Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2019

• Corsetti, G. & Lafarguette, R. & Mehl, A., 2019, "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1970, Aug.
• Lloyd, S. P. & Marin, E. A., 2019, "Exchange Rate Risk and Business Cycles," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1996, Dec.
• Rui Costa & Swati Dhingra & Stephen Machin, 2019, "Trade and deskilling: how the post-referendum sterling depreciation hurt workers," CentrePiece - The magazine for economic performance, Centre for Economic Performance, LSE, number 551, Jul.
• Rui Costa & Swati Dhingra & Stephen Machin, 2019, "Trade and worker deskilling," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1622, May.
• Natalie Chen & Wanyu Chung & Dennis Novy, 2019, "Vehicle currency pricing and exchange rate pass-through," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1624, Jun.
• Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson, 2019, "Exchange rates and consumer prices: evidence from Brexit," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1667, Dec.
• Mohsen Bahmani-Oskooee & Thouraya Hadj Amor & Ridha Nouira & Christophe Rault, 2019, "Political Risk and Real Exchange Rate: What can we Learn from Recent Developments in Panel Data Econometrics for Emerging and Developing Countries?," CESifo Working Paper Series, CESifo, number 7443.
• Lutz Kilian & Zhou Xiaoqing, 2019, "Oil Prices, Exchange Rates and Interest Rates," CESifo Working Paper Series, CESifo, number 7484.
• Yin-Wong Cheung & Sven Steinkamp & Frank Westermann, 2019, "A tale of two surplus countries: China and Germany," CESifo Working Paper Series, CESifo, number 7669.
• Natalie Chen & Wanyu Chung & Dennis Novy, 2019, "Vehicle Currency Pricing and Exchange Rate Pass-Through," CESifo Working Paper Series, CESifo, number 7695.
• Alessio Terzi, 2019, "The Euro Crisis and Economic Growth: A Novel Counterfactual Approach," CESifo Working Paper Series, CESifo, number 7746.
• Jozef Baruník & Evžen Kocenda & Evžen Kočenda, 2019, "Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets," CESifo Working Paper Series, CESifo, number 7756.
• Yin-Wong Cheung & Wenhao Wang, 2019, "A Jackknife Model Averaging Analysis of RMB Misalignment Estimates," CESifo Working Paper Series, CESifo, number 7840.
• Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019, "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," CESifo Working Paper Series, CESifo, number 7955.
• Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson, 2019, "Exchange Rates and Consumer Prices: Evidence from Brexit," CESifo Working Paper Series, CESifo, number 8001.
• Natalie Chen & Luciana Juvenal, 2019, "Markups, Quality, and Trade Costs," CESifo Working Paper Series, CESifo, number 8013.
• Giancarlo Corsetti & Romain Lafarguette & Arnaud Mehl, 2019, "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Discussion Papers, Centre for Macroeconomics (CFM), number 1914, Jul.
• Chen, Natalie & Juvenal, Luciana, 2019, "Markups, Quality, and Trade Costs," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 446.
• Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas, 2019, "Exchange Rates and Consumer Prices: Evidence from Brexit," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 447.
• Philippe Bacchetta & Eric van Wincoop, 2019, "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-35, Jul.
• Antonia Lopez-Villavicencio & Valérie Mignon, 2019, "Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure," Working Papers, CEPII research center, number 2019-08, Jun.
• Cécile Couharde & Anne-Laure Delatte & Carl Grekou & Valérie Mignon & Florian Morvillier, 2019, "Measuring the Balassa-Samuelson Effect: A guidance Note on the RPROD Database," Working Papers, CEPII research center, number 2019-11, Oct.
• Elisa Baku, 2019, "Exchange rate predictability in emerging markets," International Economics, CEPII research center, issue 157, pages 1-22.
• Luis Alberiko Gil-Alana & Tommaso Trani, 2019, "An examination of trade-weighted real exchange rates based on fractional integration," International Economics, CEPII research center, issue 158, pages 64-76.
• Mohsen Bahmani-Oskooee & Hanafiah Harvey, 2019, "Who is hurt by dollar-euro volatility in the euro zone?," International Economics, CEPII research center, issue 159, pages 36-47.
• Sergio Iván Prada & Julio C. Alonso & Juli�n Fern�ndez, 2019, "Exchange rate pass-through into consumer healthcare prices in Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 38, issue 77, pages 523-550.
• Gustavo Adolfo HERNANDEZ-DIAZ & Mariana MATAMOROS CARDENAS & Andres Felipe SANCHEZ SEGURA, 2019, "Actualización de la estimación de los indicadores “Razón Precio–Cuenta”," Archivos de Economía, Departamento Nacional de Planeación, number 17500, Aug.
• Mariana MATAMOROS CARDENAS & Tania LAMPREA BARRAGAN & Gustavo Adolfo HERNANDEZ-DIAZ, 2019, "Estimación del precio – cuenta de la mano de obra," Archivos de Economía, Departamento Nacional de Planeación, number 17501, Aug.
• Thomas Goda & Jan Priewe, 2019, "Determinants of real exchange rate movements in 15 emerging market economies," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 17468, Oct.
• Quah Chee-Heong, 2019, "China’s Dollar-linked Hong Kong during the Global Crisis," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 38, issue 67, pages 95-121.
• Guillermo Perry, 2019, "Política cambiaria y de comercio exterior : revisión de la experiencia histórica y propuesta para la próxima década," Coyuntura Económica, Fedesarrollo, volume 49, issue 1-2, pages 59-138.
• Katarzyna Twarowska, 2019, "Reforms of China’s exchange rate regime and the renminbi interna-tionalization," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 18, issue 4, pages 531-556, December, DOI: 10.12775/EiP.2019.035.
• Kilian, Lutz & Zhou, Xiaoqing, 2019, "Oil Prices, Exchange Rates and Interest Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 13478, Jan.
• Auer, Raphael, 2019, "Beyond the doomsday economics of "proof-of-work" in cryptocurrencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 13506, Feb.
• Accominotti, Olivier & Cen, Jason & Chambers, David & Marsh, Ian W, 2019, "Currency Regimes and the Carry Trade," CEPR Discussion Papers, Centre for Economic Policy Research, number 13571, Mar.
• Müller, Gernot & Wolf, Martin & Hettig, Thomas, 2019, "Exchange Rate Undershooting: Evidence and Theory," CEPR Discussion Papers, Centre for Economic Policy Research, number 13597, Mar.
• Schrimpf, Paul & Rime, Dagfinn & Syrstad, Olav, 2019, "Covered Interest Parity Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 13637, Mar.
• Nogues-Marco, Pilar & Esteves, Rui, 2019, "Monetary Systems and the Global Balance-of-Payments Adjustment in the Pre-Gold Standard Period, 1700-1870," CEPR Discussion Papers, Centre for Economic Policy Research, number 13652, Apr.
• Machin, Stephen & Costa, Rui & Dhingra, Swati, 2019, "Trade and Worker Deskilling," CEPR Discussion Papers, Centre for Economic Policy Research, number 13768, May.
• Taylor, Mark & Filippou, Ilias, 2019, "Forward-Looking Policy Rules and Currency Premia," CEPR Discussion Papers, Centre for Economic Policy Research, number 13835, Jul.
• Bacchetta, Philippe & van Wincoop, Eric, 2019, "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," CEPR Discussion Papers, Centre for Economic Policy Research, number 13839, Jul.
• Schularick, Moritz & Hünnekes, Franziska & Trebesch, Christoph, 2019, "Exportweltmeister: The Low Returns on Germany’s Capital Exports," CEPR Discussion Papers, Centre for Economic Policy Research, number 13863, Jul.
• Maggiori, Matteo & Lilley, Andrew & Neiman, Brent & Schreger, Jesse, 2020, "Exchange Rate Reconnect," CEPR Discussion Papers, Centre for Economic Policy Research, number 13869, Jan.
• Obstfeld, Maurice & Cerutti, Eugenio & Zhou, Haonan, 2019, "Covered Interest Parity Deviations: Macrofinancial Determinants," CEPR Discussion Papers, Centre for Economic Policy Research, number 13886, Jul.
• Crowley, Meredith A. & Corsetti, Giancarlo & Han, Lu & Song, Huasheng, 2019, "Markets and Markup: A New Empirical Framework and Evidence on Exporters from China," CEPR Discussion Papers, Centre for Economic Policy Research, number 13904, Aug.
• Benigno, Pierpaolo & Schilling, Linda & Uhlig, Harald, 2022, "Cryptocurrencies, Currency Competition, and The Impossible Trinity," CEPR Discussion Papers, Centre for Economic Policy Research, number 13943, Feb.
• Sarno, Lucio & Colacito, Ric & Riddiough, Steven, 2019, "Business Cycles and Currency Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 14015, Sep.
• Stavrakeva, Vania & Tang, Jenny, 2019, "The Dollar During the Great Recession: US Monetary Policy Signaling and The Flight To Safety," CEPR Discussion Papers, Centre for Economic Policy Research, number 14034, Oct.
• Auer, Raphael, 2019, "Embedded supervision: how to build regulation into blockchain finance," CEPR Discussion Papers, Centre for Economic Policy Research, number 14095, Nov.
• Niepmann, Friederike & Schmidt-Eisenlohr, Tim & Liu, Emily, 2019, "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 14128, Nov.
• Novy, Dennis & Breinlich, Holger & Leromain, Elsa & Sampson, Thomas, 2019, "Exchange Rates and Consumer Prices: Evidence from Brexit," CEPR Discussion Papers, Centre for Economic Policy Research, number 14176, Dec.
• Chen, Natalie & Juvenal, Luciana, 2019, "Markups, Quality, and Trade Costs," CEPR Discussion Papers, Centre for Economic Policy Research, number 14204, Dec.
• Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2019, "Foreign Currency Loans and Credit Risk: Evidence from U.S. Banks," CEPR Discussion Papers, Centre for Economic Policy Research, number 14212, Dec.
• Mi Dai & Francesco Nucci & Alberto Franco Pozzolo & Jianwei Xu, 2019, "Access to Finance and the Exchange Rate Sensitivity of Exports," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 442, Jan.
• Rasmus Fatum & James Yetman, 2019, "Accumulation of foreign currency reserves and risk-taking," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_019, Aug.
• Charles Engel, 2019, "Safe U.S. Assets and U.S. Capital Flows," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_025, Aug.
• Bernd Hayo & Ken Iwatsubo, 2019, "Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_026, Aug.
• Vincent Bodart & Jean-François Carpantier, 2019, "Currency Collapses and Output Dynamics in Commodity Dependent Countries," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2019011, Jun.
• Kenneth A. Froot & Michael Kim & Kenneth Rogoff, 2019, "The Law of One Price Over 700 Years," Annals of Economics and Finance, Society for AEF, volume 20, issue 1, pages 1-35, May.
• Lateef O. Akanni, 2019, "Modelling returns and volatility connectedness between food prices and exchange rate in Nigeria," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 064, Mar.
• Bordo, Michael & Monnet, Eric & Naef, Alain, 2019, "The Gold Pool (1961–1968) and the Fall of the Bretton Woods System: Lessons for Central Bank Cooperation," The Journal of Economic History, Cambridge University Press, volume 79, issue 4, pages 1027-1059, December.
• Nogues-Marco, Pilar & Herranz-Loncán, Alfonso & Aslanidis, Nektarios, 2019, "The Making of a National Currency: Spatial Transaction Costs and Money Market Integration in Spain (1825–1874)," The Journal of Economic History, Cambridge University Press, volume 79, issue 4, pages 1094-1128, December.
• Accominotti, Olivier & Cen, Jason & Chambers, David & Marsh, Ian W., 2019, "Currency Regimes and the Carry Trade," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 5, pages 2233-2260, October.
• Cardebat, Jean-Marie & Figuet, Jean-Marc, 2019, "The Impact of Exchange Rates on French Wine Exports," Journal of Wine Economics, Cambridge University Press, volume 14, issue 1, pages 71-89, February.
• Md. Gias Uddin KHAN & Susmita CHOWDHURY & Syed AZDAAN, 2019, "Does the exchange rate influence the exports? Evidence from Bangladesh," Turkish Economic Review, EconSciences Journals, volume 6, issue 4, pages 313-319, December.
• Valérie Mignon & Antonia Lopez Villavicencio, 2019, "Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-16.
• Sara Eugeni, 2019, "Exchange rate volatility and cooperation in an incomplete markets' economy," Department of Economics Working Papers, Durham University, Department of Economics, number 2019_02, Mar.
• Chiţu, Livia & Gomes, Joaquim & Pauli, Rolf, 2019, "Trends in central banks’ foreign currency reserves and the case of the ECB," Economic Bulletin Articles, European Central Bank, volume 7.
• Ferrari Minesso, Massimo, 2019, "Emerging market economy currencies: the role of global risk, the US dollar and domestic forces," Economic Bulletin Boxes, European Central Bank, volume 3.
• Comunale, Mariarosaria & Geis, André & Gkrintzalis, Ioannis & Moder, Isabella & Polgár, Éva Katalin & Quaglietti, Lucia & Savelin, Li, 2019, "Financial stability assessment for EU candidate countries and potential candidates," Occasional Paper Series, European Central Bank, number 233, Sep.
• Habib, Maurizio Michael & Venditti, Fabrizio, 2019, "The global capital flows cycle: structural drivers and transmission channels," Working Paper Series, European Central Bank, number 2280, May.
• Corsetti, Giancarlo & Lafarguette, Romain & Mehl, Arnaud, 2019, "Fast trading and the virtue of entropy: evidence from the foreign exchange market," Working Paper Series, European Central Bank, number 2300, Jul.
• Ma, Sai & Zhang, Shaojun, 2019, "Housing Cycle and Exchange Rates," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-14, May.
• Du, Wenxin & Hebert, Benjamin & Wang, Amy, 2019, "Are Intermediary Constraints Priced?," Research Papers, Stanford University, Graduate School of Business, number 3770, Mar.
• Sinyakov, A. & Chernyadyev, D. & Sapova, A., 2019, "Estimating the Exchange Rate Pass-Through Effect on Producer Prices of Final Products Based on Micro-Data of Russian Companies," Journal of the New Economic Association, New Economic Association, volume 41, issue 1, pages 128-157.
• Sarah Chan, 2019, "China’s Narrowing Current Account Surplus: Evolving Trends and Policy Implications," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 345-359, September.
• HIDAYAT Yusmar Ardh, 2019, "Do Domestic Currencies Depreciation Worsen The Deficit Of Trade Balance? Evidence In Central East European Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 32-41, July.
• Tarek A Hassan & Rui C Mano, 2019, "Forward and Spot Exchange Rates in a Multi-Currency World," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 134, issue 1, pages 397-450.
• Mary Amiti & Oleg Itskhoki & Jozef Konings, 2019, "International Shocks, Variable Markups, and Domestic Prices," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 6, pages 2356-2402.
• Loredana Jitaru & Lorena Florentina DumitraÈ™ciuc, 2019, "The Influence of the Depreciation of China's Domestic Currency on Trade Relations with the EU," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 33-38, August.
• Jennifer Castle & Takamitsu Kurita, 2019, "Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 866, Jan.
• Maya Sierra, Giuliana & Marín Rodríguez, Nini Johana, 2019, "Modelación y co-movimientos de la tasa de cambio colombiana, 2011-2017 || Modeling and comovements of the Colombian exchange rate, 2011-2017," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 28, issue 1, pages 301-341, December.
• Yin-Wong Cheung & Shi He, 2019, "Truths and Myths About RMB Misalignment: A Meta-analysis," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 61, issue 3, pages 464-492, September, DOI: 10.1057/s41294-019-00093-0.
• Stefan Avdjiev & Valentina Bruno & Catherine Koch & Hyun Song Shin, 2019, "The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 67, issue 1, pages 151-173, March, DOI: 10.1057/s41308-019-00074-4.
• Cangoz, Mehmet Coskun & Sulla, Olga & Wang, ChunLan & Dychala, Christopher Benjamin, 2019, "A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities," MPRA Paper, University Library of Munich, Germany, number 100311, Feb.
• Asongu, Simplice & Nnanna, Joseph, 2019, "REER Imbalances and Macroeconomic Adjustments: evidence from the CEMAC zone," MPRA Paper, University Library of Munich, Germany, number 101858, Jan.
• Hoang, Viet-Ngu & Nguyen, Duc Khuong & Pham, Tuan Anh, 2019, "On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis," MPRA Paper, University Library of Munich, Germany, number 102521, Nov, revised Mar 2020.
• Vo, Duc Hong, 2019, "Long-run dynamics of exchange rates: A multi-frequency investigation," MPRA Paper, University Library of Munich, Germany, number 103273, Nov.
• Vo, Duc, 2019, "Macroeconomics Determinants of Exchange Rate Pass-through: New Evidence from the Asia-Pacific Region," MPRA Paper, University Library of Munich, Germany, number 103293, Jan.
• PINSHI, Christian P., 2019, "Dollarization and Foreign Exchange Reserve : Debate on the Effectiveness of Monetary Policy in DR. Congo," MPRA Paper, University Library of Munich, Germany, number 104807, Nov.
• Kimolo, Deogratius & Mrema, Stanislaus, 2019, "Real Exchange Rate Misalignments in Tanzania," MPRA Paper, University Library of Munich, Germany, number 114672.
• Roudari, Soheil & Homayounifar, Masoud & Salimifar, Mostafa, 2019, "بررسی همبستگی میان نوسانات نرخ ارز، نوسانات مخارج جاری دولت و بدهی دولت به شبکه بانکی با تاکید بر مقیاس-زمان
  [Investigating the correlation between exchange rate fluctuations, current government expenditures fluctuations and government debt to the," MPRA Paper, University Library of Munich, Germany, number 127019, Jul, revised 29 Apr 2020.
• Roudari, Soheil & Homayounifar, Masoud & Salimifar, Mostafa, 2019, "تاثیر نوسانات نرخ ارز اسمی و چرخه¬های تجاری بر مطالبات شبکه بانکی کشور با تاکید بر تغییرات رژیم و زمان- مقیاس
  [Impact of Nominal Foreign Exchange Rate Fluctuations and Business Cycles on Nonperforming Loans with Emphasis on Regime Changes and Time," MPRA Paper, University Library of Munich, Germany, number 127020, Jul, revised 07 Jan 2020.
• Dąbrowski, Marek A. & Papież, Monika & Śmiech, Sławomir, 2019, "Classifying de facto exchange rate regimes of financially open and closed economies: A statistical approach," MPRA Paper, University Library of Munich, Germany, number 91348, Jan.
• Deltas, George & Polemis, Michael, 2019, "Exchange Rate vs Foreign Price Pass-through: Evidence from the European Gasoline Market," MPRA Paper, University Library of Munich, Germany, number 91698, Jan.
• Terrones, Marco E., 2019, "Do Fixers Perform Worse than Non-Fixers during Global Recessions and Recoveries?," MPRA Paper, University Library of Munich, Germany, number 91783, Jan.
• Zhou, Siwen, 2019, "Assessing the Macroeconomic Impact of the ECB’s Asset Purchase Programme in a Dynamic Nelson–Siegel Modelling Framework," MPRA Paper, University Library of Munich, Germany, number 92530, Feb.
• Raifu, Isiaka Akande & Aminu, Alarudeen & Adeniyi, Oluwatosin Ademola, 2019, "What nexus exists between exchange rate and trade balance? The case of Nigeria vis-à-vis UK, US and Hong Kong," MPRA Paper, University Library of Munich, Germany, number 92976, Mar.
• Taguchi, Hiroyuki, 2019, "Inflation targeting and the pass-through effect: The case of Mongolia," MPRA Paper, University Library of Munich, Germany, number 92988, Mar.
• Nguyen, Bao & Sum, Dek, 2019, "Macroeconomic Shocks and Trade Balance Adjustments in Papua New Guinea," MPRA Paper, University Library of Munich, Germany, number 93033, Mar.
• Tran, Thi Ha, 2019, "Impacts of Exchange Rate on Vietnam-Japan Trade Balance: A Nonlinear Asymmetric Cointegration Approach," MPRA Paper, University Library of Munich, Germany, number 93286, Apr.
• Polbin, Andrey & Shumilov, Andrei & Bedin, Andrey & Kulikov, Alexander, 2019, "Модель Реального Обменного Курса Рубля С Марковскими Переключениями Режимов
  [Modeling real exchange rate of the Russian ruble using Markov regime-switching approach]," MPRA Paper, University Library of Munich, Germany, number 93310.
• Ghosh, Sunandan & Kundu, Srikanta, 2019, "Central Bank Intervention in Foreign Exchange Market under Managed Float: A Three Regime Threshold VAR Analysis of Indian Rupee-US Dollar Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 93466, Apr.
• Tiwari, Anuradha, 2019, "Study of currency risk and the hedging strategies," MPRA Paper, University Library of Munich, Germany, number 93955, May, revised 23 May 2019.
• Ojeda-Joya, Jair, 2019, "A consumption-based approach to exchange rate predictability," MPRA Paper, University Library of Munich, Germany, number 94231, May.
• Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019, "Superkurtosis," MPRA Paper, University Library of Munich, Germany, number 94473, Jan.
• Ekinci, Mehmet Fatih, 2019, "Intuitive and Reliable Estimates of Output Gap and Real Exchange Rate Cycles for Turkey," MPRA Paper, University Library of Munich, Germany, number 94698, Jun.
• Papahristodoulou, Christos, 2019, "Is there any theory that explains the SEK?," MPRA Paper, University Library of Munich, Germany, number 95072, Jul, revised 08 Jul 2019.
• Li, Yifan & Miao, Zhuang, 2019, "Effect of Exchange Rate Volatility on Imports: Evidences from Chinese Firms," MPRA Paper, University Library of Munich, Germany, number 95088, Jun.
• Dąbrowski, Marek A., 2019, "A new approach to estimation of actively managed component of foreign exchange reserves," MPRA Paper, University Library of Munich, Germany, number 95280, Jul.
• Shumilov, Andrei, 2019, "Модели Зависимости Реального Курса Рубля От Цены И Стоимости Экспорта Нефти: Сравнительный Анализ
  [Oil prices versus oil export revenues as fundamental factors of the real Russian ruble exchange rate: A comparison of VEC models]," MPRA Paper, University Library of Munich, Germany, number 96400.
• Beniak, Patrycja, 2019, "The emerging market reaction to Fed tightening," MPRA Paper, University Library of Munich, Germany, number 96545, Sep, revised 29 Oct 2019.
• Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019, "Superkurtosis," MPRA Paper, University Library of Munich, Germany, number 96563, Oct.
• Bakari, Sayef & Tiba, Sofien, 2019, "Are Exchange Rate, Exports and Domestic Investment in Tunisia Cointegrated? A Comparison of ECM and ARDL Model," MPRA Paper, University Library of Munich, Germany, number 96619.
• Yilanci, Veli & Aydin, Mücahit & Aydin, Mehmet, 2019, "Residual Augmented Fourier ADF Unit Root Test," MPRA Paper, University Library of Munich, Germany, number 96797, Nov.
• Ahmed, Rashad, 2019, "Currency Commodities and Causality: Some High-Frequency Evidence," MPRA Paper, University Library of Munich, Germany, number 96855, Oct.
• Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
• Muteba Mwamba, John Weirstrass & Tchuinkam Djemo, Charles Raoul, 2019, "Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective," MPRA Paper, University Library of Munich, Germany, number 97338, Dec.
• Ramirez-Rondan, N.R. & Terrones, Marco E., 2019, "Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?," MPRA Paper, University Library of Munich, Germany, number 97524, Dec.
• Ilu, Ahmad Ibraheem, 2019, "Oil price Volatility and Exchange rate Dynamics in Nigeria: A Markov Switching Approach," MPRA Paper, University Library of Munich, Germany, number 97643, Dec.
• Andriansyah, Andriansyah & Messinis, George, 2019, "Stock Prices, Exchange Rates and Portfolio Equity Flows: A Toda-Yamamoto Panel Causality Test," MPRA Paper, University Library of Munich, Germany, number 97992, Feb.
• Hui, Hon Chung, 2019, "What Do Foreign Exchange Markets Say About Election Outcomes? A Comparison Between Malaysia, Singapore and Philippines," MPRA Paper, University Library of Munich, Germany, number 98148, Dec.
• Hui, Hon Chung, 2019, "Did the Foreign Exchange Market Cheer or Jeer in Response to Political Events? An Event Study of Malaysia – Some Stylised Facts," MPRA Paper, University Library of Munich, Germany, number 98149, Dec.
• Ahmed, Rashad, 2019, "Commodity Currencies and Causality: Some High-Frequency Evidence," MPRA Paper, University Library of Munich, Germany, number 98319, Oct, revised 25 Jan 2020.
• Zarei, Samira, 2019, "How do Real Exchange Rate Movements Affect the Economic Growth in Iran?," MPRA Paper, University Library of Munich, Germany, number 99102, Dec.
• Yakhin, Yossi, 2019, "Breaking the UIP: A Model-Equivalence Result," MPRA Paper, University Library of Munich, Germany, number 99267, Nov, revised 24 Mar 2020.
• Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss," Working Papers, University of Pretoria, Department of Economics, number 201905, Jan.
• Christina Christou & David Gabauer & Rangan Gupta, 2019, "Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 201962, Aug.
• Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang, 2019, "Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram," Working Papers, University of Pretoria, Department of Economics, number 201979, Nov.
• Vilma Deltuvaitė & Svatopluk Kapounek & Petr Koráb, 2019, "Impact of Behavioural Attention on the Households Foreign Currency Savings as a Response to the External Macroeconomic Shocks," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 2, pages 155-177, DOI: 10.18267/j.pep.690.
• Josef Arlt & Martin Mandel, 2019, "Determinanty forwardového kurzu a role rizikových prémií (příklad měnových párů czk/eur a czk/usd)
  [Determinants of Forward Exchange Rate and the Role of Risk Premiums (Case of CZK/EUR and CZK/USD Parities)]," Politická ekonomie, Prague University of Economics and Business, volume 2019, issue 5, pages 476-489, DOI: 10.18267/j.polek.1263.
• Jakree Koosakul & Nasha Ananchotikul, 2019, "Foreign Exchange Order Flows and the Thai Exchange Rate Dynamics," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 104, Jan.
• Beverly Lapham & Ayman Mnasri, 2019, "Exchange Rate Pass-Through: A Competitive Search Approach," Working Paper, Economics Department, Queen's University, number 1418, Jun.
• Richard T. Baillie & Fabio Calonaci & George Kapetanios, 2019, "Hierarchical Time Varying Estimation of a Multi Factor Asset Pricing Model," Working Papers, Queen Mary University of London, School of Economics and Finance, number 879, Jan.
• Alejandro Mosino & Laura Andrea Salomon-Nunez & Alejandro Tatsuo Moreno-Okuno, 2019, "Estudio empirico sobre el tipo de cambio MXN/USD movimiento browniano geometrico versus proceso varianza-gamma," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 16, issue 1, pages 33-56, Enero-Jun.
• Lahura, Erick & Espino, Freddy, 2019, "Cartera morosa en moneda extranjera y tipo de cambio real: Evidencia para el Perú, 2003-2018," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 37, pages 31-48.
• Carrera, César & Puch, Miguel, 2019, "Consumption dynamics and the expectation channel in a Small Open Economy," Working Papers, Banco Central de Reserva del Perú, number 2019-008, Dec.
• Lahura, Erick & Espino, Freddy, 2019, "Cartera morosa en moneda extranjera y tipo de cambio real: Evidencia para el Perú, 2003-2018," Working Papers, Banco Central de Reserva del Perú, number 2019-009, Dec.
• Humala, Alberto, 2019, "Corporate earnings sensitivity to FX volatility and currency exposure: evidence from Peru," Working Papers, Banco Central de Reserva del Perú, number 2019-021, Dec.
• Luchelle Soobyah & Daan Steenkamp, 2019, "The role of the rand as a shock absorber," Working Papers, South African Reserve Bank, number 9254, May.
• Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2019, "The Dynamic Impact of FX Interventions on Financial Markets," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 205, Dec.
• Radek Stefanski, 2019, "Boom Goes the Price: Giant Resource Discoveries and Real Exchange Rate Appreciation," 2019 Meeting Papers, Society for Economic Dynamics, number 101.
• Lutz Kilian & Xiaoqing Zhou, 2019, "Oil prices, exchange rates, and interest rates," 2019 Meeting Papers, Society for Economic Dynamics, number 592.
• Bart Hobijn & Adam Shapiro & Fernanda Nechio, 2019, "Using Brexit to Identify the Nature of Price Rigidities," 2019 Meeting Papers, Society for Economic Dynamics, number 693.
• Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019, "Global Trends in Interest Rates," 2019 Meeting Papers, Society for Economic Dynamics, number 77.
• Ivana Marjanoviæ & Milan Markoviæ, 2019, "Determinants of currency crises in the Republic of Serbia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 1, pages 191-212.
• Kaya Tokmakcioglu & Oguzhan Ozcelebi & Ali Sezin Ozdemir, 2019, "The role of asymmetry in the interplay between internal and external factors: Empirical evidence from the US, Brazil, Canada and Mexico," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 1, pages 55-75.
• Mile Bošnjak & Ivan Novak & Maja Bašiæ, 2019, "Persistence of shocks in CDS returns on Croatian bonds: Quantile autoregression approach," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 2, pages 759-775.
• Julio-Román, Juan Manuel, 2019, "Estimating the Exchange Rate Pass-Through: A Time-Varying Vector Auto-Regression with Residual Stochastic Volatility Approach," Working papers, Red Investigadores de Economía, number 21, Oct.
• Julio-Román, Juan Manuel & Gamboa-Estrada, Fredy Alejandro, 2019, "The Exchange Rate and Oil Prices in Colombia: A High Frequency Analysis," Working papers, Red Investigadores de Economía, number 22, Oct.
• Juthathip Jongwanich, 2019, "Capital Account Policies in Emerging Asian Economies: Are They Effective in the 2000s?," ADB Economics Working Paper Series, Asian Development Bank, number 578, Apr.
• Ila Patnaik & Madhavi Pundit, 2019, "Financial Shocks and Exchange Market Pressure," ADB Economics Working Paper Series, Asian Development Bank, number 581, May.
• Jennifer Lai & Paul McNelis, 2019, "Offshore Fears and Onshore Risk: Exchange Rate Pressures and Bank Volatility Contagion in the People’s Republic of China," ADB Economics Working Paper Series, Asian Development Bank, number 602, Dec.
• Hongyi Chen & Shuo Cao, 2019, "Exchange Rate Movements and Fundamentals: Impact of Oil Prices and the People’s Republic of China’s Growth," ADBI Working Papers, Asian Development Bank Institute, number 938, Mar.
• Andrey Polbin & Andrei Shumilov & Andrei Bedin & Alexander Kulikov, 2019, "Modeling real exchange rate of the Russian ruble using Markov regime switching approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 55, pages 32-50.
• Olasubomi Are, 2019, "Currency Devaluation and Trade Balance Nexus: A Test of Marshall-Lerner Condition in Nigeria," BizEcons Quarterly, Strides Educational Foundation, volume 4, pages 23-43.
• Fatih Ayhan, 2019, "The Analysis for the Impacts of Exchange Rate Volatility on Foreign Trade for Turkish Economy," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 3, pages 629-647.
• Tsai-Lun Cho & Cheng-Wen Lee, 2019, "A Link of Unemployment Rate between Taiwan and the United States," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 72, issue 3, pages 313-320.
• Laetitia P. Sokeng Dongfack & Hongbing Ouyang, 2019, "The Impact of Real Exchange Rate Depreciation on Cameroon’s Trade Balance: Is Devaluation a Remedy for Persistent Trade Deficits?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 34, issue 1, pages 189-213.
• Slavi T. Slavov, 2019, "Exchange Rate Regimes in Central, Eastern, and Southeastern Europe: A Euro Bloc and a Dollar Bloc?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 34, issue 3, pages 395-425.
• William A. Barnett & Jingxian Hu, 2019, "Capital Control, Exchange Rate Regime, And Monetary Policy: Indeterminacy And Bifurcation," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 139, Oct.
• Júlio Lobão, 2019, "Seasonal anomalies in the market for American depository receipts," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 241-265.
• Mutawakil M. Zankawah & Chris Stewart, 2019, "Measuring volatility spill-over effects of crude oil prices on Ghana’s exchange rate and stock market between 1991 and 2015," Economics Discussion Papers, School of Economics, Kingston University London, number 2019-1, Jan.
• Mutawakil M. Zankawah & Chris Stewart, 2019, "Does the exogeneity of oil prices matter in the oil price-macro-economy relationship for Ghana?," Economics Discussion Papers, School of Economics, Kingston University London, number 2019-2, Feb.
• Amir Hosein Mozayani & Saeed Ghorbani, 2019, "Exchange Rate Misalignment and Inflationary Regimes in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 6, issue 2, pages 199-224.
• Huber Florian & Daniel Kaufmann, 2019, "Trend Fundamentals and Exchange Rate Dynamics," Working Papers in Economics, University of Salzburg, number 2019-4, Oct.
• Florian Huber & Katrin Rabithsc, 2019, "Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach," Working Papers in Economics, University of Salzburg, number 2019-5, Oct.
• I. O. Oseni & A. T. Okwu & D. A. Babalola & S. B. Adegboyega, 2019, "Recession and the Challenge of Sustainable Economic Growth in Nigeria: An Evaluation of Macroeconomic Policies," Tanzanian Economic Review, Department of Economics, University of Dar es Salaam, volume 9, issue 1, pages 93-112.
• Kassouri YACOUBA & Halil ALTINTAS, 2019, "The Asymmetric Impact of Macroeconomic Shocks on Stock Returns in Turkey: A Nonlinear ARDL Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 98-116, June.
• Josip TICA & Tomislav GLOBAN & Vladimir ARČABIĆ, 2019, "The Mundell-Fleming Trilemma and the Global Financial Cycle: An Empirical Test of Competing Hypotheses," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 62-80, September.
• Ansgar Belke & Ulrich Volz, 2019, "The Yen Exchange Rate and the Hollowing Out of the Japanese Industry," ROME Working Papers, ROME Network, number 201908, Aug.
• Rangan Gupta & Vasilios Plakandaras, 2019, "Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Journal of Economics and Behavioral Studies, AMH International, volume 11, issue 1, pages 152-165, DOI: 10.22610/jebs.v11i1(J).2756.
• Silvia Calò & Mariarosaria Comunale, 2019, "Real Effective Exchange Rates determinants and growth: lessons from Italian regions," CEIS Research Paper, Tor Vergata University, CEIS, number 456, Mar, revised 27 Mar 2019.
• David Fadiran & Hammed Amusa, 2019, "The J–Curve Phenomenon: Evidence from Commodity Trade Between South Africa and the United States," ERSA Working Paper Series, Economic Research Southern Africa, number 777, Apr.
• Amos C. Peters & Bertha C. Bangara, 2019, "Fiscal policy and adjustment in a foreign exchange constrained economy: Evidence from Malawi," ERSA Working Paper Series, Economic Research Southern Africa, number 778, Apr.
• Daan Steenkamp & Luchelle Soobyah, 2019, "The role of the rand as a shock absorber," ERSA Working Paper Series, Economic Research Southern Africa, number 790, Jul.
• Bertha C. Bangara, 2019, "A New Keynesian DSGE model for low income economies with foreign exchange constraints," ERSA Working Paper Series, Economic Research Southern Africa, number 795, Sep.
• Theshne Kisten, 2019, "A financial stress index for South Africa: A time-varying correlation approach," ERSA Working Paper Series, Economic Research Southern Africa, number 805, Nov.
• Osvaldo Marrero, 2019, "Detection and Analysis of Small-Amplitude Seasonal Variation in a Short Time Series," The American Economist, Sage Publications, volume 64, issue 1, pages 73-81, March, DOI: 10.1177/0569434518754506.
• Mohsen Bahmani-Oskooee & Sahar Bahmani & Ali M. Kutan & Dan Xi, 2019, "On the Asymmetric Effects of Exchange Rate Changes on the Demand for Money: Evidence from Emerging Economies," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1, pages 1-22, April, DOI: 10.1177/0972652719831523.
• Pami Dua & Ritu Suri, 2019, "Interlinkages Between USD–INR, EUR–INR, GBP–INR and JPY–INR Exchange Rate Markets and the Impact of RBI Intervention," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1_suppl, pages 102-136, April, DOI: 10.1177/0972652719831562.
• Jozef Baruník & Evžen KoÄ enda, 2019, "Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets," The Energy Journal, , volume 40, issue 2_suppl, pages 157-174, December, DOI: 10.5547/01956574.40.SI2.jbar.
• Linda Akoto & Daniel Sakyi, 2019, "Empirical Analysis of the Determinants of Trade Balance in Post-liberalization Ghana," Foreign Trade Review, , volume 54, issue 3, pages 177-205, August, DOI: 10.1177/0015732519851632.
• Balaga Mohana Rao & Puja Padhi, 2019, "Identifying the Early Warnings of Currency Crisis in India," Foreign Trade Review, , volume 54, issue 4, pages 269-299, November, DOI: 10.1177/0015732519874206.
• Ismail Saglam, 2019, "Perverse Effects of Non-sterilized Interventions on Spot Foreign Exchange Rates," South Asian Journal of Macroeconomics and Public Finance, , volume 8, issue 1, pages 26-56, June, DOI: 10.1177/2277978719836307.
• Lorenzo Nalin & Giuliano Toshiro Yajima, 2019, "Commodity Speculation and Exchange Rate Swings in Latin America: a Stock Flow Consistent (SFC) Analysis," Working Papers, Sapienza University of Rome, DISS, number 13/19, Dec.
• E. Fedorova A. & S. Musienko O. & F. Fedorov Yu. & l. Vinogradova V. & Е. Федорова А. & С. Мусиенко О. & Ф. Федоров Ю. & Л. Виноградова В., 2019, "Влияние освещения кризиса на финансовый рынок России // Impact of Crisis Coverage on the Financial Market of Russia," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 23, issue 3, pages 112-121.
• A. Vinogradov A. & А. Виноградов А., 2019, "Оценка влияния политики количественного смягчения на динамику курса EUR/USD в поведенческой модели равновесного курса // Estimation of Impact of Quantitative Easing Policy on EUR/USD using behavioral Equilibrium Exchange Rate Model," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 23, issue 4, pages 117-128.
• Vahagn Galstyan & Caroline Mehigan & Rogelio V. Mercado, Jr., 2019, "The Currency Composition of International Portfolio Assets," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp36, Jan.
• Aleksandra ?or?evi? Zori?, 2019, "The importance of exchange rate stability for export growth," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9911949, Oct.
• Muhammed Benli & Sedat Durmuskaya & Gokberk Bayramoglu, 2019, "Asymmetric exchange rate pass-through and sectoral stock price indices: Evidence from Turkey," International Journal of Business and Management, International Institute of Social and Economic Sciences, volume 7, issue 1, pages 25-47, May.
• Aamir Khan & Aneel Salman & Muhammad Arshad Khan, 2019, "Is Exchange Rate Effect Trade Balance in Pakistan? Evidence Based on J- Curve," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 8, issue 2, pages 60-79, December.