Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2014

• Abdul Rashid, 2014, "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, January.
• Fidelina B. Natividad-Carlos, 2014, "Exchange-Rate Overshooting: An Analysis for Intermediate Macro," UP School of Economics Discussion Papers, University of the Philippines School of Economics, number 201414, Oct.
• Abdul Qayyum & Muhammad Arshad Khan, 2014, "Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2014:103.
• Hernández, Juan R., 2014, "Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 100653.
• Phiri, Andrew, 2014, "Purchasing power parity (PPP) between South Africa and her main currency exchange partners: Evidence from asymmetric unit root tests and threshold co-integration analysis," MPRA Paper, University Library of Munich, Germany, number 53659, Feb.
• Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014, "Exchange Rate Predictability in a Changing World," MPRA Paper, University Library of Munich, Germany, number 53684, Feb.
• Cruz-Rodriguez, Alexis, 2014, "¿Puede un índice de sostenibilidad fiscal predecir la ocurrencia de crisis cambiarias? Evidencias para algunos países seleccionados
  [Can a fiscal sustainability indicator predict the occurrence of currency crises? Evidence for selected countries]," MPRA Paper, University Library of Munich, Germany, number 54103, Feb.
• Petreski, Marjan, 2014, "Grooming Classifications: Exchange Rate Regimes and Growth in Transition Economies," MPRA Paper, University Library of Munich, Germany, number 54473.
• Ketenci, Natalya, 2014, "The bilateral trade balance of the EU in the presence of structural breaks," MPRA Paper, University Library of Munich, Germany, number 54661.
• Chong, Terence Tai Leung & Yan, Isabel K., 2014, "Estimating and Testing Threshold Regression Models with Multiple Threshold Variables," MPRA Paper, University Library of Munich, Germany, number 54732, Mar.
• Cebula, Richard, 2014, "An Empirical Investigation into the Impact of U.S. Federal Government Budget Deficits on the Real Interest Rate Yield on Intermediate-term Treasury Debt Issues, 1972-2012," MPRA Paper, University Library of Munich, Germany, number 55269, Apr.
• Zhang, Zhibai, 2014, "Is there a rule of thumb for absolute purchasing power parity to hold?," MPRA Paper, University Library of Munich, Germany, number 55338, Apr.
• Evans, Martin, 2014, "External Balances, Trade Flows and Financial Conditions," MPRA Paper, University Library of Munich, Germany, number 55644, May.
• Campbell, Douglas L & Pyun, Ju Hyun, 2014, "Through the Looking Glass: A WARPed View of Real Exchange Rate History," MPRA Paper, University Library of Munich, Germany, number 55870, May.
• Kodongo, Odongo & Ojah, Kalu, 2014, "The conditional pricing of currency and inflation risks in Africa's equity markets," MPRA Paper, University Library of Munich, Germany, number 56100, May.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 57084, Jul.
• Comunale, Mariarosaria, 2014, "Euro-dollar polarization and heterogeneity in exchange rate pass-throughs within the euro zone," MPRA Paper, University Library of Munich, Germany, number 57704, Jul, revised Aug 2014.
• Evans, Martin, 2014, "Forex Trading and the WMR Fix," MPRA Paper, University Library of Munich, Germany, number 58151, Aug.
• Chaudhry, Naveed Iqbal & Mehmood, Mian Saqib & Mehmood, Asif & Mujtaba, Bahaudin G., 2014, "Exchange Rate, Market Size and Human Capital Nexus Foreign Direct Investment – A Bound Testing Approach for Pakistan," MPRA Paper, University Library of Munich, Germany, number 58177, Aug.
• Comunale, Mariarosaria, 2014, "Long-run determinants and misalignments of the real effective exchange rate in the EU," MPRA Paper, University Library of Munich, Germany, number 59571, Jul, revised Sep 2014.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 59770, Jul.
• Cheng, Gong, 2014, "Balance sheet effects, foreign reserves and public policies," MPRA Paper, University Library of Munich, Germany, number 59905, Jan, revised 14 Nov 2014.
• Aloosh, Arash, 2014, "Global Variance Risk Premium and Forex Return Predictability," MPRA Paper, University Library of Munich, Germany, number 59931, Nov.
• Labrinidis, George, 2014, "International reserves in the era of quasi-world money," MPRA Paper, University Library of Munich, Germany, number 59963, Oct.
• Marbuah, George, 2014, "Understanding crude oil import demand behaviour in Ghana," MPRA Paper, University Library of Munich, Germany, number 60436, Oct.
• Chong, Terence Tai Leung & He, Qing & Chan, Wing Hong, 2014, "From Fixed to Float: A Competing Risks Analysis," MPRA Paper, University Library of Munich, Germany, number 60824, Dec.
• Helali, Kamel & Kalai, Maha & Boujelben, Thouraya, 2014, "Exchange rate Pass-Through to domestic prices in Tunisia: a short and long run analysis," MPRA Paper, University Library of Munich, Germany, number 62204, Jun, revised 10 Dec 2014.
• Asongu, Simplice, 2014, "Real Effective Exchange Rate Imbalances and Macroeconomic Adjustments: evidence from the CEMAC zone," MPRA Paper, University Library of Munich, Germany, number 63154, Jan.
• Liu, Tao, 2014, "The onshore-offshore interaction of RMB market: a high-frequency analysis," MPRA Paper, University Library of Munich, Germany, number 63905, Apr.
• GHARDACH, jaouad, 2014, "The Exchange Rate Pass-Through To Import Prices: A Panel Evidence From Developing Countries," MPRA Paper, University Library of Munich, Germany, number 64938, Jun.
• Nizar, Muhammad Afdi, 2014, "Pengaruh Aliran Masuk Devisa Tenaga Kerja (Workers’ Remittances) Terhadap Nilai Tukar Rupiah
  [The Effect of Workers’ Remittances on Exchange Rates of Rupiah]," MPRA Paper, University Library of Munich, Germany, number 65728.
• ABDELLAOUI, Okba & Elkhatib, MOHAMMED, 2014, "قياس الآثار التبادلية بين التكتلات الاقتصادية والأزمات حالة المكسيك ضمن تكتل منطقة التجارة الحرة لأمريكا الشمالية للفترة 1980-2012
  [Measuring the effects of reciprocity between the economic blocs and crises The case of Mexico within the bloc, the ," MPRA Paper, University Library of Munich, Germany, number 65966, Oct, revised 14 Nov 2014.
• Tang, Bo, 2014, "Exchange Rate Exposure of Chinese Firms at the Industry and Firm level," MPRA Paper, University Library of Munich, Germany, number 66008, Dec, revised Apr 2015.
• Tang, Bo, 2014, "Real Exchange Rate and Economic Growth in China: A Cointegrated VAR Approach," MPRA Paper, University Library of Munich, Germany, number 66087, Nov.
• Condorelli, Stefano, 2014, "The 1719-20 stock euphoria: a pan-European perspective," MPRA Paper, University Library of Munich, Germany, number 68652, Jul, revised Dec 2015.
• Cruz-Rodríguez, Alexis, 2014, "Is there a relationship between fiscal sustainability and currency crises? International evidence based on causality tests," MPRA Paper, University Library of Munich, Germany, number 72103, Apr.
• Goyal, Ashima, 2014, "External shocks," MPRA Paper, University Library of Munich, Germany, number 72498.
• BENDOB, Ali & SI MOHEMMED, Kamel, 2014, "La relation entre le taux de change parallèle et la demande de la monnaie Cas de l’Algérie durant 1980-2010: Une approche économétrique
  [The relationship between the parallel exchange rate and demand for money Case of Algeria during 1980-2010: An ," MPRA Paper, University Library of Munich, Germany, number 76085, revised 2014.
• Mulatu F. Zerihun & Marthinus C. Breitenbach & Francis Kemegue, 2014, "Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union," Working Papers, University of Pretoria, Department of Economics, number 201406, Feb.
• Nicholas Apergis & Ghassen El Montasser & Emmanuel Owusu-Sekyere & Ahdi N. Ajmi & Rangan Gupta, 2014, "Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries," Working Papers, University of Pretoria, Department of Economics, number 201408, Mar.
• Mulatu F. Zehirun & Marthinus C. Breitenbach & Francis Kemegue, 2014, "Monetary Integration in SADC: Assessment of Policy Coordination and Real Effective Exchange Rate Stability," Working Papers, University of Pretoria, Department of Economics, number 201473, Nov.
• 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.
• Francis M. Kemegue & Marthinus C. Breitenbach & Mulatu F. Zerihun, 2014, "Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union," ERSA Working Paper Series, Economic Research Southern Africa, number 420, Feb.
• Adrian Saville & Douglas Mbululu & Nicola K. Rowbotham, 2014, "Exchange Rate Policy and Export Performance in Efficiency-Driven Economies," ERSA Working Paper Series, Economic Research Southern Africa, number 469, Oct.
• Francis M. Kemegue & Marthinus C. Breitenbach & Mulatu F. Zerihun, 2014, "Monetary Integration in SADC: Assessment of Policy Coordination and Real Effective Exchange Rate Stability," ERSA Working Paper Series, Economic Research Southern Africa, number 479, 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 4, 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.
• Paolo Canofari & Giovanni Di Bartolomeo & Giovanni Piersanti, 2014, "Theory and practice of contagion in monetary unions: Domino effects in EMU Mediterranean countries," CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO), number 109, Sep.
• Paolo Canofari & Giancarlo Marini & Giovanni Piersanti, 2014, "Expectations and systemic risk in EMU government bond spreads," CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO), number 113, 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.

2013

• Michael Bleaney & Sharmila Devadas, 2013, "Foreign Exchange Inflows in Emerging Markets: How Much Are They Sterilised?," Discussion Papers, University of Nottingham, School of Economics, number 13/01, Jan.
• Richard Disney & John Gathergood, 2013, "House Prices, Wealth Effects and Labour Supply," Discussion Papers, University of Nottingham, School of Economics, number 13/02, Feb.
• Vanessa da Costa Val Munhoz, 2013, "Vulnerabilidade externa e controle de capitais no Brasil: uma análise das inter-relações entre câmbio, fluxos de capitais, IOF, juros e risco-país [External vulnerability and capital controls in Brazil: an analysis of the interrelation between the ex," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 23, issue 2, pages 371-402, May-Augus.
• Bhanumurthy, N.R. & Sharma, Chandan, 2013, "Does Weak Rupee Matter for India's Manufacturing Exports?," Working Papers, National Institute of Public Finance and Policy, number 13/115, Jan.
• Guglielmo Maria Caporale & Alessandro Girardi, 2013, "Business Cycles, International Trade and Capital Flows: Evidence from Latin America," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2013, Oct.
• Silvia Trifonova & Mihail Konchev, 2013, "Estimation of the impact of the USD/EUR exchange rate on the gross foreign exchange reserves� dynamics in Bulgaria," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 27-41, December.
• Richard Fabling & Lynda Sanderson, 2013, "Export performance, invoice currency, and heterogeneous exchange rate pass-through," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2013/01, Jan.
• 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.