Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2014

• Moosa, Imad & Burns, Kelly, 2014, "The unbeatable random walk in exchange rate forecasting: Reality or myth?," Journal of Macroeconomics, Elsevier, volume 40, issue C, pages 69-81, DOI: 10.1016/j.jmacro.2014.03.003.
• Robertson, Raymond & Kumar, Anil & Dutkowsky, Donald H., 2014, "Weak-form and strong-form purchasing power parity between the US and Mexico: A panel cointegration investigation," Journal of Macroeconomics, Elsevier, volume 42, issue C, pages 241-262, DOI: 10.1016/j.jmacro.2014.08.005.
• Crucini, Mario J. & Yilmazkuday, Hakan, 2014, "Understanding long-run price dispersion," Journal of Monetary Economics, Elsevier, volume 66, issue C, pages 226-240, DOI: 10.1016/j.jmoneco.2014.04.012.
• Bergin, Paul R. & Glick, Reuven & Wu, Jyh-Lin, 2014, "Mussa redux and conditional PPP," Journal of Monetary Economics, Elsevier, volume 68, issue C, pages 101-114, DOI: 10.1016/j.jmoneco.2014.08.003.
• Du, Ding & Hu, Ou & Wu, Hong, 2014, "Emerging market currency exposure: Taiwan," Journal of Multinational Financial Management, Elsevier, volume 28, issue C, pages 47-61, DOI: 10.1016/j.mulfin.2014.10.001.
• Wang, Jianxin, 2014, "Overnight price discovery and the internationalization of a currency: The case of the Korean won," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 86-95, DOI: 10.1016/j.pacfin.2014.03.003.
• Macchiarelli, Corrado, 2014, "Bond market co-movements, expected inflation and the GBP-USD equilibrium real exchange rate," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 2, pages 242-256, DOI: 10.1016/j.qref.2013.10.008.
• Hacker, R. Scott & Karlsson, Hyunjoo Kim & Månsson, Kristofer, 2014, "An investigation of the causal relations between exchange rates and interest rate differentials using wavelets," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 321-329, DOI: 10.1016/j.iref.2013.06.004.
• Lafuente, Juan A. & Pérez, Rafaela & Ruiz, Jesús, 2014, "Time-varying inflation targeting after the nineties," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 400-408, DOI: 10.1016/j.iref.2013.07.002.
• Reher, Gerrit & Wilfling, Bernd, 2014, "The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 483-496, DOI: 10.1016/j.iref.2013.07.011.
• Choudhri, Ehsan U. & Schembri, Lawrence L., 2014, "Productivity, commodity prices and the real exchange rate: The long-run behavior of the Canada–US exchange rate," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 537-551, DOI: 10.1016/j.iref.2013.08.003.
• Chang, Ming-Jen & Chang, Juin-Jen & Shieh, Jhy-Yuan, 2014, "Keeping up with the Joneses and exchange rate volatility in a Redux model," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 569-584, DOI: 10.1016/j.iref.2013.08.004.
• Bahmani-Oskooee, Mohsen & Harvey, Hanafiah & Hegerty, Scott W., 2014, "Industry trade and exchange-rate fluctuations: Evidence from the U.S. and Chile," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 619-626, DOI: 10.1016/j.iref.2013.10.001.
• Apergis, Nicholas, 2014, "Can gold prices forecast the Australian dollar movements?," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 75-82, DOI: 10.1016/j.iref.2013.04.004.
• Tamakoshi, Go & Hamori, Shigeyuki, 2014, "Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 105-113, DOI: 10.1016/j.iref.2014.01.016.
• Turhan, M. Ibrahim & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2014, "A view to the long-run dynamic relationship between crude oil and the major asset classes," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 286-299, DOI: 10.1016/j.iref.2014.06.002.
• Laborda, Juan & Laborda, Ricardo & Olmo, Jose, 2014, "Optimal currency carry trade strategies," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 52-66, DOI: 10.1016/j.iref.2014.03.007.
• Ghosh, Amit, 2014, "How do openness and exchange-rate regimes affect inflation?," International Review of Economics & Finance, Elsevier, volume 34, issue C, pages 190-202, DOI: 10.1016/j.iref.2014.08.008.
• Reboredo, Juan C. & Rivera-Castro, Miguel A., 2014, "Gold and exchange rates: Downside risk and hedging at different investment horizons," International Review of Economics & Finance, Elsevier, volume 34, issue C, pages 267-279, DOI: 10.1016/j.iref.2014.07.005.
• Al-Shboul, Mohammad & Anwar, Sajid, 2014, "Foreign exchange rate exposure: Evidence from Canada," Review of Financial Economics, Elsevier, volume 23, issue 1, pages 18-29, DOI: 10.1016/j.rfe.2013.12.001.
• Al-Shboul, Mohammad & Anwar, Sajid, 2014, "Pricing of the currency risk in the Canadian equity market," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 173-194, DOI: 10.1016/j.ribaf.2013.07.002.
• Aleem, Abdul & Lahiani, Amine, 2014, "A threshold vector autoregression model of exchange rate pass-through in Mexico," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 24-33, DOI: 10.1016/j.ribaf.2013.05.001.
• Kurita, Takamitsu, 2014, "Dynamic characteristics of the daily yen–dollar exchange rate," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 72-82, DOI: 10.1016/j.ribaf.2013.05.004.
• Chkili, Walid & Nguyen, Duc Khuong, 2014, "Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 46-56, DOI: 10.1016/j.ribaf.2013.11.007.
• Sanidas, Elias, 2014, "Four harmonic cycles explain and predict commodity currencies' wide long term fluctuations," Technological Forecasting and Social Change, Elsevier, volume 87, issue C, pages 135-151, DOI: 10.1016/j.techfore.2013.11.008.
• Caglayan, Mustafa & Demir, Firat, 2014, "Firm Productivity, Exchange Rate Movements, Sources of Finance, and Export Orientation," World Development, Elsevier, volume 54, issue C, pages 204-219, DOI: 10.1016/j.worlddev.2013.08.012.
• Wilfredo L. Maldonado & Octávio A. F. Tourinho & Jorge A. B. M. de Abreu, 2014, "Cointegrated Periodically Collapsing Bubbles in the Exchange Rate of 'BRICS' Countries," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-34, Apr.
• Martin Berka & Michael B. Devereux & Charles Engel, 2014, "Real Exchange Rates and Sectoral Productivity in the Eurozone," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-66, Oct.
• Robert Kollmann, 2014, "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-70, Nov.
• Anella Munro, 2014, "Exchange Rates, Expected Returns and Risk: UIP Unbound," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-73, Dec.
• Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2014, "Noisy Information, Distance and Law of One Price Dynamics Across US Cities," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-77, Dec.
• Burcu BERKE & Burcu OZCAN & Hatice Isin DIZDARLAR, 2014, "Doviz Piyasasinin Etkinligi: Turkiye icin Bir Analiz," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 4, pages 621-636.
• Hamann, Franz & Hofstetter, Marc & Urrutia, Miguel, 2014, "Inflation targeting in Colombia, 2002–12," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123291, Oct.
• de Roure, Calebe & Tasca, Paolo, 2014, "Bitcoin and the PPP Puzzle," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59291, Jul.
• Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2014, "International correlation risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60955, Dec.
• Christopher Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2014, "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," EcoMod2014, EcoMod, number 6939, Jul.
• Vera Thorstensen & Emerson Marçal & Lucas Ferraz, 2014, "Trade rules and exchange rate misalignments: in search for a WTO solution," Brazilian Journal of Political Economy, FGV EAESP, volume 34, issue 3, pages 370-395, July, DOI: 10.1590/0101-3157-2014-2396.
• Vera Thorstensen & Emerson Marçal & Lucas Ferraz, 2014, "Trade rules and exchange rate misalignments: in search for a WTO solution," Brazilian Journal of Political Economy, FGV EAESP, volume 34, issue 3, pages 370-395, July, DOI: 10.1590/0101-3157-2014-2396.
• Ike Mathur & Soumen De, 2014, "The Dim Sum Bond Market in Hong Kong," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096015.
• Anubha Dhasmana, 2014, "Operational Currency Exposure and Firm Level Performance: Evidence from India," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Analysis and International Finance", DOI: 10.1108/S1571-038620140000023003.
• Panayiotis F. Diamandis & Anastassios A. Drakos & Georgios P. Kouretas, 2014, "Exchange Rates, Fundamentals, and Nonlinearities: A Review and Some Further Evidence from a Century of Data," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Analysis and International Finance", DOI: 10.1108/S1571-038620140000023004.
• Nikolaos Giannellis & Georgios P. Kouretas, 2014, "Does China’s International Competitiveness Fluctuate in Consistency with PPP Equilibrium?," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Analysis and International Finance", DOI: 10.1108/S1571-038620140000023006.
• Munazza Jabeen & Saud Ahmad Khan, 2014, "Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in Pakistan," International Econometric Review (IER), Economic Research Association, volume 6, issue 2, pages 58-76, September.
• Hamid Baghestani & Liliana Danila, 2014, "Interest Rate and Exchange Rate Forecasting in the Czech Republic: Do Analysts Know Better than a Random Walk?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 4, pages 282-295, September.
• Yen-Hsien Lee & Hao Fang & Wei-Fan SU, 2014, "Effectiveness of Portfolio Diversification and the Dynamic Relationship between Stock and Currency Markets in the Emerging Eastern European and Russian Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 4, pages 296-311, September.
• Oxana Babecka Kucharcukova, 2014, "The impact of exchange rate volatility on trade: Evidence for the Czech Republic," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/03, Jan, revised Jan 2014.
• Qianjin Lu, 2014, "Weights and Empirical Analysis of RMB Exchange Rate Adjustments with Reference to a Basket of Currencies Following the Exchange Rate System Reform of 2010," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 9, issue 2, pages 285-308, June.
• Federico J. Diez, 2014, "The emerging market economies in times of taper-talk and actual tapering," Current Policy Perspectives, Federal Reserve Bank of Boston, number 14-6, Nov.
• Michael D. Bordo & Owen F. Humpage, 2014, "Federal Reserve Policy and Bretton Woods," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1407, Aug, DOI: 10.26509/frbc-wp-201407.
• Demet Yilmazkuday & Hakan Yilmazkuday, 2014, "The role of direct flights in trade costs," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 179, May, DOI: 10.24149/gwp179.
• Martin Berka & Michael B. Devereux & Charles Engel, 2014, "Real exchange rates and sectoral productivity in the Eurozone," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 196, Oct, DOI: 10.24149/gwp196.
• Rasmus Fatum & Yohei Yamamoto, 2014, "Intra-safe haven currency behavior during the global financial crisis," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 199, Sep, DOI: 10.24149/gwp199.
• Michael D. Bordo & Owen F. Humpage, 2014, "Federal Reserve policy and Bretton Woods," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 206, Oct, DOI: 10.24149/gwp206.
• Julieta Yung, 2014, "Can interest rate factors explain exchange rate fluctuations?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 207, Oct, DOI: 10.24149/gwp207.
• Edwin M. Truman, 2014, "The Federal Reserve engages the world (1970-2000): an insider's narrative of the transition to managed floating and financial turbulence," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 210, Oct, DOI: 10.24149/gwp210.
• Robert Kollmann, 2014, "Exchange rates dynamics with long-run risk and recursive preferences," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 212, Nov, DOI: 10.24149/gwp212.
• Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2014, "Noisy information, distance and law of one price dynamics across US cities," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 216, Nov, DOI: 10.24149/gwp216.
• Kevin J. Lansing & Jun Ma, 2014, "Explaining Exchange Rate Anomalies in a Model with Taylor-Rule Fundamentals and Consistent Expectations," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-22, Sep, DOI: 10.24148/wp2014-22.
• Dietrich Domanski & Richhild Moessner & William R. Nelson, 2014, "Central banks as lender of last resort: experiences during the 2007-2010 crisis and lessons for the future," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-110, May.
• Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2014, "Uncovered Equity Parity and Rebalancing in International Portfolios," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1103, May.
• Matthew Famiglietti & Yuliya Ivanova & Christopher J. Neely & Paul A. Weller, 2014, "Can risk explain the profitability of technical trading in currency markets?," Working Papers, Federal Reserve Bank of St. Louis, number 2014-033, Oct, revised 12 Jun 2020, DOI: 10.20955/wp.2014.033.
• Jerome Lahaye & Christopher J. Neely, 2014, "The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited," Working Papers, Federal Reserve Bank of St. Louis, number 2014-034, Oct, DOI: 10.20955/wp.2014.034.
• Cristina M. Scherrer, 2014, "Cross listing: price discovery dynamics and exchange rate effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-53, Dec.
• Simplice A. Asongu, 2014, "Real Effective Exchange Rate Imbalances and Macroeconomic Adjustments: evidence from the CEMAC zone," Research Africa Network Working Papers, Research Africa Network (RAN), number 14/019, Jan.
• Hyeongwoo Kim & Deockhyun Ryu, 2014, "A Nonparametric Study of Real Exchange Rate Persistence over a Century," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2014-15, Dec.
• Douglas L. Campbell, 2014, "Through the Looking Glass: A WARPed View of Real Exchange Rate History," Working Papers, New Economic School (NES), number w0210, Nov.
• Gita Gopinath & Brent Neiman, 2014, "Trade Adjustment and Productivity in Large Crises," American Economic Review, American Economic Association, volume 104, issue 3, pages 793-831, March, DOI: 10.1257/aer.104.3.793.
• Mary Amiti & Oleg Itskhoki & Jozef Konings, 2014, "Importers, Exporters, and Exchange Rate Disconnect," American Economic Review, American Economic Association, volume 104, issue 7, pages 1942-1978, July.
• Etienne Gagnon & Benjamin R. Mandel & Robert J. Vigfusson, 2014, "Missing Import Price Changes and Low Exchange Rate Pass-Through," American Economic Journal: Macroeconomics, American Economic Association, volume 6, issue 2, pages 156-206, April.
• Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014, "Exchange-rate regimes and economic growth: An empirical evaluation," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 14-01, Jan.
• Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014, "Exchange-rate regimes and inflation: An empirical evaluation," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 14-02, Feb.
• Oscar Bajo-Rubio & Burcu Berke, 2014, "Fiscal policy and the real exchange rate: Some evidence from Spain," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 14-11, Nov.
• Asongu Simplice, 2014, "Real Effective Exchange Rate Imbalances and Macroeconomic Adjustments: evidence from the CEMAC zone," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 14/019, Jan.
• Fabling, Richard & Grimes, Arthur, 2014, "Over the hedge: Do exporters practice selective hedging?," Motu Working Papers, Motu Economic and Public Policy Research, number 291376, Jan, DOI: 10.22004/ag.econ.291376.
• Lucian Claudiu ANGHEL & Florina PÎNZARU & Laurentiu-Mihai TREAPAT, 2014, "The Evaluation of the Equilibrum Exchange Rate based on the Purchase Power, for Romania’s Case," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 124-130, December.
• Alberto Bagnai & Christian Alexander Mongeau Ospina, 2014, "The impact of an exchange rate realignment on the trade balance: Euro vs. national currency - Some preliminary results with a/simmetrie model of the Italian economy," a/ Policy Briefs Series, Italian Association for the Study of Economic Asymmetries, Rome (Italy), number 1401, Jun.
• Chee-Heong Quah, 2014, "Revisiting business cycles in the Eurozone: A fuzzy clustering and discriminant approach," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 64, issue 2, pages 161-180, June.
• Ágnes Nagy & Annamária Benyovszki, 2014, "Did the financial crisis bring any changes in the monetary policy preferences of Romania?," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 64, issue supplemen, pages 111-131, November.
• Zsolt Darvas, 2014, "Can Europe recover without credit?," Society and Economy, Akadémiai Kiadó, Hungary, volume 36, issue 2, pages 129-149, June.
• Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014, "Exchange Rate Predictability in a Changing World," Papers, arXiv.org, number 1403.0627, Mar.
• Bernhard O. Ishioro, 2014, "The Dynamics Of Exchange Rate Expectations Formation: The Nigerian Perspective," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 23, issue 2, pages 431-460, december.
• A Vadivel & M Ramachandran, 2014, "The Reserve Bank of India's Reaction to Exchange Rate Variation: A timevarying parametric approach," IEG Working Papers, Institute of Economic Growth, number 339.
• Buzaushina, Almira & Enders, Zeno & Hoffmann, Mathias, 2014, "International Financial Market Integration, Asset Compositions and the Falling Exchange Rate Pass-Through," Working Papers, University of Heidelberg, Department of Economics, number 0569, Jun.
• Mohsen Bahmani-Oskooee & Tsangyao Chang & Kuei-Chiu Lee, 2014, "Purchasing Power Parity in the BRICS and the MIST Countries: Sequential Panel Selection Method," Review of Economics & Finance, Better Advances Press, Canada, volume 4, pages 1-12, Feburary.
• Silvia Kirova, 2014, "Currency regimes and macroeconomic indicators of the derogation EU member states from Central and Eastern Europe," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 80-99.
• Daniel Aromi & Marcos Dal Bianco, 2014, "Un analisis de los desequilibrios del tipo de cambio real argentino bajo cambios de regimen," Working Papers, BBVA Bank, Economic Research Department, number 1431, Nov.
• João Barata R. B. Barroso, 2014, "Realized Volatility as an Instrument to Official Intervention," Working Papers Series, Central Bank of Brazil, Research Department, number 363, Sep.
• Daniel Aromí & Marcos Dal Bianco, 2014, "An Analysis of Real Exchange Rate Misalignments under Regime Shifts in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 71, pages 40-71, December.
• Onder BUBERKOKU, 2014, "Purchasing Power Parity for Emerging Markets: Evidence From Panel Cointegration Tests," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 8, issue 1, pages 117-139.
• Mariya Hake & Fernando López-Vicente & Luis Molina, 2014, "Do the drivers of loan dollarisation differ between cesee and Latin America? a meta-analysis," Working Papers, Banco de España, number 1406, Apr.
• Emanuele Baldacci & Sanjeev Gupta & Carlos Mulas-Granados & Fabio Balboni & Mirko Licchetta & Alexander Klemm & Luca Agnello & Gilles Dufr�not & Ricardo M. Sousa & Raffaela Giordano & Marcello Peric, 2014, "Fiscal Policy and Macroeconomic Imbalances," Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area, number 16, Nov.
• Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014, "The scapegoat theory of exchange rates: the first tests," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 991, Oct.
• Hernández Juan R., 2014, "Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis," Working Papers, Banco de México, number 2014-09, May.
• García-Verdú Santiago & Ramos Francia Manuel, 2014, "Interventions and Expected Exchange Rates in Emerging Market Economies," Working Papers, Banco de México, number 2014-11, Jun.
• García-Verdú Santiago & Zerecero Miguel, 2014, "On Central Bank Interventions in the Mexican Peso/Dollar Foreign Exchange Market," Working Papers, Banco de México, number 2014-19, Aug.
• Sergio Restrepo Ángel & Jorge Niño Cuervo & Enrique Montes Uribe, 2014, "Descalces cambiarios de las firmas no financieras en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 805, Jan, DOI: 10.32468/be.805.
• Franz Hamann & Marc Hofstetter & Miguel Urrutia, 2014, "Inflation Targeting in Colombia, 2002-2012," Borradores de Economia, Banco de la Republica de Colombia, number 818, May, DOI: 10.32468/be.818.
• Mauricio Villamizar, 2014, "Identifying the Effects of Simultaneous Monetary Policy Shocks. Fear of Floating under Inflation targeting," Borradores de Economia, Banco de la Republica de Colombia, number 835, Aug, DOI: 10.32468/be.835.
• Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hernán Rincón & Santiago García-Verdú & Miguel Zerecero & Marco Vega & Erick Lahura & Ramon Moreno, 2014, "The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru," Borradores de Economia, Banco de la Republica de Colombia, number 849, Oct, DOI: 10.32468/be.849.
• Hernán Rincón & Norberto Rodríguez, 2014, "Reestimación del grado de transmisión de la tasa de cambio del peso sobre la inflación de los bienes importados," Borradores de Economia, Banco de la Republica de Colombia, number 850, Nov, DOI: 10.32468/be.850.
• Jair N. Ojeda-Joya, 2014, "A Consumption-Based Approach to Exchange Rate Predictability," Borradores de Economia, Banco de la Republica de Colombia, number 857, Dec, DOI: 10.32468/be.857.
• Javier Guillermo Gómez-Pineda & Juan Manuel Julio-Román, 2014, "Systemic Risk, Aggregate Demand, and Commodity Prices:An Application to Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 859, Dec, DOI: 10.32468/be.859.
• Sylvia Beatriz Guillermo Peón & Martín Alberto Rodríguez Brindis, 2014, "Analyzing the Exchange Rate Pass-through in Mexico: Evidence Post Inflation Targeting Implementation," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 74, pages 18-35, June, DOI: 10.1016/S0120-4483(14)70025-9.
• Diego Hernán Rodríguez, 2014, "Transmisión del efecto cambiario a la economía de la frontera Colombo–Venezolana," Ensayos sobre Economía Regional (ESER), Banco de la Republica de Colombia, number 59, Nov, DOI: 10.32468/eser.59.
• Srđan Marinković, 2014, "Non-Parametric Sign Test And Paired Samples Test Of Effectiveness Of Official Fx Intervention," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 59, issue 202, pages 107-130, July – Se.
• Anoop S. Kumar, 2014, "Testing For Long Memory In Volatility In The Indian Forex Market," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 59, issue 203, pages 75-90, October –.
• Sarah Mouabbi, 2014, "An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia," Working papers, Banque de France, number 527.
• Viktors Ajevskis & Ramune Rimgailaite & Uldis Rutkaste & Olegs Tkacevs, 2014, "The equilibrium real exchange rate: pros and cons of different approaches with application to Latvia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 14, issue 1-2, pages 101-123, December.
• Robert N McCauley & Chang Shu & Guonan Ma, 2014, "Non-deliverable forwards: 2013 and beyond," BIS Quarterly Review, Bank for International Settlements, March.
• Michael Chui & Ingo Fender & Vladyslav Sushko, 2014, "Risks related to EME corporate balance sheets: the role of leverage and currency mismatch," BIS Quarterly Review, Bank for International Settlements, September.
• Robert N McCauley & Tracy Chan, 2014, "Currency movements drive reserve composition," BIS Quarterly Review, Bank for International Settlements, December.
• Stefan Avdjiev & Michael Chui & Hyun Song Shin, 2014, "Non-financial corporations from emerging market economies and capital flows," BIS Quarterly Review, Bank for International Settlements, December.
• Chang Shu & Dong He & Xiaoqiang Cheng, 2014, "One currency, two markets: the renminbi’s growing influence in Asia-Pacific," BIS Working Papers, Bank for International Settlements, number 446, Mar.
• Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hernán Rincón & Santiago García-Verdú & Miguel Zerecero & Marco Vega & Erick Lahura & Ramon Moreno, 2014, "The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru," BIS Working Papers, Bank for International Settlements, number 462, Sep.
• Hiroyuki Taguchi & Woong-Ki Sohn, 2014, "Inflation Targeting and the Pass-through Rate in East Asian Economies," Asian Economic Journal, East Asian Economic Association, volume 28, issue 2, pages 139-159, June.
• Oliver Gloede & Lukas Menkhoff, 2014, "Financial Professionals' Overconfidence: Is It Experience, Function, or Attitude?," European Financial Management, European Financial Management Association, volume 20, issue 2, pages 236-269, March, DOI: 10.1111/j.1468-036X.2011.00636.x.
• Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2014, "The International Dimension Of Productivity And Demand Shocks In The Us Economy," Journal of the European Economic Association, European Economic Association, volume 12, issue 1, pages 153-176, February.
• Hilde C. Bjørnland & Jørn I. Halvorsen, 2014, "How does Monetary Policy Respond to Exchange Rate Movements? New International Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 76, issue 2, pages 208-232, April.
• Yin-Wong Cheung & Risto Herrala, 2014, "China's Capital Controls: Through the Prism of Covered Interest Differentials," Pacific Economic Review, Wiley Blackwell, volume 19, issue 1, pages 112-134, February.
• Dong He & Wenlang Zhang & Gaofeng Han & Tommy Wu, 2014, "Productivity Growth of the Nontradable Sectors in China," Review of Development Economics, Wiley Blackwell, volume 18, issue 4, pages 655-666, November.
• Jon Frost & Ayako Saiki, 2014, "Early Warning for Currency Crises: What Is the Role of Financial Openness?," Review of International Economics, Wiley Blackwell, volume 22, issue 4, pages 722-743, September.
• Simplice Asongu, 2014, "REER Imbalances and Macroeconomic Adjustments in the Proposed West African Monetary Union," South African Journal of Economics, Economic Society of South Africa, volume 82, issue 2, pages 276-289, June.
• Francesco Nucci & Alberto Franco Pozzolo, 2014, "Exchange Rate, External Orientation of Firms and Wage Adjustment," The World Economy, Wiley Blackwell, volume 37, issue 11, pages 1589-1611, November.
• Hans-Werner Sinn, 2014, "Austerity, Growth and Inflation: Remarks on the Eurozone's Unresolved Competitiveness Problem," The World Economy, Wiley Blackwell, volume 37, issue 1, pages 1-13, January.
• Mubariz Hasanov, 2014, "Testing for a unit root in the presence of a nonlinear trend: The case of Australian Reel Exchange Rate," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 1, pages 10-17.
• Tolga Omay, 2014, "A Survey about Smooth Transition Panel Data Analysis," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 1, pages 18-29.
• Furkan Emirmahmutoðlu, 2014, "Cross-section Dependency and the Effects of Nonlinearity in Panel Unit Testing," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 1, pages 30-36.
• Deniz Ilalan, 2014, "Profitability Effects of Owning a Group Affiliated Media Institution: An Emerging Market Case," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 2, pages 17-24.
• Ah Jin Choi & Kyu Ho Kang, 2014, "Predictive Density Simulation of the Korean Yield Curve: Pooling Method Approach (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 20, issue 4, pages 76-113, December.
• SeungWon Kim & Kwang Myoung Hwang, 2014, "Achieving Balanced Growth Through Service Sector Expansion: Expected Benefits and Risks (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2014-4, Mar.
• Kwang Myoung Hwang & Kyoung Min Kim & Chung Sik Noh & Mijin Kim, 2014, "Analysis on the Determinants of Currency Invoicing in Korean Trade (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2014-37, Dec.
• Stefania Garetto, 2014, "Firms’ Heterogeneity and Incomplete Pass-Through," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2014-006, Mar.
• Basnet Hem C. & Vatsa Puneet & Sharma Subhash, 2014, "Common Trends and Common Cycles in Oil Price and Real Exchange Rate," Global Economy Journal, De Gruyter, volume 14, issue 2, pages 249-263, April, DOI: 10.1515/gej-2013-0042.
• Lizardo Radhames A. & Kelly Mary H., 2014, "What Motivates China to Invest So Heavily in U.S. Treasury Securities?," Global Economy Journal, De Gruyter, volume 14, issue 2, pages 215-234, April, DOI: 10.1515/gej-2013-0053.
• Biswas Anindya & Mandal Biswajit & Saha Nitesh, 2014, "Foreign Capital Inflow and Real Exchange Rate Appreciation in Developing Economies: Theory and Empirical Evidence," Global Economy Journal, De Gruyter, volume 14, issue 3-4, pages 453-465, October, DOI: 10.1515/gej-2014-0020.
• Basu Kaushik, 2014, "The Art of Currency Manipulation: How Some Profiteer by Deliberately Distorting Exchange Rates," Journal of Globalization and Development, De Gruyter, volume 4, issue 2, pages 199-211, February, DOI: 10.1515/jgd-2013-0040.
• Stahler Kevin & Subramanian Arvind, 2014, "Versailles Redux? Eurozone Competitiveness in a Dynamic Balassa-Samuelson-Penn Framework," Journal of Globalization and Development, De Gruyter, volume 5, issue 2, pages 129-176, December, DOI: 10.1515/jgd-2014-0028.
• Silvia Draková, 2014, "Postavenie A Perspektívy Usd A Cny Vo Svetovej Ekonomike," Almanach (Actual Issues in World Economics and Politics), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 9, issue 2, pages 63-72.
• Michel Lelart, 2014, "Le système de l'écu privé : comment a-t-il fonctionné ? comment aurait-il pu évoluer ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 275-290.
• Enrique Gelbard & Anne-Marie Gulde & Rodolfo Maino, 2014, "Développement financier en Afrique subsaharienne : les enjeux pour une croissance soutenue," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 19-42.
• Kai Liu, 2014, "Dollar Hegemony and China's Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1410, Jun.
• Athanasios Geromichalos & Kuk Mo Jung, 2014, "An Over-the-Counter Approach to the FOREX Market," Working Papers, University of California, Davis, Department of Economics, number 156, Nov.
• Cheung, Yin-Wong & Rime, Dagfinn, 2014, "The offshore renminbi exchange rate: Microstructure and links to the onshore market," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt9nj1q298, Dec.
• Rebeca Jiménez-Rodríguez & Amalia Morales-Zumaquero, 2014, "Nominal and real exchange rate co-movements," Journal of Applied Economics, Universidad del CEMA, volume 17, pages 283-300, November.
• Ronald Ian McKinnon & Gunther Schnabl, 2014, "China's Exchange Rate and Financial Repression: The Conflicted Emergence of the Renminbi as an International Currency," CESifo Working Paper Series, CESifo, number 4649.
• Yin-Wong Cheung & Dagfinn Rime, 2014, "The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market," CESifo Working Paper Series, CESifo, number 4850.
• Michael D. Bordo & Ehsan U. Choudhri & Giorgio Fazio & Ronald MacDonald, 2014, "The Real Exchange Rate in the Long Run: Balassa-Samuelson Effects Reconsidered," CESifo Working Paper Series, CESifo, number 4870.
• Ronald MacDonald, 2014, "An Independent Scotland’s Currency Options Redux: Assessing the Costs and Benefits of Currency Choice," CESifo Working Paper Series, CESifo, number 4952.
• Nephil Matangi Maskay & Sven Steinkamp & Frank Westermann, 2014, "On Remittances, Foreign Currency Exposure and Credit Constraints: Evidence from Nepal," CESifo Working Paper Series, CESifo, number 5053.
• Pablo Duarte & Gunther Schnabl, 2014, "Macroeconomic Policy Making, Exchange Rate Adjustment and Current Account Imbalances in Emerging Markets," CESifo Working Paper Series, CESifo, number 5064.
• Oliver Hossfeld & Ronald MacDonald, 2014, "Carry Funding and Safe Haven Currencies: A Threshold Regression Approach," CESifo Working Paper Series, CESifo, number 5117.
• Junichi Fujimoto, 2014, "Speculative Attacks with Multiple Targets," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-340, Jan.
• Douglas L. Campbell, 2014, "Through the Looking Glass: A WARPed View of Real Exchange Rate History," Working Papers, Center for Economic and Financial Research (CEFIR), number w0210, Nov.
• Marcel Fratzscher, 2014, "Capital Controls and Foreign Exchange Policy," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 7, in: Miguel Fuentes D. & Claudio E. Raddatz & Carmen M. Reinhart, "Capital Mobility and Monetary Policy".
• Carlos Medel, 2014, "Probabilidad Clásica de Sobreajuste con Criterios de Información: Estimaciones con Series Macroeconómicas Chilenas," Working Papers Central Bank of Chile, Central Bank of Chile, number 735, Aug.
• Philippe Bacchetta & Kenza Benhima & Yannick Kalantzis, 2014, "Optimal Exchange Rate Policy in a Growing Semi-Open Economy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-34, May.
• Christian Daude & Eduardo Levy Yeyati & Arne Nagengast, 2014, "On the Effectiveness of Exchange Rate Interventions in Emerging Markets," CID Working Papers, Center for International Development at Harvard University, number 288, Sep.
• Robin Boudias, 2014, "Capital Inflows, Exchange Rate Regimes and Credit Dynamics in Emerging Market Economies," Working Papers, CEPII research center, number 2014-17, Sep.
• Fabien Candau & Michaël Goujon & Jean-François Hoarau & Serge Rey, 2014, "Real exchange rate and competitiveness of an EU's ultra-peripheral region: La Reunion Island," International Economics, CEPII research center, issue 137, pages 1-21.
• Magali Dauvin, 2014, "Energy prices and the real exchange rate of commodity-exporting countries," International Economics, CEPII research center, issue 137, pages 52-72.
• Behrooz Gharleghi & Abu Hassan Shaari & Najla Shafighi, 2014, "Predicting exchange rates using a novel “cointegration based neuro-fuzzy system”," International Economics, CEPII research center, issue 137, pages 88-103.
• Olivier de Bandt & Tovonony Razafindrabe, 2014, "Exchange rate pass-through to import prices in the Euro-area: A multi-currency investigation," International Economics, CEPII research center, issue 138, pages 63-77.
• Agnès Bénassy-Quéré & Damien Capelle, 2014, "On the inclusion of the Chinese renminbi in the SDR basket," International Economics, CEPII research center, issue 139, pages 133-151.
• Partha Sen, 2014, "The impossible trinity and Krugman?s balance of payments crisis model," International Economics, CEPII research center, issue 139, pages 174-181.
• Babajide Fowowe, 2014, "Modelling the oil price –exchange rate nexus for South Africa," International Economics, CEPII research center, issue 140, pages 36-48.
• Carmen SANDU (TODERASCU), 2014, "Changes In Exchange Rate Regimes," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 4, pages 349-354, July.
• Carmen SANDU (TODERASCU) & Laurentiu DROJ, 2014, "Managing Currency Riskintermsof Floatingrates," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 4, pages 355-364, July.
• Martín Tobal, 2014, "Prudential Regulation, Currency Mismatches and Exchange Rate Regimes in Latin America and the Caribbean," Documentos de Investigación - Research Papers, CEMLA, number 17, Nov.
• Michal Franta & Tomas Holub & Petr Kral & Ivana Kubicova & Katerina Smidkova & Borek Vasicek, 2014, "The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2014/03, Sep.
• Tomas Adam & Sona Benecka & Jakub Mateju, 2014, "Risk Aversion, Financial Stress and Their Non-Linear Impact on Exchange Rates," Working Papers, Czech National Bank, Research and Statistics Department, number 2014/07, Sep.