128, issue C, DOI: 10.1016/j.euroecorev.2020.103516.
• Bodart, V. & Carpantier, J.-F., 2020, "Currency collapses and output dynamics in commodity dependent countries," Emerging Markets Review, Elsevier, volume 42, issue C, DOI: 10.1016/j.ememar.2019.100669.
• Iseringhausen, Martin, 2020, "The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 275-292, DOI: 10.1016/j.jempfin.2020.06.008.
• Huang, Shupei & An, Haizhong & Lucey, Brian, 2020, "How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104641.
• Beckmann, Joscha & Czudaj, Robert L. & Arora, Vipin, 2020, "The relationship between oil prices and exchange rates: Revisiting theory and evidence," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104772.
• Akram, Q. Farooq, 2020, "Oil price drivers, geopolitical uncertainty and oil exporters' currencies," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104801.
• Su, Chi-Wei & Khan, Khalid & Tao, Ran & Umar, Muhammad, 2020, "A review of resource curse burden on inflation in Venezuela," Energy, Elsevier, volume 204, issue C, DOI: 10.1016/j.energy.2020.117925.
• Andrikopoulos, Athanasios & Dassiou, Xeni & Zheng, Min, 2020, "Exchange-rate exposure and Brexit: The case of FTSE, DAX and IBEX," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2019.101437.
• Rognone, Lavinia & Hyde, Stuart & Zhang, S. Sarah, 2020, "News sentiment in the cryptocurrency market: An empirical comparison with Forex," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101462.
• de Oliveira, Erick Meira & Cunha, Felipe Arias Fogliano de Souza & Palazzi, Rafael Baptista & Klotzle, Marcelo Cabus & Maçaira, Paula Medina, 2020, "On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101505.
• Hui, Cho-Hoi & Lo, Chi-Fai & Chau, Po-Hon & Wong, Andrew, 2020, "Does Bitcoin behave as a currency?: A standard monetary model approach," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101518.
• Chen, Liming & Du, Ziqing & Hu, Zhihao, 2020, "Impact of economic policy uncertainty on exchange rate volatility of China," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.08.014.
• de Boer, Jantke & Bövers, Kim J. & Meyer, Steffen, 2020, "Business cycle variations in exchange rate correlations: Revisiting global currency hedging," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.013.
• Reus, Lorenzo & Carrasco, José A. & Pincheira, Pablo, 2020, "Do it with a smile: Forecasting volatility with currency options," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.024.
• Picault, Matthieu & Raffestin, Louis, 2020, "The other side of forward guidance: Are central banks constrained by financial markets?," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101324.
• Park, Cheolbeom & Park, Suyeon, 2020, "Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101314.
• Christou, Christina & Gabauer, David & Gupta, Rangan, 2020, "Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101363.
• Ayadi, Mohamed A. & Ben Omrane, Walid & Lazrak, Skander & Yan, Xusheng, 2020, "OPEC production decisions, macroeconomic news, and volatility in the Canadian currency and oil markets," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101366.
• Sakurai, Yuji & Kurosaki, Tetsuo, 2020, "How has the relationship between oil and the US stock market changed after the Covid-19 crisis?," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101773.
• Lee, Suzanne S. & Wang, Minho, 2020, "Tales of tails: Jumps in currency markets," Journal of Financial Markets, Elsevier, volume 48, issue C, DOI: 10.1016/j.finmar.2019.05.002.
• Melvin, Michael & Pan, Wenqiang & Wikstrom, Petra, 2020, "Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2020.100545.
• Alexander, Carol & Heck, Daniel F., 2020, "Price discovery in Bitcoin: The impact of unregulated markets," Journal of Financial Stability, Elsevier, volume 50, issue C, DOI: 10.1016/j.jfs.2020.100776.
• Ayres, Joao & Hevia, Constantino & Nicolini, Juan Pablo, 2020, "Real exchange rates and primary commodity prices," Journal of International Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.jinteco.2019.103261.
• Rüth, Sebastian K., 2020, "Shifts in monetary policy and exchange rate dynamics: Is Dornbusch's overshooting hypothesis intact, after all?," Journal of International Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.jinteco.2020.103344.
• García-Cicco, Javier & García-Schmidt, Mariana, 2020, "Revisiting the exchange rate pass through: A general equilibrium perspective," Journal of International Economics, Elsevier, volume 127, issue C, DOI: 10.1016/j.jinteco.2020.103389.
• Picard, Pierre M. & Worrall, Tim, 2020, "Currency areas and voluntary transfers," Journal of International Economics, Elsevier, volume 127, issue C, DOI: 10.1016/j.jinteco.2020.103390.
• Couharde, Cécile & Delatte, Anne-Laure & Grekou, Carl & Mignon, Valérie & Morvillier, Florian, 2020, "Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database," International Economics, Elsevier, volume 161, issue C, pages 237-247, DOI: 10.1016/j.inteco.2019.11.010.
• Uz Akdogan, Idil, 2020, "Understanding the dynamics of foreign reserve management: The central bank intervention policy and the exchange rate fundamentals," International Economics, Elsevier, volume 161, issue C, pages 41-55, DOI: 10.1016/j.inteco.2019.11.002.
• Saldaña-Zepeda, Dayna P. & Velasco-Cruz, Ciro & Torres-Preciado, Víctor H., 2020, "Mexican peso-USD exchange rate: A switching linear dynamical model application," International Economics, Elsevier, volume 162, issue C, pages 80-91, DOI: 10.1016/j.inteco.2020.01.001.
• Mahraddika, Wishnu, 2020, "Real exchange rate misalignments in developing countries: The role of exchange rate flexibility and capital account openness," International Economics, Elsevier, volume 163, issue C, pages 1-24, DOI: 10.1016/j.inteco.2020.04.004.
• Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios & Zopounidis, Constantin, 2020, "Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101170.
• Andrada-Félix, Julián & Fernandez-Perez, Adrian & Sosvilla-Rivero, Simón, 2020, "Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 67, issue C, DOI: 10.1016/j.intfin.2020.101219.
• Xu, Yingying & Lien, Donald, 2020, "Dynamic exchange rate dependences: The effect of the U.S.-China trade war," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 68, issue C, DOI: 10.1016/j.intfin.2020.101238.
• Kim, Jihae & Kim, Soyoung & Park, Donghyun, 2020, "Monetary policy shocks and exchange rates in Asian countries," Japan and the World Economy, Elsevier, volume 56, issue C, DOI: 10.1016/j.japwor.2020.101041.
• Harasztosi, Péter & Kátay, Gábor, 2020, "Currency matching by non-financial corporations," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105739.
• Eijffinger, Sylvester C.W. & Karataş, Bilge, 2020, "Together or apart? The relationship between currency and banking crises," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2019.105631.
• Loureiro, Gilberto & Silva, Sónia, 2020, "The impact of cross-delisting from the U.S. On firms’ financial constraints," Journal of Business Research, Elsevier, volume 108, issue C, pages 132-146, DOI: 10.1016/j.jbusres.2019.09.055.
• Dahlquist, Magnus & Hasseltoft, Henrik, 2020, "Economic momentum and currency returns," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 152-167, DOI: 10.1016/j.jfineco.2019.09.002.
• Gavazzoni, Federico & Santacreu, Ana Maria, 2020, "International R&D spillovers and asset prices," Journal of Financial Economics, Elsevier, volume 136, issue 2, pages 330-354, DOI: 10.1016/j.jfineco.2019.09.009.
• Opie, Wei & Riddiough, Steven J., 2020, "Global currency hedging with common risk factors," Journal of Financial Economics, Elsevier, volume 136, issue 3, pages 780-805, DOI: 10.1016/j.jfineco.2019.12.001.
• Colacito, Riccardo & Riddiough, Steven J. & Sarno, Lucio, 2020, "Business cycles and currency returns," Journal of Financial Economics, Elsevier, volume 137, issue 3, pages 659-678, DOI: 10.1016/j.jfineco.2020.04.005.
• Ben Cheikh, Nidhaleddine & Ben Zaied, Younes, 2020, "Revisiting the pass-through of exchange rate in the transition economies: New evidence from new EU member states," Journal of International Money and Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.jimonfin.2019.102093.
• Amstad, Marlene & Packer, Frank & Shek, Jimmy, 2020, "Does sovereign risk in local and foreign currency differ?," Journal of International Money and Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.jimonfin.2019.102099.
• Cao, Zhongyu & El Ghoul, Sadok & Guedhami, Omrane & Kwok, Chuck, 2020, "National culture and the choice of exchange rate regime," Journal of International Money and Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.jimonfin.2019.102091.
• Fatum, Rasmus & Yetman, James, 2020, "Accumulation of foreign currency reserves and risk-taking," Journal of International Money and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.jimonfin.2019.102097.
• Aizenman, Joshua & Cheung, Yin-Wong & Qian, XingWang, 2020, "The currency composition of international reserves, demand for international reserves, and global safe assets," Journal of International Money and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.jimonfin.2019.102120.
• Chertman, Fernando & Hutchison, Michael & Zink, David, 2020, "Facing the Quadrilemma: Taylor rules, intervention policy and capital controls in large emerging markets," Journal of International Money and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.jimonfin.2019.102122.
• Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2020, "The fundamentals of safe assets," Journal of International Money and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.jimonfin.2019.102119.
• Engel, Charles, 2020, "Safe U.S. Assets and U.S. Capital Flows," Journal of International Money and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.jimonfin.2019.102102.
• Ito, Hiro & McCauley, Robert N., 2020, "Currency composition of foreign exchange reserves," Journal of International Money and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.jimonfin.2019.102104.
• Galstyan, Vahagn & Mehigan, Caroline & Mercado, Rogelio, 2020, "The currency composition of international portfolio assets," Journal of International Money and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.jimonfin.2019.102132.
• Zorzi, Michele Ca’ & Rubaszek, Michał, 2020, "Exchange rate forecasting on a napkin," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102168.
• Terrones, Marco E., 2020, "Do fixers perform worse than non-fixers during global recessions and recoveries?," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102160.
• Funashima, Yoshito, 2020, "Money stock versus monetary base in time–frequency exchange rate determination," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102150.
• Beckmann, Joscha & Reitz, Stefan, 2020, "Information rigidities and exchange rate expectations," Journal of International Money and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.jimonfin.2020.102136.
• Yun, Youngjin, 2020, "Reserve accumulation and bank lending: Evidence from Korea," Journal of International Money and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.jimonfin.2020.102158.
• Ha, Jongrim & Marc Stocker, M. & Yilmazkuday, Hakan, 2020, "Inflation and exchange rate pass-through," Journal of International Money and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.jimonfin.2020.102187.
• Mayer, Thierry & Steingress, Walter, 2020, "Estimating the effect of exchange rate changes on total exports," Journal of International Money and Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.jimonfin.2020.102184.
• Mitchener, Kris James & Pina, Gonçalo, 2020, "Pegxit pressure," Journal of International Money and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.jimonfin.2020.102191.
• Potì, Valerio & Levich, Richard & Conlon, Thomas, 2020, "Predictability and pricing efficiency in forward and spot, developed and emerging currency markets," Journal of International Money and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.jimonfin.2020.102223.
• Edwards, Sebastian, 2020, "Change of monetary regime, contracts, and prices: Lessons from the great depression, 1932–1935," Journal of International Money and Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jimonfin.2020.102190.
• Kitamura, Yoshihiro, 2020, "A lesson from the four recent large public Japanese FX interventions," Journal of the Japanese and International Economies, Elsevier, volume 57, issue C, DOI: 10.1016/j.jjie.2020.101087.
• Ito, Takatoshi & Yabu, Tomoyoshi, 2020, "Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy," Journal of the Japanese and International Economies, Elsevier, volume 58, issue C, DOI: 10.1016/j.jjie.2020.101106.
• Barczikay, Tamás & Biedermann, Zsuzsánna & Szalai, László, 2020, "An investigation of a partial Dutch disease in Botswana," Resources Policy, Elsevier, volume 67, issue C, DOI: 10.1016/j.resourpol.2020.101665.
• Kassouri, Yacouba & Altıntaş, Halil, 2020, "Commodity terms of trade shocks and real effective exchange rate dynamics in Africa's commodity-exporting countries," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101801.
• Khalfaoui, Rabeh & Padhan, Hemachandra & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2020, "Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101743.
• Vatsa, Puneet & Basnet, Hem C., 2020, "The dynamics of energy prices and the Norwegian economy: A common trends and common cycles analysis," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101791.
• Chien, YiLi & Lustig, Hanno & Naknoi, Kanda, 2020, "Why are exchange rates so smooth? A household finance explanation," Journal of Monetary Economics, Elsevier, volume 112, issue C, pages 129-144, DOI: 10.1016/j.jmoneco.2019.02.003.
• Blanco, Andrés & Cravino, Javier, 2020, "Price rigidities and the relative PPP," Journal of Monetary Economics, Elsevier, volume 116, issue C, pages 104-116, DOI: 10.1016/j.jmoneco.2019.09.010.
• Wen, Tiange & Wang, Gang-Jin, 2020, "Volatility connectedness in global foreign exchange markets," Journal of Multinational Financial Management, Elsevier, volume 54, issue C, DOI: 10.1016/j.mulfin.2020.100617.
• Youssef, Manel & Mokni, Khaled, 2020, "Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach," Journal of Multinational Financial Management, Elsevier, volume 55, issue C, DOI: 10.1016/j.mulfin.2020.100625.
• Grossmann, Axel & Ngo, Thanh, 2020, "Economic policy uncertainty and ADR mispricing," Journal of Multinational Financial Management, Elsevier, volume 55, issue C, DOI: 10.1016/j.mulfin.2020.100627.
• Ahmed, Walid M.A., 2020, "Corruption and equity market performance: International comparative evidence," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101282.
• Gangopadhyay, Partha, 2020, "A new & simple model of currency crisis: Bifurcations and the emergence of a bad equilibrium," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 538, issue C, DOI: 10.1016/j.physa.2019.122860.
• Li, Bing & Liao, Zefang, 2020, "Finding changes in the foreign exchange market from the perspective of currency network," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 545, issue C, DOI: 10.1016/j.physa.2019.123727.
• Jung, Young Cheol & Das, Anupam & McFarlane, Adian, 2020, "The asymmetric relationship between the oil price and the US-Canada exchange rate," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 198-206, DOI: 10.1016/j.qref.2019.06.003.