Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2018

• Antoine Berthou & Emmanuel Dhyne, 2018, "Exchange Rate Movements, Firm-Level Exports and Heterogeneity," Working papers, Banque de France, number 660.
• Atsushi Inoue & Barbara Rossi, 2019, "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," Working Papers, Barcelona School of Economics, number 1078, Mar.
• Raphael Auer & Stijn Claessens, 2018, "Regulating cryptocurrencies: assessing market reactions," BIS Quarterly Review, Bank for International Settlements, September.
• Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2018, "Nonlinear state and shock dependence of exchange rate pass through on prices," BIS Working Papers, Bank for International Settlements, number 690, Jan.
• Stefan Avdjiev & Valentina Bruno & Catherine Koch, 2018, "The dollar exchange rate as a global risk factor: evidence from investment," BIS Working Papers, Bank for International Settlements, number 695, Jan.
• Marlene Amstad & Frank Packer & Jimmy Shek, 2018, "Does sovereign risk in local and foreign currency differ?," BIS Working Papers, Bank for International Settlements, number 709, Mar.
• Robert N McCauley & Chang Shu, 2018, "Recent RMB policy and currency co-movements," BIS Working Papers, Bank for International Settlements, number 727, Jun.
• Rasmus Fatum & James Yetman, 2018, "Accumulation of foreign currency reserves and risk-taking," BIS Working Papers, Bank for International Settlements, number 728, Jun.
• Richard Clarida, 2018, "The global factor in neutral policy rates: Some implications for exchange rates, monetary policy, and policy coordination," BIS Working Papers, Bank for International Settlements, number 732, Jul.
• Semyon Malamud & Andreas Schrimpf, 2018, "An intermediation-based model of exchange rates," BIS Working Papers, Bank for International Settlements, number 743, Sep.
• Raphael Auer & Ariel Burstein & Sarah M Lein, 2018, "Exchange rates and prices: evidence from the 2015 Swiss franc appreciation," BIS Working Papers, Bank for International Settlements, number 751, Oct.
• Bryan Hardy, 2018, "Foreign currency borrowing, balance sheet shocks and real outcomes," BIS Working Papers, Bank for International Settlements, number 758, Nov.
• Robert N McCauley & Hiro Ito, 2018, "A key currency view of global imbalances," BIS Working Papers, Bank for International Settlements, number 762, Dec.
• Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2018, "Forecasting the implications of foreign exchange reserve accumulation with an agent-based model," Bank of Russia Working Paper Series, Bank of Russia, number wps37, Nov.
• Cengiz TUNC & Mustafa Kilinc, 2018, "Exchange Rate Pass‐Through In A Small Open Economy: A Structural Var Approach," Bulletin of Economic Research, Wiley Blackwell, volume 70, issue 4, pages 410-422, October, DOI: 10.1111/boer.12162.
• Paresh Kumar Narayan & Seema Narayan & Siroos Khademalomoom & Dinh Hoang Bach Phan, 2018, "Do Terrorist Attacks Impact Exchange Rate Behavior? New International Evidence," Economic Inquiry, Western Economic Association International, volume 56, issue 1, pages 547-561, January, DOI: 10.1111/ecin.12447.
• Daniel Ordoñez‐Callamand & Mauricio Villamizar‐Villegas & Luis F. Melo‐Velandia, 2018, "Foreign exchange intervention revisited: A new way of estimating censored models," International Finance, Wiley Blackwell, volume 21, issue 2, pages 195-213, June, DOI: 10.1111/infi.12131.
• Wenxin Du & Alexander Tepper & Adrien Verdelhan, 2018, "Deviations from Covered Interest Rate Parity," Journal of Finance, American Finance Association, volume 73, issue 3, pages 915-957, June, DOI: 10.1111/jofi.12620.
• Ric Colacito & Mariano M. Croce & Federico Gavazzoni & Robert Ready, 2018, "Currency Risk Factors in a Recursive Multicountry Economy," Journal of Finance, American Finance Association, volume 73, issue 6, pages 2719-2756, December, DOI: 10.1111/jofi.12720.
• Angela Abbate & Massimiliano Marcellino, 2018, "Point, interval and density forecasts of exchange rates with time varying parameter models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 181, issue 1, pages 155-179, January, DOI: 10.1111/rssa.12273.
• Yu‐Fu Chen & Michael Funke & Richhild Moessner, 2018, "Informal one‐sided target zone model and the Swiss franc," Review of International Economics, Wiley Blackwell, volume 26, issue 5, pages 1130-1153, November, DOI: 10.1111/roie.12352.
• Itamar Caspi & Amit Friedman & Sigal Ribon, 2018, "The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate," Bank of Israel Working Papers, Bank of Israel, number 2018.04, Jun.
• Izumi Yokoyama & Kazuhito Higa & Daiji Kawaguchi, 2018, "Adjustments of regular and non-regular workers to exogenous shocks: Evidence from exchange rate fluctuation," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-2, Mar.
• Cheolbeom Park & Suyeon Park, 2018, "Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas," Working Papers, Economic Research Institute, Bank of Korea, number 2018-8, Mar.
• Youngjin Yun, 2018, "Reserve Accumulation and Bank Lending: Evidence from Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2018-15, Jun.
• Afees A. Salisu & Taofeek O. Ayinde, 2018, "Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 341-348, December.
• Kumar Satish, 2018, "An Empirical Examination of Risk Premiums in the Indian Currency Futures Market," Asia-Pacific Journal of Risk and Insurance, De Gruyter, volume 12, issue 1, pages 1-24, January, DOI: 10.1515/apjri-2016-0031.
• Kanchanapoom Termkiat & Padungsaksawasdi Chaiyuth & Chunhachinda Pornchai & de Boyrie Maria E., 2018, "Uncovered Interest Rate Parity, Carry Trade, and Country Equity Return Differentials," Global Economy Journal, De Gruyter, volume 18, issue 3, pages 1-11, September, DOI: 10.1515/gej-2018-0041.
• Bulut Levent & Dogan Can, 2018, "Google Trends and Structural Exchange Rate Models for Turkish Lira–US Dollar Exchange Rate," Review of Middle East Economics and Finance, De Gruyter, volume 14, issue 2, pages 1-12, August, DOI: 10.1515/rmeef-2017-0026.
• Ivan LUCHIAN & Alexandra TVIRCUN, 2018, "Modern Aspects Of Monetary Globalization," Contemporary Economy Journal, Constantin Brancoveanu University, volume 3, issue 3, pages 90-99.
• Arthur Korus & Kaan Celebi, 2018, "The Impact of Brexit on the British Pound/Euro Exchange rate," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei243, Apr.
• Paul J.J. Welfens, 2019, "New Marshall-Lerner Conditions for an Economy with Outward and Two-Way Foreign Direct Investment," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei248, Feb.
• Malick Diop & Michaël Goujon & Birahim Bouna Niang, 2018, "L’impact des déséquilibres du taux de change réel sur la performance du secteur manufacturier au Sénégal," Revue d’économie du développement, De Boeck Université, volume 26, issue 1, pages 107-138.
• Sylviane Guillaumont Jeanneney & Ping Hua, 2018, "Taux de change réel et production manufacturière en Afrique : quels impacts ?," Revue d’économie du développement, De Boeck Université, volume 26, issue 2, pages 83-112.
• Mariem Brahim & Nader Nefzi & Hamed Sambo, 2018, "Les transferts de fonds des migrants influencent-ils le taux de change réel d’équilibre ? Cas des pays de la région MENA," Revue d’économie du développement, De Boeck Université, volume 26, issue 3, pages 65-119.
• Corsetti, G. & Han, L. & Crowley, M. & Song, H., 2026, "Markets and Markups: Evidence on the Rising Market Power of Exporters from China," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1815, Apr.
• Corsetti, G. & Crowley, M. & Han, L., 2018, "Invoicing and the Dynamics of Pricing-to-market - Evidence from UK Export Prices around the Brexit Referendum," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1860, Oct.
• Rodnyansky, A., 2018, "(Un)Competitive Devaluations and Firm Dynamics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1888, Dec.
• Mile Bošnjak, 2018, "Swiss Franc from the Croatian Perspective," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 7, issue 3, pages 41-56.
• Dorian Carloni, 2018, "How Nominal Foreign Currency Depreciation Against the U.S. Dollar Affects U.S. Wealth: Working Paper 2018-05," Working Papers, Congressional Budget Office, number 53931, Jun.
• Bin Qiu & Kuntal K. Das & W. Robert Reed, 2018, "The Effect of Exchange Rates on Chinese Trade: A Dual Margin Approach," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/14, Oct.
• Xue, Dong & Minford, Patrick & Meenagh, David, 2018, "How Important are International Financial Market Imperfections for Foreign Exchange Rate Dynamics: A Study of the Sterling Exchange Rate," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/11, May.
• Pippenger, John, 2018, "Forward Bias, Uncovered Interest Parity And Related Puzzles," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt1778z416, Mar.
• Rafael S. M. Ribeiro & John S. L. McCombie & Gilberto Tadeu Lima, 2018, "Does real exchange rate undervaluation really promote economic growth?," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 574, Jan.
• José Luis Espert & Guido Vignoli, 2018, "Tipo de cambio real de largo plazo en Argentina: 1961-2017," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 630, Jun.
• Jose A. Lopez & Kris James Mitchener, 2018, "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," CESifo Working Paper Series, CESifo, number 7066.
• Agnes Benassy-Quere & Matthieu Bussière & Pauline Wibaux, 2018, "Trade and Currency Weapons," CESifo Working Paper Series, CESifo, number 7112.
• Milan Nedeljkovic & Christian Saborowski, 2018, "The Relative Effectiveness of Spot and Derivatives Based Intervention," CESifo Working Paper Series, CESifo, number 7127.
• Ridha Nouira & Thouraya Hadj Amor & Christophe Rault, 2018, "Oil Price Fluctuations and Exchange Rate Dynamics in the MENA Region: Evidence from Non-Causality-in- Variance and Asymmetric Non-Causality Tests," CESifo Working Paper Series, CESifo, number 7201.
• Evžen Kocenda & Michala Moravcová & Evžen Kočenda, 2018, "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," CESifo Working Paper Series, CESifo, number 7239.
• Friederike Niepmann & Tim Schmidt-Eisenlohr, 2018, "Global Investors, the Dollar, and U.S. Credit Conditions," CESifo Working Paper Series, CESifo, number 7288.
• Giancarlo Corsetti & Meredith Crowley & Lu Han & Huasheng Song, 2018, "Markets and Markups: A New Empirical Framework and Evidence on Exporters from China," Discussion Papers, Centre for Macroeconomics (CFM), number 1803, Feb.
• Salomao, Juliana & Varela, Liliana, 2018, "Exchange Rate Exposure and Firm Dynamics," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 364.
• Mariana García-Schmidt & Javier Garcia-Cicco, 2018, "Revisiting the Exchange Rate Pass Through: A General Equilibrium Perspective," Working Papers Central Bank of Chile, Central Bank of Chile, number 826, Aug.
• Semyon Malamud & Andreas Schrimpf, 2018, "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-14, Mar, revised Jun 2018.
• Florent Gallien & Serge Kassibrakis & Nataliya Klimenko & Semyon Malamud & Alberto Teguia, 2018, "Liquidity Provision in the Foreign Exchange Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-56, Aug, revised Aug 2018.
• Alessio Terzi, 2018, "Macroeconomic Adjustment in the Euro Area," CID Working Papers, Center for International Development at Harvard University, number 88a, Feb.
• Agnès Bénassy-Quéré & Matthieu Bussière & Pauline Wibaux, 2018, "Trade and currency weapons," Working Papers, CEPII research center, number 2018-08, Jun.
• Martin Berka & Daan Steenkamp, 2018, "Deviations in real exchange rate levels in the OECD countries and their structural determinants," Working Papers, CEPII research center, number 2018-16, Sep.
• Calin-Vlad Demian & Filippo di Mauro, 2018, "The exchange rate, asymmetric shocks and asymmetric distributions," International Economics, CEPII research center, issue 154, pages 68-85.
• Jair N. Ojeda-Joya & Gloria Sarmiento, 2018, "Sovereign risk and the real exchange rate: A non-linear approach," International Economics, CEPII research center, issue 156, pages 1-14.
• Cécile Couharde & Anne-Laure Delatte & Carl Grekou & Valérie Mignon & Florian Morvillier, 2018, "EQCHANGE: A World Database on Actual and Equilibrium Effective Exchange Rates," International Economics, CEPII research center, issue 156, pages 206-230.
• Salma Hadj Fraj & Mekki Hamdaoui & Samir Maktouf, 2018, "Governance and economic growth: The role of the exchange rate regime," International Economics, CEPII research center, issue 156, pages 326-364.
• Svetlana Fedoseeva, 2018, "Under pressure: Dynamic pass-through of oil prices to the RUB/USD exchange rate," International Economics, CEPII research center, issue 156, pages 117-126.
• Michel Aglietta & Virginie Coudert, 2018, "L’équilibre fragile des économies avancées face aux incertitudes de la politique américaine," La Lettre du CEPII, CEPII research center, issue 384.
• Martín Tobal & Renato Yslas, 2018, "Two Models of FX Market Interventions: The Cases of Brazil and Mexico," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 7, in: Alberto Ortiz-Bolaños, "Monetary Policy and Financial Stability in Latin America and the Caribbean".
• João Barata Ribeiro Blanco Barroso, 2018, "Realized Volatility as an Instrument to Official Intervention," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 8, in: Alberto Ortiz-Bolaños, "Monetary Policy and Financial Stability in Latin America and the Caribbean".
• Martín Tobal & Renato Yslas, 2018, "Dos modelos de intervención en el mercado cambiario: los casos de Brasil y México," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 7, in: Alberto Ortiz Bolaños, "Política Monetaria y Estabilidad Financiera en América Latina y el Caribe".
• João Barata Ribeiro Blanco Barroso, 2018, "La volatilidad realizada como instrumento de la intervención oficial," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 8, in: Alberto Ortiz Bolaños, "Política Monetaria y Estabilidad Financiera en América Latina y el Caribe".
• Alberto Ortiz Bolaños (ed.), 2018, "Monetary Policy and Financial Stability in Latin America and the Caribbean," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 5en, edition 1, ISBN: ARRAY(0x6a26c1a0), December.
• Alberto Ortiz Bolaños (ed.), 2018, "Política Monetaria y Estabilidad Financiera en América Latina y el Caribe," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 5es, edition 1, ISBN: ARRAY(0x6afa93c0), December.
• Alejandro Torres García & Thomas Goda & Santiago S�nchez Gonz�lez, 2018, "Efectos diferenciales de la tasa de cambio real sobre el comercio manufacturero en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 36, issue 86, pages 193-206, DOI: 10.32468/espe.8603.
• Astrid Martínez Ortiz, 2018, "La contribución del petróleo al desarrollo de Colombia. Mirada a las regiones productoras," Informes de Investigación, Fedesarrollo, number 16843, Apr.
• Willyam Cáceres Rodríguez & Omaira In�s Agudelo Cely2 & Ricardo Alonso Tejedor Estupi��n3, 2018, "Las exportaciones y el crecimiento económico en Boyacá - Colombia 1980-2015," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 37, issue 65, pages 175-211.
• Álvaro Martín Moreno Rivas, 2018, "La conjetura de Shaikh. Un modelo clásico de la tasa de cambio real Colombia-Estados Unidos," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 022858, Oct.
• Álvaro Martín Moreno Rivas, 2018, "La conjetura de Shaikh. Un modelo clásico de la tasa de cambio real Colombia - Estados Unidos," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 16809, Oct.
• Eduardo Rosas Rojas & M�nica C. Mimbrera Delgado, 2018, "Inflación y volatilidad cambiaria en México (1969-2017)," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 17297, Jul.
• Miguel Angel Santos & Dany Bahar & Carlos A. Molina, 2018, "Fool’s Gold: The Impact of Venezuelan Currency Devaluations on Multinational Stock Prices," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2018, pages 93-128.
• Croce, Mariano & Gavazzoni, Federico & Colacito, Ric & Ready, Robert, 2018, "Currency Risk Factors in a Recursive Multicountry Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 12610, Jan.
• Obstfeld, Maurice & Ostry, Jonathan D. & Qureshi, Mahvash S., 2018, "Global Financial Cycles and the Exchange Rate Regime: A Perspective from Emerging Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 12696, Feb.
• Croce, Mariano & Colacito, Ric & Ho, Steven & Howard, Philip, 2018, "BKK the EZ Way. International Long-Run Growth News and Capital Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 12783, Mar.
• Chernov, Mikhail & Creal, Drew, 2018, "Multihorizon Currency Returns and Purchasing Power Parity," CEPR Discussion Papers, Centre for Economic Policy Research, number 12893, Apr.
• Fadinger, Harald & Cuñat, Alejandro & Alfaro, Laura & Liu, Yanping, 2018, "The Real Exchange Rate, Innovation and Productivity: Heterogeneity, Asymmetries and Hysteresis," CEPR Discussion Papers, Centre for Economic Policy Research, number 12943, May.
• Mitchener, Kris & Lopez, Jose A., 2018, "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," CEPR Discussion Papers, Centre for Economic Policy Research, number 12951, May.
• Bayer, Christian & Kim, Chi Hyun & Kriwoluzky, Alexander, 2018, "The term structure of redenomination risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 12965, May.
• Vedolin, Andrea & Sandulescu, Paula Mirela & Trojani, Fabio, 2018, "Model-Free International Stochastic Discount Factors," CEPR Discussion Papers, Centre for Economic Policy Research, number 12971, Jun.
• Chen, Natalie & Chung, Wanyu & Novy, Dennis, 2018, "Vehicle Currency Pricing and Exchange Rate Pass-Through," CEPR Discussion Papers, Centre for Economic Policy Research, number 13085, Jul.
• Malamud, Semyon & Schrimpf, Paul, 2018, "An Intermediation-Based Model of Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 13182, Sep.
• Sussman, Nathan & Saadon, Yossi, 2018, "Nominal exchange rate dynamics and monetary policy: uncovered interest rate parity and purchasing power parity revisited," CEPR Discussion Papers, Centre for Economic Policy Research, number 13235, Oct.
• Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2018, "Global Investors, the Dollar, and U.S. Credit Conditions," CEPR Discussion Papers, Centre for Economic Policy Research, number 13237, Oct.
• Chernov, Mikhail & Creal, Drew, 2022, "International yield curves and currency puzzles," CEPR Discussion Papers, Centre for Economic Policy Research, number 13252, Feb.
• Winters, L Alan & Fernandes, Ana P., 2018, "The effect of exchange rate shocks on firm-level exports: evidence from the Brexit vote," CEPR Discussion Papers, Centre for Economic Policy Research, number 13253, Oct.
• Corsetti, Giancarlo & Crowley, Meredith A. & Han, Lu, 2022, "Invoicing and the Dynamics of Pricing-to-Market: Evidence from UK Export Prices around the Brexit Referendum," CEPR Discussion Papers, Centre for Economic Policy Research, number 13282, Jan.
• Croce, Mariano & Colacito, Ric & Liu, Yang & Shaliastovich, Ivan, 2018, "Volatility Risk Pass-Through," CEPR Discussion Papers, Centre for Economic Policy Research, number 13325, Nov.
• Nogues-Marco, Pilar, 2018, "Money Markets and Exchange Rates in Pre-Industrial Europe," CEPR Discussion Papers, Centre for Economic Policy Research, number 13372, Dec.
• Engel, Charles & Wu, Steve Pak Yeung, 2018, "Liquidity and Exchange Rates - An Empirical Investigation," CEPR Discussion Papers, Centre for Economic Policy Research, number 13401, Dec.
• Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2018, "The Rise of the Dollar and Fall of the Euro as International Currencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 13410, Dec.
• Nikolaos Giannellis & Minoas Koukouritakis, 2018, "Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries," Working Papers, University of Crete, Department of Economics, number 1806, Oct.
• 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.