Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2020

• Fatemeh Salimi Namin, 2020, "Exchange Rates, Stock Prices, and Stock Market Uncertainty," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2037, Nov.
• Ngo Thai Hung, 2020, "Market integration among foreign exchange rate movements in central and eastern European countries," Society and Economy, Akadémiai Kiadó, Hungary, volume 42, issue 1, pages 1-20, March.
• Mariano Beltrani, 2020, "Var Analysis Of Monetary Policy In The Post-Convertibility: A Non-Recursive Approach," Revista de Economía Política de Buenos Aires, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), issue 20, pages 9-39, June.
• Mustapha Djaballah, , "The Impact Of Fdi And Exchange Rate On Gdp In Mena Countries : Evidence From The Panel Approach," Review of Socio - Economic Perspectives, Reviewsep, number 202073, DOI: https://doi.org/10.19275/RSEP099.
• Utku Altunoz, 2020, "Determining the Interaction of the International Portfolio Flows with Exchange Rate Volatility in Developing Countries," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 6, issue 1, pages 41-54, June, DOI: 10.22440/wjae.6.1.3.
• Б. Сейдахметова // B. Seidakhmetova & Ш. Байдильданова // S. Baidildanova, 2020, "Потоки капитала и обменный курс // Capital flows and exchange rate," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2, pages 13-24.
• Zhantleuova A.K., 2020, "Modeling the Real Effective Exchange Rate of UK on the basis of theory of BEER(behavioral equilibrium exchange rate) using VECM," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 37-47.
• Sahabi, Bahram & Zolfaghari, Mehdi & Alavi, Somayyeh, 2020, "Impact of Financial and Trade Openness on Financial Development in Oil and Non-Oil Developing Countries using the Panel ARDL Approach (With Emphasis on Institutional Components) (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 24, issue 4, pages 3-42, February.
• Anthony Orji & Jonathan E. Ogbuabor & Chiamaka Okeke & Onyinye I. Anthony Orji, 2020, "Exchange rate movements and the export sector: new empirical evidence from Nigeria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 80-93,94-10.
• Rossitsa Rangelova & Valentin Bilyanski, 2020, "Structural changes in the foreign trade and economic growth of Bulgaria and Romania in the years of EU membership," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 3-24,25-44.
• Gancho Ganchev & Elena Stavrova & Vladimir Tsenkov & Mariya Paskaleva, 2020, "The “impossible trilemma” and the analysis of its validity by visualization through the use of artificial intelligence software," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 56-75,76-94.
• Daniela-Georgeta Beju & Ioan-Alin Nistor & Maria-Lenuta Ciupac-Ulici, 2020, "Factors Influencing The Unemployment Rate In Romania During 1997-2019," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Kemal AKA, 2020, "The Effect of Selected Macroeconomic Indicators on Foreign Exchange Rate: An Application on Turkey’s Economy," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 14, issue 1, pages 99-117.
• Eva Ortega & Chiara Osbat, 2020, "Exchange rate pass-through in the euro area and EU countries," Occasional Papers, Banco de España, number 2016, Jun.
• Claire Giordano, 2020, "An update of the Bank of Italy methodology underlying the estimation of price-competitiveness misalignments," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 556, Apr.
• Alessio Ciarlone & Daniela Marconi, 2020, "Financial spillovers to emerging economies: the role of exchange rates and domestic fundamentals," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 571, Jul.
• Fernando Eguren Martin & Mark Joy & Claudia Maurini & Alessandro Moro & Valerio Nispi Landi & Alessandro Schiavone & Carlos van Hombeeck, 2020, "Capital flows during the pandemic: lessons for a more resilient international financial architecture," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 589, Dec.
• Hernández Juan R., 2020, "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," Working Papers, Banco de México, number 2020-02, Mar.
• Camila Casas & Sergii Meleshchuk & Yannick Timmer, 2020, "The Dominant Currency Financing Channel of External Adjustment," Borradores de Economia, Banco de la Republica de Colombia, number 1111, Apr, DOI: https://doi.org/10.32468/be.1111.
• Lucía Arango-Lozano & Lukas Menkhoff & Daniela Rodríguez-Novoa & Mauricio Villamizar-Villegas, 2020, "The Effectiveness of FX Interventions: A Meta-Analysis," Borradores de Economia, Banco de la Republica de Colombia, number 1132, Sep, DOI: https://doi.org/10.32468/be.1132.
• Lucía Arango-Lozano & Lukas Menkhoff & Daniela Rodríguez-Novoa & Mauricio Villamizar-Villegas, 2020, "The Effectiveness of FX Interventions: A Meta-Analysis," Borradores de Economia, Banco de la Republica de Colombia, number 1132x, Sep, DOI: https://doi.org/10.32468/be.1132.
• Valeria Bejarano-Salcedo & William Iván Moreno-Jimenez & Juan Manuel Julio-Román, 2020, "La Magnitud y Duración del Efecto de la Intervención por Subastas sobre el Mercado Cambiario: El caso Colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 1142, Nov, DOI: https://doi.org/10.32468/be.1142.
• Hernán Rincón-Castro & Lucía Arango-Lozano & Sara Ariza-Murillo & Valeria Bejarano-Salcedo & Pamela Cardozo & Fredy Gamboa-Estrada & Juan Manuel Julio-Román & Laura León-Díaz & Camilo Miranda-Triana &, 2020, "Impacto de la intervención cambiaria y su duración," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 98, pages 1-120, November.
• Barry Eichengreen & Alain Naef, 2020, "Imported or Home Grown? The 1992-3 EMS Crisis," Working papers, Banque de France, number 793.
• Genre Véronique & Lecat Rémy & Marsilli Clément, 2020, "The euro in the history of the international monetary system
  [L’euro dans l’histoire du système monétaire international]," Bulletin de la Banque de France, Banque de France, issue 229.
• Bussière Matthieu & Lecat Rémy & Vidon Edouard, 2020, "Why and how to develop the international role of the euro?
  [Pourquoi et comment développer le rôle international de l’euro ?]," Bulletin de la Banque de France, Banque de France, issue 229.
• Tomás Williams & Lorenzo Pandolfi & Alberto Martin & Fernando Broner, 2020, "Winners and Losers from Sovereign Debt Inflows: Evidence from the Stock Market," Working Papers, Barcelona School of Economics, number 1152, Feb.
• Bener GÜNGÖR & Ahmet POLAT, 2020, "Geleneksel Yatýrým Araçlarýnýn Hisse Senedi Fiyatlarýna Etkisi: BIST'te Sektörel Bazda Karsýlastýrmalý Bir Analiz," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 4, issue 1, pages 79-105, August, DOI: https://doi.org/10.33399/biibfad.70.
• Mehmet Barıs Aslan, 2020, "An Econometric Analysis on the Relationship of Economic Liberalization with Real Exchange Rate," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 4, issue 2, pages 271-290, December, DOI: https://dx.doi.org/10.33399/biibfad.
• Boris Hofmann & Taejin Park, 2020, "The broad dollar exchange rate as an EME risk factor," BIS Quarterly Review, Bank for International Settlements, December.
• Ingomar Krohn & Vladyslav Sushko, 2020, "FX spot and swap market liquidity spillovers," BIS Working Papers, Bank for International Settlements, number 836, Jan.
• Ryan Niladri Banerjee & Boris Hofmann & Aaron Mehrotra, 2020, "Corporate investment and the exchange rate: The financial channel," BIS Working Papers, Bank for International Settlements, number 839, Feb.
• Ingo Fender & Mike McMorrow & Vahe Sahakyan & Omar Zulaica, 2020, "Reserve management and sustainability: the case for green bonds?," BIS Working Papers, Bank for International Settlements, number 849, Mar.
• Güneş Kamber & Madhusudan Mohanty & James Morley, 2020, "Have the driving forces of inflation changed in advanced and emerging market economies?," BIS Working Papers, Bank for International Settlements, number 896, Oct.
• Douglas Arner & Raphael Auer & Jon Frost, 2020, "Stablecoins: potential, risks and regulation," BIS Working Papers, Bank for International Settlements, number 905, Nov.
• Omar Zulaica, 2020, "What share for gold? On the interaction of gold and foreign exchange reserve returns," BIS Working Papers, Bank for International Settlements, number 906, Nov.
• Florian Huber & Daniel Kaufmann, 2020, "Trend Fundamentals and Exchange Rate Dynamics," Economica, London School of Economics and Political Science, volume 87, issue 348, pages 1016-1036, October, DOI: 10.1111/ecca.12334.
• Falk Bräuning & Victoria Ivashina, 2020, "Monetary Policy and Global Banking," Journal of Finance, American Finance Association, volume 75, issue 6, pages 3055-3095, December, DOI: 10.1111/jofi.12959.
• Maurice Obstfeld, 2020, "Harry Johnson's “Case for flexible exchange rates”—50 years later," Manchester School, University of Manchester, volume 88, issue S1, pages 86-113, September, DOI: 10.1111/manc.12334.
• David R. Haab & Thomas Nitschka, 2020, "Carry trade and forward premium puzzle from the perspective of a safe‐haven currency," Review of International Economics, Wiley Blackwell, volume 28, issue 2, pages 376-394, May, DOI: 10.1111/roie.12455.
• Zhe Chen & Junjie Hong & Xiaonan Sun, 2020, "Exchange rate risk and trade mode choice in processing trade: Evidence from Chinese data," Review of International Economics, Wiley Blackwell, volume 28, issue 2, pages 537-564, May, DOI: 10.1111/roie.12462.
• Bernard Njindan Iyke & Sin‐Yu Ho, 2020, "Consumption and exchange rate uncertainty: Evidence from selected Asian countries," The World Economy, Wiley Blackwell, volume 43, issue 9, pages 2437-2462, September, DOI: 10.1111/twec.12900.
• Mauricio Mora Barrenechea, 2020, "Cambios en el tiempo de los efectos de los precios de las materias primas en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 32, issue 1, pages 123-168, January -.
• Granziera, Eleonora & Sihvonen, Markus, 2020, "Bonds, currencies and expectational errors," Working Paper, Norges Bank, number 2020/3, Apr.
• Olav Syrstad & Ganesh Viswanath-Natraj, 2020, "Price-setting in the foreign exchange swap market: Evidence from order flow," Working Paper, Norges Bank, number 2020/16.
• Simon Lloyd & Emile Marin, 2020, "Exchange rate risk and business cycles," Bank of England working papers, Bank of England, number 872, Jun.
• WASHIMI Kazuaki & KADOGAWA Yoichi, 2020, "Recent Characteristics of FX Markets in Asia \A Comparison of Japan, Singapore, and Hong Kong SAR \," Bank of Japan Review Series, Bank of Japan, number 20-E-3, Jul.
• FUKUMA Noritaka & KADOGAWA Yoichi, 2020, "An Overview of Algorithmic Trading in Foreign Exchange Markets and Its Impacts on Market Liquidity," Bank of Japan Review Series, Bank of Japan, number 20-E-5, Aug.
• Sung Min Mun & Byoung-Ki Kim, 2020, "Effects of Dollarization on Inflation and Exchange Rates in North Korea (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 26, issue 2, pages 1-42, June.
• Hyeongwoo Kim & Soohyon Kim, 2020, "Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate," Working Papers, Economic Research Institute, Bank of Korea, number 2020-5, Feb.
• Soohyon Kim, 2020, "Macroeconomic and Financial Market Analyses and Predictions through Deep Learning," Working Papers, Economic Research Institute, Bank of Korea, number 2020-18, Sep.
• P. Manasse & G. Moramarco & G. Trigilia, 2020, "Exchange Rates and Political Uncertainty: The Brexit Case," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1141, Feb.
• Djeutem Edouard & Nguimkeu Pierre, 2020, "Robust learning in the foreign exchange market," The B.E. Journal of Macroeconomics, De Gruyter, volume 20, issue 1, pages 1-14, January, DOI: 10.1515/bejm-2017-0117.
• Chaubal Aditi, 2020, "Exchange rates in India: current account monetarism in a nonlinear context," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 5, pages 1-27, December, DOI: 10.1515/snde-2019-0072.
• Funke Michael & Loermann Julius & Moessner Richhild, 2020, "The discontinuation of the EUR/CHF minimum exchange rate: information from option-implied break probabilities," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 3, pages 63-79, June, DOI: 10.1515/snde-2019-0078.
• Patricia Amalia MERCEA (HANDRO), 2020, "Exchange Rate Regime And Macroeconomic Stability. A Literature Survey," Contemporary Economy Journal, Constantin Brancoveanu University, volume 5, issue 1, pages 67-71.
• Zsolt Darvas & Zoltán Schepp, 2020, "Forecasting exchange rates of major currencies with long maturity forward rates," Bruegel Working Papers, Bruegel, number 35829, Apr.
• Kugler, Peter, 2020, "The Short-Run Impact of Interest Rates on Exchange Rates: Results for the Swiss franc Against the Euro and US Dollar from Daily Data 2001-2011," Working papers, Faculty of Business and Economics - University of Basel, number 2020/01.
• Kugler, Peter, 2020, "The Short-Run Impact of SNB Sight Deposits on Exchange Rates: Results from Weekly Data 2015 - 2018," Working papers, Faculty of Business and Economics - University of Basel, number 2020/04.
• Auer, Raphael & Burstein, Ariel & Erhardt, Katharina & Lein, Sarah, 2020, "Exports and Invoicing: Evidence from the 2015 Swiss Franc Appreciation," Working papers, Faculty of Business and Economics - University of Basel, number 2020/14.
• Michel Dupuy & Sylvie Lacueille, 2020, "Le retour des déficits jumeaux américains," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 339-357.
• Crowley, M. A. & Han, L. & Son, M., 2020, "Dominant Currency Dynamics: Evidence on Dollar-invoicing from UK Exporters," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20113, Nov.
• Corsetti, G. & Marin, E. A., 2020, "A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2020, Mar.
• Nana Kwame Akosah & Paul Alagidede & Eric Schaling, 2020, "Interest Rate and Exchange Rate Volatility Spillovers: Multiscale Perspective of Monetary Policy Transmission in Ghana," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 1, pages 135-167.
• Elhadj Ezzahid & Brahim Maouhoub, 2020, "Capital Account Liberalization in Morocco: Is it Compatible with Fixed or Flexible Exchange Rate Regime?," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 1, pages 185-218.
• Haryo Kuncoro, 2020, "Interest Rate Policy and Exchange Rates Volatility Lessons from Indonesia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 2, pages 19-42.
• Borivoje Krušković, 2020, "Exchange Rate Targeting Versus Inflation Targeting: Empirical Analysis of the Impact on Employment and Economic Growth," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 2, pages 67-85.
• Muhammad Tahir & Haslindar Ibrahim & Abdul Hadi Zulkafli & Muhammad Mushtaq, 2020, "Influence of Exchange Rate Fluctuations and Credit Supply on Dividend Repatriation Policy of U.S. Multinational Corporations," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue special i, pages 267-290.
• Arghyrou, Michael G & Lu, Wenna & Pourpourides, Panayiotis M., 2020, "Exchange Rate Risk and Deviations from Purchasing Power Parity," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/5, May.
• Gopinath, Gita & Boz, Emine & Casas, Camila & Díez, Federico J & Gourinchas, Pierre-Olivier & Plagborg-Møller, Mikkel, 2020, "Dominant Currency Paradigm," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt52b56456, Mar.
• Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2020, "Cross-Border Portfolio Flows and News Media Coverage," CESifo Working Paper Series, CESifo, number 8112.
• Michael Melvin & Wenqiang Pan & Petra Wikstrom, 2020, "Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns," CESifo Working Paper Series, CESifo, number 8143.
• Raphael A. Auer & Stijn Claessens, 2020, "Cryptocurrency Market Reactions to Regulatory News," CESifo Working Paper Series, CESifo, number 8228.
• Eiji Fujii, 2020, "Currency Portfolio of External Debt, Exchange Rate Cyclicality, and Consumption Volatility," CESifo Working Paper Series, CESifo, number 8287.
• Yin-Wong Cheung & Louisa Grimm & Frank Westermann, 2020, "The Evolution of Offshore Renminbi Trading: 2016 to 2019," CESifo Working Paper Series, CESifo, number 8385.
• Yothin Jinjarak & Ilan Noy & Quy Ta, 2020, "How Shocks Affect International Reserves? A Quasi-Experiment of Earthquakes," CESifo Working Paper Series, CESifo, number 8632.
• Raphael A. Auer & Giulio Cornelli & Jon Frost, 2020, "Rise of the Central Bank Digital Currencies: Drivers, Approaches and Technologies," CESifo Working Paper Series, CESifo, number 8655.
• Sai Ma & Tim Schmidt-Eisenlohr & Shaojun Zhang, 2020, "The Effect of the Dollar on Trade Prices," CESifo Working Paper Series, CESifo, number 8727.
• Giancarlo Corsetti & Emile A. Marin, 2020, "A century of arbitrage and disaster risk pricing in the foreign exchange market," Discussion Papers, Centre for Macroeconomics (CFM), number 2018, Mar.
• Sofonias A. Korsaye & Fabio Trojani & Andrea Vedolin, 2020, "The Global Factor Structure of Exchange Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-107, Oct.
• Urban Ulrych & Nikola Vasiljevic, 2020, "Ambiguity and the Home Currency Bias," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-73, Aug.
• Jorge Carrera & Blaise Gnimassoun & Valérie Mignon & Romain Restout, 2020, "Currency Misalignments and Exchange Rate Regimes in Latin American countries: A Trade-Off issue," Working Papers, CEPII research center, number 2020-05, Apr.
• Cécile Couharde & Carl Grekou & Valérie Mignon, 2020, "MULTIPRIL, a new database on multilateral price levels and currency misalignments," Working Papers, CEPII research center, number 2020-12, Oct.
• Cécile Couharde & Anne-Laure Delatte & Carl Grekou & Valérie Mignon & Florian Morvillier, 2020, "Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database," International Economics, CEPII research center, issue 161, pages 237-247.
• Idil Uz Akdogan, 2020, "Understanding the dynamics of foreign reserve management: The central bank intervention policy and the exchange rate fundamentals," International Economics, CEPII research center, issue 161, pages 41-55.
• Dayna P. Saldaña-Zepeda & Ciro Velasco-Cruz & Víctor H. Torres-Preciado, 2020, "Mexican peso-USD exchange rate: A switching linear dynamical model application," International Economics, CEPII research center, issue 162, pages 80-91.
• Wishnu Mahraddika, 2020, "Real exchange rate misalignments in developing countries: The role of exchange rate flexibility and capital account openness," International Economics, CEPII research center, issue 163, pages 1-24.
• Sebastián Fanelli & Ludwig Straub, 2020, "A Theory of Foreign Exchange Interventions," Working Papers, CEMFI, number wp2020_2019, Sep.
• Ra√∫l Castro & Manuel Felipe Avella, 2020, "Precio cuenta (sombra) de la divisa en una estructura de tipo de cambio fijo. Estudio de Caso Bolivia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 18008, Feb.
• Hernán Rincón-Castro & Luc�a Arango-Lozano & Sara Ariza-Murillo & Valeria Bejarano-Salcedo & Pamela Cardozo & Fredy Gamboa-Estrada & Juan Manuel Julio-Rom�n & ..., 2020, "Impacto de la intervención cambiaria y su duración," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 98, pages 1-120.
• Juan José Echavarría, 2020, "Colombia : ventajas y requisitos de la flotación cambiaria," Libros Fedesarrollo, Fedesarrollo, number 18373, June.
• Fedesarrollo, 2020, "Fedesarrollo : 50 anos de influencia en política pública," Libros Fedesarrollo, Fedesarrollo, number 18383, June.
• Patrycja Krawczyk & Patrycja Kokot-Stepien, 2020, "The impact of the exchange rate on the financial result of enterprises in the transport sector," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 19, issue 1, pages 47-60, March, DOI: 10.12775/EiP.2020.004.
• Obstfeld, Maurice, 2020, "Harry Johnson’s “Case for Flexible Exchange Rates†– 50 Years Later," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14488, Mar.
• Corsetti, Giancarlo & Marin, Emile, 2020, "A century of arbitrage and disaster risk pricing in the foreign exchange market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14497, Mar.
• Vedolin, Andrea & Maenhout, Pascal & Xing, Hao, 2020, "Generalized Robustness and Dynamic Pessimism," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14592, Apr.
• Auer, Raphael & Claessens, Stijn, 2020, "Cryptocurrency market reactions to regulatory news," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14602, Apr.
• Van Nieuwerburgh, Stijn & Landvoigt, Tim & Elenev, Vadim, 2020, "Can the Covid Bailouts Save the Economy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14714, May.
• Koijen, Ralph & Yogo, Motohiro, 2020, "Exchange Rates and Asset Prices in a Global Demand System," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14874, Jun.
• Sandri, Damiano, 2020, "FX Intervention to Stabilize or Manipulate the Exchange Rate? Inference from Profitability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14897, Jun.
• Albagli, Elias & Calani, Mauricio & Hadzi-Vaskov, Metodij & Marcel, Mario & Ricci, Luca Antonio, 2020, "Comfort in Floating: Taking Stock of Twenty Years of Freely-Floating Exchange Rate in Chile," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14967, Jun.
• Chernov, Mikhail & Creal, Drew & Hördahl, Peter, 2020, "Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14986, Jul.
• Taylor, Mark & Hsu, Po-Hsuan & Wang, Zigan, 2020, "The Out-of-Sample Performance of Carry Trades," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15052, Jul.
• Taylor, Mark & Wang, Zigan & Xu, Qi, 2020, "The Real Effects of Exchange Rate Risk on Corporate Investment: International Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15053, Jul.
• Jeanne, Olivier & Son, Jeongwon, 2020, "To What Extent Are Tariffs Offset By Exchange Rates?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15125, Aug.
• Rodnyansky, Alexander & Goetz, Daniel, 2020, "Exchange Rate Shocks and Quality Adjustments," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15248, Sep.
• Taylor, Mark & Filippou, Ilias & Rapach, David & Zhou, Guofu, 2020, "Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15305, Sep.
• Taylor, Mark & Xu, Qi & Kozhan, Roman, 2020, "Prospect Theory and Currency Returns: Empirical Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15306, Sep.
• Hassan, Tarek & Zhang, Tony, 2020, "The Economics of Currency Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15313, Sep.
• Jeanne, Olivier & Sandri, Damiano, 2020, "Global Financial Cycle and Liquidity Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15328, Sep.
• Vedolin, Andrea & Korsaye, Sofonias Alemu & Trojani, Fabio, 2020, "The Global Factor Structure of Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15337, Oct.
• Itskhoki, Oleg & Amiti, Mary & Konings, Jozef, 2020, "Dominant Currencies: How firms choose currency invoicing and why it matters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15339, Oct.
• Eichengreen, Barry & Naef, Alain, 2020, "Imported or Home Grown? The 1992-3 EMS Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15340, Oct.
• Auer, Raphael & Frost, Jon & Cornelli, Giulio, 2020, "Rise of the central bank digital currencies: drivers, approaches and technologies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15363, Oct.
• Auer, Raphael & Lein, Sarah & Burstein, Ariel Tomas, 2020, "Exchange Rates and Prices: Evidence from the 2015 Swiss Franc Appreciation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15397, Oct.
• Acharya, Viral & Vij, Siddharth, 2020, "Foreign Currency Borrowing of Corporations as Carry Trades: Evidence from India," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15440, Nov.
• Crowley, Meredith A. & Han, Lu & Son, Minkyu, 2020, "Dominant currency dynamics: Evidence on dollar-invoicing from UK exporters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15493, Nov.
• Della Corte, Pasquale & Cenedese, Gino & Wang, Tianyu, 2020, "Currency Mispricing and Dealer Balance Sheets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15569, Dec.
• Chernov, Mikhail & Dahlquist, Magnus & Lochstoer, Lars, 2020, "Pricing Currency Risks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15571, Dec.
• Itskhoki, Oleg, 2020, "The Story of the Real Exchange Rate," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15572, Dec.
• Rey, Hélène & Camanho, Nelson & Hau, Harald, 2020, "Global Portfolio Rebalancing and Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15617, Dec.
• Yin-Wong Cheung & Wenhao Wang, 2020, "Uncovered Interest Rate Parity Redux: Non- Uniform Effects," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_004, Mar.
• Rasmus Fatum & Takahiro Hattori & Yohei Yamamoto, 2020, "Reserves and Risk: Evidence from China," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_013, May.
• Yin-Wong Cheung, 2020, "A Decade of RMB Internationalization," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_024, Oct.
• Woo Jin Choi & Ju Hyun Pyun & Youngjin Yun, 2020, "Reserve Accumulation and Firm Investment: Evidence from Matched Bank–Firm Data," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_027, Nov.
• Zhitao Lin & Xingwang Qian, 2020, "U.S. monetary policy uncertainty and RMB deviations from covered interest parity," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_029, Dec.
• Yin-Wong Cheung & Louisa Grimm & Frank Westermann, 2020, "The Evolution of Offshore Renminbi Trading: 2016 to 2019," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_031, Dec.
• Yueling Cai & Gongliang Wu & Dingsheng Zhang, 2020, "Does Export Trade Promote Firm Innovation?," Annals of Economics and Finance, Society for AEF, volume 21, issue 2, pages 483-506, November.
• Huang, Wenxin & Jin, Sainan & Su, Liangjun, 2020, "Identifying Latent Grouped Patterns In Cointegrated Panels," Econometric Theory, Cambridge University Press, volume 36, issue 3, pages 410-456, June.
• Darvas, Zsolt & Schepp, Zoltán, 2020, "Forecasting exchange rates of major currencies with long maturity forward rates," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2020/01, Mar.
• Mohammed Ershad HUSSAIN & Mahfuzul HAQUE, 2020, "s the Balassa-Samuelson Hypothesis still relevant? Cross-country evidence from 1950 -2017," Journal of Economics and Political Economy, EconSciences Journals, volume 7, issue 3, pages 162-179, September.
• Mohsen Bahmani-Oskooee & Huseyin Karamelikli, 2020, "Turkish-German Commodity Trade and Asymmetric J-Curve," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 66, issue 2, pages 93-129, DOI: 10.3790/aeq.66.2.93.
• Lukas Menkhoff & Malte Rieth & Tobias Stöhr, 2020, "The Dynamic Impact of FX Interventions on Financial Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1854.
• Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2020, "Currency Futures' Risk Premia and Risk Factors," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1866.
• Lucía Arango-Lozano & Lukas Menkhoff & Daniela Rodríguez-Novoa & Mauricio Villamizar-Villegas, 2020, "The Effectiveness of FX Interventions: A Meta-Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1895.
• Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling, 2020, "Foreign Exchange Intervention: A New Database," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1915.
• Martijn A. Boermans & John D. Burger, 2020, "Fickle Emerging Market Flows, Stable Euros, and the Dollar Risk Factor," Working Papers, DNB, number 676, Mar.
• Crt Lenarcic & Sowmya Gayathri Ganesh, 2020, "Calculation Methodology of the Effective Exchange Rate in Slovenia," Journal of Innovative Business and Management, DOBA Faculty, volume 12, issue 2, pages 20-37, DOI: 10.32015/JIBM.2020.12.2.3.20-37.
• Niango Ange Joseph Yapi, 2020, "Exchange rate predictive densities and currency risks: A quantile regression approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-16.
• Florian Morvillier, 2020, "Robustness of the Balassa-Samuelson effect: evidence from developing and emerging economies," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-18.
• Florian Morvillier, 2020, "Infrastructures and the real exchange rate," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-26.
• Valérie Mignon & Jorge Carrera & Blaise Gnimassoun & Romain Restout, 2020, "Currency misalignments and exchange rate regimes in Latin American countries: a trade-off issue," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-9.
• Ortega, Eva & Osbat, Chiara & Rubene, Ieva, 2020, "The transmission of exchange rate changes to euro area inflation," Economic Bulletin Articles, European Central Bank, volume 3.
• Cigna, Simone & Quaglietti, Lucia, 2020, "The great trade collapse of 2020 and the amplification role of global value chains," Economic Bulletin Boxes, European Central Bank, volume 5.
• Dorrucci, Ettore & Fidora, Michael & Gartner, Christine & Zumer, Tina, 2020, "The Bulgarian lev and the Croatian kuna in the exchange rate mechanism (ERM II)," Economic Bulletin Boxes, European Central Bank, volume 6.
• Fidora, Michael & Schmitz, Martin, 2020, "The ECB’s enhanced effective exchange rate measures," Economic Bulletin Boxes, European Central Bank, volume 6.
• Ortega, Eva & Osbat, Chiara, 2020, "Exchange rate pass-through in the euro area and EU countries," Occasional Paper Series, European Central Bank, number 241, Apr.
• Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2020, "The fundamentals of safe assets," Working Paper Series, European Central Bank, number 2355, Jan.
• Mijakovic, Andrej & Rubaszek, Michał & Ca' Zorzi, Michele & Cap, Adam, 2020, "The predictive power of equilibrium exchange rate models," Working Paper Series, European Central Bank, number 2358, Jan.
• Leiva-Leon, Danilo & Martínez-Martin, Jaime & Ortega, Eva, 2020, "Exchange rate shocks and inflation comovement in the euro area," Working Paper Series, European Central Bank, number 2383, Mar.
• Sokol, Andrej & Eguren-Martin, Fernando, 2020, "Attention to the tail(s): global financial conditions and exchange rate risks," Working Paper Series, European Central Bank, number 2387, Apr.
• Bénétrix, Agustín S. & Juvenal, Luciana & Schmitz, Martin & Gautam, Deepali, 2020, "Cross-border currency exposures: new evidence based on an enhanced and updated dataset," Working Paper Series, European Central Bank, number 2417, May.
• Boz, Emine & Casas, Camila & Georgiadis, Georgios & Gopinath, Gita & Le Mezo, Helena & Mehl, Arnaud & Nguyen, Tra, 2020, "Patterns in invoicing currency in global trade," Working Paper Series, European Central Bank, number 2456, Aug.
• Jarociński, Marek, 2020, "Central bank information effects and transatlantic spillovers," Working Paper Series, European Central Bank, number 2482, Oct.
• Li, Ye & Mayer, Simon, 2020, "Managing Stablecoins: Optimal Strategies, Regulation, and Transaction Data as Productive Capital," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-30, Dec.
• KANSEL,Zubeyir Can & BARI,Bilgin, 2020, "Testing J-Curve Effect On Trade Balance In Turkish Economy," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 24, issue 1, pages 53-69, March.
• Zorica Mladenović & Slađana Bodor, 2020, "Dynamics of the Real Exchange Rate in European Emerging Economies: Evidence from Quantile Regression," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 67, issue 1, pages 27-50.
• Kuk Mo Jung & Ju Hyun Pyun, 2020, "Out-of-Sample Analysis of International Reserves for Emerging Economies with a Dynamic Panel Model," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 67, issue 5, pages 675-695.
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• Dudzich Viktar, 2020, "Relationships between exchange rate regime, real exchange rate volatility and currency structure of government bonds in emerging markets," Review of Economic Perspectives, Sciendo, volume 20, issue 1, pages 3-22, March, DOI: 10.2478/revecp-2020-0001.
• Aderemi Timothy Ayomitunde & Fagbola Lawrence Olusegun & Sokunbi Gbenro Matthew & Ebere Chidinma Edith, 2020, "Investigating External Debt and Exchange Rate Fluctuations in Nigeria: Any Difference with ARDL Model?," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 65, issue 3, pages 53-64, December, DOI: 10.2478/subboec-2020-0015.
• Vasily Astrov & Alexandra Bykova & Rumen Dobrinsky & Richard Grieveson & Doris Hanzl-Weiss & Philipp Heimberger & Gabor Hunya & Branimir Jovanović & Niko Korpar & Sebastian Leitner & Isilda Mara & Olg, 2020, "No Quick Recovery in Sight, with Coronavirus Risks Looming Large," wiiw Forecast Reports, The Vienna Institute for International Economic Studies, wiiw, number Autumn2020, Nov.
• Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler, 2020, "Exchange rate predictability and dynamic Bayesian learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 4, pages 410-421, June, DOI: 10.1002/jae.2761.
• Niko Hauzenberger & Florian Huber, 2020, "Model instability in predictive exchange rate regressions," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 2, pages 168-186, March, DOI: 10.1002/for.2620.
• Iryna Kaminska & Gabriele Zinna, 2020, "Official Demand for U.S. Debt: Implications for U.S. Real Rates," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 2-3, pages 323-364, March, DOI: 10.1111/jmcb.12660.
• Wilko Bolt & Maarten R.C. Van Oordt, 2020, "On the Value of Virtual Currencies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 4, pages 835-862, June, DOI: 10.1111/jmcb.12619.
• Cengiz Tunc & Senol Babuşçu & Adalet Hazar & M. Nihat Solakoglu, 2020, "Exchange Rate Volatility and Trade: External Exchange Rate Volatility Matters," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 02, pages 1-19, June, DOI: 10.1142/S1793993320500064.
• Yin-Wong Cheung & Wenhao Wang, 2020, "A Jackknife Model Averaging Analysis of RMB Misalignment Estimates," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 02, pages 1-45, June, DOI: 10.1142/S1793993320500076.
• Sangyup Choi & Junhyeok Shin, 2020, "Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-167, Feb.
• Cheung, Yin-Wong, 2020, "A decade of RMB internationalization," BOFIT Policy Briefs, Bank of Finland Institute for Emerging Economies (BOFIT), number 13/2020.
• Banerjee, Ryan & Hofmann, Boris & Mehrotra, Aaron N., 2020, "Corporate investment and the exchange rate: The financial channel," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 6/2020.
• Funke, Michael & Loermann, Julius & Tsang, Andrew, 2020, "Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 22/2020.
• Granziera, Eleonora & Sihvonen, Markus, 2020, "Bonds, currencies and expectational errors," Bank of Finland Research Discussion Papers, Bank of Finland, number 7/2020.
• Franz, Thorsten, 2020, "Central bank information shocks and exchange rates," Discussion Papers, Deutsche Bundesbank, number 13/2020.
• Nagengast, Arne J. & Bursian, Dirk & Menz, Jan-Oliver, 2020, "Dynamic pricing and exchange rate pass-through: Evidence from transaction-level data," Discussion Papers, Deutsche Bundesbank, number 16/2020.
• Abbassi, Puriya & Bräuning, Falk, 2020, "Real effects of foreign exchange risk migration: Evidence from matched firm-bank microdata," Discussion Papers, Deutsche Bundesbank, number 53/2020.
• Kilian, Lutz & Zhou, Xiaoqing, 2020, "Oil prices, exchange rates and interest rates," CFS Working Paper Series, Center for Financial Studies (CFS), number 646.
• Laser, Falk Hendrik & Weidner, Jan, 2020, "Currency compositions of international reserves and the euro crisis," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 238, DOI: 10.25534/tuprints-00011471.
• Zigraiova, Diana & Havranek, Tomas & Novak, Jiri, 2020, "How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 213578.
• Baumöhl, Eduard & Vyrost, Tomas, 2020, "Stablecoins as a crypto safe haven? Not all of them!," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 215484.
• Mateane, Lebogang, 2020, "Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 227484.
• Pierdzioch, Christian & Schöber, Timo & Stadtmann, Georg, 2020, "The LoP game: BigMac versus Fortnite," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 417.
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• Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2020, "The dynamic impact of FX interventions on financial markets," Kiel Working Papers, Kiel Institute for the World Economy, number 2151.
• Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2020, "Foreign exchange intervention: A new database," Kiel Working Papers, Kiel Institute for the World Economy, number 2171.
• Entrop, Oliver & Fuchs, Fabian U., 2020, "Foreign exchange rate exposure of companies under dynamic regret," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-40-20.
• Entrop, Oliver & Fuchs, Fabian U., 2020, "Implicit currency carry trades of companies," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-41-20.
• Fuchs, Fabian U., 2020, "Macroeconomic determinants of foreign exchange rate exposure," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-42-20.
• Beckmann, Joscha & Czudaj, Robert L., 2020, "Fundamental determinants of exchange rate expectations," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224617.
• Romina Ruprecht, 2020, "Negative interest rates, capital flows and exchange rates," ECON - Working Papers, Department of Economics - University of Zurich, number 351, Jun.
• Alexander Dobrinevski & Raphaël Jachnik, 2020, "Exploring options to measure the climate consistency of real economy investments: The manufacturing industries of Norway," OECD Environment Working Papers, OECD Publishing, number 159, Mar, DOI: 10.1787/1012bd81-en.
• Jean Rene Kalala & Andrei Hanchar & Miroslawa Witkowska-Dabrowska, 2020, "Foreign Trade Of The Democratic Republic Of The Congo And The Share Of Agricultural Products For Export," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 15, issue 2, pages 113-127, August, DOI: https://doi.org/10.31648/oej.5835.