Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2018

• Emiliano Libman, 2018, "La relación entre el tipo de cambio oficial y el tipo de cambio negro en América Latina," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 115, pages 43-55, Enero.
• Afees A. Salisu & Lateef O. Akanni & Rasheed O. Azeez, 2018, "Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 051, Mar.
• Afees A. Salisu & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi, 2018, "Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 055, Apr.
• Mutiu A. Oyinlola & Tirimisyu F. Oloko, 2018, "Exchange rate dynamics and stock market performance in Nigeria: Evidence from a Nonlinear ARDL Approach," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 059, Jun.
• Kwami Edem ABBUY, 2018, "An Empirical Test for the Effectiveness of Central Bank Interventions in Foreign Exchange Markets: An Application to the Canadian and Swiss Central Banks," Journal of Economics and Political Economy, EconSciences Journals, volume 5, issue 4, pages 450-458, December.
• N. M. GATAWA & Sunday ELIJAH & Mohammed UMAR, 2018, "An empirical analysis of the impact of floating exchange rate on balance of payment in Nigeria (1986 - 2016)," Turkish Economic Review, EconSciences Journals, volume 5, issue 3, pages 285-307, October.
• Olatunji A. SHOBANDE & Lanre R. IBRAHIM, 2018, "Modelling dynamics of inflation in Nigeria," Journal of Economics Library, EconSciences Journals, volume 5, issue 3, pages 229-240, September.
• Austin KWON, 2018, "Trends in the accumulation of net foreign reserves since World War II," Journal of Economics Library, EconSciences Journals, volume 5, issue 3, pages 275-300, September.
• Sunday ELIJAH, 2018, "An Empirical Analysis of the Impact of Bank Credit on the Manufacturing Sector Output in Nigeria (1986 - 2016)," Journal of Economics Library, EconSciences Journals, volume 5, issue 4, pages 371-382, December.
• Alexander Kriwoluzky & Malte Rieth, 2018, "Policy Responses to Turkey’s Crisis: Independent Central Bank and International Credit," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 8, issue 38/39, pages 355-363.
• Tobias N. Glas & Thorsten Poddig, 2018, "Kryptowährungen in der Asset- Allokation: eine empirische Untersuchung auf Basis eines beispielhaften deutschen Multi-Asset-Portfolios," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 3, pages 107-128, DOI: 10.3790/vjh.87.3.107.
• Alexander Kriwoluzky & Malte Rieth, 2018, "Wirtschaftspolitische Wege aus der Türkeikrise: Unabhängige Zentralbank und internationale Hilfen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 85, issue 36, pages 789-797.
• Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2018, "Estimating a Latent Risk Premium in Exchange Rate Futures," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1733.
• Christian Bayer & Chi Hyun Kim & Alexander Kriwoluzky, 2018, "The Term Structure of Redenomination Risk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1740.
• Nadia Boussaha & Faycal Hamdi & Saïd Souam, 2018, "Multivariate Periodic Stochastic Volatility Models: Applications to Algerian dinar exchange rates and oil prices modeling," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-14.
• Capucine Nobletz, 2018, "Dollar canadien et prix du pétrole : quelle causalité ?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-40.
• Florian Morvillier, 2018, "On the impact of the launch of the euro on EMU macroeconomic vulnerability," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-51.
• Christopher E.S. WARBURTON, 2018, "Covered Interest Parity And Frictions In Currency And Money Markets: Analysis Of British Pound And Dollar For The Period 1999-2006," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 1, pages 55-72.
• Habib, Maurizio Michael & Venditti, Fabrizio, 2018, "The global financial cycle: implications for the global economy and the euro area," Economic Bulletin Articles, European Central Bank, volume 6.
• Strasser, Georg, 2018, "Price convergence in the EU: What can we learn from the car market?," Research Bulletin, European Central Bank, volume 46.
• Rubaszek, Michał & Ca' Zorzi, Michele, 2018, "Exchange rate forecasting on a napkin," Working Paper Series, European Central Bank, number 2151, May.
• Karnaukh, Nina, 2018, "The Dollar Ahead of FOMC Target Rate Changes," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-14, Mar.

2017

• Hyeongwoo Kim & Yunxiao Zhang, 2017, "Investigating Properties of Commodity Price Responses to Real and Nominal Shocks," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2017-02, Apr.
• Benjamin Hébert & Jesse Schreger, 2017, "The Costs of Sovereign Default: Evidence from Argentina," American Economic Review, American Economic Association, volume 107, issue 10, pages 3119-3145, October.
• Javier Cravino & Andrei A. Levchenko, 2017, "The Distributional Consequences of Large Devaluations," American Economic Review, American Economic Association, volume 107, issue 11, pages 3477-3509, November.
• Emmanuel Farhi & Iván Werning, 2017, "Fiscal Unions," American Economic Review, American Economic Association, volume 107, issue 12, pages 3788-3834, December.
• Yuriy Gorodnichenko & Oleksandr Talavera, 2017, "Price Setting in Online Markets: Basic Facts, International Comparisons, and Cross-Border Integration," American Economic Review, American Economic Association, volume 107, issue 1, pages 249-282, January.
• Angus Deaton & Bettina Aten, 2017, "Trying to Understand the PPPs in ICP 2011: Why Are the Results So Different?," American Economic Journal: Macroeconomics, American Economic Association, volume 9, issue 1, pages 243-264, January.
• Pedro Gomis-Porqueras & Timothy Kam & Christopher Waller, 2017, "Nominal Exchange Rate Determinacy under the Threat of Currency Counterfeiting," American Economic Journal: Macroeconomics, American Economic Association, volume 9, issue 2, pages 256-273, April.
• Rudolfs Bems & Robert C. Johnson, 2017, "Demand for Value Added and Value-Added Exchange Rates," American Economic Journal: Macroeconomics, American Economic Association, volume 9, issue 4, pages 45-90, October.
• Aaditya Mattoo & Prachi Mishra & Arvind Subramanian, 2017, "Beggar-Thy-Neighbor Effects of Exchange Rates: A Study of the Renminbi," American Economic Journal: Economic Policy, American Economic Association, volume 9, issue 4, pages 344-366, November.
• Maurice Obstfeld & Alan M. Taylor, 2017, "International Monetary Relations: Taking Finance Seriously," Journal of Economic Perspectives, American Economic Association, volume 31, issue 3, pages 3-28, Summer.
• María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2017, "Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 17-02, Feb.
• Sankarkumar, Amirdha Vasani & Selvam, Murugesan & Maniam, Balasundram & Sigo, Marxia Oli, 2017, "Long memory features and relationship stability of Asia-Pacific currencies against USD," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 13, issue 01, DOI: 10.22004/ag.econ.264628.
• Gofaone Matebejana & Gaotlhobogwe Motlaleng & James Juana, 2017, "Foreign Exchange Market Efficiency In Botswana," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 19, pages 55-74, June.
• Alberto Bagnai & Christian Alexander Mongeau Ospina, 2017, "Neoclassical versus Post-Keynesian Explanations of the Pre-Great Recession Productivity Slowdown: Panel Evidence," a/ Working Papers Series, Italian Association for the Study of Economic Asymmetries, Rome (Italy), number 1704, Oct.
• Nikolaos Stoupos & Apostolos Kiohos, 2017, "Post-Communist Countries of the EU and the Euro: Dynamic Linkages between Exchange Rates," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 67, issue 4, pages 511-538, December.
• Alberto Bagnai & Christian Alexander Mongeau Ospina, 2017, "Neoclassical versus Kaldorian Explanations of Southern Europe’s Productivity Slowdown," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 67, issue supplemen, pages 113-135, August.
• Benjamin H. Cohen & Dietrich Domanski & Ingo Fender & Hyun Song Shin, 2017, "Global Liquidity: A Selective Review," Annual Review of Economics, Annual Reviews, volume 9, issue 1, pages 587-612, September, DOI: 10.1146/annurev-economics-063016-10.
• Муканов Нурбулат // Mukanov Nurbolat & Мекенбаева Камила // Mekenbayeva, 2017, "Оценка равновесного обменного курса в сырьевых экономиках // Assessment of equilibrium exchange rate in commodity based economies," Working Papers, National Bank of Kazakhstan, number #2017-7.
• César Carrera & Jairo Flores, 2017, "Modelling and forecasting money demand: divide and conquer," Working Papers, Peruvian Economic Association, number 91, Apr.
• Ebele S. Nwokoye & Jonathan O. Oniore, 2017, "Impact of Monetary Policy on Capital Inflows in Nigeria," Business, Management and Economics Research, Academic Research Publishing Group, volume 3, issue 10, pages 192-200, 10-2017.
• Ioannis N. Kallianiotis, 2017, "Tests of Efficiency in the Foreign Exchange Market," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 10, pages 218-239, 10-2017.
• Nadia Anjum & Niaz Hussain Ghumro & Bisharat Husain, 2017, "Asymmetric Impact of Exchange Rate Changes on Stock Prices: Empirical Evidence from Germany," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 11, pages 240-245, 11-2017.
• Vugar Rahimov & Nigar Jafarova, 2017, "The exchange rate pass-through to CPI inflation and its components in Azerbaijan," Working Papers, Central Bank of Azerbaijan Republic, number 1701, Feb.
• Aygun Garayeva & Gulzar Tahirova, 2017, "Exchange rate elasticity of exports and the role of institutions," Working Papers, Central Bank of Azerbaijan Republic, number 1702, Jun.
• Christoph S. Weber, 2017, "The Effect of Central Bank Transparency on Exchange Rate Volatility," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 174, Sep.
• Rose Cunningham & Christian Friedrich & Kristina Hess & Min Jae Kim, 2017, "Understanding the Time Variation in Exchange Rate Pass-Through to Import Prices," Discussion Papers, Bank of Canada, number 17-12, DOI: 10.34989/sdp-2017-12.
• David Xiao Chen & Philippe Muller & Hawa Wagué, 2017, "Multilateral Development Bank Credit Rating Methodology: Overcoming the Challenges in Assessing Relative Credit Risk in Highly Rated Institutions Based on Public Data," Discussion Papers, Bank of Canada, number 17-6, DOI: 10.34989/sdp-2017-6.
• Philippe Muller & Jérôme Bourque, 2017, "Methodology for Assigning Credit Ratings to Sovereigns," Discussion Papers, Bank of Canada, number 17-7, DOI: 10.34989/sdp-2017-7.
• Claudia Foroni & Francesco Ravazzolo & Barbara Sadaba, 2017, "Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns," Staff Working Papers, Bank of Canada, number 17-19, DOI: 10.34989/swp-2017-19.
• Lorenzo Pozzi & Barbara Sadaba, 2017, "Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals," Staff Working Papers, Bank of Canada, number 17-22, DOI: 10.34989/swp-2017-22.
• Antonio Diez de los Rios, 2017, "Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions," Staff Working Papers, Bank of Canada, number 17-33, DOI: 10.34989/swp-2017-33.
• Matthieu Bussière & Guillaume Gaulier & Walter Steingress, 2017, "Global Trade Flows: Revisiting the Exchange Rate Elasticities," Staff Working Papers, Bank of Canada, number 17-41, DOI: 10.34989/swp-2017-41.
• Jean-Sébastien Fontaine & Guillaume Nolin, 2017, "The Share of Systemic Variations in the Canadian Dollar—Part II," Staff Analytical Notes, Bank of Canada, number 17-1, DOI: 10.34989/san-2017-1.
• Bruno Feunou & Corey Garriott & James Kyeong & Raisa Leiderman, 2017, "The Impacts of Monetary Policy Statements," Staff Analytical Notes, Bank of Canada, number 17-22, DOI: 10.34989/san-2017-22.
• José Renato Haas Ornelas, 2017, "Expected Currency Returns and Volatility Risk Premia," Working Papers Series, Central Bank of Brazil, Research Department, number 454, Jan.
• Alberto Fuertes, 2017, "Exchange rate regime and external adjustment: an empirical investigation for the U.S," Working Papers, Banco de España, number 1717, May.
• Marcello Pericoli & Giovanni Veronese, 2017, "Monetary policy surprises over time," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1102, Feb.
• Romero Alberto & Kuper Gerard H. & Jan P.A.M. Jacobs & Boonman Tjeerd, 2017, "Early Warning Systems with Real-Time Data," Working Papers, Banco de México, number 2017-16, Sep.
• Tobal Martín, 2017, "Prudential Regulation, Currency Mismatches and Exchange Rates in Latin America and the Caribbean," Working Papers, Banco de México, number 2017-21, Dec.
• Uribe, José Darío, 2017, "Manejo de los flujos de capital en los mercados emergentes : el caso de Colombia," Chapters, Banco de la Republica de Colombia, chapter 14, in: Meisel-Roca, Adolfo & Ramírez-Giraldo, María Teresa, "Tres banqueros centrales", DOI: 10.32468/Ebook.664-367-2.
• Hernán Rincón-Castro & Norberto Rodríguez-Niño & John Castro-Pantoja, 2017, "Perturbaciones macroeconómicas, tasa de cambio y pass-through sobre precios," Borradores de Economia, Banco de la Republica de Colombia, number 982, Jan, DOI: 10.32468/be.982.
• Claudio Borio & Robert Neil McCauley & Patrick McGuire, 2017, "FX swaps and forwards: missing global debt?," BIS Quarterly Review, Bank for International Settlements, September.
• Deepa Datta & Benjamin K Johannsen & Hannah Kwon & Robert J Vigfusson, 2017, "Oil, equities, and the zero lower bound," BIS Working Papers, Bank for International Settlements, number 617, Mar.
• Massimo Ferrari & Jonathan Kearns & Andreas Schrimpf, 2017, "Monetary policy's rising FX impact in the era of ultra-low rates," BIS Working Papers, Bank for International Settlements, number 626, Apr.
• Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2017, "Segmented money markets and covered interest parity arbitrage," BIS Working Papers, Bank for International Settlements, number 651, Jul.
• Michael Funke & Julius Loermann & Richhild Moessner, 2017, "The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?," BIS Working Papers, Bank for International Settlements, number 652, Jul.
• Carlos Cantú, 2017, "Effects of capital controls on foreign exchange liquidity," BIS Working Papers, Bank for International Settlements, number 659, Aug.
• Yu-Fu Chen & Michael Funke & Richhild Moessner, 2017, "Informal one-sided target zone model and the Swiss franc," BIS Working Papers, Bank for International Settlements, number 660, Aug.
• Andrea Barón & Gerardo Licandro & Miguel Mello & Pablo Picardo, 2017, "Moneda de facturación de las empresas uruguayas," Documentos de trabajo, Banco Central del Uruguay, number 2017003.
• Kuk Mo Jung, 2017, "Liquidity Risk And Time-Varying Correlation Between Equity And Currency Returns," Economic Inquiry, Western Economic Association International, volume 55, issue 2, pages 898-919, April.
• Mauricio Villamizar-Villegas & David Perez-Reyna, 2017, "A Theoretical Approach To Sterilized Foreign Exchange Intervention," Journal of Economic Surveys, Wiley Blackwell, volume 31, issue 1, pages 343-365, February.
• Philippe Mueller & Alireza Tahbaz-Salehi & Andrea Vedolin, 2017, "Exchange Rates and Monetary Policy Uncertainty," Journal of Finance, American Finance Association, volume 72, issue 3, pages 1213-1252, June.
• Robert Ready & Nikolai Roussanov & Colin Ward, 2017, "Commodity Trade and the Carry Trade: A Tale of Two Countries," Journal of Finance, American Finance Association, volume 72, issue 6, pages 2629-2684, December, DOI: 10.1111/jofi.12546.
• Raphael Brun-Aguerre & Ana-Maria Fuertes & Matthew Greenwood-Nimmo, 2017, "Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 180, issue 2, pages 587-612, February.
• Adrian R. Bell & Chris Brooks & Tony K. Moore, 2017, "Did Purchasing Power Parity Hold in Medieval Europe?," Manchester School, University of Manchester, volume 85, issue 6, pages 682-709, December.
• Joscha Beckmann & Robert Czudaj, 2017, "Effective Exchange Rates, Current Accounts and Global Imbalances," Review of International Economics, Wiley Blackwell, volume 25, issue 3, pages 500-533, August.
• Konrad Adler & Christian Grisse, 2017, "Thousands of BEERs: Take your pick," Review of International Economics, Wiley Blackwell, volume 25, issue 5, pages 1078-1104, November.
• Blaise Gnimassoun, 2017, "Exchange rate misalignments and the external balance under a pegged currency system," Review of International Economics, Wiley Blackwell, volume 25, issue 5, pages 949-974, November.
• Nidhaleddine Ben Cheikh & Christophe Rault, 2017, "Investigating first-stage exchange rate pass-through: Sectoral and macro evidence from euro area countries," The World Economy, Wiley Blackwell, volume 40, issue 12, pages 2611-2638, December.
• Paul Bustos Anaya & Rubén Aguilar Cruz, 2017, "Estimando la condición Marshall-Lerner para la economía boliviana: 2003-2014," Revista de Análisis del BCB, Banco Central de Bolivia, volume 26, issue 1, pages 103-144, January -.
• Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2017, "Segmented money markets and covered interest parity arbitrage," Working Paper, Norges Bank, number 2017/15, Sep.
• Rosen Valchev, 2017, "Bond Convenience Yields and Exchange Rate Dynamics," Boston College Working Papers in Economics, Boston College Department of Economics, number 943, Oct.
• M. Kabir Hassan & Selim Kayhan & Tayfur Bayatb, 2017, "Does credit default swap spread affect the value of the Turkish LIRA against the U.S. dollar?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 1, pages 1-9, March.
• Ahmed Swarnali & Appendino Maximiliano & Ruta Michele, 2017, "Global value chains and the exchange rate elasticity of exports," The B.E. Journal of Macroeconomics, De Gruyter, volume 17, issue 1, pages 1-24, January, DOI: 10.1515/bejm-2015-0130.
• Azcona Nestor, 2017, "Exchange rate policy and the role of non-traded goods prices in real exchange rate fluctuations," The B.E. Journal of Macroeconomics, De Gruyter, volume 17, issue 2, pages 1-18, June, DOI: 10.1515/bejm-2015-0185.
• Demir Firat & Wu Chen, 2017, "Exchange Rate Adjustments and US Trade with China: What does a State Level Analysis Tell Us?," Global Economy Journal, De Gruyter, volume 17, issue 2, pages 1-14, June, DOI: 10.1515/gej-2016-0059.
• Hsing Yu & Hsieh Wen-jen, 2017, "Is Real Depreciation or Rising Government Debt Contractionary in India? A Simultaneous-Equation Model," Global Economy Journal, De Gruyter, volume 17, issue 2, pages 1-6, June, DOI: 10.1515/gej-2017-0010.
• Bahmani-Oskooee Mohsen & Iqbal Javed & Muzammil Muhammad, 2017, "Pakistan-EU Commodity Trade: Is there Evidence of J-Curve Effect?," Global Economy Journal, De Gruyter, volume 17, issue 2, pages 1-8, June, DOI: 10.1515/gej-2016-0067.
• Nasir Muhammad Ali & Ahmad Ferhan & Ahmad Mushtaq, 2017, "Foreign Direct Investment, Aggregate Demand Conditions and Exchange Rate Nexus: A Panel Data Analysis of BRICS Economies," Global Economy Journal, De Gruyter, volume 17, issue 1, pages 1-25, March, DOI: 10.1515/gej-2016-0012.
• Herrera-Echeverri Hernán & Haar Jerry & Salazar-Duque Juan Guillermo, 2017, "Private Equity and Devaluation in Emerging Countries," Global Economy Journal, De Gruyter, volume 17, issue 1, pages 1-26, March, DOI: 10.1515/gej-2016-0048.
• Chakraborty Debashis & Mukherjee Jaydeep & Lee Jaewook, 2017, "FDI Inflows Influence Merchandise Exports? Causality Analysis for India over 1991-2016 : Causality Analysis for India Over 1991–2016," Global Economy Journal, De Gruyter, volume 17, issue 3, pages 1-10, September, DOI: 10.1515/gej-2017-0020.
• Majumder Sayantan Bandhu & Nag Ranjanendra Narayan, 2017, "Policy Trilemma in India: Exchange Rate Stability, Independent Monetary Policy and Capital Account Openness," Global Economy Journal, De Gruyter, volume 17, issue 3, pages 1-13, September, DOI: 10.1515/gej-2017-0012.
• Bahmani-Oskooee Mohsen & Harvey Hanafiah, 2017, "The Asymmetric Effects of Exchange Rate Changes on the Trade Balance of Singapore," Global Economy Journal, De Gruyter, volume 17, issue 4, pages 1-11, December, DOI: 10.1515/gej-2017-0055.
• Cachanosky Nicolás, 2017, "Austrian Economics, Market Process, and the EVA® Framework," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, volume 12, issue s1, pages 1-9, July, DOI: 10.1515/jbvela-2016-0014.
• Cyriac Guillaumin & Hélène Raymond-Feingold, 2017, "La « guerre des monnaies » : un jeu déstabilisant ?," Revue économique, Presses de Sciences-Po, volume 68, issue HS1, pages 107-127.
• Lúcio Otávio Seixas Barbosa & Frederico G. Jayme Jr & Fabrício J. Missio, 2017, "Managing real exchange rate for economic development :empirical evidences from developing countries," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 563, Jul.
• Evžen Kocenda & Balázs Varga & Evžen Kočenda, 2017, "The Impact of Monetary Strategies on Inflation Persistence," CESifo Working Paper Series, CESifo, number 6306.
• Nidhaleddine Ben Cheikh & Christophe Rault, 2017, "Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries," CESifo Working Paper Series, CESifo, number 6366.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," CESifo Working Paper Series, CESifo, number 6477.
• Almira Enders & Zeno Enders & Mathias Hoffmann, 2017, "International Financial Market Integration, Asset Compositions, and the Falling Exchange Rate Pass-Through," CESifo Working Paper Series, CESifo, number 6483.
• Eyal Dvir & Georg Strasser, 2017, "Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market," CESifo Working Paper Series, CESifo, number 6639.
• Friederike Niepmann & Tim Schmidt-Eisenlohr, 2017, "Foreign Currency Loans and Credit Risk: Evidence from U.S. Banks," CESifo Working Paper Series, CESifo, number 6700.
• Kai Jäger, 2017, "Studies on Issues in Political Economy since the Global Financial Crisis," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 71, October.
• Gabriel Felbermayr & Erdal Yalcin, 2016, "Involvement of German Companies in Africa," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 71.
• Natalia Levenko & Karsten Staehr, 2017, "To Be or Not to Be in the Ruble Zone: Lessons from the Baltic States," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 17, issue 04, pages 34-42, January.
• Richard Senner & Didier Sornette, 2017, "The 'New Normal' of the Swiss Balance of Payments in a Global Perspective: Central Bank Intervention, Global Imbalances and the Rise of Sovereign Wealth Funds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-22, Jun.
• Richard Senner & Didier Sornette, 2017, "A Sovereign Wealth Fund for Switzerland," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-24, Sep.
• Mirela Sandulescu & Fabio Trojani & Andrea Vedolin, 2018, "Model-Free International Stochastic Discount Factors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-18, Jun.
• Antonia Lopez-Villavicencio & Valérie Mignon, 2017, "On the seemingly incompleteness of exchange rate pass-through to import prices: Do globalization and/or regional trade matter?," Working Papers, CEPII research center, number 2017-08, Jun.
• Cécile Couharde & Anne-Laure Delatte & Carl Grekou & Valérie Mignon & Florian Morvillier, 2017, "EQCHANGE: A World Database on Actual and Equilibrium Effective Exchange Rates," Working Papers, CEPII research center, number 2017-14, Jul.
• Peijie Wang, 2017, "A dynamic IS-LM-X model of exchange rate adjustments and movements," International Economics, CEPII research center, issue 149, pages 74-86.
• Hélène Raymond & Dramane Coulibaly & Luc Désiré Omgba, 2017, "Exchange rate misalignments in energy-exporting countries: Do sovereign wealth funds matter?," International Economics, CEPII research center, issue 152, pages 124-144.
• Yin-Wong Cheung & Matthew S.Yiu, 2017, "Offshore renminbi trading: Findings from the 2013 Triennial Central Bank Survey," International Economics, CEPII research center, issue 152, pages 9-20.
• Mohamed Mehdi Jelassi & Jamel Trabelsi & Maryem Turki, 2017, "Does the J-curve hypothesis hold for a small open economy? Evidence from time-varying coefficients of a distributed-lag model for Tunisia," International Economics, CEPII research center, issue 152, pages 107-115.
• Cécile Couharde & Anne-Laure Delatte & Carl Grekou & Valérie Mignon & Florian Morvillier, 2017, "Sur- et sous-évaluations de change en zone euro?: vers une correction soutenable des déséquilibres??," La Lettre du CEPII, CEPII research center, issue 375.
• Cécile Couharde & Anne-Laure Delatte & Carl Grekou & Valérie Mignon & Florian Morvillier, 2017, "Baisse du dollar : tous perdants au sein de la zone euro ?," La Lettre du CEPII, CEPII research center, issue 381.
• Michel Aglietta & Virginie Coudert, 2017, "Trump and the Dollar in the Reflection of History," CEPII Policy Brief, CEPII research center, number 2017-17, Sep.
• Tjeerd M. Boonman & Jan P.A.M. Jacobs & Gerard H. Kuper & Alberto Romero, 2017, "Early Warning Systems for Currency Crises with Real-Time Data," CIRANO Working Papers, CIRANO, number 2017s-18, Oct.
• Luis Fernando Melo & Hernán Rincón Castro, 2017, "Choques externos y precios de los activos en América Latina antes y después de la quiebra de Lehman Brotherse," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 8, in: Gerardo Licandro & Jorge Ponce, "Precios de activos internos, fundamentos globales y estabilidad financiera".
• Gabriel PIRAQUIVE GALEANO, 2017, "Descripción del ajuste de algunas economías de América Latina 2013 -2016," Archivos de Economía, Departamento Nacional de Planeación, number 15571, May.
• Alejandro Torres García & Thomas Goda & Santiago Sanchez Gonzalez & Adriana Romero Villanueva, 2017, "Efectos diferenciales de la tasa de cambio real sobre el comercio internacional en Colombia," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15662, Jun.
• Gastón Silverio Milanesi, 2017, "Valuación de empresas: enfoque integral para mercados emergentes e inflacionarios," Estudios Gerenciales, Universidad Icesi, volume 33, issue 145, pages 377-390.
• Hernán Rincón-Castro & Norberto Rodr�guez-Ni�o & John Castro Pantoja, 2017, "Perturbaciones macroeconómicas, movimientos de la tasa de cambio y transmisión sobre precios," Revista de Economía del Rosario, Universidad del Rosario, volume 20, issue 2, pages 213-241.
• Julio César Alonso Cifuentes & �ngela Mar�a Gonz�lez Ter�n, 2017, "Evaluación de la Hipótesis de Kuznets para Colombia con una aproximación de series de tiempo: 1977-2005," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 36, issue 63, pages 43-62.
• Laura Daniela Castillo Paredes & Josefa Ramoni-Perazzi, 2017, "La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 36, issue 63, pages 95-135.
• Juan Camilo Galvis Ciro & Claudio Oliveira de Moraes & Juan Camilo Anzo�tegui Zapata, 2017, "Efectos de los anuncios de política monetaria sobre la volatilidad de la tasa de cambio: un análisis para Colombia, 2008-2015," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 87, pages 67-95.
• Diego Alejandro Contreras López, 2017, "Determinantes de la tasa de cambio: una revisión crítica," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 15664, Jul.
• Carlos F. Parra Moreno & Omar G. Rosero & Jos� V. Pinz�n, 2017, "Sobre la relación entre inversión extranjera de cartera y la tasa de cambio: un estudio de causalidad para Colombia 2000-2014," Revista CIFE, Universidad Santo Tomás, volume 19, issue 31, pages 23-40.
• Marcelo Meneses Rivera & Jessica Stephany Toro & Julio Cesár Riascos, 2017, "El comportamiento del precio del petróleo y la volatilidad en la tasa de cambio: análisis de impacto de las variaciones del WTI y de la tasa de interés referencia sobre la tasa de cambio nominal en Co," Revista Tendencias, Universidad de Narino, volume 18, issue 1, pages 13-40, DOI: 10.22267/rtend.171801.62.
• Jérôme Héricourt & Clément Nedoncelle, 2017, "How Multi-Destination Firms Shape the Effect of Exchange Rate Volatility on Trade: Micro Evidence and Aggregate Implications," CEPREMAP Working Papers (Docweb), CEPREMAP, number 1620, May.
• Adrian Marek Burda & Blazej Mazur & Mateusz Pawel Pipien, 2017, "Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 17, pages 97-114.
• Rebelo, Sérgio & Eichenbaum, Martin & Johannsen, Benjamin, 2017, "Monetary Policy and the Predictability of Nominal Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11844, Feb.
• Kollmann, Robert, 2017, "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11911, Mar.
• Schrimpf, Paul & Kearns, Jonathan & Ferrari, Massimo, 2017, "Monetary policy's rising FX impact in the era of ultra-low rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11918, Mar.
• Perri, Fabrizio & Amador, Manuel & Bocola, Luigi & Bianchi, Javier, 2017, "Exchange Rate Policies at the Zero Lower Bound," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11928, Mar.
• Taylor, Alan M. & Choi, Woo Jin, 2017, "Precaution Versus Mercantilism: Reserve Accumulation, Capital Controls, and the Real Exchange Rate," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11963, Apr.
• Martin, Ian & Kremens, Lukas, 2017, "The Quanto Theory of Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11970, Apr.
• Danthine, Jean-Pierre & Danthine, Samuel, 2017, "On the Rewards to International Investing: A Safe Haven Currency Perspective," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11984, Apr.
• Levchenko, Andrei & Cravino, Javier, 2017, "The Distributional Consequences of Large Devaluations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12035, May.
• Coricelli, Fabrizio & Ravasan, Farshad R, 2017, "Structural Change and the China Syndrome: Baumol vs Trade Effects," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12069, May.
• Taylor, Alan M. & Obstfeld, Maurice, 2017, "International Monetary Relations: Taking Finance Seriously," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12079, Jun.
• Obstfeld, Maurice & Ostry, Jonathan D. & Qureshi, Mahvash S., 2017, "A Tie That Binds: Revisiting the Trilemma in Emerging Market Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12093, Jun.
• Mihov, Ilian & Heipertz, Jonas & Santacreu, Ana, 2017, "The Exchange Rate as an Instrument of Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12137, Jul.
• Delatte, Anne-Laure & Couhade, Cécile & Grekou, Carl & Mignon, Valerie & Morvillier, Florian, 2017, "EQCHANGE: A World Database on Actual and Equilibrium Effective Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12190, Jul.
• Van Nieuwerburgh, Stijn & Landvoigt, Tim & Elenev, Vadim, 2017, "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12282, Sep.
• Monnet, Eric & Bordo, Michael & Naef, Alain, 2017, "The Gold Pool (1961-1968) and the fall of the Bretton Woods system. Lessons for central bank cooperation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12425, Nov.
• Nogues-Marco, Pilar & Herranz-Loncán, Alfonso & Aslanidis, Nektarios, 2017, "The making of a national currency. Spatial transaction costs and money market integration in Spain (1825-1874)," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12453, Nov.
• Sarno, Lucio & Fratzscher, Marcel & Gloede, Oliver & Menkhoff, Lukas & Stöhr, Tobias, 2017, "When is foreign exchange intervention effective? Evidence from 33 countries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12510, Dec.
• Charles Engel, 2017, "Real Exchange Rate Convergence: The Roles of Price Stickiness and Monetary Policy," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_011, May.
• María del Carmen Ramos-Herrera & Eduardo Acosta-González, 2017, "Determinantes de estabilidad cambiaria en países miembros y candidatos de la Unión Europea: un análisis basado en algoritmos genéticos," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 40, issue 112, pages 68-82, Enero.
• Afees A. Salisu & Oluwatomisinn Oyewole & Ismail O. Fasanya, 2017, "Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 030, Sep.
• Afees A. Salisu & Umar B. Ndako, 2017, "A new look at the stock price-exchange rate nexus," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 031, Oct.
• Afees A. Salisu & Umar B. Ndako, 2017, "Modelling stock price-exchange rate nexus in OECD countries - A new perspective," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 038, Dec.
• Filippou, Ilias & Taylor, Mark P., 2017, "Common Macro Factors and Currency Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 4, pages 1731-1763, August.
• Safet KURTOVIC & Blerim HALILI & Nehat MAXHUNI, 2017, "Bosnia and Herzegovina vs. Her Trading Partner from Southeast Europe," Turkish Economic Review, EconSciences Journals, volume 4, issue 1, pages 75-85, March.
• Thomas M. FULLERTON & Dipanwita BARAI & Adam G. WALKE, 2017, "Nominal Exchange Rate Dynamics for the Taka," Turkish Economic Review, EconSciences Journals, volume 4, issue 2, pages 130-148, June.
• Yutaka KURIHARA, 2017, "Monetary Policy and Stock/Foreign Exchange Market Liquidity: The Japanese Case," Journal of Economics Library, EconSciences Journals, volume 4, issue 1, pages 1-8, March.
• Yevhen SAVELYEV & Vitalina KURYLIAK & Mariia LYZUN & Ihor LISHCHYNSKYY, 2017, "Global Monetary Integration And Determination Of Strategic Priorities For The Exchange Rate Policy In Ukraine," Yearbook of D. A. Tsenov Academy of Economics, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 1, issue 1 Year 20, pages 177-226.
• Lukas Menkhoff & Tobias Stöhr, 2017, "Foreign Exchange Market Interventions: A Frequently Used and Effective Tool," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 7, issue 18/19, pages 181-188.
• Lukas Menkhoff & Tobias Stöhr, 2017, "Central Banks Should Communicate Their Interventions in the Foreign Exchange Market," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 7, issue 44, pages 445-451.
• Lukas Menkhoff & Tobias Stöhr, 2017, "Devisenmarktinterventionen: Ein häufig genutztes und wirksames Instrument," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 84, issue 18, pages 363-371.
• Lukas Menkhoff & Tobias Stöhr, 2017, "Zentralbanken sollten ihre Intervention am Devisenmarkt mit Kommunikation begleiten," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 84, issue 44, pages 997-1003.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1668.
• Dramane Coulibaly & Hubert Kempf, 2017, "Inflation Targeting and the Forward Bias Puzzle in Emerging Countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-12.
• Antonia Lopez-Villavicencio & Valérie Mignon, 2017, "On the seemingly incompleteness of exchange rate pass-through to import prices: Do globalization and/or regional trade matter?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-32.
• Cécile Couharde & Anne-Laure Delatte & Carl Grekou & Valérie Mignon & Florian Morvillier, 2017, "EQCHANGE: A World Database on Actual and Equilibrium Effective Exchange Rates," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-39.
• Sara Eugeni, 2017, "Nominal Exchange Rates and Net Foreign Assets' Dynamics: the Stabilization Role of Valuation Effects," Department of Economics Working Papers, Durham University, Department of Economics, number 2017_09, Aug.
• Christopher E.S. WARBURTON, 2017, "Trade Treaties and Deglobalization," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 17, issue 1, pages 71-88.
• Christopher E.S. WARBURTON, 2017, "International Trade And Industrial Recovery In The Usa," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 17, issue 1, pages 5-22.
• Robert Kollmann, 2017, "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-08, Mar.
• Gächter, Martin & Macki, Piotr & Moder, Isabella & Polgár, Éva Katalin & Savelin, Li & Żuk, Piotr, 2017, "Financial stability assessment of EU candidate and potential candidate countries," Occasional Paper Series, European Central Bank, number 190, May.
• Comunale, Mariarosaria & Kunovac, Davor, 2017, "Exchange rate pass-through in the euro area," Working Paper Series, European Central Bank, number 2003, Jan.
• Cheung, Yin-Wong & Chinn, Menzie D. & Garcia Pascual, Antonio & Zhang, Yi, 2017, "Exchange rate prediction redux: new models, new data, new currencies," Working Paper Series, European Central Bank, number 2018, Feb.
• Comunale, Mariarosaria, 2017, "A panel VAR analysis of macro-financial imbalances in the EU," Working Paper Series, European Central Bank, number 2026, Feb.
• Dvir, Eyal & Strasser, Georg, 2017, "Does marketing widen borders? Cross-country price dispersion in the European car market," Working Paper Series, European Central Bank, number 2059, May.
• Frankel, Jeffrey, 2017, "Systematic Managed Floating," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp17-025, Jun.
• Lustig, Hanno & Stathopoulos, Andreas & Verdelhan, Adrien, 2017, "The Term Structure of Currency Carry Trade Risk Premia," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3411, Oct.
• Hebert, Benjamin, 2017, "Externalities as Arbitrage," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3632, Dec.
• Manuel Amador & Javier Bianchi & Luigi Bocola & Fabrizio Perri, 2017, "Exchange Rate Policies at the Zero Lower Bound," Working Papers, Federal Reserve Bank of Minneapolis, number 740, Mar.
• Joao Ayres & Constantino Hevia & Juan Pablo Nicolini, 2017, "Real Exchange Rates and Primary Commodity Prices," Working Papers, Federal Reserve Bank of Minneapolis, number 743, Nov, DOI: 10.21034/wp.743.
• John Clark, 2017, "China’s evolving managed float: an exploration of the roles of the fix and broad dollar movements in explaining daily exchange rate changes," Staff Reports, Federal Reserve Bank of New York, number 828, Nov.
• Lukasz A. Drozd & Sergey Kolbin & Jaromir B. Nosal, 2017, "Long-Run Trade Elasticity and the Trade-Comovement Puzzle," Working Papers, Federal Reserve Bank of Philadelphia, number 17-42, Nov.
• Ali Eren ALPER, 2017, "Exchange Rate Volatility and Trade Flows," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.
• Kristina V. Shvandar & Artur V. Glazunov, 2017, "National Currencies in Foreign Trade Transactions: International Experience and Results," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 122-135, August.
• Katarina Juselius, 2017, "Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge," Econometrics, MDPI, volume 5, issue 3, pages 1-20, July.
• Mansoor Maitah & Jehar Mustofa & Gok Ugur, 2017, "The Impact of Terrorist Attacks on Foreign Exchange Rate: Case Study of Turkish Lira versus Pound Sterling," Economies, MDPI, volume 5, issue 1, pages 1-8, January.
• Vugar Rahimov & Nigar Jafarova & Fuad Ganbarov, 2017, "The Exchange Rate Pass-Through to CPI and its components in Oil-Exporting CIS Countries," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 06-2017, Feb.
• Aygun Garayeva & Gulzar Tahirova, 2017, "Exchange rate elasticity of exports and the role of institutions," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 16-2017, Aug.