Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2014

• Martina Jiránková, 2014, "Is the Chinese Currency on the Way to the World Currency Status?
  [Je čínská měna na cestě k pozici světové měny?]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2014, issue 3, pages 3-16, DOI: 10.18267/j.aop.440.
• Lucie Tomanová, 2014, "Exchange Rate Exposure and its Determinants: Evidence on Hungarian Firms," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2014, issue 2, pages 47-65, DOI: 10.18267/j.efaj.119.
• Jana Šimáková, 2014, "The Effects of Exchange Rate Change on the Trade Balance of Slovakia," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2014, issue 3, pages 50-66, DOI: 10.18267/j.efaj.124.
• Jaromír Kukal & Tran Van Quang, 2014, "Neparametrický heuristický přístup k odhadu modelu GARCH-M a jeho výhody
  [Estimating a GARCH-M Model by a Non-Parametric Heuristic Method and Its Advantages]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 1, pages 100-116, DOI: 10.18267/j.polek.939.
• Jan Vejmělek, 2014, "Dopad intervence ČNB do finančních trhů
  [CNB FX Intervention and Its Impact on Financial Markets]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 6, pages 808-823, DOI: 10.18267/j.polek.983.
• Richard T. Baillie & Claudio Morana, 2014, "Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 593, Jun.
• Wenxin Du & Jesse Schreger, 2014, "Local Currency Sovereign Risk," Working Paper, Harvard University OpenScholar, number 102321, Jan.
• Emmanuel Farhi & Xavier Gabaix, , "Rare Disasters and Exchange Rates," Working Paper, Harvard University OpenScholar, number 71001.
• Cecilia Bermudez, 2014, "De facto exchange rate regimes and inflation targeting in Latin America: Some empirical evidence from the past decade," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 11, issue 1, pages 31-57, Enero-Jun.
• Diana María Morán Chiquito, 2014, "Determinantes de la inflación en Ecuador Un análisis econométrico utilizando modelos VAR," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 31, pages 53-70, Julio-Dic.
• Josef Manalo & Dilhan Perera & Daniel Rees, 2014, "Exchange Rate Movements and the Australian Economy," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2014-11, Sep.
• Rossini, Renzo & Quispe, Zenón & Serrano, Enrique, 2014, "Intervención cambiaria en el Perú: 2007 a 2013," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 27, pages 9-24.
• Choy, Marylin & Cerna, Jorge, 2014, "Comportamiento de los mercados financieros peruanos ante el anuncio del tapering," Working Papers, Banco Central de Reserva del Perú, number 2014-011, Aug.
• Carrera, César, 2014, "Tracking the Exchange Rate Management in Latin America," Working Papers, Banco Central de Reserva del Perú, number 2014-020, Dec.
• Adrian R. Bell & Chris Brooks & Tony K. Moore, 2014, "Did Purchasing Power Parity Hold in Medieval Europe?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-01, Jan.
• Pablo Kurlat, 2014, "Code files for "Optimal Stopping in a Model of Speculative Attacks"," Computer Codes, Review of Economic Dynamics, number 13-80, revised .
• Xavier Gabaix & Matteo Maggiori, 2014, "International Liquidity and Exchange Rate Dynamics," 2014 Meeting Papers, Society for Economic Dynamics, number 74.
• Andreas Stathopoulos & Adrien Verdelhan & Hanno Lustig, 2014, "The Term Structure of Currency Carry Trade Risk Premia," 2014 Meeting Papers, Society for Economic Dynamics, number 837.
• Ahmet Ugur & Yusuf Ekrem Akbas & Mehmet Senturk, 2014, "Long Term Validity of Monetary Exchange Rate Model: Evidence from Turkey," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 51, pages 111-136, March.
• S. Anoop Kumar & Bandi Kamaiah, 2014, "Efficient Market Hypothesis: Some Evidences from Emerging European Forex Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 52, pages 27-44, June.
• S. Anoop Kumar & B. Kamaiah, 2014, "On Chaotic Nature of the Emerging European Forex Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 53, pages 25-40, September.
• Serda Selin Ozturk & Kursad Ciftci, 2014, "A Sentiment Analysis of Twitter Content as a Predictor of Exchange Rate Movements," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 6, issue 2, pages 132-140, December.
• Samih Antoine Azar, 2014, "Martingales in Daily Foreign Exchange Rates: Evidence from Six Currencies against the Lebanese Pound," Applied Economics and Finance, Redfame publishing, volume 1, issue 1, pages 55-64, May.
• Gino Cenedese & Lucio Sarno & Ilias Tsiakas, 2014, "Foreign Exchange Risk and the Predictability of Carry Trade Returns," Working Paper series, Rimini Centre for Economic Analysis, number 02_14, Feb.
• Jiahan Li & Ilias Tsiakas & Wei Wang, 2014, "Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?," Working Paper series, Rimini Centre for Economic Analysis, number 05_14, Feb.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014, "Exchange Rate Predictability in a Changing World," Working Paper series, Rimini Centre for Economic Analysis, number 06_14, Feb.
• Benjamin J. Cohen, 2014, "Will History Repeat Itself? Lessons for the Yuan," ADBI Working Papers, Asian Development Bank Institute, number 453, Jan.
• Barry Eichengreen & Masahiro Kawai, 2014, "Issues for Renminbi Internationalization: An Overview," ADBI Working Papers, Asian Development Bank Institute, number 454, Jan.
• Hiro Ito & Masahiro Kawai, 2014, "Determinants of the Trilemma Policy Combination," ADBI Working Papers, Asian Development Bank Institute, number 456, Jan.
• Yu Yongding, 2014, "How Far Can Renminbi Internationalization Go?," ADBI Working Papers, Asian Development Bank Institute, number 461, Feb.
• Masahiro Kawai & Victor Pontines, 2014, "Is There Really a Renminbi Bloc in Asia?," ADBI Working Papers, Asian Development Bank Institute, number 467, Mar.
• José Anson & Mauro Boffa & Matthias Helble, 2014, "A Short-Run Analysis of Exchange Rates and International Trade with an Application to Australia, New Zealand, and Japan," ADBI Working Papers, Asian Development Bank Institute, number 471, Apr.
• Masahiro Kawai, 2014, "Asian Monetary Integration: A Japanese Perspective," ADBI Working Papers, Asian Development Bank Institute, number 475, Apr.
• Yung Chul Park & Hail Park, 2014, "Stock Market Co-Movement and Exchange Rate Flexibility: Experience of the Republic of Korea," ADBI Working Papers, Asian Development Bank Institute, number 479, May.
• Liqing Zhang & Kunyu Tao, 2014, "The Benefits and Costs of Renminbi Internationalization," ADBI Working Papers, Asian Development Bank Institute, number 481, May.
• Masahiro Kawai & Victor Pontines, 2014, "The Renminbi and Exchange Rate Regimes in East Asia," ADBI Working Papers, Asian Development Bank Institute, number 484, May.
• Boris Putko & Alexander Didenko & Mikhail Dubovikov, 2014, "The model of volatility of the exchange rate (RUR/USD), based on the fractal characteristics of time series," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 36, issue 4, pages 79-87.
• Mehmet Şentürk & Engin Dücan, 2014, "The Relationship between Exchange Rate-Interest Rate and Stock Return in Turkey: An Empirical Analysis," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 5, issue 3, pages 67-80.
• Daehwan Kim & Chi-Young Song, 2014, "Country Fundamentals and Currency Excess Returns," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 2, pages 111-142, DOI: 10.11644/KIEP.JEAI.2014.18.2.277.
• Young Wook Han, 2014, "Effects of Financial Crises on the Long Memory Volatility Dependency of Foreign Exchange Rates: the Asian Crisis vs. the Global Crisis," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 1, pages 3-27, DOI: 10.11644/KIEP.JEAI.2014.18.1.273.
• Bodiseowei C. Obudah & Steve S. Tombofa, 2014, "The Impact of Exchange Rate Movements on Trade Balance in Nigeria’s Open-Economy - L’impatto delle variazioni dei tassi di cambio sulla bilancia commerciale della Nigeria," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 1, pages 111-125.
• Imad Moosa, 2014, "Direction Accuracy, Forecasting Error and the Profitability of Currency Trading: Simulation-Based Evidence - Accuratezza direzionale, errore previsionale e convenienza del currency trading: evidenze d," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 3, pages 413-423.
• Seong-Hoon Kim & Seongman Moon & Carlos Velasco, 2014, "Delayed Overshooting: It's an 80s Puzzle," Staff Papers, Korea Institute for International Economic Policy, number 14-3, Sep, DOI: 10.2139/ssrn.2495190.
• Paolo Canofari & Giancarlo Marini & Giovanni Piersanti, 2014, "Expectations and Systemic Risk in EMU Government Bond Spreads," LEAP Working Papers, Luiss Institute for European Analysis and Policy, number 2014/1, Jun.
• Boya Wang & Siyue Liu, 2014, "An Empirical Analysis of The Impact of RMB Exchange Rate’s Changes on Industrial Restructure," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 128-139, December.
• Saman, Corina, 2014, "Testing for nonlinearity of the relationship between stock prices and exchange rate in Romania," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 141110, Nov.
• M. Fr Mmel & F Van Gysegem, 2014, "Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 14/878, Mar.
• Selien De Schryder & Gert Peersman, 2014, "The Us Dollar Exchange Rate And The Demand For Oil," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 14/893, Nov.
• Sirimon Treepongkaruna & Tim Brailsford & Stephen Gray, 2014, "Explaining the bid-ask spread in the foreign exchange market: A test of alternate models," Australian Journal of Management, Australian School of Business, volume 39, issue 4, pages 573-591, November, DOI: 10.1177/0312896213499028.
• Mohammed B. Yusoff & Ilza Febrina, 2014, "Trade Openness, Real Exchange Rate, Gross Domestic Investment and Growth in Indonesia," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 8, issue 1, pages 1-13, February, DOI: 10.1177/0973801013506398.
• Angus Armstrong & Monique Ebell, 2014, "Scotland: Currency Options and Public Debt," National Institute Economic Review, National Institute of Economic and Social Research, volume 227, issue 1, pages 14-20, February.
• Ranajoy Bhattacharyya & Jaydeep Mukherjee, 2014, "Do Exchange Rates Affect Exports in India?," South Asian Journal of Macroeconomics and Public Finance, , volume 3, issue 2, pages 175-193, December, DOI: 10.1177/2277978714548631.
• Warburton, C.E.S., 2014, "Macroeconometric Stabilization And Imf Policies: A Surveillance Of Inflation," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 23, issue 4, pages 7-22.
• Min B. Shrestha & Theresia A. Wansi, 2014, "Drivers of Reserves Accumulation in the South East Asian Countries," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp02, Mar.
• Ahmad Mikail Zaini & Kenny Devita Indraswari, 2014, "The Effect of Trilemma toward Economic Growth of Newly Industrialized Economy in Southeast Asia," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0100742, May.
• Marko Korhonen, 2014, "The relation between national stock prices and effective exchange rates: Does it affect exchange rate exposure?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0201346, Jun.
• Saleh Ghavidel & Mahmoud Mahmoudzadeh & Hamideh Radfar, 2014, "Balassa?Samuelson Effect in Iran," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0701692, Oct.
• Ceyhun Can Ozcan & Ahmet Sahbaz & Ugur Ad?guzel & Saban Nazlioglu, 2014, "The Nature of Shocks to Turkish exchange rates: what panel approach says?," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0401591, Jul.
• Saban Nazl?oglu & Muhsin Kar & Gunay Akel, 2014, "Relationship Between Exchange Rates and Stock Prices in Transition Economies Evidence from Linear and Nonlinear Causality Tests," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0401683, Jul.
• Gunay Akel, 2014, "Relationship Between Exchange Rates and Stock Prices in Transition Economies Evidence from Linear and Nonlinear Causality Tests," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0401783, Jul.
• Dario Fauceglia & Anirudh Shingal & Martin Wermelinger, 2014, "Natural Hedging of Exchange Rate Risk: The Role of Imported Input Prices," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 150, issue IV, pages 261-296, December.
• Dominik A. Skopiec, 2014, "Perspektywy internacjonalizacji waluty Chin," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 5-31.
• Adam Koronowski, 2014, "Dual Currency System as a Solution to the Eurozone Crisis," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 5-23.
• Marek A. Dąbrowski, 2014, "Oddziaływanie akumulacji rezerw dewizowych na wzrost gospodarczy w krajach na średnim poziomie rozwoju," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 81-111.
• Ibrahim Waheed, 2014, "Real Exchange Rate Misalignment And Trade Flows In Nigeria (1960-2013)," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 6, issue 3 (Novemb, pages 411-425.
• Michele Bernini & Chiara Tomasi, 2014, "Exchange rate pass-through and product heterogeneity: does quality matter on the import side?," Working Papers, The University of Sheffield, Department of Economics, number 2014020, Nov.
• Konrad Adler & Christian Grisse, 2014, "Real exchange rates and fundamentals: robustness across alternative model specifications," Working Papers, Swiss National Bank, number 2014-07.
• Tommaso Mancini Griffoli & Christoph Meyer & Jean-Marc Natal & Attilio Zanetti, 2014, "Determinants of the Swiss Franc Real Exchange Rate," Working Papers, Swiss National Bank, number 2014-08.
• Matthias Gubler & Christoph Sax, 2014, "Skill-Biased Technological Change and the Real Exchange Rate," Working Papers, Swiss National Bank, number 2014-09.
• Gregor Bäurle & Daniel Kaufmann, 2014, "Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes," Working Papers, Swiss National Bank, number 2014-10.
• Christian Grisse & Thomas Nitschka, 2014, "Exchange rate returns and external adjustment: evidence from Switzerland," Working Papers, Swiss National Bank, number 2014-12.
• Reşat CEYLAN & Hakan ULUCAN, 2014, "Satın Alma Gücü Paritesi Hipotezi (SAGP)’nin OECD Ülkeleri İçin Test Edilmesi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 22(22).
• Daniel Agyapong, 2014, "Macroeconomic Spillover and Single Currency Adoption: An Inter-regional Analysis," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 64, issue 3, pages 73-93, July-Sept.
• Thomas Fullerton & Adam Walke, 2014, "Homicides, exchange rates, and northern border retail activity in Mexico," The Annals of Regional Science, Springer;Western Regional Science Association, volume 53, issue 3, pages 631-647, November, DOI: 10.1007/s00168-014-0636-y.
• Mohammad Karimi & Marcel-Cristian Voia, 2014, "Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Frauke Schleer-van Gellecom, "Advances in Non-linear Economic Modeling", DOI: 10.1007/978-3-642-42039-9_7.
• Diego Winkelried, 2014, "Exchange rate pass-through and inflation targeting in Peru," Empirical Economics, Springer, volume 46, issue 4, pages 1181-1196, June, DOI: 10.1007/s00181-013-0715-4.
• Fredrik Andersson, 2014, "Exchange rates dynamics revisited: a panel data test of the fractional integration order," Empirical Economics, Springer, volume 47, issue 2, pages 389-409, September, DOI: 10.1007/s00181-013-0740-3.
• Erling Røed Larsen, 2014, "Is the Engel curve approach viable in the estimation of alternative PPPs?," Empirical Economics, Springer, volume 47, issue 3, pages 881-904, November, DOI: 10.1007/s00181-013-0766-6.
• Axel Grossmann & Marc Simpson & Teofilo Ozuna, 2014, "Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 2, pages 235-268, April, DOI: 10.1007/s12197-011-9211-x.
• Junichi Fujimoto, 2014, "Speculative attacks with multiple targets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 57, issue 1, pages 89-132, September, DOI: 10.1007/s00199-014-0806-2.
• David Matesanz & Guillermo Ortega, 2014, "Network analysis of exchange data: interdependence drives crisis contagion," Quality & Quantity: International Journal of Methodology, Springer, volume 48, issue 4, pages 1835-1851, July, DOI: 10.1007/s11135-013-9855-z.
• Christoph Weißer, 2014, "Replication in the narrow sense of "Financial Stability, the Trilemma, and International Reserves" (Obstfeld, Shambaugh & Taylor 2010)," Replication Working Papers, Institut für Statistik und Ökonometrie, Wirtschaftswissenschaftliche Fakultät, Georg-August-Universität Göttingen, Replication project, number 1/2014, Mar.
• Rod Cross & Victor Kozyakin, 2014, "Fact and fictions in FX arbitrage processes," Working Papers, University of Strathclyde Business School, Department of Economics, number 1403, Apr.
• Sim�n Sosvilla-Rivero & Mar�a del Carmen Ramos-Herrera, 2014, "Exchange-rate regimes and economic growth: an empirical evaluation," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 12, pages 870-873, August, DOI: 10.1080/13504851.2014.894625.
• Florin G. Maican & Richard J. Sweeney, 2014, "Costs of misspecification in break-model unit-root tests," Applied Economics, Taylor & Francis Journals, volume 46, issue 1, pages 111-118, January, DOI: 10.1080/00036846.2013.831171.
• Muhammad Omer & Jakob de Haan & Bert Scholtens, 2014, "Testing uncovered interest rate parity using LIBOR," Applied Economics, Taylor & Francis Journals, volume 46, issue 30, pages 3708-3723, October, DOI: 10.1080/00036846.2014.939375.
• Philipp Matros & Enzo Weber, 2014, "Non-stationary Interest Rate Differentials and the Role of Monetary Policy," International Economic Journal, Taylor & Francis Journals, volume 28, issue 3, pages 497-512, September, DOI: 10.1080/10168737.2014.912248.
• Janine Aron & Kenneth Creamer & John Muellbauer & Neil Rankin, 2014, "Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data," Journal of Development Studies, Taylor & Francis Journals, volume 50, issue 1, pages 165-185, January, DOI: 10.1080/00220388.2013.847178.
• Saurabh Ghosh, 2014, "Volatility spillover in the foreign exchange market: the Indian experience," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 7, issue 1, pages 175-194, March, DOI: 10.1080/17520843.2013.856334.
• Daniel H. Rosen & Thilo Hanemann, 2014, "The changing US–China investment relationship," China Economic Journal, Taylor & Francis Journals, volume 7, issue 1, pages 84-102, January, DOI: 10.1080/17538963.2013.874071.
• Rebeca Jiménez-Rodríguez & Amalia Morales-Zumaquero, 2014, "Nominal and Real Exchange Rate Co-Movements," Journal of Applied Economics, Taylor & Francis Journals, volume 17, issue 2, pages 283-300, November, DOI: 10.1016/S1514-0326(14)60013-1.
• Neslihan Topbas, 2014, "Tests of Rationality in Turkish Foreign Exchange Market," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 14, issue 2, pages 65-78.
• M. Fatih Ekinci & F. Pinar Erdem & Z�beyir Kilinc, 2014, "Credit Growth, Current Account and Financial Depth," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1421.
• Oguz Aslaner & Ugur Ciplak & Hakan Kara & Doruk Kucuksarac, 2014, "Reserve Option Mechanism : Does it Work as an Automatic Stabilizer?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1438.
• Alexis Cruz-Rodríguez, 2014, "Is there a relationship between fiscal sustainability and currency crises? International evidence based on causality tests," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 1, pages 69-87, April.
• Vasif Abiyev & Munise Ilıkkan Özgür, 2014, "Fear of Floating and Inflation Targeting in Turkey," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 3, pages 25-42, December.
• Canofari Paolo & Di Bartolomeo Giovanni & Piersanti Giovanni, 2014, "Theory and practice of contagion in monetary unions: Domino effects in EMU Mediterranean countries," wp.comunite, Department of Communication, University of Teramo, number 0109, Sep.
• Canofari Paolo & Marini Giancarlo & Piersanti Giovanni, 2014, "Expectations and systemic risk in EMU government bond spreads," wp.comunite, Department of Communication, University of Teramo, number 0113, Sep.
• Soyoung Kim, 2014, "Effects of Monetary Policy Shocks on the Exchange Rate in the Republic of Korea: Capital Flows in Stock and Bond Markets," Asian Development Review, MIT Press, volume 31, issue 1, pages 121-135, March.
• Hongyi Chen & Lars Jonung & Olaf Unteroberdoerster, 2014, "Lessons for China from Financial Liberalization in Scandinavia," Asian Economic Papers, MIT Press, volume 13, issue 1, pages 1-44, Winter.
• Josh R. Stillwagon, 2014, "Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation," Working Papers, Trinity College, Department of Economics, number 1405, Oct.
• Simón Sosvilla Rivero & Maria del Carmen Ramos Herrera, 2014, "On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1402.
• Dongwon Lee & Yu-chin Chen, 2014, "What Makes a Commodity Currency?," Working Papers, University of California at Riverside, Department of Economics, number 201420, Sep.
• Kwan Yong Lee & Kanda Naknoi, 2014, "Exchange Rates, Borrowing Costs and Exports: Firm-Level Evidence," Working papers, University of Connecticut, Department of Economics, number 2014-18, Jul.
• Aydan Dogan, 2014, "Euro- US Real Exchange Rate Dynamics: How Far Can We Push Equilibrium Models?," Studies in Economics, School of Economics, University of Kent, number 1409, Oct.
• Jin Cheng & Meixing Dai & Frédéric Dufourt, 2014, "Banking and Sovereign Debt Crises in Monetary Union Without Central Bank Intervention," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2014-05.
• J. Daniel Aromi, 2014, "El mercado cambiario y los contenidos en la prensa: un analisis empírico," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 31, issue 63, pages 3-23, july-dece.
• Magomet Yandiev, 2014, "The Companys Brand Evaluation on the Base of the Financial Markets Instruments," Working Papers, Moscow State University, Faculty of Economics, number 0009, Jan.
• Gianluca Benigno & Nathan Converse & Luca Fornaro, 2014, "Large capital inflows, sectoral allocation, and economic performance," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1457, Nov.
• Buncic, Daniel & Piras, Gion Donat, 2014, "Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1436, Dec, revised Oct 2015.

2013

• Richard Fabling & Lynda Sanderson, 2013, "Export performance, invoice currency, and heterogeneous exchange rate pass-through," Treasury Working Paper Series, New Zealand Treasury, number 13/03, Feb.
• Enzo Cassino & David Oxley, 2013, "How Does the Exchange Rate Affect the Real Economy? A Literature Survey," Treasury Working Paper Series, New Zealand Treasury, number 13/26, Dec.
• Łukasz Rawdanowicz & Romain Bouis & Shingo Watanabe, 2013, "The Benefits and Costs of Highly Expansionary Monetary Policy," OECD Economics Department Working Papers, OECD Publishing, number 1082, Aug, DOI: 10.1787/5k41zq8lwj9v-en.
• Vincent Koen & Richard Herd & Sam Hill, 2013, "China's March to Prosperity: Reforms to Avoid the Middle-income Trap," OECD Economics Department Working Papers, OECD Publishing, number 1093, Nov, DOI: 10.1787/5k3wd3c4219w-en.
• Eric A. Hanushek & Guido Schwerdt & Simon Wiederhold & Ludger Woessmann, 2013, "Returns to Skills Around the World: Evidence from PIAAC," OECD Education Working Papers, OECD Publishing, number 101, Dec, DOI: 10.1787/5k3tsjqmvtq2-en.
• Pencea Sarmiza, 2013, "EU - China Bilateral Trade, a Consistent Source of International Exchanges [Comerţul bilateral UE - China, un filon consistent al schimburilor internaţionale]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Marina Tkalec, 2013, "The Dynamics of Deposit Euroization in European Post-Transition Countries: Evidence from Threshold VAR," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 66-83.
• Shinji Takagi & Hiroki Okada, 2013, "Central Bank Independence and the Signaling Effect of Intervention: A Preliminary Exploration," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 13-04, Mar.
• Martin Feldkircher & Roman Horvath & Marek Rusnak, 2013, "Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 332, Jul.
• Ravi Bansal & Ivan Shaliastovich, 2013, "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 1, pages 1-33.
• Ángel Estrada & Jordi Galí & David López-Salido, 2013, "Patterns of Convergence and Divergence in the Euro Area," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 61, issue 4, pages 601-630, December.
• Marcel Schroder, 2013, "Should developing countries undervalue their currencies?," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2013-12.
• Erick Lahura & Marco Vega, 2013, "Regímenes cambiarios y desempeño macroeconómico: una evaluación de la literatura," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2013-361.
• Abdul Rashid, 2013, "Financial crisis and exchange rates in emerging economies: An empirical analysis using PPP-UIP-Framework," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 4, pages 86-96, December.
• Luis Dumlao, 2013, "Gross International reserves: accumulation management, and relation to debt," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 50, issue 1, pages 1-22, June.
• Abdul Rashid & Fazal Husain, 2013, "Capital Inflows, Inflation, and the Exchange Rate Volatility- An Investigation for Linear and Nonlinear Causal Linkages," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 52, issue 3, pages 183-206.
• Syeda Qurat-ul-Ain & Saira Tufail, 2013, "The Effect of Oil Price Shocks on the Dynamic Relationship between Current Account and Exchange Rate: Evidence from D-8 Countries," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 52, issue 4, pages 537-556.
• P., Srinivasan & M., Kalaivani, 2013, "Determinants of Foreign Institutional Investment in India: An Empirical Analysis," MPRA Paper, University Library of Munich, Germany, number 43778, Jan.
• Körner, Finn Marten & Ehnts, Dirk H., 2013, "Chinese monetary policy – from theory to practice," MPRA Paper, University Library of Munich, Germany, number 44264, Feb.
• Lee, Chin, 2013, "The Role of Macroeconomic Fundamentals in Malaysian Post Recession Growth," MPRA Paper, University Library of Munich, Germany, number 44808.
• Lee, Chin & Law, Chee-Hong, 2013, "The Effects of Trade Openness on Malaysian Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 45185.
• Stavarek, Daniel, 2013, "Cyclical relationship between exchange rates and macro-fundamentals in Central and Eastern Europe," MPRA Paper, University Library of Munich, Germany, number 45327, Mar.
• Nagayasu, Jun, 2013, "The Forward Premium Puzzle And The Euro," MPRA Paper, University Library of Munich, Germany, number 45746, Apr.
• Sinha, Pankaj & Kohli, Deepti, 2013, "Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables," MPRA Paper, University Library of Munich, Germany, number 45816, Jan.
• Nagayasu, Jun, 2013, "Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model," MPRA Paper, University Library of Munich, Germany, number 45955, Apr.
• Adawo, Monday A. & Effiong, Ekpeno L., 2013, "Monetary exchange rate model as a long-run phenomenon: evidence from Nigeria," MPRA Paper, University Library of Munich, Germany, number 46407, Feb.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013, "Impact of the foreign exchange rates fluctuations on returns and volatility of the Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 47229, Feb, revised 04 Apr 2013.
• Ben Cheikh, Nidhaleddine, 2013, "The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis," MPRA Paper, University Library of Munich, Germany, number 47308, May.
• Dhasmana, Anubha, 2013, "Real Effective Exchange Rate and Manufacturing Sector Performance: Evidence from Indian firms," MPRA Paper, University Library of Munich, Germany, number 47479, Jun.
• Saadaoui, Jamel & Mazier, Jacques & Aflouk, Nabil, 2013, "On the Determinants of Exchange Rate Misalignments," MPRA Paper, University Library of Munich, Germany, number 47481, Jun.
• Omer, Muhammad & de Haan, Jakob & Scholtens, Bert, 2013, "Does Uncovered Interest rate Parity Hold After All?," MPRA Paper, University Library of Munich, Germany, number 47572, Jun.
• Dhasmana, Anubha, 2013, "Operational Currency Mismatch and Firm Level Performance: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 47935, Jun.
• nnamdi, Kelechi & ifionu, Ebele, 2013, "Exchange rate volatility and exchange rate uncertainty in Nigeria: a financial econometric analysis (1970- 2012)," MPRA Paper, University Library of Munich, Germany, number 48316, revised 2013.
• Vespignani, Joaquin L. & Ratti, Ronald A., 2013, "International monetary transmission to the Euro area: Evidence from the U.S., Japan and China," MPRA Paper, University Library of Munich, Germany, number 49153, Jun.
• Zhang, Zhibai & Chen, Langnan, 2013, "A New Assessment of the Chinese RMB Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 49315, Aug.
• Wang, Yongzhong & Freeman, Duncan, 2013, "The International Financial Crisis and China's Foreign Exchange Reserve Management," MPRA Paper, University Library of Munich, Germany, number 49510, Mar.
• Vespignani, Joaquin L. & Ratti, Ronald A., 2013, "International monetary transmission to the Euro area: Evidence from the U.S., Japan and China," MPRA Paper, University Library of Munich, Germany, number 49707, Sep.
• Rashid, Abdul & Saedan, Mashael, 2013, "Financial Crisis and Exchange Rates in Emerging Economics: An Empirical Analysis using PPP-UIP-Framework," MPRA Paper, University Library of Munich, Germany, number 49832, Aug.
• Bunčák, Tomáš, 2013, "Jump Processes in Exchange Rates Modeling," MPRA Paper, University Library of Munich, Germany, number 49882, Sep.
• Ben Cheikh, Nidhaleddine & Mohamed Cheik, Hamidou, 2013, "A Panel Cointegration Analysis of the Exchange Rate Pass-Through," MPRA Paper, University Library of Munich, Germany, number 49991, Sep.
• DIAF, Sami & TOUMACHE, Rachid, 2013, "Multifractal Analysis of the Algerian Dinar - US Dollar exchange rate," MPRA Paper, University Library of Munich, Germany, number 50701, Oct.
• Ben Cheikh, Nidhaleddine, 2013, "Exchange Rate and Consumer Prices in the Euro Area: A Cointegrated VAR Analysis," MPRA Paper, University Library of Munich, Germany, number 51162, Oct.
• Nath, Golaka, 2013, "The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis," MPRA Paper, University Library of Munich, Germany, number 51591, Oct.
• mamatzakis, e & Christodoulakis, G, 2013, "Behavioural Asymmetries in the G7 Foreign Exchange Market," MPRA Paper, University Library of Munich, Germany, number 51615, Nov.
• Ogundipe, Adeyemi & Ogundipe, Oluwatomisin, 2013, "Oil Price and Exchange Rate Volatility in Nigeria," MPRA Paper, University Library of Munich, Germany, number 51668, Nov.
• Asongu, Simplice A, 2013, "REER Imbalances and Macroeconomic Adjustments in the Proposed West African Monetary Union," MPRA Paper, University Library of Munich, Germany, number 52211, Sep.
• Dumitriu, Ramona & Stefanescu, Razvan, 2013, "Utilizarea cursurilor valutare drept ancore nominale antiinflaţioniste
  [The use of exchange rates as nominal anchors]," MPRA Paper, University Library of Munich, Germany, number 52415, Dec.
• Biswas, Anindya & Mandal, Biswajit & Saha, Nitesh, 2013, "Foreign capital and exchange rate movement in developing economies: a theoretical note," MPRA Paper, University Library of Munich, Germany, number 52468, Dec.
• Adeniji, Sesan, 2013, "Investigating the Relationship between Currency Substitution, Exchange Rate and Inflation in Nigeria: An Autoregressive Distributed Lag (ARDL) Approach," MPRA Paper, University Library of Munich, Germany, number 52551, Dec, revised 28 Dec 2013.
• Hina, Hafsa & Qayyum, Abdul, 2013, "Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors," MPRA Paper, University Library of Munich, Germany, number 52611.
• Kuikeu, Oscar, 2013, "Real Exchange Rate Misalignment in the cfa franc zone after the cfa franc devaluation of January 1994," MPRA Paper, University Library of Munich, Germany, number 52673, Dec.
• Arizmendi, Luis-Felipe, 2013, "An extended model of currency options applicable as policy tool for central banks with inflation targeting and dollarized economies," MPRA Paper, University Library of Munich, Germany, number 52880, Mar, revised 15 Apr 2013.
• Coulibaly, Issiaka & Davis, Junior, 2013, "Exchange rate regimes and economic performance: Does CFA zone membership benefit their economies?," MPRA Paper, University Library of Munich, Germany, number 54075, Nov.
• Dąbrowski, Marek A. & Śmiech, Sławomir & Papież, Monika, 2013, "Monetary policy options for mitigating the impact of the global financial crisis on emerging market economies," MPRA Paper, University Library of Munich, Germany, number 56337, Feb.
• Wlasiuk, Juan Marcos, 2013, "The Mechanics of Real Undervaluation and Growth," MPRA Paper, University Library of Munich, Germany, number 56628, Jun.
• Zhang, Guangfeng & Zhang, Qiong & Majeed, Muhammad Tariq, 2013, "Exchange Rate Determination and Forecasting: Can the Microstructure Approach Rescue Us from the Exchange Rate Disparity?," MPRA Paper, University Library of Munich, Germany, number 57673.
• Lee, Chin & M., Azali, 2013, "Financial Integration among ASEAN+3 Countries: Evidence from Exchange Rates," MPRA Paper, University Library of Munich, Germany, number 58162.
• Ben Cheikh, Nidhaleddine & Rault, Christophe, 2013, "The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis," MPRA Paper, University Library of Munich, Germany, number 59484, May.
• Wright, Nicholas Anthony, 2013, "Examining measures of the equilibrium Real Exchange Rate: Macroeconomic Balance and the Natural Real Exchange Rate Approaches," MPRA Paper, University Library of Munich, Germany, number 61170, Aug.
• Cruz-Rodríguez, Alexis, 2013, "The Relationship between Fiscal Sustainability and Currency Crises in Some Selected Countries," MPRA Paper, University Library of Munich, Germany, number 72102, Nov.
• Jahjah, Samir & Wei, Bin & Yue, Zhanwei, 2013, "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," MPRA Paper, University Library of Munich, Germany, number 74924, Oct.
• Omotosho, Babatunde S., 2013, "Modelling Currency Crises in Nigeria: An Application of Logit Model," MPRA Paper, University Library of Munich, Germany, number 96258, Oct.
• Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013, "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," Working Papers, University of Pretoria, Department of Economics, number 201304, Jan.
• Jaroslava Durčáková & Ondřej Šíma, 2013, "BRICS: Exchange Rate policy in Context of Internal and External Equilibrium
  [BRICS: Kurzová politika Brazílie v kontextu vnitřní a vnější rovnováhy]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2013, issue 4, pages 7-29, DOI: 10.18267/j.cfuc.348.
• Alfonso Mendoza Velázquez (autor) (ed.), 2013, "International Finance and Risk Management," Books, Centro de Investigación e Inteligencia Económica (CIIE), Departamento de Ciencias Sociales - UPAEP, number 3, edition 0.
• Semei Coronado Ramirez & Gerardo Leonardo Gatica Arreola, 2013, "Problemas de asimetria para el analisis y la predictibilidad del tipo de cambio mexicano," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 10, issue 1, pages 77-89, Enero-Jun.
• Rossini, Renzo & Quispe, Zenón & Rodríguez, Donita, 2013, "Flujo de capitales, política monetaria e intervención cambiaria en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 25, pages 39-50.
• Lahura, Erick & Vega, Marco, 2013, "Regímenes cambiarios y desempeño macroeconómico: Una evaluación de la literatura," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 101-119.
• Lahura, Erick & Vega, Marco, 2013, "Regímenes Cambiarios y Desempeño Macroeconómico: Una Evaluación de la Literatura," Working Papers, Banco Central de Reserva del Perú, number 2013-006, Apr.
• Rossini, Renzo & Quispe, Zenón & Serrano, Enrique, 2013, "Foreign Exchange Interventions in Peru," Working Papers, Banco Central de Reserva del Perú, number 2013-016, Dec.
• Orrego, Fabrizio & Vega, Germán, 2013, "Dutch disease and fiscal policy," Working Papers, Banco Central de Reserva del Perú, number 2013-021, Dec.
• Shakill Hassan, 2013, "South African Capital Markets An Overview," Working Papers, South African Reserve Bank, number 5962, Oct.
• Nelson Mark & Kimberly Berg, 2013, "Third-Country Effects on the Exchange Rate," 2013 Meeting Papers, Society for Economic Dynamics, number 1050.
• Oleg Itskhoki, 2013, "Importers, Exporters, and Exchange Rate Disconnect," 2013 Meeting Papers, Society for Economic Dynamics, number 1130.
• Joseph Vavra & David Berger, 2013, "Pass-through Across Products and Time," 2013 Meeting Papers, Society for Economic Dynamics, number 452.
• Ana Santacreu & Ilian Mihov, 2013, "Exchange rates as an instrument of monetary policy," 2013 Meeting Papers, Society for Economic Dynamics, number 773.
• Ehsan U. Choudhri & Lawrence L. Schembri, 2013, "Productivity, Commodity Prices and the Real Exchange Rate: The Long-Run Behavior of the Canada-US Exchange Rate," Working Paper series, Rimini Centre for Economic Analysis, number 45_13, Aug.
• Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras, 2013, "Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques," Working Paper series, Rimini Centre for Economic Analysis, number 59_13, Nov.