Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2015

• Patrice Ollivaud & Elena Rusticelli & Cyrille Schwellnus, 2015, "The Changing Role of the Exchange Rate for Macroeconomic Adjustment," OECD Economics Department Working Papers, OECD Publishing, number 1190, Mar, DOI: 10.1787/5js4rfhjf15l-en.
• Jana Šimáková & Daniel Stavárek, 2015, "The Effect of the Exchange Rate on Industry-Level Trade Flows in Czechia," Working Papers, Silesian University, School of Business Administration, number 0001, Feb.
• Szabo Andrea, 2015, "Testing Monetary Exchange Rate Models With Panel Cointegration Tests," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 643-651, July.
• Yuzo Honda & Hitoshi Inoue, 2015, "Three Alternative Hypotheses On The Yen-Dollar Exchange Rate Over The Last 30 Years," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 15-15, Jun.
• Giancarlo Gandolfo, 2015, "The Tobin tax in a continuous-time non-linear dynamic model of the exchange rate," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 39, issue 6, pages 1629-1643.
• John D. Burger & Rajeswari Sengupta & Francis E. Warnock & Veronica Cacdac Warnock, 2015, "US investment in global bonds: as the Fed pushes, some EMEs pull," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 30, issue 84, pages 729-766.
• Jiahan Li & Ilias Tsiakas & Wei Wang, 2015, "Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 293-341.
• Xavier Gabaix & Matteo Maggiori, 2015, "International Liquidity and Exchange Rate Dynamics," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 130, issue 3, pages 1369-1420.
• Nina Karnaukh & Angelo Ranaldo & Paul Söderlind, 2015, "Understanding FX Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 11, pages 3073-3108.
• Jérôme Héricourt & Sandra Poncet, 2015, "Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms," The World Bank Economic Review, World Bank, volume 29, issue 3, pages 550-578.
• Iuga Iulia, 2015, "The Impact of the Exchange Rate Evolution on Romanian Exports," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 779-784, May.
• Ha Trong Nguyen & Alan Duncan, 2015, "Exchange Rate Fluctuations and Immigrants' Labour Market Outcomes: New Evidence from Australian Household Panel Data," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1503, Mar.
• Zheng Liu & Mark M Spiegel, 2015, "Optimal Monetary Policy and Capital Account Restrictions in a Small Open Economy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 63, issue 2, pages 298-324, September.
• Marcel Schroder, 2015, "Mercantilism and China’s hunger for international reserves," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2015-04.
• Jorge Rojas, 2015, "The Great Recession: on the Ineffectiveness of Domestic Policies and the Need of Multilateral Arrangements," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 38, issue 76, pages 9-50.
• Dorota Zuchowska, 2015, "Accession To The Eurozone As Lithuania’S Exit Strategy From The Currency Board System," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 10, issue 3, pages 27-43, September, DOI: 10.12775/EQUIL.2015.023.
• Dorota Zuchowska, 2015, "Accession to the Eurozone as Lithuania’s exit strategy from the currency board system," Working Papers, Institute of Economic Research, number 10/2015, Feb, revised Feb 2015.
• Sarah Lynne S. Daway & Raul V. Fabella, 2015, "Development progeria: the role of institutions and the exchange rate," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 52, issue 2, pages 84-99, December.
• Hafsa Hina & Abdul Qayyum, 2015, "Re-estimation of Keynesian Model by Considering Critical Events and Multiple Cointegrating Vectors," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 54, issue 2, pages 123-145.
• Mariana Vila Nova & António Melo Cerqueira & Elísio Brandão, 2015, "Hedging with Derivatives and Firm Value," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 568, Dec.
• Nabi, Amina Ghulam & Khan, Usman Ullah, 2015, "Exchange Rate Volatility and Import Demand Function: A Comparative Analysis of Selected SAARC Countries," MPRA Paper, University Library of Munich, Germany, number 105066, Mar.
• Haidar, Jamal, 2015, "Can the Euro Survive?," MPRA Paper, University Library of Munich, Germany, number 120054, Dec.
• Kiptui, Moses, 2015, "Sources of Exchange Rate Fluctuations in Kenya: The Relative Importance of Real and Nominal Shocks," MPRA Paper, University Library of Munich, Germany, number 61515, Jan.
• Gu, Grace Weishi, 2015, "A Tale of Two Countries: Sovereign Default, Exchange Rate, and Trade," MPRA Paper, University Library of Munich, Germany, number 61900, Feb.
• Hina, Hafsa & Qayyum, Abdul, 2015, "Exchange Rate Determination and Out of Sample Forecasting: Cointegration Analysis," MPRA Paper, University Library of Munich, Germany, number 61997.
• Siddiqi, Hammad, 2015, "Analogy Based Valuation of Currency Options," MPRA Paper, University Library of Munich, Germany, number 62333, Feb.
• Eugeni, Sara, 2015, "Nominal Exchange Rates and Net Foreign Assets' Dynamics: the Stabilization Role of Valuation Effects," MPRA Paper, University Library of Munich, Germany, number 63549, Apr.
• Jung, Kuk Mo & Lee, Seungduck, 2015, "A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle," MPRA Paper, University Library of Munich, Germany, number 64164, May.
• Nagayasu, Jun, 2015, "Global and country-specific factors in real effective exchange rates," MPRA Paper, University Library of Munich, Germany, number 64217, May.
• Jung, Kuk Mo & Pyun, Ju Hyun, 2015, "International Reserves for Emerging Economies: A Liquidity Approach," MPRA Paper, University Library of Munich, Germany, number 64235, May.
• Lestano, Lestano, 2015, "Asymmetric Exchange Rate Exposure in Indonesian Industry Sectors," MPRA Paper, University Library of Munich, Germany, number 64357.
• Geromichalos, Athanasios & Jung, Kuk Mo, 2015, "An Over-the-Counter Approach to the FOREX Market," MPRA Paper, University Library of Munich, Germany, number 64402.
• Zhang, Zhibai, 2015, "Convergence of absolute purchasing power parity," MPRA Paper, University Library of Munich, Germany, number 64486, Jan.
• Akturk, Halit & Gocen, Hasan & Duran, Suleyman, 2015, "Money Multiplier under Reserve Option Mechanism," MPRA Paper, University Library of Munich, Germany, number 64803, Jun.
• Ajevskis, Viktors, 2015, "An exchange rate target zone model with a terminal condition and mean-reverting fundamentals," MPRA Paper, University Library of Munich, Germany, number 65078, Jun.
• Mundaca, Gabriela, 2015, "Multi-product firms, exports and exchange rate policies. Evidence from an emerging economy," MPRA Paper, University Library of Munich, Germany, number 65751, Jul.
• Wallace, Frederick, 2015, "Price Indexes are a Problem for Testing PPP," MPRA Paper, University Library of Munich, Germany, number 65786, Jul.
• ABDELLAOUI, Okba & Zergoune, Mohamed, 2015, "أثر أزمة منطقة اليورو على الإيرادات النفطية للجزائر للفترة 2005 - 2012
  [The impact of euro zone crisis on oil revenues in Algeria]," MPRA Paper, University Library of Munich, Germany, number 65933, Apr.
• Derbali, Ahmed & Trabelsi Masmoudi, Lilia & Zitouna, Habib, 2015, "Democratic transition and foreign direct investment: Transition process matters," MPRA Paper, University Library of Munich, Germany, number 66057, Aug.
• Le Thanh, Binh, 2015, "The source of real and nominal exchange rate fluctuations in Thailand: Real shock or nominal shock," MPRA Paper, University Library of Munich, Germany, number 66322, Aug.
• Lee, Inkoo & Park, Sang Soo, 2015, "The law of one price revisited: How do goods market frictions generate large and volatile price deviations?," MPRA Paper, University Library of Munich, Germany, number 66470, Sep.
• dogru, bulent, 2015, "The Exchange Rate Uncertaınty On Foreıgn Trade: Evıdence From Panel Coıntegratıon Analysıs For Turkey," MPRA Paper, University Library of Munich, Germany, number 66635.
• Syed Ahmed, Shujaat & Qayyum, Abdul, 2015, "The Effect of Oil Prices and Regime Switches on Real Effective Exchange Rate in Pakistan: A Markov Regime Switching Approach," MPRA Paper, University Library of Munich, Germany, number 66872.
• Harashima, Taiji, 2015, "Why Has the U.S. Current Account Deficit Persisted? International Sustainable Heterogeneity under Floating Exchange Rates," MPRA Paper, University Library of Munich, Germany, number 67177, Oct.
• Njindan Iyke, Bernard, 2015, "Real Exchange Rates Persistence in the West African Monetary Zone: A Revisit of the PPP Puzzle," MPRA Paper, University Library of Munich, Germany, number 67282, Jun.
• Jung, Kuk Mo, 2015, "Liquidity Risk and Time-Varying Correlation Between Equity and Currency Returns," MPRA Paper, University Library of Munich, Germany, number 67416, Oct.
• EZZAHID, Elhadj & MAOUHOUB, Brahim, 2015, "Capital account liberalization and Moroccan macroeconomic performances," MPRA Paper, University Library of Munich, Germany, number 67627, Nov.
• Cruz-Rodríguez, Alexis, 2015, "Sostenibilidad fiscal y crisis cambiarias: Un análisis empírico
  [Fiscal sustainability and currency crises: An empirical analysis]," MPRA Paper, University Library of Munich, Germany, number 67741, May.
• Mandal, Biswajit & Biswas, Anindya, 2015, "Sector Specific Inflow of capital, Non-Traded sector and an Increase in Real Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 68226, Jan.
• Syed Abul, Basher & Alfred A, Haug & Perry, Sadorsky, 2015, "The impact of oil shocks on exchange rates: A Markov-switching approach," MPRA Paper, University Library of Munich, Germany, number 68232, Dec.
• Li, Wu, 2015, "The Determination of the Equilibrium Exchange Rates Based on a General Equilibrium Model," MPRA Paper, University Library of Munich, Germany, number 68528.
• Ponomareva, Natalia & Sheen, Jeffrey & Wang, Ben, 2015, "The Common Factor of Bilateral U.S. Exchange Rates: What is it Related to?," MPRA Paper, University Library of Munich, Germany, number 68966, Dec.
• Njindan Iyke, Bernard, 2015, "Macro Determinants of the Real Exchange Rate in a Small Open Small Island Economy: Evidence from Mauritius via BMA," MPRA Paper, University Library of Munich, Germany, number 68968.
• Uddin, Md Akther & Baddou, Mehdi & Gulzar Mohd, Rosana, 2015, "Implications of Chinese Yuan on China’s competitiveness," MPRA Paper, University Library of Munich, Germany, number 70144, Nov.
• Guesmi, Khaled & Kablan, Sandrine, 2015, "Financial integration and Japanese stock market," MPRA Paper, University Library of Munich, Germany, number 70206.
• Kiptui, Moses C. & Ndirangu, Lydia, 2015, "Determinants of Equilibrium Real Exchange Rate and its Misalignment in Kenya: A Behavioral Equilibrium Exchange Rate Approach," MPRA Paper, University Library of Munich, Germany, number 70542, Jul, revised 06 Apr 2016.
• Jordan Ramos, Nestor Rodrigo, 2015, "La Inversión Extranjera Directa y su Impacto Económico en el Perú Periodo 1993 - 2013
  [Foreign Direct Investment and Its Economic Impact in Peru Period 1993 - 2013]," MPRA Paper, University Library of Munich, Germany, number 70752, Apr, revised Aug 2015.
• Cruz-Rodríguez, Alexis, 2015, "Tipo de cambio real en la República Dominicana: Enfoques alternativos de equilibrio y desalineamiento
  [Real exchange rate in the Dominican Republic: Alternative approaches to equilibrium and misalignment]," MPRA Paper, University Library of Munich, Germany, number 70943, Aug.
• Cruz-Rodríguez, Alexis, 2015, "Crecimiento económico y desalineación del tipo de cambio real en la República Dominicana: ¿Hay alguna relación?
  [Economic growth and the real exchange rate misalignments in the Dominican Republic: Is there a link?]," MPRA Paper, University Library of Munich, Germany, number 70974, Sep.
• Kuzmin, Anton, 2015, "Exchange Rate Modeling: The Case of Ruble," MPRA Paper, University Library of Munich, Germany, number 71012, Sep.
• Farooquee, Arsalan Ali & Shrimali, Gireesh, 2015, "Reaching India’s Renewable Energy Targets Cost-Effectively: A Foreign Exchange Hedging Facility," MPRA Paper, University Library of Munich, Germany, number 71081, Jun.
• Owyong, David & Wong, Wing-Keung & Horowitz, Ira, 2015, "Cointegration and Causality among the Onshore and Offshore Markets for China's Currency," MPRA Paper, University Library of Munich, Germany, number 71107, Oct.
• Kartika, Dwintha Maya, 2015, "The absence of currency-related trade policies in the World Trade Organization (WTO) and its future inclusion," MPRA Paper, University Library of Munich, Germany, number 72114, Apr.
• Si Mohammed, Kamel & Chérif touil, Noreddine & Maliki, Samir, 2015, "An Empirical Test of Purchasing Power Parity of the Algerian Exchange Rate: Evidence from Panel Dynamic," MPRA Paper, University Library of Munich, Germany, number 75285, Nov.
• Ülke, Volkan, 2015, "The Degree of Currency Substitution and Exchange Rate Pass-Through," MPRA Paper, University Library of Munich, Germany, number 75633, Sep, revised 15 Dec 2015.
• Oshinloye, Micheal & Onanuga, Olaronke & Onanuga, Abayomi, 2015, "Exchange Rate Behaviour in the West Africa Monetary Zone: A GARCH Approach," MPRA Paper, University Library of Munich, Germany, number 83324, Jan.
• Haruna, Issahaku & Abdulai, Hamdeeya & Kriesie, Maryiam & Harvey, Simon K., 2015, "Exchange rate forecasting in the West African Monetary Zone: a comparison of forecast performance of time series models," MPRA Paper, University Library of Munich, Germany, number 97009, Feb, revised 26 Jul 2015.
• Omotosho, Babatunde S., 2015, "Is Real Exchange Rate Misalignment a Leading Indicator of Currency Crises in Nigeria?," MPRA Paper, University Library of Munich, Germany, number 98353.
• Ali, Abdulkadir I. & Ajibola, Isaiah O. & Omotosho, Babatunde S. & Adetoba, Olutope O. & Adeleke, Abiola O., 2015, "Real exchange rate misalignment and economic growth in Nigeria," MPRA Paper, University Library of Munich, Germany, number 98526.
• Mehmet Balcilar & Rangan Gupta & Mark E. Wohar, 2015, "Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201572, Oct.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015, "On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201598, Dec.
• Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015, "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201599, Dec.
• Vaclav Zdarek, 2015, "A Robust Search for Determinants of Price Convergence in European Union – Known “Suspects” or New “Villains”?," ACTA VSFS, University of Finance and Administration, volume 9, issue 1, pages 7-41.
• Ota Melcher, 2015, "Trends in the CZK Development and AR(I)MA Forecasting," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2015, issue 2, pages 3-21, DOI: 10.18267/j.aop.467.
• Lubomír Skoupil, 2015, "Hedger Behaviour and Its Impact on Order Flow and Exchange Rate on Foreign Exchange Markets," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2015, issue 6, pages 3-20, DOI: 10.18267/j.aop.489.
• Jaroslava Durčáková & Ondřej Šíma, 2015, "BRICS: Interconnection of Exchange Rate, Balance of Payments and Foreign Exchange Reserve - the Example of India
  [BRICS: Vzájemné souvislosti měnového kurzu, platební bilance a devizových rezerv - příklad Indie]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2015, issue 1, pages 6-35, DOI: 10.18267/j.cfuc.434.
• Phornchanok Cumperayot Kouwenberg, 2015, "Stability of Thai Baht: Tales from the Tails," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 1, Sep.
• Francis Breedon & Dagfinn Rime & Paolo Vitale, 2015, "Carry Trades, Order Flow and the Forward Bias Puzzle," Working Papers, Queen Mary University of London, School of Economics and Finance, number 761, Dec.
• Emmanuel Farhi & Samuel Fraiberger & Xavier Gabaix & Romain Ranciere & Adrien Verdelhan, 2015, "Crash Risk in Currency Markets," Working Paper, Harvard University OpenScholar, number 20948, Jan.
• Matteo Maggiori & Emmanuel Farhi, 2015, "A Model of the International Monetary System," Working Paper, Harvard University OpenScholar, number 349586, Nov.
• Jonathan Hambur & Lynne Cockerell & Christopher Potter & Penelope Smith & Michelle Wright, 2015, "Modelling the Australian Dollar," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2015-12, Oct.
• Lock, Eduardo & Winkelried, Diego, 2015, "Flujos de órdenes en el mercado cambiario y el valor intrínseco del Nuevo Sol," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 33-54.
• Pérez, Fernando & Vega, Marco, 2015, "Asymmetric exchange rate pass-through: Evidence from Peru," Working Papers, Banco Central de Reserva del Perú, number 2015-011, Nov.
• Michel Aglietta & Virginie Coudert, 2015, "Currency Turmoil in an Unbalanced World Economy," Bankers, Markets & Investors, ESKA Publishing, issue 139, pages 46-57, November-.
• Adrian R. Bell & Chris Brooks & Tony K. Moore, 2015, "The ‘Buying and Selling of Money for TimeÂ’: Foreign Exchange and Interest Rates in Medieval Europe," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2015-01, Jan.
• Adrian R. Bell & Chris Brooks & Tony K. Moore, 2015, "'Buying and Selling of Money for Time': Foreign Exchange and Interest Rates in Medieval Europe," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2015-03, Jan.
• Zhong Chen & Bo Han & Yeqin Zeng, 2015, "Does Corporate Financial Risk Management Add Value? Evidence from Cross-Border Mergers and Acquisitions," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2015-04, Apr.
• Pablo Kurlat, 2015, "Optimal Stopping in a Model of Speculative Attacks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 18, issue 2, pages 212-226, April, DOI: 10.1016/j.red.2014.03.003.
• Steven Riddiough & Lucio Sarno & Pasquale Della Corte, 2015, "Currency Premia and Global Imbalances," 2015 Meeting Papers, Society for Economic Dynamics, number 1215.
• Kanda Naknoi, 2015, "Exchange Rate Pass-Through and Market Structure in Multi-Country World," 2015 Meeting Papers, Society for Economic Dynamics, number 1519.
• Juan Nicolini & Constantino Hevia & Joao Ayres, 2015, "Real Exchange Rates and Commodity Prices," 2015 Meeting Papers, Society for Economic Dynamics, number 182.
• Ana Maria Santacreu & Federico Gavazzoni, 2015, "International R&D Spillovers and Asset Prices," 2015 Meeting Papers, Society for Economic Dynamics, number 405.
• Vivian Yue & Stephanie Schmitt-Grohe & Martin Uribe & Seunghoon Na, 2015, "A Model of the Twin Ds: Optimal Default and Devaluation," 2015 Meeting Papers, Society for Economic Dynamics, number 419.
• Kadia Besart, 2015, "†Fear of Floating†in Albania and Economic Growth," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 56, pages 19-32, June,.
• Borivoje D. Kruskovic & Tina Maricic, 2015, "Empirical Analysis of the Impact of Foreign Exchange Reserves to Economic Growth in Emerging Economics," Applied Economics and Finance, Redfame publishing, volume 2, issue 1, pages 102-109, February.
• Rana Hosni, 2015, "An Assessment of the Real Exchange Rate Misalignment in Egypt: A Structural VAR Approach," Applied Economics and Finance, Redfame publishing, volume 2, issue 3, pages 37-50, August.
• Gino Cenedese & Enrico Mallucci, 2015, "What moves international stock and bond markets?," Working Paper series, Rimini Centre for Economic Analysis, number 15-23, Jun.
• Marcos Chamon & Laura Candido de Souza & Márcio Gomes Pinto Garcia, 2015, "FX interventions in Brazil: a synthetic control approach," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 630, Feb.
• Gemma Esther Estrada & Donghyun Park & Arief Ramayandi, 2015, "Financial Development, Financial Openness, and Economic Growth," ADB Economics Working Paper Series, Asian Development Bank, number 442, Aug.
• Qingyuan Du & Shang-Jin Wei, 2015, "A Darwinian Perspective on “Exchange Rate Undervaluation”," ADB Economics Working Paper Series, Asian Development Bank, number 456, Oct.
• James Villafuerte & Josef T. Yap, 2015, "Managing Capital Flows in Asia: An Overview of Key Issues," ADB Economics Working Paper Series, Asian Development Bank, number 464, Nov.
• Matthias Helble & Ahmad Prasetyo & Naoyuki Yoshino, 2015, "Hard Pegs versus Intermediate Currency Arrangements in the Pacific," ADBI Working Papers, Asian Development Bank Institute, number 524, May.
• Victor Pontines & Kefei You, 2015, "The Asian Currency Unit, Deviation Indicators, and Exchange Rate Coordination in East Asia: A Panel-Based Convergence Approach," ADBI Working Papers, Asian Development Bank Institute, number 550, Dec.
• Lucas K. Njoroge, 2015, "The Financial Trilemma and Macroeconomic Instability: Empirical Evidence from Kenya," American Journal of Trade and Policy, Asian Business Consortium, volume 2, issue 2, pages 59-70.
• Taly I, 2015, "Study on Return and Volatility Spillover Effects among Stock, CDS, and Foreign Exchange Markets in Korea," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 3, pages 275-322, DOI: 10.11644/KIEP.JEAI.2015.19.3.299.
• Seongman Moon, 2015, "Foreign Exchange Risk Premia and Goods Market Frictions," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 1, pages 3-38, DOI: 10.11644/KIEP.JEAI.2015.19.1.289.
• Alan Freeman, 2015, "Introduction to Chris Freeman’s “Schumpeter’s ‘Business Cycles’ Revisited”," European Journal of Economic and Social Systems, Lavoisier, volume 27, issue 1-2, pages 37-46.
• Thorsten Janus & Daniel Riera-Crichton, 2015, "Real Exchange Rate Volatility, Economic Growth and the Euro," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 30, pages 148-172.
• William Barnett & Soumya Suvra Bhadury & Taniya Ghosh, 2015, "An SVAR Approach to Evaluation of Monetary Policy in India: Solution to the Exchange Rate Puzzles in an Open Economy," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 41, Sep.
• Aidil Rizal SHAHRIN, 2015, "Has Nonlinearity Resolved The A Nomaly Of Unit Root Behaviour In Forward Discount ? New Empirical Evidence," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 70-80, March.
• Scott W. Hegerty, 2015, "Time-Varying Versus Fixed Weights in Exchange-Market Pressure Indices: Evidence From Tests Using Latin American Data," Bulletin of Applied Economics, Risk Market Journals, volume 2, issue 1, pages 21-36.
• Yutaka Kurihara, 2015, "Are Japanese Stock Prices Important Deterministic Elements of Exchange Rate Returns?," Bulletin of Applied Economics, Risk Market Journals, volume 2, issue 2, pages 1-9.
• Scott W. Hegerty, 2015, "Commodity-Price Volatility, Exchange Market Pressure, and Macroeconomic Linkages: Evidence from Latin America," Bulletin of Applied Economics, Risk Market Journals, volume 2, issue 2, pages 11-21.
• Ansgar Belke & Ulrich Haskamp & Gunther Schnabl & Holger Zemanek, 2015, "Beyond Balassa and Samuelson: Real Convergence, Capital Flows, and Competitiveness in Greece," ROME Working Papers, ROME Network, number 201506, Jun.
• Mariarosaria Comunale, 2015, "Euro-Dollar Polarization and Heterogeneity in Exchange Rate Pass-Throughs Within the Euro Zone," CEIS Research Paper, Tor Vergata University, CEIS, number 333, Mar, revised 13 Mar 2015.
• Mariarosaria Comunale, 2015, "Current Account and Real Effective Exchange Rate Misalignments in Central Eastern EU Countries: an Update Using the Macroeconomic Balance Approach," CEIS Research Paper, Tor Vergata University, CEIS, number 360, Nov, revised 13 Nov 2015.
• Serranito, Francisco, 2015, "Dévaluation interne, politiques structurelles et réductions des déficits publics : les réponses apportées par la « troïka » sont-elles un remède aux déséquilibres externes des pays périphériques de la zone eur," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 18.
• Shaista Amod & Shakill Hassan, 2015, "Variance Bounds as Thresholds for ‘Excessive’ Currency Volatility: Inflation Targeting Emerging Economies," ERSA Working Paper Series, Economic Research Southern Africa, number 489, Jan.
• Selien De Schryder & Gert Peersman, 2015, "The U.S. Dollar Exchange Rate and the Demand for Oil," The Energy Journal, , volume 36, issue 3, pages 263-286, July, DOI: 10.5547/01956574.36.3.ssch.
• Ranjanendra Narayan Nag & Sayan Baksi & Sayantan Bandhu Majumder, 2015, "Capital Flows, Asset Prices and Output in Emerging Market Economies," Foreign Trade Review, , volume 50, issue 1, pages 1-20, February, DOI: 10.1177/0015732514558138.
• Philip O. Alege & Evans S. Osabuohien, 2015, "Trade-Exchange Rate Nexus in Sub-Saharan African Countries," Foreign Trade Review, , volume 50, issue 3, pages 151-167, August, DOI: 10.1177/0015732515589440.
• Rucha R. Ranadive & L.G. Burange, 2015, "Transmission Mechanism of Exchange Rate Pass-through in India," Foreign Trade Review, , volume 50, issue 4, pages 263-283, November, DOI: 10.1177/0015732515598589.
• Phouphet Kyophilavong & Muhammad Shahbaz & Gazi Salah Uddin, 2015, "A Note on Nominal and Real Devaluation in Laos," Global Business Review, International Management Institute, volume 16, issue 2, pages 236-243, April, DOI: 10.1177/0972150914564286.
• P. Srinivasan & M. Kalaivani, 2015, "Determinants of Foreign Institutional Investment in India: An Empirical Analysis," Global Business Review, International Management Institute, volume 16, issue 3, pages 364-376, June, DOI: 10.1177/0972150915569925.
• Tomasz Galka & Agnieszka Gontarek & Piotr Kowalski, 2015, "Corporate debt securities market in Poland: state of art, problems, and prospects for development (BKorporacyjny rynek papierów d³u¿nych w Polsce: aktualny stan, problemy, perspektywy rozwoju)," mBank - CASE Seminar Proceedings, CASE-Center for Social and Economic Research, number 136, Sep.
• ?brahim Bak?rta? & Süleyman Koç, 2015, "Vector Autoregression Approach To The Relations Among Current Account, Real Exchange Rate And Growth In Turkey," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2504064, Jun.
• Bal Harun & Ball? Esra & Manga Müge, 2015, "Purchasing Power Parity in selected Latin American Countries," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2804508, Oct.
• Ka?an Karademir, 2015, "Exchange Rates And Stock Prices Relationship: Clustering By Dynamic Time Warping & Longest Common Subsequences," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2804863, Oct.
• Jyh-Dean Hwang, 2015, "On the renminbi dominance in East Asia," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204544, Sep.
• Nafiu Bashir Abdussalam & Shehu Usman Aliyu Rano & Sani Bawa, 2015, "Examining The Degree of Exchange Rate Pass-Through in Sub-saharan Oil Exporting Countries: A Panel Data Approach," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204832, Sep.
• Pınar Yeşin, 2015, "Capital Flow Waves to and from Switzerland before and after the Financial Crisis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 151, issue 1, pages 27-75, March.
• Markus Hertrich, 2015, "A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 151, issue 3, pages 227-260, September.
• Jean-Marc Natal & Tommaso Mancini Griffoli & Christoph Meyer & Attilio Zanetti, 2015, "Determinants of the Swiss Franc Real Exchange Rate," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 151, issue 4, pages 299-331, December.
• Mota Aragón, Martha Beatriz & Núñez Mora, José Antonio, 2015, "Estimación restringida de la distribución hiperbólica generalizada de los tipos de cambio del Euro, Yen, Libra esterlina y Dólar canadiense (2000-2014) / Restricted estimation of the hyperbolic generalized distribution for the exchange rates of the E," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 1, pages 95-111, enero-jun.
• Marek A. Dąbrowski, 2015, "Jakość danych o rezerwach dewizowych a kryzysy finansowe w gospodarkach wschodzących," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 49-78.
• Dominik A. Skopiec, 2015, "Rola specjalnych praw ciągnienia we współczesnym międzynarodowym systemie walutowym," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 89-118.
• Piotr Karp, 2015, "Asymetryczny wpływ zmian kursu walutowego na gospodarkę Polski," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 29-49.
• Shivani Inder & J.S. Pasricha, 2015, "Empirical Investigation Of The Macro-Economic Determinants Of Foreign Institutional Investment In India: An Autoregressive Distributed Lag (Ardl) Approach," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 7, issue 3 (Decemb, pages 411-427.
• Juan Carlos Cuestas & Bo Tang, 2015, "Exchange Rate Changes and Stock Returns in China: A Markov Switching SVAR Approach," Working Papers, The University of Sheffield, Department of Economics, number 2015024, Dec.
• Pinar Yesin, 2015, "Capital flow waves to and from Switzerland before and after the financial crisis," Working Papers, Swiss National Bank, number 2015-01.
• Katarina Juselius & Katrin Assenmacher, 2015, "Real exchange rate persistence: The case of the Swiss franc-US dollar rate," Working Papers, Swiss National Bank, number 2015-03.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij, 2015, "Private information, capital flows, and exchange rates," Working Papers, Swiss National Bank, number 2015-12.
• Marie Briere & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2015, "Towards Greater Diversification in Central Bank Reserves," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-051, Dec.
• Giray GÖZGÖR, 2015, "Tek Fiyat Kanunu ve Satın Alma Gücü Paritesi Hipotezine İlişkin Ampirik Bulgular: Bir Literatür Taraması," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(24).
• Hongjun Li & Zhongjian Lin & Cheng Hsiao, 2015, "Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach," Empirical Economics, Springer, volume 48, issue 1, pages 427-438, February, DOI: 10.1007/s00181-014-0813-y.
• Walid Ben Omrane & Christian Hafner, 2015, "Macroeconomic news surprises and volatility spillover in foreign exchange markets," Empirical Economics, Springer, volume 48, issue 2, pages 577-607, March, DOI: 10.1007/s00181-013-0792-4.
• Aviral Tiwari & Niyati Bhanja & Arif Dar & Faridul Islam, 2015, "Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets," Empirical Economics, Springer, volume 48, issue 2, pages 699-714, March, DOI: 10.1007/s00181-014-0800-3.
• Mohammad Karimi & Marcel Voia, 2015, "Identifying extreme values of exchange market pressure," Empirical Economics, Springer, volume 48, issue 3, pages 1055-1078, May, DOI: 10.1007/s00181-014-0851-5.
• Dengjun Zhang, 2015, "The trade effect of price risk: a system-wide approach," Empirical Economics, Springer, volume 48, issue 3, pages 1149-1167, May, DOI: 10.1007/s00181-014-0818-6.
• Georg Dettmann, 2015, "An asymmetric model on Seigniorage and the dynamics of net foreign assets," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 62, issue 1, pages 41-55, March, DOI: 10.1007/s12232-014-0214-8.
• Bernard Walley, 2015, "Macroeconomic sources of foreign exchange risk premium: evidence from South Africa," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 2, pages 382-395, April, DOI: 10.1007/s12197-013-9268-9.
• Hem Basnet & Subhash Sharma, 2015, "Exchange rate movements and policy coordination in Latin America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 4, pages 679-696, October, DOI: 10.1007/s12197-013-9272-0.
• Sheida Teimouri, 2015, "Currency crises and dynamics of real wages," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 151, issue 2, pages 377-403, May, DOI: 10.1007/s10290-015-0210-4.
• Gunther Schnabl, 2015, "Japans Lehren für das Schweizer Wechselkursdilemma," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 95, issue 3, pages 192-199, March, DOI: 10.1007/s10273-015-1805-z.
• David Backus & Chase Coleman & Axelle Ferriere & Spencer Lyon, 2015, "Pareto weights as wedges in two-country models," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 15-13.
• Pinar Yesin, 2015, "Capital flow waves to and from Switzerland before and after the financial crisis," Working Papers, Swiss National Bank, Study Center Gerzensee, number 15.02, Feb.
• M. Fatih Ekinci & F. Pinar Erdem & Zubeyir Kilinc, 2015, "Credit growth, current account and financial depth," Applied Economics, Taylor & Francis Journals, volume 47, issue 17, pages 1809-1821, April, DOI: 10.1080/00036846.2014.1002897.
• D. Ventosa-Santaul a & M. G -Zald & F. H. Wallace, 2015, "The real exchange rate, regime changes and volatility shifts," Applied Economics, Taylor & Francis Journals, volume 47, issue 24, pages 2445-2454, May, DOI: 10.1080/00036846.2015.1005821.
• Calebe de Roure & Steven Furnagiev & Stefan Reitz, 2015, "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Applied Economics, Taylor & Francis Journals, volume 47, issue 34-35, pages 3617-3632, July, DOI: 10.1080/00036846.2015.1021455.
• Georges Prat & Remzi Uctum, 2015, "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Applied Economics, Taylor & Francis Journals, volume 47, issue 34-35, pages 3673-3695, July, DOI: 10.1080/00036846.2015.1021460.
• Joscha Beckmann & Ansgar Belke & Michael Kühl, 2015, "Foreign exchange market interventions and the $-¥ exchange rate in the long run," Applied Economics, Taylor & Francis Journals, volume 47, issue 38, pages 4037-4055, August, DOI: 10.1080/00036846.2015.1013621.
• Din 祲 Afat & Marta G -Puig & Sim osvilla-Rivero, 2015, "The failure of the monetary model of exchange rate determination," Applied Economics, Taylor & Francis Journals, volume 47, issue 43, pages 4607-4629, September, DOI: 10.1080/00036846.2015.1031878.
• Charles Engel & Nelson C. Mark & Kenneth D. West, 2015, "Factor Model Forecasts of Exchange Rates," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 1-2, pages 32-55, February, DOI: 10.1080/07474938.2014.944467.
• Paolo Canofari & Giancarlo Marini & Giovanni Piersanti, 2015, "Expectations and systemic risk in EMU government bond spreads," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 4, pages 711-724, April, DOI: 10.1080/14697688.2014.968606.
• Oguz Arslaner & Ugur Ciplak & Hakan Kara & Doruk Kucuksarac, 2015, "Reserve Option Mechanism : Does It Work As An Automatic Stablizer?," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 15, issue 1, pages 1-18.
• Emre Ozsoz & Erick W. Rengifo & Ali M. Kutan, 2015, "Foreign Currency Lending and Banking System Stability : New Evidence from Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 15, issue 2, pages 1-29.
• Murat Ozbilgin, 2015, "A Review on the Relationship Between the Real Exchange Rate, Productivity, and Growth," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 15, issue 2, pages 61-77.
• Meltem Gulenay Chadwick & Gonul Sengul, 2015, "Nowcasting the Unemployment Rate in Turkey : Let's ask Google," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 15, issue 3, pages 15-40.
• Suleyman Hilmi Kal & Ferhat Arslaner & Nuran Arslaner, 2015, "The Dynamic Relationship Between Stock, Bond and Foreign Exchange Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1512.
• Hande Kucuk & Alan Sutherland, 2015, "International Risk Sharing and Portfolio Choice with Non-separable Preferences," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1517.
• Suleyman Hilmi Kal & Ferhat Arslaner & Nuran Arslaner, 2015, "Sources of Asymmetry and Non-linearity in Pass-Through of Exchange Rate and Import Price to Consumer Price Inflation for the Turkish Economy during Inflation Targeting Regime," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1530.
• Imre Vámos & Zsuzsanna Novák, 2015, "Four currencies outside the eurozone," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 8, issue 3, pages 97-108, December.
• Shin-ichi Fukuda, 2015, "Abenomics: Why Was It So Successful in Changing Market Expectations?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-969, Mar.
• Florent DEISTING & Serge REY, 2015, "Determinants Of Tourism In French Overseas Departments And Collectivities," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 42, pages 215-230.
• Josh R. Stillwagon, 2015, "Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals," Working Papers, Trinity College, Department of Economics, number 1501, Feb.
• Steve Furnagiev & Josh Stillwagon, 2015, "Subjective Currency Risk Premia and Deviations from Moving Averages," Working Papers, Trinity College, Department of Economics, number 1506, Jul.
• Reuven Glick & Sylvain Leduc, 2015, "Unconventional monetary policy and the dollar: conventional signs, unconventional magnitudes," Working Paper Series, Federal Reserve Bank of San Francisco, number 2015-18, Nov, DOI: 10.24148/wp2015-18.
• Gianluca Benigno & Nathan Converse & Luca Fornaro, 2015, "Large Capital Inflows, Sectoral Allocation, and Economic Performance," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1132, Mar, DOI: 10.17016/IFDP.2015.1132.
• YiLi Chien & Hanno Lustig & Kanda Naknoi, 2015, "Why Are Exchange Rates So Smooth? A Household Finance Explanation," Working Papers, Federal Reserve Bank of St. Louis, number 2015-39, Nov, DOI: 10.20955/wp.2015.039.
• Constantino Hevia & Juan Pablo Nicolini, 2015, "Monetary Policy and Dutch Disease: The Case of Price and Wage Rigidity," Working Papers, Federal Reserve Bank of Minneapolis, number 726, Jun.
• Simon M. Potter, 2015, "Trends in foreign exchange markets and the challenges ahead," Speech, Federal Reserve Bank of New York, number 176, Jul.
• Bianca De Paoli & Hande Küçük, 2015, "News shocks, monetary policy, and foreign currency positions," Staff Reports, Federal Reserve Bank of New York, number 750, Dec.
• Martin D D Evans, 2015, "External Balances, Trade and Financial Conditions," Working Papers, Georgetown University, Department of Economics, number gueconwpa~15-15-08, Aug.
• Nicolas Berman & Alan Asprilla & Olivier Cadot & Mélise Jaud, 2015, "Pricing-to-market, Trade Policy, and Market Power," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 04-2015, 03.
• Jonida Bollano, 2015, "Current Account Determinants in Central Eastern European Countries," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 22-2015, Oct.
• Gurdip Bakashi & Mario Cerrato & John Crosby, 2015, "Risk Sharing in International Economies and Market Incompleteness," Working Papers, Business School - Economics, University of Glasgow, number 2015_23, Oct.
• Carmen Reinhart & Miguel Angel Santos, 2015, "From Financial Repression to External Distress: The Case of Venezuela," Growth Lab Working Papers, Harvard's Growth Lab, number 54, Apr.