Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2013

• 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.
• 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.
• Hutchison, Michael & Sushko, Vladyslav, 2013, "Impact of macro-economic surprises on carry trade activity," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1133-1147, DOI: 10.1016/j.jbankfin.2012.10.022.
• Hayat, Aziz & Ganiev, Bahodir & Tang, Xueli, 2013, "Expectations of future income and real exchange rate movements," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1274-1285, DOI: 10.1016/j.jbankfin.2012.12.002.
• Straetmans, Stefan & Candelon, Bertrand, 2013, "Long-term asset tail risks in developed and emerging markets," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 1832-1844, DOI: 10.1016/j.jbankfin.2012.09.022.
• Ibragimov, Marat & Ibragimov, Rustam & Kattuman, Paul, 2013, "Emerging markets and heavy tails," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2546-2559, DOI: 10.1016/j.jbankfin.2013.02.019.
• Ding, Liang & Ma, Jun, 2013, "Portfolio reallocation and exchange rate dynamics," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3100-3124, DOI: 10.1016/j.jbankfin.2013.02.035.
• Kang, Hyunju, 2013, "Behind the scenes of abandoning a fixed exchange rate regime," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3145-3156, DOI: 10.1016/j.jbankfin.2013.02.029.
• Chang, Feng-Yi & Hsin, Chin-Wen & Shiah-Hou, Shin-Rong, 2013, "A re-examination of exposure to exchange rate risk: The impact of earnings management and currency derivative usage," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3243-3257, DOI: 10.1016/j.jbankfin.2013.03.007.
• Snaith, Stuart & Coakley, Jerry & Kellard, Neil, 2013, "Does the forward premium puzzle disappear over the horizon?," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3681-3693, DOI: 10.1016/j.jbankfin.2013.06.001.
• Harvey, Rachel, 2013, "The legal construction of the global foreign exchange market," Journal of Comparative Economics, Elsevier, volume 41, issue 2, pages 343-354, DOI: 10.1016/j.jce.2013.03.006.
• Mehrling, Perry, 2013, "Essential hybridity: A money view of FX," Journal of Comparative Economics, Elsevier, volume 41, issue 2, pages 355-363, DOI: 10.1016/j.jce.2013.03.007.
• Alsakka, Rasha & ap Gwilym, Owain, 2013, "Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 144-162, DOI: 10.1016/j.jebo.2011.12.007.
• Kodongo, Odongo & Ojah, Kalu, 2013, "Real exchange rates, trade balance and capital flows in Africa," Journal of Economics and Business, Elsevier, volume 66, issue C, pages 22-46, DOI: 10.1016/j.jeconbus.2012.12.002.
• Dicle, Mehmet F. & Levendis, John, 2013, "Comment on Johnson and Soenen (2004): The US stock market and the international value of the US dollar," Journal of Economics and Business, Elsevier, volume 69, issue C, pages 101-108, DOI: 10.1016/j.jeconbus.2013.04.004.
• Galimberti, Jaqueson K. & Moura, Marcelo L., 2013, "Taylor rules and exchange rate predictability in emerging economies," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 1008-1031, DOI: 10.1016/j.jimonfin.2012.08.006.
• Chang, Sanders S., 2013, "Can cross-country portfolio rebalancing give rise to forward bias in FX markets?," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 1079-1096, DOI: 10.1016/j.jimonfin.2012.09.002.
• Aysun, Uluc & Brady, Ryan & Honig, Adam, 2013, "Financial frictions and the strength of monetary transmission," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 1097-1119, DOI: 10.1016/j.jimonfin.2012.09.003.
• Zhao, Yanping & de Haan, Jakob & Scholtens, Bert & Yang, Haizhen, 2013, "The relationship between the Renminbi future spot return and the forward discount rate," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 156-168, DOI: 10.1016/j.jimonfin.2012.04.003.
• Mansoorian, Arman & Mohsin, Mohammed, 2013, "Real asset returns, inflation and activity in a small, open, Cash-in-Advance economy," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 234-250, DOI: 10.1016/j.jimonfin.2012.04.014.
• Tang, Xiaolei & Zhou, Jizhong, 2013, "Nonlinear relationship between the real exchange rate and economic fundamentals: Evidence from China and Korea," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 304-323, DOI: 10.1016/j.jimonfin.2012.04.010.
• De Grauwe, Paul & Markiewicz, Agnieszka, 2013, "Learning to forecast the exchange rate: Two competing approaches," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 42-76, DOI: 10.1016/j.jimonfin.2012.03.001.
• Shintani, Mototsugu & Terada-Hagiwara, Akiko & Yabu, Tomoyoshi, 2013, "Exchange rate pass-through and inflation: A nonlinear time series analysis," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 512-527, DOI: 10.1016/j.jimonfin.2012.05.024.
• Dong, Wei & Nam, Deokwoo, 2013, "Exchange rates and individual good's price misalignment: Evidence of long-horizon predictability," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 611-636, DOI: 10.1016/j.jimonfin.2012.06.003.
• Chaieb, Ines & Mazzotta, Stefano, 2013, "Unconditional and conditional exchange rate exposure," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 781-808, DOI: 10.1016/j.jimonfin.2012.07.001.
• Ouyang, Alice Y. & Rajan, Ramkishen S., 2013, "Real exchange rate fluctuations and the relative importance of nontradables," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 844-855, DOI: 10.1016/j.jimonfin.2012.07.006.
• Yamada, Hiroyuki, 2013, "Does the exchange rate regime make a difference in inflation performance in developing and emerging countries?: The role of inflation targeting," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 968-989, DOI: 10.1016/j.jimonfin.2012.08.003.
• Fatum, Rasmus & Pedersen, Jesper & Sørensen, Peter Norman, 2013, "The intraday effects of central bank intervention on exchange rate spreads," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 103-117, DOI: 10.1016/j.jimonfin.2012.10.006.
• Steiner, Andreas, 2013, "How central banks prepare for financial crises – An empirical analysis of the effects of crises and globalisation on international reserves," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 208-234, DOI: 10.1016/j.jimonfin.2012.11.012.
• Bekiros, Stelios & Marcellino, Massimiliano, 2013, "The multiscale causal dynamics of foreign exchange markets," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 282-305, DOI: 10.1016/j.jimonfin.2012.11.016.
• Kim, Bong-Han & Kim, Hyeongwoo & Min, Hong-Ghi, 2013, "Reassessing the link between the Japanese yen and emerging Asian currencies," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 306-326, DOI: 10.1016/j.jimonfin.2012.11.021.
• Nucera, Federico & Valente, Giorgio, 2013, "Carry trades and the performance of currency hedge funds," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 407-425, DOI: 10.1016/j.jimonfin.2012.12.001.
• Moessner, Richhild & Allen, William A., 2013, "Central bank swap line effectiveness during the euro area sovereign debt crisis," Journal of International Money and Finance, Elsevier, volume 35, issue C, pages 167-178, DOI: 10.1016/j.jimonfin.2013.03.003.
• Lovcha, Yuliya & Perez-Laborda, Alejandro, 2013, "Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market," Journal of International Money and Finance, Elsevier, volume 35, issue C, pages 20-35, DOI: 10.1016/j.jimonfin.2013.01.002.
• Straetmans, Stefan T.M. & Versteeg, Roald J. & Wolff, Christian C.P., 2013, "Are capital controls in the foreign exchange market effective?," Journal of International Money and Finance, Elsevier, volume 35, issue C, pages 36-53, DOI: 10.1016/j.jimonfin.2013.01.005.
• Gatopoulos, Georgios & Loubergé, Henri, 2013, "Combined use of foreign debt and currency derivatives under the threat of currency crises: The case of Latin American firms," Journal of International Money and Finance, Elsevier, volume 35, issue C, pages 54-75, DOI: 10.1016/j.jimonfin.2013.01.004.
• Cumperayot, Phornchanok & Kouwenberg, Roy, 2013, "Early warning systems for currency crises: A multivariate extreme value approach," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 151-171, DOI: 10.1016/j.jimonfin.2013.03.008.
• Doukas, John A. & Zhang, Hao, 2013, "The performance of NDF carry trades," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 172-190, DOI: 10.1016/j.jimonfin.2013.04.003.
• Potì, Valerio & Siddique, Akhtar, 2013, "What drives currency predictability?," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 86-106, DOI: 10.1016/j.jimonfin.2013.03.004.
• Fry-McKibbin, Renée A. & Wanaguru, Sumila, 2013, "Currency intervention: A case study of an emerging market," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 25-47, DOI: 10.1016/j.jimonfin.2013.05.007.
• Grier, Kevin B. & Smallwood, Aaron D., 2013, "Exchange rate shocks and trade: A multivariate GARCH-M approach," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 282-305, DOI: 10.1016/j.jimonfin.2013.05.010.
• Park, Cheolbeom & Park, Sookyung, 2013, "Exchange rate predictability and a monetary model with time-varying cointegration coefficients," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 394-410, DOI: 10.1016/j.jimonfin.2013.05.003.
• Hall, Stephen G. & Hondroyiannis, George & Kenjegaliev, Amangeldi & Swamy, P.A.V.B. & Tavlas, George S., 2013, "Is the relationship between prices and exchange rates homogeneous?," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 411-438, DOI: 10.1016/j.jimonfin.2013.06.014.
• Tamgac, Unay, 2013, "Duration of fixed exchange rate regimes in emerging economies," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 439-467, DOI: 10.1016/j.jimonfin.2013.06.015.
• Lothian, James R. & Pownall, Rachel A.J. & Koedijk, Kees G., 2013, "I discovered the peso problem: Irving Fisher and the UIP puzzle," Journal of International Money and Finance, Elsevier, volume 38, issue C, pages 5-17, DOI: 10.1016/j.jimonfin.2013.06.003.
• King, Michael R. & Osler, Carol L. & Rime, Dagfinn, 2013, "The market microstructure approach to foreign exchange: Looking back and looking forward," Journal of International Money and Finance, Elsevier, volume 38, issue C, pages 95-119, DOI: 10.1016/j.jimonfin.2013.05.004.
• Ma, Guonan & McCauley, Robert N., 2013, "Is China or India more financially open?," Journal of International Money and Finance, Elsevier, volume 39, issue C, pages 6-27, DOI: 10.1016/j.jimonfin.2013.06.017.
• Kawakami, Kei, 2013, "Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate," Journal of the Japanese and International Economies, Elsevier, volume 28, issue C, pages 1-18, DOI: 10.1016/j.jjie.2013.01.006.
• Aizenman, Joshua & Inoue, Kenta, 2013, "Central banks and gold puzzles," Journal of the Japanese and International Economies, Elsevier, volume 28, issue C, pages 69-90, DOI: 10.1016/j.jjie.2013.02.001.
• Hall, Stephen G. & Kenjegaliev, Amangeldi & Swamy, P.A.V.B. & Tavlas, George S., 2013, "Measuring currency pressures: The cases of the Japanese yen, the Chinese yuan, and the UK pound," Journal of the Japanese and International Economies, Elsevier, volume 29, issue C, pages 1-20, DOI: 10.1016/j.jjie.2013.04.001.
• Ghosh, Amit, 2013, "Exchange rate pass through, macro fundamentals and regime choice in Latin America," Journal of Macroeconomics, Elsevier, volume 35, issue C, pages 163-171, DOI: 10.1016/j.jmacro.2012.09.001.
• Couharde, Cécile & Sallenave, Audrey, 2013, "How do currency misalignments’ threshold affect economic growth?," Journal of Macroeconomics, Elsevier, volume 36, issue C, pages 106-120, DOI: 10.1016/j.jmacro.2012.11.002.
• Steiner, Andreas, 2013, "The accumulation of foreign exchange by central banks: Fear of capital mobility?," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 409-427, DOI: 10.1016/j.jmacro.2013.08.002.
• Couharde, Cécile & Coulibaly, Issiaka & Guerreiro, David & Mignon, Valérie, 2013, "Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 428-441, DOI: 10.1016/j.jmacro.2013.07.011.
• Baek, Seung-Gwan, 2013, "On the determinants of aggregate currency mismatch," Journal of Policy Modeling, Elsevier, volume 35, issue 4, pages 623-637, DOI: 10.1016/j.jpolmod.2012.05.018.
• Yamamoto, Shugo, 2013, "Sudden stop and trade balance reversal after Asian crisis: Investment drought impact versus exchange rate depreciation," Journal of Policy Modeling, Elsevier, volume 35, issue 5, pages 750-765, DOI: 10.1016/j.jpolmod.2013.04.002.
• Esaka, Taro, 2013, "Evaluating the effect of de facto pegs on currency crises," Journal of Policy Modeling, Elsevier, volume 35, issue 6, pages 943-963, DOI: 10.1016/j.jpolmod.2013.02.002.
• Dülger, Fikret & Lopcu, Kenan & Burgaç, Almıla & Ballı, Esra, 2013, "Is Russia suffering from Dutch Disease? Cointegration with structural break," Resources Policy, Elsevier, volume 38, issue 4, pages 605-612, DOI: 10.1016/j.resourpol.2013.09.006.
• Saha, Shrabani & Zhang, Zhaoyong, 2013, "Do exchange rates affect consumer prices? A comparative analysis for Australia, China and India," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 93, issue C, pages 128-138, DOI: 10.1016/j.matcom.2012.11.002.
• Strasser, Georg, 2013, "Exchange rate pass-through and credit constraints," Journal of Monetary Economics, Elsevier, volume 60, issue 1, pages 25-38, DOI: 10.1016/j.jmoneco.2012.10.013.
• Ligon, James A. & Liu, Hao-Chen, 2013, "The relation of trade size and price contribution in a traditional foreign exchange brokered market," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1024-1045, DOI: 10.1016/j.pacfin.2012.08.002.
• Fung, Hung-Gay & Tse, Yiuman & Zhao, Lin, 2013, "Are stock markets in Asia related to carry trade?," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 200-216, DOI: 10.1016/j.pacfin.2013.08.010.
• Wu, Jyh-Lin & Wang, Yi-Chiuan, 2013, "Fundamentals, forecast combinations and nominal exchange-rate predictability," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 129-145, DOI: 10.1016/j.iref.2012.07.002.
• Giannellis, Nikolaos & Koukouritakis, Minoas, 2013, "Exchange rate misalignment and inflation rate persistence: Evidence from Latin American countries," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 202-218, DOI: 10.1016/j.iref.2012.07.013.
• Lee, Chia-Hao & Chou, Pei-I, 2013, "The behavior of real exchange rate: Nonlinearity and breaks," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 125-133, DOI: 10.1016/j.iref.2012.09.007.
• Wong, Kit Pong, 2013, "International trade and hedging under joint price and exchange rate uncertainty," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 160-170, DOI: 10.1016/j.iref.2012.09.013.
• Lee, Byung-Joo, 2013, "Uncovered interest parity puzzle: Asymmetric responses," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 238-249, DOI: 10.1016/j.iref.2012.10.004.
• Beckmann, Joscha & Czudaj, Robert, 2013, "Oil prices and effective dollar exchange rates," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 621-636, DOI: 10.1016/j.iref.2012.12.002.
• Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2013, "Purchasing Power Parity and the Taylor Rule," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-41, Jun.
• Selim KAYHAN & Tayfur BAYAT & Ahmet UGUR, 2013, "Interest Rates and Exchange Rate Relationship in BRIC-T Countries," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 13, issue 2, pages 227-236.