Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2016

• Marie Albert & Cristina Jude, 2016, "Venezuela : l’insoutenabilité du modèle de croissance, source de tous les risques," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 201-222.
• Bin Qiu & Kuntal K. Das & W. Robert Reed, 2016, "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 16/17, Aug.
• Markus Hertrich, 2016, "The distribution of exchange rates under a minimum exchange rate regime," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 351-362, November.
• Aliya Algozhina, 2016, "Monetary Policy Rule, Exchange Rate Regime, and Fiscal Policy Cyclicality in a Developing Oil Economy," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp572, Oct.
• Branko Uroševic & Ivana Rajkovic, 2016, "Dollarization of Deposits in the Short and Long Run: Evidence from CESE Countries," CESifo Working Paper Series, CESifo, number 5745.
• Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2016, "The Renminbi Central Parity: An Empirical Investigation," CESifo Working Paper Series, CESifo, number 5963.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016, "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," CESifo Working Paper Series, CESifo, number 5995.
• Michael Melvin & Duncan Shand, 2016, "When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds," CESifo Working Paper Series, CESifo, number 6210.
• Kris James Mitchener & Gonçalo Pina, 2016, "Pegxit Pressure: Evidence from the Classical Gold Standard," CESifo Working Paper Series, CESifo, number 6212.
• Karsten Staehr, 2016, "Exchange Rate Policies in the Baltic States: From Extreme Inflation to Euro Membership," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 16, issue 04, pages 09-18, January.
• Timo Wollmershäuser, 2016, "Exchange Rate Policy in Croatia," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 17, issue 01, pages 08-11, April.
• Ines Chaieb & Vihang R. Errunza & Rajna Gibson, 2016, "How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-52, Jul.
• Jérôme Héricourt & Clément Nedoncelle, 2016, "How Multi-Destination Firms Shape the Effect of Exchange Rate Volatility on Trade: Micro Evidence and Aggregate Implications," Working Papers, CEPII research center, number 2016-05, Mar.
• 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, CEPII research center, number 2016-07, Apr.
• Gabriel Gomes, 2016, "On the impact of dollar movements on oil currencies," Working Papers, CEPII research center, number 2016-11, May.
• Ferdinand Owoundi, 2016, "Do exchange rate misalignments really affect economic growth? The case of Sub-Saharan African countries," International Economics, CEPII research center, issue 145, pages 92-110.
• Anatole Cheysson & Stéphane Lhuissier & Fabien Tripier, 2016, "L’impact du resserrement monétaire américain sur les économies émergentes," La Lettre du CEPII, CEPII research center, issue 366.
• Jérôme Héricourt & Clément Nedoncelle, 2016, "Les entreprises multi-destinations, mieux armées face au risque de change," La Lettre du CEPII, CEPII research center, issue 367.
• Hern�n Rinc�n-Castro & Norberto Rodr�guez-Ni�o, 2016, "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia, Banco de la Republica, number 14299, Mar.
• Adolfo Barajas & Sergio Restrepo & Roberto Steiner & Juan Camilo Medell�n & C�sar Pab�n, 2016, "Balance Sheet Effects in Colombian Non-Financial Firms," Working Papers Series. Documentos de Trabajo, Fedesarrollo, number 15228, Nov.
• Carlos Eduardo Méndez Conde & Juan Camilo M�ndez Vizca�no, 2016, "Diseno de política económica para enfrentar la volatilidad de la tasa de cambio. Un análisis econométrico Garch de los periodos de apreciación y depreciación: sus costos y resultados," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 14806, Jun.
• Eduardo Rosas Rojas, 2016, "La intervención cambiaria y los flujos de capital: evidencia empírica para Brasil, Colombia, Chile y México, 2001-2013," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 1, pages 31-53.
• Algozhina, Aliya, 2016, "Monetary Policy Rule, Exchange Rate Regime, and Fiscal Policy Cyclicality in a Developing Oil Economy," Dynare Working Papers, CEPREMAP, number 49, May.
• Beata Szetela & Grzegorz Mentel & Stanislaw Gedek, 2016, "Dependency analysis between Bitcoin and selected global currencies," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 16, pages 133-144.
• Konings, Jozef & Amiti, Mary & Itskhoki, Oleg, 2016, "International Shocks and Domestic Prices: How Large Are Strategic Complementarities?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11182, Mar.
• Portes, Richard & Thorlaksson, Eirikur Elis & Baldursson, Fridrik Mar, 2016, "All’s Well that Ends Well? Resolving Iceland’s Failed Banks," CEPR Discussion Papers, Centre for Economic Policy Research, number 11185, Mar.
• Fischer, Andreas & Sauré, Philip, 2016, "The speed of the exchange rate pass-through," CEPR Discussion Papers, Centre for Economic Policy Research, number 11195, Mar.
• Maggiori, Matteo & Farhi, Emmanuel, 2016, "A Model of the International Monetary System," CEPR Discussion Papers, Centre for Economic Policy Research, number 11297, May.
• Sarno, Lucio & Menkhoff, Lukas & Schmeling, Maik & Schrimpf, Paul, 2016, "Currency Value," CEPR Discussion Papers, Centre for Economic Policy Research, number 11324, Jun.
• Rose, Andrew & hameed, allaudeen, 2016, "Exchange Rate Behavior with Negative Interest Rates: Some Early Negative Observations," CEPR Discussion Papers, Centre for Economic Policy Research, number 11498, Sep.
• Marcellino, Massimiliano & Abbate, Angela, 2016, "Point, interval and density forecasts of exchange rates with time-varying parameter models," CEPR Discussion Papers, Centre for Economic Policy Research, number 11559, Oct.
• Mitchener, Kris & Pina, Gonçalo, 2016, "Pegxit Pressure: Evidence from the Classical Gold Standard," CEPR Discussion Papers, Centre for Economic Policy Research, number 11640, Nov.
• Gerlach, Stefan, 2016, "The Output-Inflation Trade-Off In Switzerland, 1916 €“ 2015," CEPR Discussion Papers, Centre for Economic Policy Research, number 11714, Dec.
• Christian Rohe, 2016, "On shock symmetry in South America: New evidence from intra-Brazilian real exchange rates," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 5316, Aug.
• Christian Bauer & Sebastian Horlemann, 2016, "Modeling the Term Structure of Exchange Rate Expectations," Annals of Economics and Finance, Society for AEF, volume 17, issue 2, pages 303-335, November.
• Hong-Ghi Min & Judith A. McDonald & Sang-Ook Shin, 2016, "What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis," Annals of Economics and Finance, Society for AEF, volume 17, issue 2, pages 365-402, November.
• Accominotti, Olivier & Chambers, David, 2016, "If You're So Smart: John Maynard Keynes and Currency Speculation in the Interwar Years," The Journal of Economic History, Cambridge University Press, volume 76, issue 2, pages 342-386, June.
• Damette, Olivier, 2016, "Mixture Distribution Hypothesis And The Impact Of A Tobin Tax On Exchange Rate Volatility: A Reassessment," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 6, pages 1600-1622, September.
• Gnimassoun, Blaise & Mignon, Valérie, 2016, "How Do Macroeconomic Imbalances Interact? Evidence From A Panel Var Analysis," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 7, pages 1717-1741, October.
• Alexis CRUZ-RODRIGUEZ, 2016, "Exchange Arrangements and Currency Crises: What s the matter with the exchange rate classification?," Journal of Economics and Political Economy, EconSciences 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, EconSciences 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, EconSciences 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, EconSciences Journals, volume 3, issue 4, pages 643-661, December.
• Ernesto LEON CASTRO & Ezequiel AVILÉS OCHOA & Anna Maria GIL LAFUENTE, 2016, "Exchange Rate Usd/Mxn Forecast Through Econometric Models, Time Series And Howma Operators," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 4, pages 135-150.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016, "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1590.
• Nicholas Ford & Charles Yuji Horioka, 2016, "The ‘Real’ Explanation of the PPP Puzzle," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0969, Apr.
• Charles Yuji Horioka & Nicholas Ford, 2016, "A Possible Explanation of the ‘Exchange Rate Disconnect Puzzle’: A Common Solution to Three," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0977, Jul.
• Gabriel Gomes, 2016, "On the impact of dollar movements on oil currencies," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-1.
• Antonia Lopez-Villavicencio & Valérie Mignon, 2016, "Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and institutional quality matter?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-18.
• Georges Prat & Remzi Uctum, 2016, "Do markets learn to rationally expect US interest rates? evidence from survey data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-19.
• Virginie Coudert & Valérie Mignon, 2016, "Reassessing the empirical relationship between the oil price and the dollar," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-2.
• Carl Grekou, 2016, "Does the exchange rate regime shape currency misalignments in emerging and developing countries?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-26.
• Cécile Couharde & Carl Grekou, 2016, "Currency Misalignments in emerging and developing countries: reassessing the role of Exchange Rate Regimes," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-31.
• Ikpidi Badji, 2016, "Estimation des échelles déquivalence des ménages seniors et dâge actif en France," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-32.
• HSING, Yu, 2016, "Is Real Depreciation Expansionary? The Case Of The Slovak Republic," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 16, issue 2, pages 55-62.
• Selçuk BALI & Gülhanım KAYATAÅž & Mete GÃœLER, 2016, "the Basic Determinants of Foreign Direct Investment Inflows in Turkey (1988-2012)," Eurasian Eononometrics, Statistics and Emprical Economics Journal, Eurasian Academy Of Sciences, volume 3, issue 3, pages 1-12, February, DOI: 10.17740/eas.stat.2016�V3ââ.
• Robert Kollmann, 2016, "International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-13, Mar.
• Alberto Caruso, 2016, "The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-32, Sep.
• Windischbauer, Ulrich, 2016, "Strengthening the role of local currencies in EU candidate and potential candidate countries," Occasional Paper Series, European Central Bank, number 170, Apr.
• Ca' Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2016, "Exchange rate forecasting with DSGE models," Working Paper Series, European Central Bank, number 1905, May.
• Stracca, Livio & Mileva, Elitza & Habib, Maurizio Michael, 2016, "The real exchange rate and economic growth: revisiting the case using external instruments," Working Paper Series, European Central Bank, number 1921, Jun.
• Falconio, Andrea, 2016, "Carry trades and monetary conditions," Working Paper Series, European Central Bank, number 1968, Oct.
• Parker, Miles, 2016, "How exporters set prices: evidence from a large behavioural survey," Working Paper Series, European Central Bank, number 1974, Nov.
• Massimiliano Croce, Mariano & Nguyen, Thien Tung & McGregor Raymond, Steve & Schmid, Lukas, 2016, "Government Debt and the Returns to Innovation," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-10, May.
• Lustig, Hanno & Verdelhan, Adrien, 2016, "Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?," Research Papers, Stanford University, Graduate School of Business, number 3412, Mar.
• Hebert, Benjamin & Schreger, Jesse, 2016, "The Costs of Sovereign Default: Evidence from Argentina," Research Papers, Stanford University, Graduate School of Business, number 3456, May.
• Paul R. Bergin & Reuven Glick & Jyh-Lin Wu, 2016, "“Conditional PPP” and Real Exchange Rate Convergence in the Euro Area," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-29, Oct, DOI: 10.24148/wp2016-29.
• Andrea De Michelis & Matteo Iacoviello, 2016, "Raising an Inflation Target : The Japanese Experience with Abenomics," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1168, May, DOI: 10.17016/IFDP.2016.1168.
• Tara Iyer, 2016, "Optimal Monetary Policy in an Open Emerging Market Economy," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2016-6, Jun.
• Saroj Bhattarai & Christopher J. Neely, 2016, "An Analysis of the Literature on International Unconventional Monetary Policy," Working Papers, Federal Reserve Bank of St. Louis, number 2016-021, Nov, revised 04 May 2020, DOI: 10.20955/wp.2016.021.
• Manuel Amador & Javier Bianchi & Luigi Bocola & Fabrizio Perri, 2016, "Reverse Speculative Attacks," Staff Report, Federal Reserve Bank of Minneapolis, number 528, May.
• Mary Amiti & Oleg Itskhoki & Jozef Konings, 2016, "International shocks and domestic prices: how large are strategic complementarities?," Staff Reports, Federal Reserve Bank of New York, number 771, Mar.
• Demet Yilmazkuday & Hakan Yilmazkuday, 2016, "The Role of Direct Flights in Trade Costs," Working Papers, Florida International University, Department of Economics, number 1604, Aug.
• Maria V. Sokolova, 2016, "Better More Than One: Portfolio Currency Pricing and Exchange Rate Hedging," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 03-2016, May.
• Hernán Rincón & Norberto Rodríguez, 2016, "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 13-2016, Jan.
• Ronald McDonald & Xuxin Mao, 2016, "Japan's Currency Intervention Regimes: A Microstructural Analysis with Speculation and Sentiment," Working Papers, Business School - Economics, University of Glasgow, number 2016_06, Jan.
• Pedro Bação & António Portugal Duarte & Diana Machado, 2016, "Exchange Rates, the Competitiveness of Nations and Unemployment," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2016-14, Oct.
• Yuxuan Huang, 2016, "Forecasting the USD/CNY Exchange Rate under Different Policy Regimes," Working Papers, The George Washington University, The Center for Economic Research, number 2016-001, Jan.
• 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," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
• 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," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01391013, Apr.
• 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," Post-Print, HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
• Virginie Coudert & Valérie Mignon, 2016, "Reassessing the empirical relationship between the oil price and the dollar," Post-Print, HAL, number hal-01386047, DOI: 10.1016/j.enpol.2016.05.002.
• Salem Boubakri & Cécile Couharde & Hélène Raymond, 2016, "Effects of financial turmoil on financial integration and risk premia in emerging markets," Post-Print, HAL, number hal-01386052.
• Antonia Lopez Villavicencio & Valérie Mignon, 2016, "Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and institutional quality matter?," Post-Print, HAL, number hal-01411695, Jun.
• Georges Prat & Remzi Uctum, 2016, "Do markets learn to rationally expect US interest rates? Evidence from survey data," Post-Print, HAL, number hal-01411824.
• Antonia Lopez Villavicencio & Valérie Mignon, 2016, "Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and institutional quality matter?," Post-Print, HAL, number hal-01439198, Jul.
• Gilles Dufrénot, 2016, "Latin American Countries in Financial Globalization: Do We Have Learned from Past Crises?
  [L'Amérique latine dans la globalisation financière : a-t-on appris des crises passées ?]," Post-Print, HAL, number hal-01505780, Oct, DOI: 10.3917/ecofi.124.0061.
• Cécile Couharde & Carl Grekou, 2016, "Currency Misalignments in emerging and developing countries: reassessing the role of Exchange Rate Regimes," Post-Print, HAL, number hal-01549901.
• Cécile Couharde & Carl Grekou, 2016, "Currency Misalignments in emerging and developing countries: reassessing the role of Exchange Rate Regimes," Post-Print, HAL, number hal-01549902.
• Olivier Damette, 2016, "Mixture distribution hypothesis and the impact of a Tobin tax on exchange rate volatility : a reassessment," Post-Print, HAL, number hal-01601393, DOI: 10.1017/S1365100515000036.
• Georges Prat & Remzi Uctum, 2016, "Do markets learn to rationally expect US interest rates? Evidence from survey data," Post-Print, HAL, number hal-01638220.
• Vincent Bodart & Jean-François Carpantier, 2016, "Real exchange rates and skills," Post-Print, HAL, number hal-01821128, DOI: 10.1016/j.jimonfin.2015.0.
• 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.