Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2016

• Cécile Couharde & Serge Rey & Audrey Allegret-Sallenave, 2016, "External debt and real exchange rates' adjustment in the euro area: new evidence from a nonlinear NATREX model," Post-Print, HAL, number hal-01885281, DOI: 10.1080/00036846.2015.1090554.
• Marie Brière & Kim Oosterlinck & Ariane Szafarz & Valérie Mignon, 2016, "Towards Greater Diversification in Central Bank Reserves," Post-Print, HAL, number hal-02315436, DOI: 10.1057/jam.2016.14.
• Germain Gaudin, 2016, "Pass-through, vertical contracts, and bargains," Post-Print, HAL, number hal-02410488, Feb, DOI: 10.1016/j.econlet.2015.11.043.
• Nidhaleddine Ben Cheikh & Christophe Rault, 2016, "Recent estimates of exchange rate pass-through to import prices in the euro area," Post-Print, HAL, number hal-03533135, Feb, DOI: 10.1007/s10290-015-0233-x.
• Nidhaleddine Ben Cheikh & Christophe Rault, 2016, "The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis," Post-Print, HAL, number hal-03533323, Apr, DOI: 10.2139/ssrn.2686508.
• Zakaria Moussa, 2016, "How big is the comeback? Japanese exchange rate pass-through assessed by time-varying FAVAR," Post-Print, HAL, number hal-03714934, Mar, DOI: 10.2139/ssrn.2743228.
• Adrien Faudot, 2016, "L’internationalisation du renminbi : enjeux et limites des réformes institutionnelles," Post-Print, HAL, number halshs-01318812, DOI: 10.3917/ecofi.121.0305.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Post-Print, HAL, number halshs-01391013, Apr.
• Vincent Brémond & Emmanuel Hache & Tovonony Razafindrabe, 2016, "The Oil Price and Exchange Rate Relationship Revisited: A time-varying VAR parameter approach," Post-Print, HAL, number halshs-01683809, Jul.
• Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
• Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2016, "Interest rates, Eurobonds and intra-European exchange rate misalignments: The challenge of sustainable adjustments in the Eurozone," Working Papers, HAL, number hal-01295438, Mar.
• Jamel Saadaoui, 2016, "Post-Brexit FEER," Working Papers, HAL, number hal-01394814, Nov.
• Michel Aglietta & Virginie Coudert, 2016, "Trump and the Dollar in the Refection of History," Working Papers, HAL, number hal-01671414.
• Cécile Couharde & Carl Grekou, 2016, "Currency Misalignments in emerging and developing countries: reassessing the role of Exchange Rate Regimes," Working Papers, HAL, number hal-04141577.
• Antonia Lopez Villavicencio & Valérie Mignon, 2016, "Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and institutional quality matter?," Working Papers, HAL, number hal-04141592.
• Virginie Coudert & Valérie Mignon, 2016, "Reassessing the empirical relationship between the oil price and the dollar," Working Papers, HAL, number hal-04141609.
• Eichler, Stefan & Roevekamp, Ingmar, 2016, "A market-based indicator of currency risk: Evidence from American Depositary Receipts," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-572, Feb.
• Byström, Hans, 2016, "The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements," Working Papers, Lund University, Department of Economics, number 2016:1, Jan.
• HORIE, Tetsushi & 堀江, 哲史 & YAMAMOTO, Yohei & 山本, 庸平, 2016, "Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2016-04, Jun.
• KANO, Takashi, 2023, "Trend Inflation and Exchange Rate Dynamics : A New Keynesian Approach," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-38, Apr.
• Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2016, "The Renminbi Central Parity: An Empirical Investigation," Working Papers, Hong Kong Institute for Monetary Research, number 102016, Jun.
• Kelvin Ho & Eric Wong & Edward Tan, 2016, "A New Approach to the Estimation of Equilibrium Real Exchange Rates among East-Asian Economies," Working Papers, Hong Kong Institute for Monetary Research, number 132016, Jul.
• Alfred Wong & David Leung & Calvin Ng, 2016, "Risk-adjusted Covered Interest Parity: Theory and Evidence," Working Papers, Hong Kong Institute for Monetary Research, number 162016, Aug.
• Cho-Hoi Hui & Edward Tan, 2016, "Dynamic interactions between government bonds and exchange rate expectations in currency options," Working Papers, Hong Kong Institute for Monetary Research, number 182016, Sep.
• Fahima Charef & Fethi Ayachi, 2016, "A Comparison between Neural Networks and GARCH Models in Exchange Rate Forecasting," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 6, issue 1, pages 94-99, January.
• Fahima Charef & Fethi Ayachi, 2016, "A Comparison between Neural Networks and GARCH Models in Exchange Rate Forecasting," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 6, issue 1, pages 244-253, January.
• Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016, "Risk and Return Spillovers among the G10 Currencies," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2016n04, Feb.
• Anwar Al-Gasaymeh & John Kasem, 2016, "Long-Run Purchasing Power Parity And Exchange Rates: Evidence From The Middle East," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 2, pages 41-53.
• Gokcen Ogruk, 2016, "Carry Trade Strategies With Factor Augmented Macro Fundamentals: A Dynamic Markov-Switching Factor Model," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 3, pages 11-28.
• Mario Alberto Lagunes Perez & Hector Hugo Perez Villarreal, 2016, "Exchange Rate And Determinants Of Exports In Periods Of Financial Volatility In The North America Free Trade Agreement Zone,Tipo De Cambio Y Determinantes De Las Exportaciones En Periodos De Volatilidad Financiera En La Zona Del Tratado De Libre Come," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 2, pages 61-71.
• Sergio Quiroz Galvez & Mario Alberto Lagunes Perez & Carlos Jimenez Garcia, 2016, "The Impact Of The Real Exchange Rate And Other Macroeconomic And Microeconomic Variables On The Competitiveness Of Mexican Manufacturing Exports, El Impacto Del Tipo De Cambio Real Y Otras Variables Macro Y Micro En La Competitividad De Las Exportaci," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 6, pages 1-9.
• Tobias F. Rotheli, 2016, "Appreciation Pressures and Real Depreciation: The Experience with the Swiss Franc-Euro Exchange Rate Floor," International Business Research, Canadian Center of Science and Education, volume 9, issue 8, pages 84-90, August.
• Renhong Wu, 2016, "A New Method of Estimating Equilibrium Real Exchange Rate in Developing Countries," International Journal of Economics and Finance, Canadian Center of Science and Education, volume 8, issue 3, pages 171-177, March.
• Borensztein, Eduardo & Queijo Von Heideken, Virginia, 2016, "Exchange Rate Pass-through in South America: An Overview," IDB Publications (Working Papers), Inter-American Development Bank, number 7779, Jul, DOI: http://dx.doi.org/10.18235/0011752.
• Barajas, Adolfo & Restrepo, Sergio & Steiner, Roberto & Medellín, Juan Camilo & Pabón, César, 2016, "Balance Sheet Effects in Colombian Non-Financial Firms," IDB Publications (Working Papers), Inter-American Development Bank, number 7936, Oct, DOI: http://dx.doi.org/10.18235/0011769.
• Natasia Engeline S & Salomo Posmauli Matondang, 2016, "Early Warning System and Currency Volatility Management in Emerging Market," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 19, issue 2, pages 129-152, October, DOI: https://doi.org/10.21098/bemp.v19i2.
• Yunjung Kim & Cheolbeom Park, 2016, "Are Exchange Rates Disconnected from Macroeconomic Variables? Evidence from the Factor Approach," Discussion Paper Series, Institute of Economic Research, Korea University, number 1606.
• José De Gregorio, 2016, "Large Depreciations: Recent Experience in Historical Perspective," Working Paper Series, Peterson Institute for International Economics, number WP16-8, May.
• Udo Broll & Soumyatanu Mukherjee & Rudra Sensarma, 2016, "Exchange rate volatility and trade responsiveness of international firms," Working papers, Indian Institute of Management Kozhikode, number 212, Dec.
• Gustavo Adler & Rui Mano, 2016, "The Cost of Foreign Exchange Intervention: Concepts and Measurement," IMF Working Papers, International Monetary Fund, number 2016/089, Apr.
• Rosalinda Arriaga Navarrete & Heri Oscar Landa Díaz, 2016, "Competitividad del Sector Externo Mexicano: Un análisis de la Condición Marshall-Lerner," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 11, issue 1, pages 79-101, Enero-Jun.
• José Tomás Peláez S. & Lya Paola Sierra S., 2016, "Does Industrial Employment React to Movements in the Real Exchange Rate? An Empirical Analysis for Colombia, 2000-2010," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 53, issue 1, pages 39-60, December.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013, "Equilibrium existence in the international asset and good markets," Working Papers, Department of Research, Ipag Business School, number 2013-3, Jan.
• Trejo-García, José C. & Martínez-García, Miguel Ángel & Hernández-Saldaña, Efrain Abraham, 2016, "Análisis Econométrico Autoregresivo del Tipo de Cambio Real Flexible en México 1999-2012," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 22, pages 129-160, primer se.
• Javed Bin Kamal & A.K. Enamul Haque, 2016, "Dependence between stock market and foreign exchange market in South Asia: A Copula-Garch approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 1, pages 175-194, January-M.
• Evelyn Wamboye & Kiril Tochkov, 2016, "External debt relief initiatives and economicgrowth in least developed countries," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 2, pages 213-229, April-Jun.
• Almukhtar Al-Abri & Azmat Gani, 2016, "Terms-Of-Trade Shock Duration And National Saving In The Developing Countries," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 4, pages 133-151, October-D.
• V Polodoo & B Seetanah & Sannassee R. V, 2016, "Exchange rate volatility and manufacturing trade: Evidence from Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 5, pages 241-256, Special I.
• V Polodoo & B Seetanah & R. V Sannassee, 2016, "Exchange rate volatility and manufacturing trade: Evidence from Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 6, pages 133-148, Special I.
• Biswajit Maitra, 2016, "Monetary, Real Shocks And Exchange Rate Variations In India," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 41, issue 1, pages 81-103, March.
• Hassan Shareef & Santhakumar Shijin, 2016, "Expectations Hypothesis and Term Structure of Interest Rates: An Evidence from Emerging Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 23, issue 2, pages 137-152, June, DOI: 10.1007/s10690-016-9212-z.
• Smita Roy Trivedi & P. G. Apte, 2016, "Central Bank Intervention in USD/INR Market: Estimating Its Reaction Function and Impact on Volatility," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 23, issue 3, pages 263-279, September, DOI: 10.1007/s10690-016-9218-6.
• Mohsen Bahmani-Oskooee & Nazif Durmaz, 2016, "Exchange rate volatility and Turkish commodity trade with the rest of the world," Economic Change and Restructuring, Springer, volume 49, issue 1, pages 1-21, February, DOI: 10.1007/s10644-015-9172-8.
• Gueorgui Konstantinov, 2016, "Capturing short-term and long-term alpha of global bond portfolios: evidence from EUR-investors’ perspective," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 3, pages 337-365, August, DOI: 10.1007/s11408-016-0271-y.
• Steven Yee & Miguel D. Ramirez, 2016, "Purchasing Power Parity: A Time Series Analysis of the U.S. and Mexico, 1995–2007," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 22, issue 4, pages 409-419, November, DOI: 10.1007/s11294-016-9598-4.
• Irina Dubova, 2016, "Modeling Russia’s exchange rate in the long-run," International Economics and Economic Policy, Springer, volume 13, issue 3, pages 499-518, July, DOI: 10.1007/s10368-016-0346-2.
• Tsung-Wu Ho & Wan-Shin Mo, 2016, "Testing the Persistence of the Forward Premium: Structural Changes or Misspecification?," Open Economies Review, Springer, volume 27, issue 1, pages 119-138, February, DOI: 10.1007/s11079-015-9365-9.
• Mohsen Bahmani-Oskooee & Hadise Fariditavana, 2016, "Nonlinear ARDL Approach and the J-Curve Phenomenon," Open Economies Review, Springer, volume 27, issue 1, pages 51-70, February, DOI: 10.1007/s11079-015-9369-5.
• Michael Bleaney & Mo Tian & Lin Yin, 2016, "Global Trends in the Choice of Exchange Rate Regime," Open Economies Review, Springer, volume 27, issue 1, pages 71-85, February, DOI: 10.1007/s11079-015-9375-7.
• M. Ariff & A. Zarei, 2016, "Exchange Rate Behavior of Canada, Japan, the United Kingdom and the United States," Open Economies Review, Springer, volume 27, issue 2, pages 341-357, April, DOI: 10.1007/s11079-015-9372-x.
• Christian Grisse & Thomas Nitschka, 2016, "Exchange Rate Returns and External Adjustment: Evidence from Switzerland," Open Economies Review, Springer, volume 27, issue 2, pages 317-339, April, DOI: 10.1007/s11079-015-9376-6.
• J. Lawrence Broz & Maya J. Duru & Jeffry A. Frieden, 2016, "Policy Responses to Balance-of-Payments Crises: The Role of Elections," Open Economies Review, Springer, volume 27, issue 2, pages 207-227, April, DOI: 10.1007/s11079-016-9387-y.
• Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016, "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Open Economies Review, Springer, volume 27, issue 2, pages 229-250, April, DOI: 10.1007/s11079-016-9388-x.
• Michele Ca’ Zorzi & Jakub Muck & Michal Rubaszek, 2016, "Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses," Open Economies Review, Springer, volume 27, issue 3, pages 585-609, July, DOI: 10.1007/s11079-015-9386-4.
• Enrique Martínez-García, 2016, "A Quantitative Assessment of the Role of Incomplete Asset Markets on the Dynamics of the Real Exchange Rate," Open Economies Review, Springer, volume 27, issue 5, pages 945-967, November, DOI: 10.1007/s11079-016-9402-3.
• William A. Barnett & Soumya Suvra Bhadury & Taniya Ghosh, 2016, "An SVAR Approach to Evaluation of Monetary Policy in India: Solution to the Exchange Rate Puzzles in an Open Economy," Open Economies Review, Springer, volume 27, issue 5, pages 871-893, November, DOI: 10.1007/s11079-016-9403-2.
• Yu-Lun Chen & Yin-Feng Gau & Wen-Ju Liao, 2016, "Trading activities and price discovery in foreign currency futures markets," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 4, pages 793-818, May, DOI: 10.1007/s11156-014-0486-9.
• Taro Ikeda, 2016, "A fractal analysis of US industrial sector stocks," Discussion Papers, Graduate School of Economics, Kobe University, number 1643, Nov.
• Alexis CRUZ-RODRIGUEZ, 2016, "Exchange Arrangements and Currency Crises: What´s the matter with the exchange rate classification?," Journal of Economics and Political Economy, KSP Journals, volume 3, issue 2, pages 377-392, June.
• Muhammad Naveed TAHIR & Faran ALI & Dawood MAMOON, 2016, "Appropriate Exchange Rate Regime for Economic Structure of Pakistan," Turkish Economic Review, KSP Journals, volume 3, issue 4, pages 629-641, December.
• Leroi RAPUTSOANE, 2016, "Real Effective Exchange Rates Comovements and the South African Currency," Journal of Economics Library, KSP Journals, volume 3, issue 1, pages 57-68, March.
• Syed Shujaat AHMED & Abdul QAYYUM, 2016, "The Effect of Oil Prices and Regime Switches On Real Effective Exchange Rate in Pakistan: A Markov Regime Switching Approach," Journal of Economics Library, KSP Journals, volume 3, issue 4, pages 643-661, December.
• Evzen Kocenda & Balazs Varga, 2016, "The impact of monetary strategies on inflation persistence," KIER Working Papers, Kyoto University, Institute of Economic Research, number 938, Apr.
• Pantelis Promponas & David Alan Peel, 2016, "Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K," Working Papers, Lancaster University Management School, Economics Department, number 144439514.
• Mariarosaria Comunale, 2016, "Dutch Disease, Real Effective Exchange Rate Misalignments and their effect on GDP growth in the EU," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 26, May.
• Mariarosaria Comunale & Heli Simola, 2016, "The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 35, Nov.
• Mohsen Bahmani-Oskooee & Jungho Baek, 2016, "Global Financial Crisis of 2008, Asymmetric Effects of Exchange Rate Changes, and Stability of the Demand for Money in Japan," Journal of Reviews on Global Economics, Lifescience Global, volume 5, pages 273-280.
• Vincent Brémond & Emmanuel Hache & Tovonony Razafindrabe, 2016, "The Oil Price and Exchange Rate Relationship Revisited: A time-varying VAR parameter approach," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 13, issue 1, pages 97-131, June.
• Tscheke, Jan, 2016, "Operational Hedging of Exchange Rate Risks," Discussion Papers in Economics, University of Munich, Department of Economics, number 30227, Nov.
• Sulistiadi Dono Iskandar, 2016, "The Existence of Long-Run PPP: A Comparison between Developed and Developing Countries," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 62, pages 88-97, August.
• Vesna Stojcevska & Mite Miteski, 2016, "Assessment of the Impact of Fiscal Policy on the Current Account – the Twin Deficit Hypothesis in the Case of Macedonian Economy," Working Papers, National Bank of the Republic of North Macedonia, number 2016-01, Jan.
• Salvatore Capasso & Kyriakos C. Neanidis, 2016, "Domestic or Foreign Currency? Remittances and the Composition of Deposits and Loans," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 220.
• Arbab Afzali, Mohammad & Ebrahimi, Ilnaz, 2016, "The Asymmetric Exchange Rate Pass-Through in Iranian Economy," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 27, pages 29-52, April.
• Jalali Naeini, Ahmadreza & Naderian, Mohammad Amin, 2016, "Monetary and Exchange Rate Policy in an Oil Exporting Economy: The Case of Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 29, pages 327-372, October.
• Rasekhi, Saeed & Rastgar, Majid, 2016, "Policy Time-Inconsistency: A Comparison of Managed Floating Exchange Rate and Controlled Exchange Rate Regimes," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 4, pages 351-373, October.
• Yavari, Kazem & Najjarzade, Reza & Tavakolian, Hossein & Bahador, Ali, 2016, "Effect of Nominal Exchange Rate Volatility on Output in Iran’s Economy," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 4, pages 419-442, October.
• Jan Hájek & Roman Horváth, 2016, "Exchange Rate Pass-Through in an Emerging Market: The Case of the Czech Republic," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 11, pages 2624-2635, November, DOI: 10.1080/1540496X.2015.1090823.
• Carmen M. Reinhart & Miguel Angel Santos, 2016, "From Financial Repression to External Distress: The Case of Venezuela," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 2, pages 255-284, February, DOI: 10.1080/1540496X.2015.1105614.
• Dilem Yıldırım, 2016, "Empirical Investigation of Purchasing Power Parity for Turkey: Evidence from Recent Nonlinear Unit Root Tests," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1604, Apr, revised Apr 2016.
• Hasan Cömert & Oktar Türel, 2016, "Finansal Küreselleşme Sürecinde Türkiye’de Para Politikalarının Evrimi, 1980-2014," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1613, Nov, revised Nov 2016.
• Kelly Burns, 2016, "A Reconsideration of the Meese-Rogoff Puzzle: An Alternative Approach to Model Estimation and Forecast Evaluation," Multinational Finance Journal, Multinational Finance Journal, volume 20, issue 1, pages 41-83, March.
• Yu Hsing, 2016, "Impacts of Government Debt, the Exchange Rate and Other Macroeconomic Variables on Aggregate Output in Croatia," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 14, issue 3 (Fall), pages 223-231.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16063, Apr, DOI: 10.1016/j.mathsocsci.2016.04.002.
• Takatoshi Ito, 2016, "Japanization: Is it Endemic or Epidemic?," NBER Working Papers, National Bureau of Economic Research, Inc, number 21954, Feb.
• Urban J. Jermann, 2016, "Financial Markets’ Views about the Euro-Swiss Franc Floor," NBER Working Papers, National Bureau of Economic Research, Inc, number 21977, Feb.
• Paul R. Bergin & Reuven Glick & Jyh-Lin Wu, 2016, "Conditional PPP and Real Exchange Rate Convergence in the Euro Area," NBER Working Papers, National Bureau of Economic Research, Inc, number 21979, Feb.
• Hanno Lustig & Adrien Verdelhan, 2016, "Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22023, Feb.
• Mary Amiti & Oleg Itskhoki & Jozef Konings, 2016, "International Shocks and Domestic Prices: How Large Are Strategic Complementarities?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22119, Mar.
• Nicholas Ford & Charles Yuji Horioka, 2016, "The 'Real' Explanation of the PPP Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 22198, Apr.
• Joshua Aizenman & Hiro Ito, 2016, "East Asian Economies and Financial Globalization In the Post-Crisis World," NBER Working Papers, National Bureau of Economic Research, Inc, number 22268, May.
• Emmanuel Farhi & Matteo Maggiori, 2016, "A Model of the International Monetary System," NBER Working Papers, National Bureau of Economic Research, Inc, number 22295, May.
• Manuel Amador & Javier Bianchi & Luigi Bocola & Fabrizio Perri, 2016, "Reverse Speculative Attacks," NBER Working Papers, National Bureau of Economic Research, Inc, number 22298, Jun.
• Joshua Aizenman & Menzie D. Chinn & Hiro Ito, 2016, "Balance Sheet Effects on Monetary and Financial Spillovers: The East Asian Crisis Plus 20," NBER Working Papers, National Bureau of Economic Research, Inc, number 22737, Oct.
• Takatoshi Ito, 2016, "A New Financial Order in Asia: Will a RMB bloc emerge?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22755, Oct.
• Takatoshi Ito & Masahiro Yamada, 2016, "Puzzles in the Forex Tokyo “Fixing”: Order Imbalances and Biased Pricing by Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 22820, Nov.
• Kris James Mitchener & Gonçalo Pina, 2016, "Pegxit Pressure: Evidence from the Classical Gold Standard," NBER Working Papers, National Bureau of Economic Research, Inc, number 22844, Nov.
• Siba Dayyabu & Ahmad Azrin Adnan & Zunaidah Sulong, 2016, "Effectiveness of Foreign Exchange Market Intervention in Nigeria (1970-2013)," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 279-287.
• Hasan Engin Duran, 2016, "Exchange Rate Movements and its Local Effects: Turkey Case," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 442-449.
• Nessrine Hamzaoui & Boutheina Regaieg, 2016, "Exploration of the Foreign Exchange Forward Premiums and the Spot Exchange Return: A Multivariate Approach," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 694-702.
• Mohammed Umar & Jauhari Dahalan, 2016, "An Application of Asymmetric Toda Yamamoto Causality on Exchange Rate-inflation Differentials in Emerging Economies," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 420-426.
• Mete Han Yagmur, 2016, "Monetary Policy Response to Exchange Rates: An Empirical Investigation," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1392-1399.
• Abderezak Ali Abdurehman & Samet Hacilar, 2016, "The Relationship between Exchange Rate and Inflation: An Empirical Study of Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1454-1459.
• Charles O. Manasseh & Jonathan E. Ogbuabor & Obiorah K. Obinna, 2016, "Volatility and Commodity Price Dynamics in Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1599-1607.
• Dmitry Burakov, 2016, "Elasticity of Agricultural Prices in Russia: An Empirical Study of Energy and Monetary Channels," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 3, pages 551-562.
• Basheer H. M. Altarturi & Ahmad Alrazni Alshammri & Tuan Muhd Tau ik Tuan Hussin & Buerhan Saiti, 2016, "Oil Price and Exchange Rates: A Wavelet Analysis for Organisation of Oil Exporting Countries Members," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 3, pages 421-430.
• Tatiana K. Blokhina & Oksana A. Karpenko & Andrey V. Guirinskiy, 2016, "The Relationship between Oil Prices and Exchange Rate in Russia," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 4, pages 721-726.
• Azher, Sara & Iqbal, Javed, 2016, "Pricing of foreign exchange risk and market segmentation: Evidence from Pakistan's equity market," Journal of Asian Economics, Elsevier, volume 43, issue C, pages 37-48, DOI: 10.1016/j.asieco.2016.03.001.
• Bahmani-Oskooee, Mohsen & Baek, Jungho, 2016, "Do exchange rate changes have symmetric or asymmetric effects on the trade balance? Evidence from U.S.–Korea commodity trade," Journal of Asian Economics, Elsevier, volume 45, issue C, pages 15-30, DOI: 10.1016/j.asieco.2016.06.001.
• Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2016, "The implications of monetary expansion in China for the US dollar," Journal of Asian Economics, Elsevier, volume 46, issue C, pages 71-84, DOI: 10.1016/j.asieco.2016.08.003.
• Vianna, Andre C., 2016, "The impact of exports to China on Latin American growth," Journal of Asian Economics, Elsevier, volume 47, issue C, pages 58-66, DOI: 10.1016/j.asieco.2016.10.002.
• Menzies, Gordon & Xiao, Sylvia Xiaolin & Dixon, Peter & Peng, Xiujian & Rimmer, Maureen, 2016, "Rural-led exchange rate appreciation in China," China Economic Review, Elsevier, volume 39, issue C, pages 15-30, DOI: 10.1016/j.chieco.2016.03.001.
• Dumrongrittikul, Taya & Anderson, Heather M., 2016, "How do shocks to domestic factors affect real exchange rates of Asian developing countries?," Journal of Development Economics, Elsevier, volume 119, issue C, pages 67-85, DOI: 10.1016/j.jdeveco.2015.10.004.
• Gervais, Olivier & Schembri, Lawrence & Suchanek, Lena, 2016, "Current account dynamics, real exchange rate adjustment, and the exchange rate regime in emerging-market economies," Journal of Development Economics, Elsevier, volume 119, issue C, pages 86-99, DOI: 10.1016/j.jdeveco.2015.10.003.
• Kollmann, Robert, 2016, "International business cycles and risk sharing with uncertainty shocks and recursive preferences," Journal of Economic Dynamics and Control, Elsevier, volume 72, issue C, pages 115-124, DOI: 10.1016/j.jedc.2016.03.005.
• Amador, Manuel & Bianchi, Javier & Bocola, Luigi & Perri, Fabrizio, 2016, "Reverse speculative attacks," Journal of Economic Dynamics and Control, Elsevier, volume 72, issue C, pages 125-137, DOI: 10.1016/j.jedc.2016.04.005.
• Backus, David & Coleman, Chase & Ferriere, Axelle & Lyon, Spencer, 2016, "Pareto weights as wedges in two-country models," Journal of Economic Dynamics and Control, Elsevier, volume 72, issue C, pages 98-110, DOI: 10.1016/j.jedc.2016.04.003.
• Bahmani-Oskooee, Mohsen & Halicioglu, Ferda & Hegerty, Scott W., 2016, "Mexican bilateral trade and the J-curve: An application of the nonlinear ARDL model," Economic Analysis and Policy, Elsevier, volume 50, issue C, pages 23-40, DOI: 10.1016/j.eap.2016.02.003.
• Manwa, Farai & Wijeweera, Albert, 2016, "Trade liberalisation and economic growth link: The case of Southern African Custom Union countries," Economic Analysis and Policy, Elsevier, volume 51, issue C, pages 12-21, DOI: 10.1016/j.eap.2016.05.001.
• Bahmani-Oskooee, Mohsen & Chang, Tsangyao & Yang, Ming-Hsien & Yang, Hong-Lǜe, 2016, "Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration," Economic Analysis and Policy, Elsevier, volume 51, issue C, pages 86-89, DOI: 10.1016/j.eap.2016.06.004.
• Bahmani-Oskooee, Mohsen & Iqbal, Javed & Salam, Muhammad, 2016, "Short run and long run effects of exchange rate volatility on commodity trade between Pakistan and Japan," Economic Analysis and Policy, Elsevier, volume 52, issue C, pages 131-142, DOI: 10.1016/j.eap.2016.09.002.
• Shafighi, Najla & Gharleghi, Behrooz, 2016, "Feasibility of a currency union in East Asia using the five-variable structural vector autoregressive model," Economic Analysis and Policy, Elsevier, volume 52, issue C, pages 45-54, DOI: 10.1016/j.eap.2016.07.002.
• Ben Cheikh, Nidhaleddine & Louhichi, Waël, 2016, "Revisiting the role of inflation environment in exchange rate pass-through: A panel threshold approach," Economic Modelling, Elsevier, volume 52, issue PA, pages 233-238, DOI: 10.1016/j.econmod.2014.11.004.
• Razafindrabe, Tovonony M., 2016, "A multi-country DSGE model with incomplete exchange rate pass-through: An application for the Euro-area," Economic Modelling, Elsevier, volume 52, issue PA, pages 78-100, DOI: 10.1016/j.econmod.2015.03.003.
• Zerihun, Mulatu F. & Breitenbach, Marthinus C., 2016, "Nonlinear approaches in testing PPP: Evidence from Southern African development community," Economic Modelling, Elsevier, volume 56, issue C, pages 162-167, DOI: 10.1016/j.econmod.2016.04.002.
• Bahmani-Oskooee, Mohsen & Chang, Tsangyao & Ranjbar, Omid, 2016, "Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches," Economic Modelling, Elsevier, volume 56, issue C, pages 66-78, DOI: 10.1016/j.econmod.2016.03.002.
• Avdoulas, Christos & Bekiros, Stelios & Boubaker, Sabri, 2016, "Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach," Economic Modelling, Elsevier, volume 58, issue C, pages 580-587, DOI: 10.1016/j.econmod.2016.02.001.
• Cavallaro, Eleonora & Maggi, Bernardo, 2016, "State of confidence, overborrowing and macroeconomic stabilization in out-of-equilibrium dynamics," Economic Modelling, Elsevier, volume 59, issue C, pages 210-223, DOI: 10.1016/j.econmod.2016.06.015.
• Kim, Hyun-Seok & Min, Hong-Ghi & McDonald, Judith A., 2016, "Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis," Economic Modelling, Elsevier, volume 59, issue C, pages 9-22, DOI: 10.1016/j.econmod.2016.06.016.
• Stillwagon, Josh R., 2016, "Non-linear exchange rate relationships: An automated model selection approach with indicator saturation," The North American Journal of Economics and Finance, Elsevier, volume 37, issue C, pages 84-109, DOI: 10.1016/j.najef.2016.03.009.
• Gaudin, Germain, 2016, "Pass-through, vertical contracts, and bargains," Economics Letters, Elsevier, volume 139, issue C, pages 1-4, DOI: 10.1016/j.econlet.2015.11.043.
• Kunkler, Michael & MacDonald, Ronald, 2016, "Idiosyncratic variation of the US Dollar," Economics Letters, Elsevier, volume 144, issue C, pages 7-9, DOI: 10.1016/j.econlet.2016.04.021.
• Tunç, Cengiz & Solakoglu, M. Nihat, 2016, "Does exchange rate volatility matter for international sales? Evidence from US firm level data," Economics Letters, Elsevier, volume 149, issue C, pages 152-156, DOI: 10.1016/j.econlet.2016.08.008.
• Toraganlı, Nazlı & Yazgan, M. Ege, 2016, "Exchange rates and firm survival: An examination with Turkish firm-level data," Economic Systems, Elsevier, volume 40, issue 3, pages 433-443, DOI: 10.1016/j.ecosys.2015.09.009.
• Bahmani-Oskooee, Mohsen & Chang, Tsangyao & Lee, Kuei-Chiu, 2016, "Purchasing power parity in emerging markets: A panel stationary test with both sharp and smooth breaks," Economic Systems, Elsevier, volume 40, issue 3, pages 453-460, DOI: 10.1016/j.ecosys.2015.12.002.
• Michelis, Andrea De & Iacoviello, Matteo, 2016, "Raising an inflation target: The Japanese experience with Abenomics," European Economic Review, Elsevier, volume 88, issue C, pages 67-87, DOI: 10.1016/j.euroecorev.2016.02.021.
• Batten, Jonathan A. & Szilagyi, Peter G., 2016, "The internationalisation of the RMB: New starts, jumps and tipping points," Emerging Markets Review, Elsevier, volume 28, issue C, pages 221-238, DOI: 10.1016/j.ememar.2016.02.006.
• Lothian, James R., 2016, "Uncovered interest parity: The long and the short of it," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 1-7, DOI: 10.1016/j.jempfin.2015.12.001.
• Zhang, Hui Jun & Dufour, Jean-Marie & Galbraith, John W., 2016, "Exchange rates and commodity prices: Measuring causality at multiple horizons," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 100-120, DOI: 10.1016/j.jempfin.2015.10.005.
• Boubakri, Salem & Couharde, Cécile & Raymond, Hélène, 2016, "Effects of financial turmoil on financial integration and risk premia in emerging markets," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 120-138, DOI: 10.1016/j.jempfin.2016.06.001.
• Baillie, Richard T. & Cho, Dooyeon, 2016, "Assessing Euro crises from a time varying international CAPM approach," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 197-208, DOI: 10.1016/j.jempfin.2016.03.005.
• Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2016, "The impact of oil shocks on exchange rates: A Markov-switching approach," Energy Economics, Elsevier, volume 54, issue C, pages 11-23, DOI: 10.1016/j.eneco.2015.12.004.
• De Vita, Glauco & Trachanas, Emmanouil, 2016, "‘Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India’ — A failed replication (negative Type 1 and Type 2)," Energy Economics, Elsevier, volume 56, issue C, pages 150-160, DOI: 10.1016/j.eneco.2016.03.014.
• Coudert, Virginie & Mignon, Valérie, 2016, "Reassessing the empirical relationship between the oil price and the dollar," Energy Policy, Elsevier, volume 95, issue C, pages 147-157, DOI: 10.1016/j.enpol.2016.05.002.
• Sensoy, Ahmet & Tabak, Benjamin M., 2016, "Dynamic efficiency of stock markets and exchange rates," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 353-371, DOI: 10.1016/j.irfa.2016.06.001.
• Lian, Yu-Min & Chen, Jun-Home & Liao, Szu-Lang, 2016, "Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy," Finance Research Letters, Elsevier, volume 16, issue C, pages 208-219, DOI: 10.1016/j.frl.2015.12.005.
• Ghosh, Amit, 2016, "What drives gold demand in central bank's foreign exchange reserve portfolio?," Finance Research Letters, Elsevier, volume 17, issue C, pages 146-150, DOI: 10.1016/j.frl.2016.03.007.
• Hossfeld, Oliver & Röthig, Andreas, 2016, "Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market," Finance Research Letters, Elsevier, volume 18, issue C, pages 218-225, DOI: 10.1016/j.frl.2016.04.019.
• Dimic, Nebojsa & Orlov, Vitaly & Piljak, Vanja, 2016, "The effect of political risk on currency carry trades," Finance Research Letters, Elsevier, volume 19, issue C, pages 75-78, DOI: 10.1016/j.frl.2016.06.005.
• Ülkü, Numan & Fatullayev, Sabutay & Diachenko, Daria, 2016, "Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?," Journal of Financial Markets, Elsevier, volume 27, issue C, pages 28-54, DOI: 10.1016/j.finmar.2015.07.001.
• Piccotti, Louis R., 2016, "Pricing errors and the geography of trade in the foreign exchange market," Journal of Financial Markets, Elsevier, volume 28, issue C, pages 46-69, DOI: 10.1016/j.finmar.2015.08.003.
• Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry, 2016, "Risk and return spillovers among the G10 currencies," Journal of Financial Markets, Elsevier, volume 31, issue C, pages 43-62, DOI: 10.1016/j.finmar.2016.05.001.
• Baum, Christopher F. & Schäfer, Dorothea & Stephan, Andreas, 2016, "Credit rating agency downgrades and the Eurozone sovereign debt crises," Journal of Financial Stability, Elsevier, volume 24, issue C, pages 117-131, DOI: 10.1016/j.jfs.2016.05.001.
• Bahmani-Oskooee, Mohsen & Saha, Sujata, 2016, "Do exchange rate changes have symmetric or asymmetric effects on stock prices?," Global Finance Journal, Elsevier, volume 31, issue C, pages 57-72, DOI: 10.1016/j.gfj.2016.06.005.
• Noton, Carlos, 2016, "Structural estimation of price adjustment costs in the European car market," International Journal of Industrial Organization, Elsevier, volume 49, issue C, pages 105-147, DOI: 10.1016/j.ijindorg.2016.09.001.
• Chen, Natalie & Juvenal, Luciana, 2016, "Quality, trade, and exchange rate pass-through," Journal of International Economics, Elsevier, volume 100, issue C, pages 61-80, DOI: 10.1016/j.jinteco.2016.02.003.
• Garetto, Stefania, 2016, "Firms' heterogeneity, incomplete information, and pass-through," Journal of International Economics, Elsevier, volume 101, issue C, pages 168-179, DOI: 10.1016/j.jinteco.2016.05.001.
• Feng, Ling & Li, Zhiyuan & Swenson, Deborah L., 2016, "The connection between imported intermediate inputs and exports: Evidence from Chinese firms," Journal of International Economics, Elsevier, volume 101, issue C, pages 86-101, DOI: 10.1016/j.jinteco.2016.03.004.
• Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan, 2016, "Technical trading: Is it still beating the foreign exchange market?," Journal of International Economics, Elsevier, volume 102, issue C, pages 188-208, DOI: 10.1016/j.jinteco.2016.03.012.
• Kurokawa, Yoshinori & Pang, Jiaren & Tang, Yao, 2016, "Exchange rate regimes and wage comovements in a Ricardian model with money," Journal of International Economics, Elsevier, volume 102, issue C, pages 96-109, DOI: 10.1016/j.jinteco.2016.06.002.
• Chung, Wanyu, 2016, "Imported inputs and invoicing currency choice: Theory and evidence from UK transaction data," Journal of International Economics, Elsevier, volume 99, issue C, pages 237-250, DOI: 10.1016/j.jinteco.2015.11.003.
• Owoundi, Ferdinand, 2016, "Do exchange rate misalignments really affect economic growth? The case of Sub-Saharan African countries," International Economics, Elsevier, volume 145, issue C, pages 92-110, DOI: 10.1016/j.inteco.2015.10.001.
• Lin, Hsiao-Mei & Fok, Robert (Chi-Wing) & Yang, Shih-An & Chang, Yuanchen, 2016, "The wealth effects of oil-related name changes on stock prices: Evidence from the U.S. and Canadian stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 40, issue C, pages 26-45, DOI: 10.1016/j.intfin.2015.07.003.
• Arghyrou, Michael G. & Pourpourides, Panayiotis, 2016, "Inflation announcements and asymmetric exchange rate responses," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 40, issue C, pages 80-84, DOI: 10.1016/j.intfin.2015.07.002.
• Catalán-Herrera, Juan, 2016, "Foreign exchange market interventions under inflation targeting: The case of Guatemala," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 42, issue C, pages 101-114, DOI: 10.1016/j.intfin.2016.02.003.
• Coelho dos Santos, Marcelo Bittencourt & Klotzle, Marcelo Cabus & Figueiredo Pinto, Antonio Carlos, 2016, "Evidence of risk premiums in emerging market carry trade currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 44, issue C, pages 103-115, DOI: 10.1016/j.intfin.2016.04.012.
• Tsuchiya, Yoichi, 2016, "Asymmetric loss and rationality of Chinese renminbi forecasts: An implication for the trade between China and the US," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 44, issue C, pages 116-127, DOI: 10.1016/j.intfin.2016.05.001.
• Ben Omrane, Walid & Savaşer, Tanseli, 2016, "The sign switch effect of macroeconomic news in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 45, issue C, pages 96-114, DOI: 10.1016/j.intfin.2016.07.002.