Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2013

• Marcos Chamon & Marcio Garcia, 2013, "Capital controls in Brazil: effective?," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 606, Feb.
• Victor Pontines, 2013, "How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?," ADBI Working Papers, Asian Development Bank Institute, number 413, Mar.
• Masahiro Kawai & Peter Morgan, 2013, "Banking Crises and “Japanization”: Origins and Implications," ADBI Working Papers, Asian Development Bank Institute, number 430, Jul.
• Peter J. Morgan, 2013, "Monetary Policy Frameworks in Asia: Experience, Lessons, and Issues," ADBI Working Papers, Asian Development Bank Institute, number 435, Sep.
• Ronald McKinnon & Zhao Liu, 2013, "Modern Currency Wars: The United States versus Japan," ADBI Working Papers, Asian Development Bank Institute, number 437, Oct.
• Ronald McKinnon & Zhao Liu, 2013, "Hot Money Flows, Commodity Price Cycles, and Financial Repression in the US and the People’s Republic of China: The Consequences of Near Zero US Interest Rates," Working Papers on Regional Economic Integration, Asian Development Bank, number 107, Jan.
• Iwan J. Azis, 2013, "The People's Republic of China's Financial Policy and Regional Cooperation in the Midst of Global Headwinds," Working Papers on Regional Economic Integration, Asian Development Bank, number 114, Jun.
• Haifang Huang & Yao Tang, 2013, "How Did Exchange Rates Affect Employment in US Cities?," Working Papers, University of Alberta, Department of Economics, number 2013-07, May.
• Haifang Huang & Ke Pang & Yao Tang, 2013, "The Effects of Exchange Rates on Employment in Canada," Working Papers, University of Alberta, Department of Economics, number 2013-08, Jun.
• Dilek Demirhan & Aydanur Gacener Atis, 2013, "A Research on the Exchange Rate Exposure of Firms Listed in Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 4, issue 4, pages 1-25.
• Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras, 2013, "Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 5-2013, Nov.
• Yuming Cui, 2013, "How Is the RMB Exchange Rate Misaligned? A Recent Application of Behavioral Equilibrium Exchange Rate (BEER) to China," East Asian Economic Review, Korea Institute for International Economic Policy, volume 17, issue 3, pages 281-310, DOI: 10.11644/KIEP.JEAI.2013.17.3.267.
• Amr Sadek Hosny, 2013, "Do Fixed Exchange Rates Cause Greater Integration?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 28, pages 533-550.
• Khaled Guesmi & Zied Ftiti & Ilyes Abid, 2013, "Greece’s Stock Market Integration with Southeast Europe," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 28, pages 668-682.
• Croitoru, Lucian, 2013, "Liquidity, the October 2008 Speculative Attack and the Central Bank Reputation," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 18-51, June.
• Pincheira, Pablo, 2013, "A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 26-43, October.
• Joscha Beckmann & Ansgar Belke & Michael Kuehl, 2013, "Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run," ROME Working Papers, ROME Network, number 201307, Jul.
• Hsiu-Hsin Ko & Masao Ogaki, 2013, "Granger Causality from Exchange Rates to Fundamentals: What Does the Bootstrap Test Show Us?," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 577, Feb.
• M. Fr Mmel & X. Han & F. Van Gysegem, 2013, "News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 13/848, Aug.
• Kumarjit Mandal, 2013, "The Recent Exchange Rate Fluctuations," Foreign Trade Review, , volume 48, issue 1, pages 137-142, February, DOI: 10.1177/001573251204800107.
• Dilip Kumar & S. Maheswaran, 2013, "Return, Volatility and Risk Spillover from Oil Prices and the US Dollar Exchange Rate to the Indian Industrial Sectors," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 7, issue 1, pages 61-91, February, DOI: 10.1177/0973801012466103.
• Tony Cavoli & Ramkishen S. Rajan, 2013, "South Asian Exchange Rates Regimes: Fixed, Flexible or Something In-between?," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 14, issue 1, pages 1-15, March, DOI: 10.1177/1391561413477929.
• Francesca Pancotto & Filippo Maria Pericoli & Marco Pistagnesi, 2013, "Inefficiency in Survey Exchange Rates Forecasts," Working Papers, Sapienza University of Rome, DISS, number 1/13, Jun.
• Ugur Adiguzel & Tayfur Bayat & Selim Kayhan & Saban Nazlioglu, 2013, "Oil Prices and Exchange Rates in Brazil, India and Turkey: Time and Frequency Domain Causality Analysis," Research Journal of Politics, Economics and Management, Sakarya University, Faculty of Economics and Administrative Sciences, volume 1, issue 1, pages 49-73, January.
• Muhammad Omer & Jakob de Haan & Bert Scholtens, 2013, "Does Uncovered Interest Rate Parity Hold After All?," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 57, Mar.
• Srinivasan P. & Kalaivani M., 2013, "Determinants Of Foreign Institutional Investment In India: An Empirical Analysis," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 3 (Decemb, pages 361-375.
• Victoria Galsband & Thomas Nitschka, 2013, "Currency excess returns and global downside market risk," Working Papers, Swiss National Bank, number 2013-07.
• Linda S. Goldberg & Christian Grisse, 2013, "Time variation in asset price responses to macro announcements," Working Papers, Swiss National Bank, number 2013-11.
• Mario Cimoli & Gilberto Tadeu Lima, Gabriel Porcile, 2013, "The Production Structure, Exchange Rate Preferences and the Short Run – Medium Run Macrodynamics," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2013_12, Oct.
• Masaaki Kijima & Yuan Tian, 2013, "Investment and capital structure decisions of foreign subsidiary with international debt shifting and exchange rate uncertainty," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 36, issue 2, pages 169-197, November, DOI: 10.1007/s10203-012-0129-3.
• Vitor Castro, 2013, "The duration of business cycle expansions and contractions: are there change-points in duration dependence?," Empirical Economics, Springer, volume 44, issue 2, pages 511-544, April, DOI: 10.1007/s00181-011-0544-2.
• Dimitrios Malliaropulos & Ekaterini Panopoulou & Theologos Pantelidis & Nikitas Pittis, 2013, "Decomposing the persistence of real exchange rates," Empirical Economics, Springer, volume 44, issue 3, pages 1217-1242, June, DOI: 10.1007/s00181-012-0565-5.
• Manuel Gómez-Zaldívar & Daniel Ventosa-Santaulària & Frederick Wallace, 2013, "The PPP hypothesis and structural breaks: the case of Mexico," Empirical Economics, Springer, volume 45, issue 3, pages 1351-1359, December, DOI: 10.1007/s00181-012-0653-6.
• Heeho Kim, 2013, "Uncertainty and risk premium puzzle," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 1, pages 62-79, January, DOI: 10.1007/s12197-010-9170-7.
• André Mollick & Tibebe Assefa, 2013, "Carry-trades on the yen and the Swiss franc: are they different?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 3, pages 402-423, July, DOI: 10.1007/s12197-011-9194-7.
• Alexandre Cunha, 2013, "On the relevance of floating exchange rate policies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 53, issue 2, pages 357-382, June, DOI: 10.1007/s00199-012-0694-2.
• Rustam Jamilov, 2013, "J-Curve Dynamics and the Marshall–Lerner Condition: Evidence from Azerbaijan," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 3, pages 313-323, February, DOI: 10.1007/s11300-012-0240-8.
• Frederick Wallace, 2013, "Cointegration tests of purchasing power parity," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 149, issue 4, pages 779-802, December, DOI: 10.1007/s10290-013-0165-2.
• Erik Klär & Fabian Lindner & Kenan Šehović, 2013, "Investition in die Zukunft? Zur Entwicklung des deutschen Auslandsvermögens," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 3, pages 189-197, March, DOI: 10.1007/s10273-013-1507-3.
• Zhibai Zhang & Xinyue Zou, 2013, "The Ratio Model and its Application: A Revisit," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 3, issue 6, pages 1-4.
• Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013, "The importance of the distribution sector for exchange rate pass-through in a small open economy. A large scale macroeconometric modelling approach," Discussion Papers, Statistics Norway, Research Department, number 731, Jan.
• Jun Nagayasu, 2013, "The forward premium puzzle and the euro," Working Papers, University of Strathclyde Business School, Department of Economics, number 1317, Aug.
• Jun Nagayasu, 2013, "Co-movements in real effective exchange rates: evidence from the dynamic hierarchical factor model," Working Papers, University of Strathclyde Business School, Department of Economics, number 1318, Aug.
• Ming Chien Lo & James Morley, 2013, "Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle," Discussion Papers, School of Economics, The University of New South Wales, number 2013-05, May.
• Jamel Saadaoui & Jacques Mazier & Nabil Aflouk, 2013, "On the determinants of exchange rate misalignments," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 18, pages 1608-1610, December, DOI: 10.1080/13504851.2013.829189.
• Simon Sosvilla-Rivero & Mar�a del Carmen Ramos-Herrera, 2013, "On the forecast accuracy and consistency of exchange rate expectations: the Spanish PwC Survey," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 2, pages 107-110, February, DOI: 10.1080/13504851.2012.684775.
• N. Antonakakis & J. Darby, 2013, "Forecasting volatility in developing countries' nominal exchange returns," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 21, pages 1675-1691, November, DOI: 10.1080/09603107.2013.844323.
• Stephen Norman & Kerk Phillips, 2013, "What is the shape of real exchange rate nonlinearity?," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 5, pages 363-375, March, DOI: 10.1080/09603107.2012.718066.
• Thomas Nitschka, 2013, "Momentum in stock market returns: implications for risk premia on foreign currencies," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 7, pages 551-560, April, DOI: 10.1080/09603107.2012.732686.
• Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann, 2013, "Oil price forecasting under asymmetric loss," Applied Economics, Taylor & Francis Journals, volume 45, issue 17, pages 2371-2379, June, DOI: 10.1080/00036846.2012.663478.
• Claude Lopez & Christian J. Murray & David H. Papell, 2013, "Median-unbiased estimation in DF-GLS regressions and the PPP puzzle," Applied Economics, Taylor & Francis Journals, volume 45, issue 4, pages 455-464, February, DOI: 10.1080/00036846.2011.605761.
• Vu Thanh Hai & Albert K. Tsui & Zhaoyong Zhang, 2013, "Measuring asymmetry and persistence in conditional volatility in real output: evidence from three East Asian tigers using a multivariate GARCH approach," Applied Economics, Taylor & Francis Journals, volume 45, issue 20, pages 2909-2914, July, DOI: 10.1080/00036846.2012.687098.
• V. Coudert & C. Couharde & V. Mignon, 2013, "Pegging emerging currencies in the face of dollar swings," Applied Economics, Taylor & Francis Journals, volume 45, issue 36, pages 5076-5085, December, DOI: 10.1080/00036846.2013.818215.
• Alain B�raud, 2013, "French economists and the purchasing power of money," The European Journal of the History of Economic Thought, Taylor & Francis Journals, volume 20, issue 2, pages 349-371, April, DOI: 10.1080/09672567.2012.708771.
• Carl Chiarella & Xue-Zhong He & Min Zheng, 2013, "Heterogeneous expectations and exchange rate dynamics," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 5, pages 392-419, May, DOI: 10.1080/1351847X.2011.601690.
• Meixing Dai, 2013, "In search of an optimal strategy for yuan’s real revaluation," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 11, issue 1, pages 29-46, February, DOI: 10.1080/14765284.2012.755301.
• Paolo Zagaglia & Massimiliano Marzo, 2013, "Gold and the U.S. dollar: tales from the turmoil," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 4, pages 571-582, March, DOI: 10.1080/14697688.2012.708431.
• Nada Mora, 2013, "The Bank Lending Channel in a Partially Dollarized Economy," Journal of Applied Economics, Taylor & Francis Journals, volume 16, issue 1, pages 121-151, May, DOI: 10.1016/S1514-0326(13)60006-9.
• Mohsen Bahmani-Oskooee & Jia Xu, 2013, "The S-Curve Dynamics of U.S.-Mexico Commodity Trade," Journal of Applied Economics, Taylor & Francis Journals, volume 16, issue 1, pages 33-48, May, DOI: 10.1016/S1514-0326(13)60002-1.
• Carlos Eduardo Castillo-Maldonado & Fidel Pérez-Macal, 2013, "Assessment of Models to Forecast Exchange Rates: The Quetzal-U.S. Dollar Exchange Rate," Journal of Applied Economics, Taylor & Francis Journals, volume 16, issue 1, pages 71-99, May, DOI: 10.1016/S1514-0326(13)60004-5.
• Daniel Stavárek, 2013, "Cyclical Relationship Between Exchange Rates and Macro-Fundamentals in Central And Eastern Europe," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 26, issue 2, pages 83-98, January, DOI: 10.1080/1331677X.2013.11517608.
• David Fields & Mat�as Vernengo, 2013, "Hegemonic currencies during the crisis: The dollar versus the euro in a Cartalist perspective," Review of International Political Economy, Taylor & Francis Journals, volume 20, issue 4, pages 740-759, August, DOI: 10.1080/09692290.2012.698997.
• Vespignani, Joaquin L. & Ratti, Ronald A., 2013, "International Monetary Transmission to the Euro Area: Evidence from the US, Japan and China," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 16436, Aug, revised 05 Aug 2013.
• Koray Alper & Hakan Kara & Mehmet Yorukoglu, 2013, "Reserve Options Mechanism," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 13, issue 1, pages 1-14.
• Mehmet Fatih Ekinci & Gazi Kabas & Enes Sunel, 2013, "End-Point Bias in Trend-Cycle Decompositions : An Application to the Real Exchange Rates of Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 13, issue 3, pages 61-71.
• M. Fatih Ekinci & Gazi Kabas & Enes Sunel, 2013, "End-Point Bias in Trend-Cycle Decompositions : An Application to the Real Exchange Rates of Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1316.
• M. Fatih Ekinci, 2013, "Inattentive Consumers and Exchange Rate Volatility," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1325.
• Ahmet Degerli & Salih Fendoglu, 2013, "Reserve Option Mechanism as a Stabilizing Policy Tool : Evidence from Exchange Rate Expectations," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1328.
• Koray Alper & Hakan Kara & Mehmet Yorukoglu, 2013, "Alternative Tools to Manage Capital Flow Volatility," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1331.
• Jameelah Omolara Yaqub, 2013, "The Impact of Exchange Rate Changes on Disaggregated Agricultural Output in Nigeria: A Two-Stage-Least-Squares Approach," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 6, issue 1, pages 75-89, April.
• Yu-chin Chen & Kwok Ping Tsang, 2013, "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," The Review of Economics and Statistics, MIT Press, volume 95, issue 1, pages 185-205, March.
• Tomasz Michalski & Gilles Stoltz, 2013, "Do Countries Falsify Economic Data Strategically? Some Evidence That They Might," The Review of Economics and Statistics, MIT Press, volume 95, issue 2, pages 591-616, May.
• Paul R. Bergin & Reuven Glick & Jyh-Lin Wu, 2013, "The Micro-Macro Disconnect of Purchasing Power Parity," The Review of Economics and Statistics, MIT Press, volume 95, issue 3, pages 798-812, July.
• Michael Mazur & Miguel Ramirez, 2013, "The Forward Exchange Rate Unbiasedness Hypothesis: A Single Break Unit Root and CointegrationAnalysis," Working Papers, Trinity College, Department of Economics, number 1310, Jul.
• Josh Stillwagon, 2013, "The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward," Working Papers, Trinity College, Department of Economics, number 1313, Dec.
• Josh Stillwagon, 2013, "Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets," Working Papers, Trinity College, Department of Economics, number 1314, Dec.
• Josh Stillwagon, 2013, "Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values," Working Papers, Trinity College, Department of Economics, number 1315, Dec.
• Josh Stillwagon, 2013, "Does the Consumption CAPM Help in Accounting for Expected Currency Returns?," Working Papers, Trinity College, Department of Economics, number 1317, Dec.
• Josh Stillwagon, 2013, "Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends," Working Papers, Trinity College, Department of Economics, number 1318, Dec.
• Yoshinori Kurokawa & Jiaren Pang & Yao Tang, 2013, "Exchange Rate Regimes and Wage Comovements in a Ricardian Model with Money," Tsukuba Economics Working Papers, Faculty of Humanities and Social Sciences, University of Tsukuba, number 2013-005, Nov, revised Jul 2016.
• Nidhaleddine Ben Cheikh, 2013, "Nonlinear Mechanism of the Exchange Rate Pass-Through: Does Business Cycle Matter?," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 201306, Jan.
• Olivier Jeanne, 2013, "Capital Account Policies and the Real Exchange Rate," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 9, issue 1, pages 7-42, DOI: 10.1086/669583.
• Tanya Molodtsova & David H. Papell, 2013, "Taylor Rule Exchange Rate Forecasting during the Financial Crisis," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 9, issue 1, pages 55-97, DOI: 10.1086/669584.
• Elena Andreou & Maria Matsi & Andreas Savvides, 2013, "Stock and Foreign Exchange Market Linkages in Emerging Economies," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 01-2013, Jan.
• Olivier Damette, 2013, "Mixture distribution hypothesis and the impact of a Tobin tax on exhange rate volatility : a reassessment," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2013-07.
• Jamel Saadaoui, 2013, "Global Imbalances: Should We Use Fundamental Equilibrium Exchange Rates," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2013-14.
• Jamel Saadaoui, 2013, "Global Imbalances and Capital Account Openness: an Empirical Analysis," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2013-15.
• Alvaro Brunini & Gabriela Mordecki & Lucí­a Ramí­rez, 2013, "Exports and real exchange rates in a small open economy," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 13-15, Dec.
• Ahmet Benlialper & Hasan Cömert, 2013, "Implicit Asymmetric Exchange Rate Peg under Inflation Targeting Regimes: The Case of Turkey," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp333.
• Martín Rapetti, 2013, "The Real Exchange Rate and Economic Growth: Some Observations on the Possible Channels," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2013-11.
• Alessandro Nicita, 2013, "Exchange Rates, International Trade And Trade Policies," UNCTAD Blue Series Papers, United Nations Conference on Trade and Development, number 56.
• Ángel Estrada & Jordi Galí & David López-Salido, 2013, "Patterns of convergence and divergence in the euro area," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1386, Oct.
• Ammann, Manuel & Buesser, Ralf, 2013, "Variance Risk Premiums in Foreign Exchange Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1304, Apr.
• Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul, 2013, "Understanding FX Liquidity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1315, Sep, revised Apr 2015.
• Dirk G Baur & Isaac Miyakawa, 2013, "International Investors, Exchange Rates and Equity Prices," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 178, Dec.
• Yi Zhang, 2013, "The Links between the Price of Oil and the Value of US Dollar," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 4, pages 341-351.
• Carlos Noton, 2013, "Structural Estimation of Price Adjustment Costs in the European Car Market," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 303.
• Jun, Nagayasu, 2013, "The Forward Premium Puzzle and The Euro," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-65.
• Nagayasu, Jun, 2013, "Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-66.
• Michael Ehrmann & Chiara Osbat & Jan Strasky & Lenno Uuskula, 2013, "The Euro exchange rate during the European sovereign debt crisis � dancing to its own tune?," Bank of Estonia Working Papers, Bank of Estonia, number wp2013-3, May, revised 24 May 2013.
• Gaetano D’Adamo & Riccardo Rovelli, 2013, "The role of the Exchange Rate Regime in the process of Real and Nominal Convergence," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1314, Jun.
• Narayan, Seema, 2013, "Foreign exchange markets and oil prices in Asia," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 41-50, DOI: 10.1016/j.asieco.2013.06.003.
• K.P., Prabheesh, 2013, "Optimum international reserves and sovereign risk: Evidence from India," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 76-86, DOI: 10.1016/j.asieco.2013.07.001.
• Cheng, Ai-ru (Meg) & Das, Kuntal & Shimatani, Takeshi, 2013, "Central bank intervention and exchange rate volatility: Evidence from Japan using realized volatility," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 87-98, DOI: 10.1016/j.asieco.2013.05.001.
• Tian, Lei & Chen, Langnan, 2013, "A reinvestigation of the new RMB exchange rate regime," China Economic Review, Elsevier, volume 24, issue C, pages 16-25, DOI: 10.1016/j.chieco.2012.09.006.
• Li, Mei & Qiu, Junfeng, 2013, "Speculative capital inflows, adaptive expectations, and the optimal renminbi appreciation policy," China Economic Review, Elsevier, volume 25, issue C, pages 117-138, DOI: 10.1016/j.chieco.2012.05.008.
• Demir, Firat, 2013, "Growth under exchange rate volatility: Does access to foreign or domestic equity markets matter?," Journal of Development Economics, Elsevier, volume 100, issue 1, pages 74-88, DOI: 10.1016/j.jdeveco.2012.08.001.
• Levy-Yeyati, Eduardo & Sturzenegger, Federico & Gluzmann, Pablo Alfredo, 2013, "Fear of appreciation," Journal of Development Economics, Elsevier, volume 101, issue C, pages 233-247, DOI: 10.1016/j.jdeveco.2012.11.008.
• Schröder, Marcel, 2013, "Should developing countries undervalue their currencies?," Journal of Development Economics, Elsevier, volume 105, issue C, pages 140-151, DOI: 10.1016/j.jdeveco.2013.07.015.
• Schlögl, Erik, 2013, "Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 3, pages 611-632, DOI: 10.1016/j.jedc.2012.10.001.
• Dick, Christian D. & Menkhoff, Lukas, 2013, "Exchange rate expectations of chartists and fundamentalists," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 7, pages 1362-1383, DOI: 10.1016/j.jedc.2013.03.006.
• Albert Wijeweera & Michael Charles, 2013, "An Empirical Analysis of the Determinants of Passenger Rail Demand in Melbourne, Australia," Economic Analysis and Policy, Elsevier, volume 43, issue 3, pages 249-264, December.
• Chao, Chi-Chur & Lu, Lee-Jung & Lai, Ching-Chong & Hu, Shih-Wen & Wang, Vey, 2013, "Devaluation, pass-through and foreign reserves dynamics in a tourism economy," Economic Modelling, Elsevier, volume 30, issue C, pages 456-461, DOI: 10.1016/j.econmod.2012.09.050.
• Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati, 2013, "Oil price and exchange rates: A wavelet based analysis for India," Economic Modelling, Elsevier, volume 31, issue C, pages 414-422, DOI: 10.1016/j.econmod.2012.11.043.
• Reboredo, Juan C. & Rivera-Castro, Miguel A., 2013, "A wavelet decomposition approach to crude oil price and exchange rate dependence," Economic Modelling, Elsevier, volume 32, issue C, pages 42-57, DOI: 10.1016/j.econmod.2012.12.028.
• Coulibaly, Issiaka & Gnimassoun, Blaise, 2013, "Optimality of a monetary union: New evidence from exchange rate misalignments in West Africa," Economic Modelling, Elsevier, volume 32, issue C, pages 463-482, DOI: 10.1016/j.econmod.2013.02.038.
• Guo, Feng & Hu, Jinyan & Jiang, Mingming, 2013, "Monetary shocks and asymmetric effects in an emerging stock market: The case of China," Economic Modelling, Elsevier, volume 32, issue C, pages 532-538, DOI: 10.1016/j.econmod.2013.02.032.
• Tsong, Ching-Chuan & Wu, Chien-Wei & Chiu, Hsien-Hung & Lee, Cheng-Feng, 2013, "Covariate unit root tests under structural change and asymmetric STAR dynamics," Economic Modelling, Elsevier, volume 33, issue C, pages 101-112, DOI: 10.1016/j.econmod.2013.03.016.
• Wang, Peijie, 2013, "Reverse shooting of exchange rates," Economic Modelling, Elsevier, volume 33, issue C, pages 71-76, DOI: 10.1016/j.econmod.2013.03.024.
• Couharde, Cécile & Coulibaly, Issiaka & Damette, Olivier, 2013, "Anchor currency and real exchange rate dynamics in the CFA Franc zone," Economic Modelling, Elsevier, volume 33, issue C, pages 722-732, DOI: 10.1016/j.econmod.2013.05.005.
• Jiang, Jiadan & Kim, David, 2013, "Exchange rate pass-through to inflation in China," Economic Modelling, Elsevier, volume 33, issue C, pages 900-912, DOI: 10.1016/j.econmod.2013.05.021.
• Kiani, Khurshid M., 2013, "Can signal extraction help predict risk premia in foreign exchange rates," Economic Modelling, Elsevier, volume 33, issue C, pages 926-939, DOI: 10.1016/j.econmod.2013.06.005.
• Holtemöller, Oliver & Mallick, Sushanta, 2013, "Exchange rate regime, real misalignment and currency crises," Economic Modelling, Elsevier, volume 34, issue C, pages 5-14, DOI: 10.1016/j.econmod.2012.09.017.
• Matsuki, Takashi & Sugimoto, Kimiko, 2013, "Stationarity of Asian real exchange rates: An empirical application of multiple testing to nonstationary panels with a structural break," Economic Modelling, Elsevier, volume 34, issue C, pages 52-58, DOI: 10.1016/j.econmod.2012.11.056.
• Hwang, Eugene & Min, Hong-Ghi & Kim, Bong-Han & Kim, Hyeongwoo, 2013, "Determinants of stock market comovements among US and emerging economies during the US financial crisis," Economic Modelling, Elsevier, volume 35, issue C, pages 338-348, DOI: 10.1016/j.econmod.2013.07.021.
• Narayan, Paresh Kumar & Thuraisamy, Kannan S., 2013, "Common trends and common cycles in stock markets," Economic Modelling, Elsevier, volume 35, issue C, pages 472-476, DOI: 10.1016/j.econmod.2013.08.002.
• He, Huizhen & Chang, Tsangyao, 2013, "Purchasing power parity in transition countries: Sequential panel selection method," Economic Modelling, Elsevier, volume 35, issue C, pages 604-609, DOI: 10.1016/j.econmod.2013.08.021.
• Lopcu, Kenan & Dülger, Fikret & Burgaç, Almıla, 2013, "Relative productivity increases and the appreciation of the Turkish lira," Economic Modelling, Elsevier, volume 35, issue C, pages 614-621, DOI: 10.1016/j.econmod.2013.08.005.
• Kyophilavong, Phouphet & Shahbaz, Muhammad & Uddin, Gazi Salah, 2013, "Does J-curve phenomenon exist in case of Laos? An ARDL approach," Economic Modelling, Elsevier, volume 35, issue C, pages 833-839, DOI: 10.1016/j.econmod.2013.08.014.
• Melvin, Michael & Prins, John & Shand, Duncan, 2013, "Forecasting Exchange Rates: an Investor Perspective," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-62731-5.00013-0.
• Loría, Eduardo & Salas, Emmanuel, 2013, "Crucial exchange rate parity. Evidence for Mexico," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 101-112, DOI: 10.1016/j.najef.2012.07.001.
• Lee, Donghyun, 2013, "New evidence on the link between exchange rates and asset-seeking acquisition FDI," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 153-158, DOI: 10.1016/j.najef.2012.05.001.
• Beckmann, Joscha, 2013, "Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 176-190, DOI: 10.1016/j.najef.2012.07.005.
• Kempa, Bernd & Riedel, Jana, 2013, "Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 268-278, DOI: 10.1016/j.najef.2012.11.001.
• Best, Gabriela, 2013, "Fear of floating or monetary policy as usual? A structural analysis of Mexico's monetary policy," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 45-62, DOI: 10.1016/j.najef.2012.05.002.
• Chao, Chi-Chur & Hu, Shih-Wen & Lai, Ching-Chong & Tai, Meng-Yi & Wang, Vey, 2013, "Tariff-tax reform and exchange rate dynamics in a monetary economy," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 63-73, DOI: 10.1016/j.najef.2012.07.004.
• Díaz, Violeta & Soydemir, Gökçe, 2013, "Regional foreclosures and Mexican remittances: Evidence from the housing market crisis," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 74-86, DOI: 10.1016/j.najef.2012.06.018.
• Bahmani-Oskooee, Mohsen & Harvey, Hanafiah & Hegerty, Scott W., 2013, "The effects of exchange-rate volatility on commodity trade between the U.S. and Brazil," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 70-93, DOI: 10.1016/j.najef.2013.03.002.
• Ng, Andrew C.Y. & Li, Johnny Siu-Hang & Chan, Wai-Sum, 2013, "Pricing options on stocks denominated in different currencies: Theory and illustrations," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 339-354, DOI: 10.1016/j.najef.2013.02.009.
• Gu, Jingping & Li, Qi & Yang, Jian, 2013, "Fiscal deficits and mean reversion in real exchange rates," Economics Letters, Elsevier, volume 118, issue 2, pages 300-303, DOI: 10.1016/j.econlet.2012.11.022.
• Dorn, Sabrina & Egger, Peter H., 2013, "Fixed currency regimes and the time pattern of trade effects," Economics Letters, Elsevier, volume 119, issue 2, pages 120-123, DOI: 10.1016/j.econlet.2013.01.017.
• Al-Abri, Almukhtar, 2013, "Real exchange rate volatility, terms-of-trade shocks, and financial integration in primary-commodity exporting economies," Economics Letters, Elsevier, volume 120, issue 1, pages 126-129, DOI: 10.1016/j.econlet.2013.04.003.
• Moon, Seongman & Velasco, Carlos, 2013, "Tests for m-dependence based on sample splitting methods," Journal of Econometrics, Elsevier, volume 173, issue 2, pages 143-159, DOI: 10.1016/j.jeconom.2012.11.005.
• Jamilov, Rustam, 2013, "Capital mobility in the Caucasus," Economic Systems, Elsevier, volume 37, issue 2, pages 155-170, DOI: 10.1016/j.ecosys.2012.12.004.
• Jimborean, Ramona, 2013, "The exchange rate pass-through in the new EU member states," Economic Systems, Elsevier, volume 37, issue 2, pages 302-329, DOI: 10.1016/j.ecosys.2012.08.006.
• Bache, Ida Wolden & Sveen, Tommy & Torstensen, Kjersti Næss, 2013, "Revisiting the importance of non-tradable goods' prices in cyclical real exchange rate fluctuations," European Economic Review, Elsevier, volume 57, issue C, pages 98-107, DOI: 10.1016/j.euroecorev.2012.10.007.
• Spronk, Richard & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2013, "Carry trade and foreign exchange rate puzzles," European Economic Review, Elsevier, volume 60, issue C, pages 17-31, DOI: 10.1016/j.euroecorev.2013.01.007.
• Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki, 2013, "Do sticky prices increase real exchange rate volatility at the sector level?," European Economic Review, Elsevier, volume 62, issue C, pages 58-72, DOI: 10.1016/j.euroecorev.2013.04.007.
• Aizenman, Joshua & Pinto, Brian & Sushko, Vladyslav, 2013, "Financial sector ups and downs and the real sector in the open economy: Up by the stairs, down by the parachute," Emerging Markets Review, Elsevier, volume 16, issue C, pages 1-30, DOI: 10.1016/j.ememar.2013.02.007.
• Loring, Grace & Lucey, Brian, 2013, "An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample?," Emerging Markets Review, Elsevier, volume 17, issue C, pages 14-28, DOI: 10.1016/j.ememar.2013.07.001.
• Broto, Carmen, 2013, "The effectiveness of forex interventions in four Latin American countries," Emerging Markets Review, Elsevier, volume 17, issue C, pages 224-240, DOI: 10.1016/j.ememar.2013.03.003.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2013, "Equilibrium exchange rate determination and multiple structural changes," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 52-66, DOI: 10.1016/j.jempfin.2013.03.001.
• Ammann, Manuel & Buesser, Ralf, 2013, "Variance risk premiums in foreign exchange markets," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 16-32, DOI: 10.1016/j.jempfin.2013.04.006.
• Mollick, André Varella & Assefa, Tibebe Abebe, 2013, "U.S. stock returns and oil prices: The tale from daily data and the 2008–2009 financial crisis," Energy Economics, Elsevier, volume 36, issue C, pages 1-18, DOI: 10.1016/j.eneco.2012.11.021.
• Beckmann, Joscha & Czudaj, Robert, 2013, "Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?," Energy Economics, Elsevier, volume 40, issue C, pages 665-678, DOI: 10.1016/j.eneco.2013.08.007.
• Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu, 2013, "The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework," Energy Economics, Elsevier, volume 40, issue C, pages 714-733, DOI: 10.1016/j.eneco.2013.08.016.
• Ho, Tai-kuang & Lai, Cheng-chung, 2013, "Silver fetters? The rise and fall of the Chinese price level 1928–34," Explorations in Economic History, Elsevier, volume 50, issue 3, pages 446-462, DOI: 10.1016/j.eeh.2013.03.001.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2013, "Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 1-9, DOI: 10.1016/j.irfa.2013.03.011.
• Agyei-Ampomah, Sam & Mazouz, Khelifa & Yin, Shuxing, 2013, "The foreign exchange exposure of UK non-financial firms: A comparison of market-based methodologies," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 251-260, DOI: 10.1016/j.irfa.2012.05.006.
• Christodoulakis, George & Mamatzakis, Emmanuel, 2013, "Behavioural asymmetries in the G7 foreign exchange market," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 261-270, DOI: 10.1016/j.irfa.2013.02.012.
• Belghitar, Yacine & Clark, Ephraim & Mefteh, Salma, 2013, "Foreign currency derivative use and shareholder value," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 283-293, DOI: 10.1016/j.irfa.2012.02.004.
• Zhou, Victoria Yun & Wang, Peijie, 2013, "Managing foreign exchange risk with derivatives in UK non-financial firms," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 294-302, DOI: 10.1016/j.irfa.2012.07.005.
• Zhang, Zhichao & Chau, Frankie & Zhang, Wenting, 2013, "Exchange rate determination and dynamics in China: A market microstructure analysis," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 303-316, DOI: 10.1016/j.irfa.2012.08.005.
• Li, Dandan & Ghoshray, Atanu & Morley, Bruce, 2013, "An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 109-120, DOI: 10.1016/j.irfa.2013.07.012.
• Tse, Yiuman & Wald, John K., 2013, "Insured uncovered interest parity," Finance Research Letters, Elsevier, volume 10, issue 4, pages 175-183, DOI: 10.1016/j.frl.2013.06.004.
• Balke, Nathan S. & Ma, Jun & Wohar, Mark E., 2013, "The contribution of economic fundamentals to movements in exchange rates," Journal of International Economics, Elsevier, volume 90, issue 1, pages 1-16, DOI: 10.1016/j.jinteco.2012.10.003.
• Dahlquist, Magnus & Hasseltoft, Henrik, 2013, "International Bond Risk Premia," Journal of International Economics, Elsevier, volume 90, issue 1, pages 17-32, DOI: 10.1016/j.jinteco.2012.11.008.
• Bacchetta, Philippe & van Wincoop, Eric, 2013, "On the unstable relationship between exchange rates and macroeconomic fundamentals," Journal of International Economics, Elsevier, volume 91, issue 1, pages 18-26, DOI: 10.1016/j.jinteco.2013.06.001.
• Djeutem, Edouard & Kasa, Kenneth, 2013, "Robustness and exchange rate volatility," Journal of International Economics, Elsevier, volume 91, issue 1, pages 27-39, DOI: 10.1016/j.jinteco.2013.05.003.
• Kia, Amir, 2013, "Determinants of the real exchange rate in a small open economy: Evidence from Canada," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 163-178, DOI: 10.1016/j.intfin.2012.09.001.
• Bec, Frédérique & Zeng, Songlin, 2013, "Are Southeast Asian real exchange rates mean reverting?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 265-282, DOI: 10.1016/j.intfin.2012.09.010.
• Prat, Georges & Uctum, Remzi, 2013, "Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 33-54, DOI: 10.1016/j.intfin.2012.09.005.
• Liu, Hao-Chen & Witte, Mark David, 2013, "The microstructure of covered interest arbitrage in a market with a dominant market maker," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 25-41, DOI: 10.1016/j.intfin.2012.11.012.
• Tsagkanos, Athanasios & Siriopoulos, Costas, 2013, "A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 106-118, DOI: 10.1016/j.intfin.2013.01.008.
• Dimitriou, Dimitrios & Kenourgios, Dimitris, 2013, "Financial crises and dynamic linkages among international currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 319-332, DOI: 10.1016/j.intfin.2013.07.008.
• de Truchis, Gilles & Keddad, Benjamin, 2013, "Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 394-412, DOI: 10.1016/j.intfin.2013.07.005.
• Andreou, Elena & Matsi, Maria & Savvides, Andreas, 2013, "Stock and foreign exchange market linkages in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 248-268, DOI: 10.1016/j.intfin.2013.09.003.
• Ahmad, A.H. & Moran Hernandez, Ricardo, 2013, "Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 306-317, DOI: 10.1016/j.intfin.2013.10.002.
• Morales-Arias, Leonardo & Moura, Guilherme V., 2013, "Adaptive forecasting of exchange rates with panel data," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 493-509, DOI: 10.1016/j.ijforecast.2012.10.007.
• Murase, Koichi, 2013, "Asymmetric effects of the exchange rate on domestic corporate goods prices," Japan and the World Economy, Elsevier, volume 25, issue , pages 80-89, DOI: 10.1016/j.japwor.2013.01.006.
• Nishimura, Yusaku & Hirayama, Kenjiro, 2013, "Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China," Japan and the World Economy, Elsevier, volume 25, issue , pages 90-101, DOI: 10.1016/j.japwor.2013.03.002.
• He, Huizhen & Ranjbar, Omid & Chang, Tsangyao, 2013, "Purchasing power parity in transition countries: Old wine with new bottle," Japan and the World Economy, Elsevier, volume 28, issue C, pages 24-32, DOI: 10.1016/j.japwor.2013.06.002.
• Neely, Christopher J. & Weller, Paul A., 2013, "Lessons from the evolution of foreign exchange trading strategies," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3783-3798, DOI: 10.1016/j.jbankfin.2013.05.029.
• De Col, Alvise & Gnoatto, Alessandro & Grasselli, Martino, 2013, "Smiles all around: FX joint calibration in a multi-Heston model," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3799-3818, DOI: 10.1016/j.jbankfin.2013.05.031.
• Chang, Ya-Kai & Chen, Yu-Lun & Chou, Robin K. & Gau, Yin-Feng, 2013, "The effectiveness of position limits: Evidence from the foreign exchange futures markets," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4501-4509, DOI: 10.1016/j.jbankfin.2013.02.033.
• Mora, Nada & Neaime, Simon & Aintablian, Sebouh, 2013, "Foreign currency borrowing by small firms in emerging markets: When domestic banks intermediate dollars," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1093-1107, DOI: 10.1016/j.jbankfin.2012.11.012.