Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2020

• 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.
• Jalali-Naini, Ahmad Reza & Naderian, Mohammad Amin, 2020, "Financial vulnerability, fiscal procyclicality and inflation targeting in developing commodity exporting economies," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 84-97, DOI: 10.1016/j.qref.2020.01.001.
• Urzúa, Carlos M., 2020, "The Balassa-Samuelson and the capital-intensity hypotheses in a nutshell," Research in Economics, Elsevier, volume 74, issue 4, pages 336-343, DOI: 10.1016/j.rie.2020.10.003.
• Xie, Zixiong & Chen, Shyh-Wei & Wu, An-Chi, 2020, "The foreign exchange and stock market nexus: New international evidence," International Review of Economics & Finance, Elsevier, volume 67, issue C, pages 240-266, DOI: 10.1016/j.iref.2020.01.001.
• Warshaw, Evan, 2020, "Asymmetric volatility spillover between European equity and foreign exchange markets: Evidence from the frequency domain," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 1-14, DOI: 10.1016/j.iref.2020.03.001.
• Kim, Young Min & Lee, Seojin, 2020, "Exchange rate predictability: A variable selection perspective," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 117-134, DOI: 10.1016/j.iref.2020.05.001.
• Ferreira, Alex & Matos, Paulo, 2020, "Precautionary risks for an open economy," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 154-167, DOI: 10.1016/j.iref.2020.06.034.
• Ozcelebi, Oguzhan, 2020, "Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 288-302, DOI: 10.1016/j.iref.2020.07.012.
• Alsamara, Mouyad & Mrabet, Zouhair & Hatemi-J, Abdulnasser, 2020, "Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 89-101, DOI: 10.1016/j.iref.2020.07.009.
• Kassouri, Yacouba & Altıntaş, Halil, 2020, "Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101097.
• Ribeiro, Rafael S.M. & McCombie, John S.L. & Lima, Gilberto Tadeu, 2020, "Does real exchange rate undervaluation really promote economic growth?," Structural Change and Economic Dynamics, Elsevier, volume 52, issue C, pages 408-417, DOI: 10.1016/j.strueco.2019.02.005.
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• Victor Pontines & Davaajargal Luvsannyam & Enkhjin Atarbaatar & Ulziikhutag Munkhtsetseg, 2020, "The effectiveness of currency intervention in a commodity-exporter: Evidence from Mongolia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-31, Mar.
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• Rozo Bernal, Carlos & Pereyra Linares, Adrián, 2020, "El laberinto de la inversión en la apertura comercial y financiera mexicana," El Trimestre Económico, Fondo de Cultura Económica, volume 87, issue 347, pages 669-702, julio-sep, DOI: https://doi.org/10.20430/ete.v87i34.
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• James Temitope Dada, 2020, "Asymmetric effect of exchange rate volatility on trade in sub-Saharan African countries," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 37, issue 2, pages 149-162, July, DOI: 10.1108/JEAS-09-2019-0101.
• Bhushan Praveen Jangam & Badri Narayan Rath, 2020, "Does productivity drive the real exchange rate movements? A re-examination of the Balassa–Samuelson hypothesis," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 5, pages 1093-1118, June, DOI: 10.1108/JES-05-2019-0197.
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• Pablo Sigfrido Corte Cruz., 2020, "La apertura comercial de los productos culturales de México (2008-2017). (The Trade Openness of Cultural Products of Mexico (2008-2017))," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 2, pages 115-142, November.
• Patricia Lindelwa Makoni, 2020, "Foreign Portfolio Investments, Exchange Rates and Capital Openness: A Panel Data Approach," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 100-113.
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• Bartlomiej H. Toszek, 2020, "Innovative Arrangements of Waste Management Environment Strategy: The Case of London," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 1024-1032.
• Magdalena Redo & Marta Gebska, 2020, "Globalization in Growing Financial Markets as a Threat to the Financial Security of the Global Economy," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 335-355.
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• Katarzyna Witczynska, 2020, "The Impact of the Electronic Commerce Market in the Supply Chain during COVID-19 Pandemic in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 648-658.
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• Eric Hillebrand & Jakob Mikkelsen & Lars Spreng & Giovanni Urga, 2020, "Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-19, Dec.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2020, "Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2020-02, May.
• Hyeongwoo Kim & Ying Lin & Henry Thompson, 2020, "Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2020-03, Jul.
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• Ercan Özen & Letife Özdemir & Simon Grima, 2020, "The Relationship between the Exchange Rate, Interest Rate and Inflation: The Case of Turkey," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 67, issue 2, pages 259-275, June, DOI: 10.47743/saeb-2020-0014.
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