Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2021

• 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.
• 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.

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.