Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2013

• Wajih Khallouli & Mahmoud Sami Nab, 2013, "Banking soundness and financial crises' predictability: a case study of Turkey," International Economics, CEPII research center, issue 135-136, pages 62-78.
• Hui Jun Zhang & Jean-Marie Dufour & John W. Galbraith, 2013, "Exchange rates and commodity prices: measuring causality at multiple horizons," CIRANO Working Papers, CIRANO, number 2013s-39, Oct.
• Josué Fernando Cortés Espada, 2013, "Estimating the Exchange Rate Pass-Through to Prices in Mexico," Monetaria, CEMLA, volume 0, issue 2, pages 287-316, July-Dece.
• Guillermo Calvo & Alejandro Izquierdo & Rudy Loo-Kung, 2013, "Optimal Holdings of International Reserves: Self-insurance against Sudden Stops," Monetaria, CEMLA, volume 0, issue 1, pages 1-35, January-j.
• Josué Fernando Cortés Espada, 2013, "Estimación del traspaso del tipo de cambio a los precios en México," Monetaria, CEMLA, volume 0, issue 2, pages 311-344, julio-dic.
• Lubos Komarek & Michal Skorepa, 2013, "Sources of Asymmetric Shocks: The Exchange Rate or Other Culprits?," Working Papers, Czech National Bank, Research and Statistics Department, number 2013/12, Dec.
• Hernando Vargas Herrera & Andr�s Gonz�lez & Diego Rodr�guez, 2013, "Foreign Exchange Intervention in Colombia," Borradores de Economia, Banco de la Republica, number 10465, Feb.
• Juan Jos� Echavarr�a & Luis Fernando Melo Velandia & Santiago T�llez & Mauricio Villamizar, 2013, "The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate," Borradores de Economia, Banco de la Republica, number 10767, May.
• Juan Jos� Echavarr�a & Luis Fernando Melo Velandia & Mauricio Villamizar, 2013, "The Impact of Different Types of Foreign Exchange Intervention: An Event Study Approach," Borradores de Economia, Banco de la Republica, number 10985, Oct.
• Ana Mar�a Iregui B. & Luis Fernando Melo V. & Mar�a Teresa Ram�rez G. & Carmen Cecilia Delgado R., 2013, "El efecto de la volatilidad y del desalineamiento de la tasa de cambio real sobre la actividad de las empresas en Colombia," Borradores de Economia, Banco de la Republica, number 11106, Dec.
• Luis Fernando Melo & Hern�n Rinc�n, 2013, "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 31, issue 71, pages 1-35, DOI: 10.1016/S0120-4483(13)70008-3.
• Jair Ojeda Joya & Joan Granados & Carolina Arteaga, 2013, "El comportamiento del tipo de cambio real en Colombia: ¿explicado por sus fundamentales?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 31, issue 72, pages 1-17, DOI: 10.32468/Espe.7201||10.1016/S0120-4.
• Michael Jetter & Alex Nikolsko-Rzhevskyy, 2013, "Monetary Policy Shifts and the Forward Discount Puzzle," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10729, Apr.
• Willyam Cáceres Rodríguez, 2013, "Las Exportaciones y el crecimiento económico en Colombia 1994-2010," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Mauricio Lopera C. & Favi�n Gonz�lez & Charle Augusto Londo�o, 2013, "Efectos de la política monetaria sobre la valoración de activos en el mercado accionario colombiano (2004-2012)," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 22, pages 179-196.
• Jaime Montoya R., 2013, "Tasa de cambio nominal: un conjunto alternativo de determinantes bajo un modelo de oferta y demanda de divisas," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 21, pages 63-91.
• Esmeralda Villegas & Nelson Labarca & Bladimir Pozo, 2013, "Un análisis del comportamiento del tipo de cambio real en Venezuela," Revista Tendencias, Universidad de Narino, volume 14, issue 1, pages 122-145.
• Dorota Zuchowska, 2013, "Active exchange rate policy as instrument of support for economy competitiveness on the example of China," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 12, issue 3, pages 385-398, September, DOI: 10.12775/EiP.2013.029.
• Eijffinger, Sylvester & Karatas, Bilge, 2013, "Three Sisters: The Interlinkage between Sovereign Debt, Currency and Banking Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9369, Mar.
• Sarno, Lucio & Schmeling, Maik, 2013, "Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9472, May.
• Lettau, Martin & Maggiori, Matteo & Weber, Michael, 2013, "Conditional Risk Premia in Currency Markets and Other Asset Classes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9484, May.
• Wörgötter, Andreas & Coricelli, Fabrizio & Ravasan, Farshad R, 2013, "The origins of the German current account surplus: Unbalanced productivity growth and structural change," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9527, Jun.
• Sarno, Lucio & Della Corte, Pasquale, 2013, "Volatility Risk Premia and Exchange Rate Predictability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9549, Jul.
• Baldursson, Fridrik Mar & Portes, Richard, 2013, "Gambling for resurrection in Iceland: the rise and fall of the banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9664, Sep.
• Bacchetta, Philippe & Benhima, Kenza & Kalantzis, Yannick, 2013, "Optimal Exchange Rate Policy in a Growing Semi-Open Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9666, Sep.
• Galí, Jordi & Estrada García, à ngel & ,, 2013, "Patterns of convergence and Divergence in the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9685, Oct.
• Baldursson, Fridrik Mar & Portes, Richard, 2013, "Capital controls and the resolution of failed cross-border banks: the case of Iceland," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9706, Oct.
• Muellbauer, John & Aron, Janine & Rankin, Neil & Creamer, Kenneth, 2013, "Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9735, Nov.
• Chen, Natalie & Juvenal, Luciana, 2013, "Quality, Trade, and Exchange Rate Pass-Through," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9744, Nov.
• Moskowitz, Tobias J & Pedersen, Lasse Heje & Koijen, Ralph & Vrugt, Evert B., 2013, "Carry," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9771, Dec.
• Masao Ogaki & Bruce E. Hansen & Ippei Fujiwara & Hyeongwoo Kim, 2013, "Purchasing power parity and the Taylor rule," AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 1305.
• Romain RESTOUT, 2013, "Revisiting the Balassa-Samuelson Model with Markup Variations," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2013032, Sep.
• Luis A. Rivera-Batiz & Amadou N. R. Sy, 2013, "Currency Boards, Credibility, and Macroeconomic Behavior," Annals of Economics and Finance, Society for AEF, volume 14, issue 2, pages 831-870, November.
• Martínez-García, Enrique & Søndergaard, Jens, 2013, "Investment And Real Exchange Rates In Sticky Price Models," Macroeconomic Dynamics, Cambridge University Press, volume 17, issue 2, pages 195-234, March.
• Auboin, Marc & Ruta, Michele, 2013, "The relationship between exchange rates and international trade: a literature review," World Trade Review, Cambridge University Press, volume 12, issue 3, pages 577-605, July.
• Avouyi-Dovi, Sanvi (ed.), 2013, "Les crises économiques et financières et les facteurs favorisant leur occurrence," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/12416.
• Salma Mefteh-Wali & Marie-Josèphe Rigobert, 2013, "Les facteurs déterminants de l’endettement en devises des entreprises françaises," Revue Finance Contrôle Stratégie, revues.org, volume 16, issue 4, pages 31-47, December.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2013, "The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1288.
• Guglielmo Maria Caporale & John Hunter & Faek Menla Ali, 2013, "On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1289.
• Marcel Fratzscher & Lucio Sarno & Gabriele Zinna, 2013, "The Scapegoat Theory of Exchange Rates: The First Tests," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1290.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013, "Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1294.
• Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo, 2013, "Exchange Rate Uncertainty and International Portfolio Flows," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1296.
• Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2013, "Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1333.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013, "Equilibrium existence in the international asset and good markets," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 166.
• Balázs Égert, 2013, "Dutch Disease in the Post-Soviet Countries of Central and South-West Asia: How Contagious is it?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-10.
• Blaise Gnimasoun & Valérie Mignon, 2013, "Current-account adjustments and exchange-rate misalignments," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-31.
• Magali Dauvin, 2013, "Energy prices and the real exchange rate of commodity-exporting countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-33.
• Issiaka Coulibaly & Blaise Gnimassoun, 2013, "Current account sustainability in Sub-Saharan Africa: Does the exchange rate regime matter?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-42.
• Pami Dua & Partha Sen, 2013, "Capital Flows and Exchange Rates: The Indian Experience," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 48, issue 1, pages 189-220.
• A. Craig Burnside & Jeremy J. Graveline, 2013, "Exchange Rate Determination, Risk Sharing and the Asset Market View," Working Papers, Duke University, Department of Economics, number 13-1.
• Wijeweera, Albert & Charles, Michael B., 2013, "Determinants Of Passenger Rail Demand In Perth, Australia: A Time Series Analysis," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 13, issue 2, pages 217-230.
• Victor Pontines, 2013, "How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?," Finance Working Papers, East Asian Bureau of Economic Research, number 23398, Mar.
• Peter J. Morgan, 2013, "Monetary Policy Frameworks in Asia : Experience, Lessons, and Issues," Finance Working Papers, East Asian Bureau of Economic Research, number 23639, Sep.
• Ronald McKinnon & Zhao Liu, 2013, "Modern Currency Wars : The United States versus Japan," Finance Working Papers, East Asian Bureau of Economic Research, number 23714, Oct.
• Victor Pontines, 2013, "How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?," Governance Working Papers, East Asian Bureau of Economic Research, number 23398, Mar.
• Masahiro Kawai & Peter Morgan, 2013, "Banking Crises and “Japanization†: Origins and Implications," Governance Working Papers, East Asian Bureau of Economic Research, number 23509, Jul.
• Masahiro Kawai & Peter Morgan, 2013, "Banking Crises and “Japanization†: Origins and Implications," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23509, Jul.
• Peter J. Morgan, 2013, "Monetary Policy Frameworks in Asia : Experience, Lessons, and Issues," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23639, Sep.
• Ronald McKinnon & Zhao Liu, 2013, "Modern Currency Wars : The United States versus Japan," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23714, Oct.
• Karl P. Sauvant & Victor Zitian Chen, 2013, "China’s Regulatory Framework for Outward Foreign Direct Investment," EABER Working Papers, East Asian Bureau of Economic Research, number 23749, Nov.
• Daniel H. Rosen & Thilo Hanemann, 2013, "The Changing US-China Investment Relationship," EABER Working Papers, East Asian Bureau of Economic Research, number 23750, Nov.
• Thimann, Christian, 2009, "Global roles of currencies," Working Paper Series, European Central Bank, number 1031, Mar.
• Nikolaou, Kleopatra & Modugno, Michele, 2009, "The forecasting power of internal yield curve linkages," Working Paper Series, European Central Bank, number 1044, Apr.
• Peltonen, Tuomas A. & Sager, Michael, 2009, "Productivity shocks and real exchange rate: a reappraisal," Working Paper Series, European Central Bank, number 1046, Apr.
• Fratzscher, Marcel, 2009, "What explains global exchange rate movements during the financial crisis?," Working Paper Series, European Central Bank, number 1060, Jun.
• Fratzscher, Marcel & Stracca, Livio, 2009, "Does it pay to have the euro? Italy’s politics and financial markets under the lira and the euro," Working Paper Series, European Central Bank, number 1064, Jun.
• Peltonen, Tuomas A. & Sager, Michael & Popescu, Adina, 2009, "Can non-linear real shocks explain the persistence of PPP exchange rate disequilibria?," Working Paper Series, European Central Bank, number 1073, Jul.
• Bunda, Irina & Ca' Zorzi, Michele, 2009, "Signals from housing and lending booms," Working Paper Series, European Central Bank, number 1094, Sep.
• Bijsterbosch, Martin & Beirne, John, 2009, "Exchange Rate Pass-through in Central and Eastern European Member States," Working Paper Series, European Central Bank, number 1120, Dec.
• Bussière, Matthieu & Ca' Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2010, "Methodological advances in the assessment of equilibrium exchange rates," Working Paper Series, European Central Bank, number 1151, Jan.
• Habib, Maurizio Michael, 2010, "Excess returns on net foreign assets: the exorbitant privilege from a global perspective," Working Paper Series, European Central Bank, number 1158, Feb.
• Beck, Roland & Weber, Sebastian, 2010, "Should larger reserve holdings be more diversified?," Working Paper Series, European Central Bank, number 1193, May.
• Naszodi, Anna, 2010, "Testing the asset pricing model of exchange rates with survey data," Working Paper Series, European Central Bank, number 1200, May.
• Schnabl, Gunther & Freitag, Stephan, 2010, "Reverse causality in global current accounts," Working Paper Series, European Central Bank, number 1208, Jun.
• Saxena, Sweta C. & Bussière, Matthieu & Tovar, Camilo E., 2010, "Chronicle of currency collapses: re-examining the effects on output," Working Paper Series, European Central Bank, number 1226, Jul.
• Andrle, Michal, 2010, "A note on identification patterns in DSGE models," Working Paper Series, European Central Bank, number 1235, Aug.
• Habib, Maurizio Michael & Stracca, Livio, 2011, "Getting beyond carry trade: what makes a safe haven currency?," Working Paper Series, European Central Bank, number 1288, Jan.
• Bracke, Thierry & Bunda, Irina, 2011, "Exchange rate anchoring - Is there still a de facto US dollar standard?," Working Paper Series, European Central Bank, number 1353, Jun.
• Fratzscher, Marcel & Mehl, Arnaud, 2011, "China's dominance hypothesis and the emergence of a tri-polar global currency system," Working Paper Series, European Central Bank, number 1392, Oct.
• Macchiarelli, Corrado, 2011, "A VAR analysis for the uncovered interest parity and the ex-ante purchasing power parity: the role of macroeconomic and financial information," Working Paper Series, European Central Bank, number 1404, Dec.
• Macchiarelli, Corrado, 2011, "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series, European Central Bank, number 1405, Dec.
• Ligthart, Jenny E. & Werner, Sebastian E. V., 2012, "Has the Euro affected the choice of invoicing currency?," Working Paper Series, European Central Bank, number 1414, Jan.
• Fratzscher, Marcel, 2012, "Capital controls and foreign exchange policy," Working Paper Series, European Central Bank, number 1415, Feb.
• Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012, "The scapegoat theory of exchange rates: the first tests," Working Paper Series, European Central Bank, number 1418, Feb.
• Stracca, Livio & Habib, Maurizio Michael & Buetzer, Sascha, 2012, "Global exchange rate configurations: Do oil shocks matter?," Working Paper Series, European Central Bank, number 1442, Jun.
• Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2013, "The euro exchange rate during the European sovereign debt crisis - dancing to its own tune?," Working Paper Series, European Central Bank, number 1532, Apr.
• Mehl, Arnaud, 2013, "Large global volatility shocks, equity markets and globalisation: 1885-2011," Working Paper Series, European Central Bank, number 1548, May.
• Ca' Zorzi, Michele & Rubaszek, Michał & Muck, Jakub, 2013, "Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk," Working Paper Series, European Central Bank, number 1576, Aug.
• Buss, Adrian, 2013, "Capital controls and international financial stability: a dynamic general equilibrium analysis in incomplete markets," Working Paper Series, European Central Bank, number 1578, Aug.
• Chabi-Yo, Fousseni & Colacito, Riccardo, 2013, "The Term Structures of Co-entropy in International Financial Markets," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-17, Nov.
• Anita Mirchandani, 2013, "Analysis of Macroeconomic Determinants of Exchange Rate Volatility in India," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 1, pages 172-179.
• Samih Antoine Azar, 2013, "Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 723-733.
• Veysel Avsar & Kemal Turkcan, 2013, "Exchange Rate Volatility and U.S. Auto-Industry Exports: A Panel Cointegration Approach," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 4, pages 772-787.
• Oguz OCAL, 2013, "Purchasing Power Parity in the Case of Romania: Evidence from Structural Breaks," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 4, pages 973-976.
• Asimiyu Gbolagade Abiola & Francis Ojo Adebayo, 2013, "Channelling The Nigeria's Foreign Exchange Reserves into Alternative Investment Outlets: A Critical Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 4, pages 813-826.

2012

• Hyeongwoo Kim & Young-Kyu Moh, 2012, "The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2012-02, Apr.
• Bong-Han Kim & Hyeongwoo Kim & Bong-Soo Lee, 2012, "Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2012-06, Oct.
• Konstantin Styrin & Oleg Zamulin, 2012, "A Real Exchange Rate Based Phillips Curve," Working Papers, New Economic School (NES), number w0179, Oct.
• Lukasz A. Drozd & Jaromir B. Nosal, 2012, "Understanding International Prices: Customers as Capital," American Economic Review, American Economic Association, volume 102, issue 1, pages 364-395, February.
• Emi Nakamura & Jón Steinsson, 2012, "Lost in Transit: Product Replacement Bias and Pricing to Market," American Economic Review, American Economic Association, volume 102, issue 7, pages 3277-3316, December.
• Pierpaolo Benigno & Salvatore Nisticò, 2012, "International Portfolio Allocation under Model Uncertainty," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 1, pages 144-189, January.
• Stephen Gilmore & Fumio Hayashi, 2012, "Corrigendum: Emerging Market Currency Excess Returns," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 1, pages 283-283, January.
• Cosmin Ilut, 2012, "Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 3, pages 33-65, July, DOI: 10.1257/mac.4.3.33.
• Simón Sosvilla-Rivero & Maria del Carmen Ramos-Herrera, 2012, "On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 12-02, Feb.
• Mohsen Bahmani-Oskooee & Masoomeh Hajilee, 2012, "German-US Commodity Trade: Is there a J-Curve Effect?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 58, issue 4, pages 327-353, DOI: 10.3790/aeq.58.4.327.
• Quinton Morris & Andrea Saayman, 2012, "A Wavelet Perspective on the Real Interest Parity Condition," The African Finance Journal, Africagrowth Institute, volume 14, issue 2, pages 43-63.
• Jonathan Chipili, 2012, "Modelling Exchange Rate Volatility in Zambia," The African Finance Journal, Africagrowth Institute, volume 14, issue 2, pages 85-107.
• Wesley, J.D. & Shen, Xuan & Li, Sheng & Wilson, Norbert L.W., 2012, "Agricultural Trade Bias in Exchange Rate Volatility Effect Estimation: An Application of Meta-Regression Analysis," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124870, DOI: 10.22004/ag.econ.124870.
• Siddig, Khalid H.A. & Grethe, Harald, 2012, "International Price Transmission In Cge Models: How To Reconcile Econometric Evidence And Endogenous Model Response?," 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012, German Association of Agricultural Economists (GEWISOLA), number 137388, DOI: 10.22004/ag.econ.137388.
• Siddig, Khalid & Grethe, Harald, 2012, "International Price Transmission in CGE Models: How to Reconcile Econometric Evidence and Endogenous Model Response?," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332281.
• Alam, Shaista & Ahmed, Qazi Masood, 2012, "Exchange Rate Volatility and Aggregate Exports Demand through ARDL Framework: An Experience from Pakistan Economy," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 8, issue 01, pages 1-16, February, DOI: 10.22004/ag.econ.143465.
• Gilles de Truchis & Benjamin Keddad, 2012, "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1229, Nov, revised 05 Nov 2012.
• Francesco Nucci & Alberto Franco Pozzolo, 2012, "Exchange Rate, External Orientation of Firms and Wage Adjustment," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 70, May.
• Serife Ozsahin & Dogan Uysal, 2012, "Estimating The Real Effective Exchange Rate Volatility With Arch And Garch Models," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 1, pages 13-20, March.
• Kenan Lopcu & Almila Burgac & Fikret Dulger, 2012, "Balassa-Samuelson Hypothesis: A Test For The Turkish Economy," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 4, pages 1-22, December.
• Michele Polline Veríssimo & Clésio Lourenço Xavier & Flávio Vilela Vieira, 2012, "Taxa de Câmbio e Preços de Commodities: Uma Investigação sobre a Hipótese da Doença Holandesa no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 13, issue 1, pages 93-130.
• Carol Osler, 2012, "Market Microstructure and the Profitability of Currency Trading," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 469-495, October.
• Alvise De Col & Alessandro Gnoatto & Martino Grasselli, 2012, "Smiles all around: FX joint calibration in a multi-Heston model," Papers, arXiv.org, number 1201.1782, Jan, revised Jun 2013.
• Stella Raleva, 2012, "Cost Push Factors of Bulgarian Inflation," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 37-57,58-75.
• Maximo Camacho & Marcos Dal Bianco & Gabriel Perez Quiros, 2012, "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers, BBVA Bank, Economic Research Department, number 1201, Jan.
• José Emilio Boscá & Rafael Domenech & Javier Ferri, 2012, "Fiscal Devaluations in EMU," Working Papers, BBVA Bank, Economic Research Department, number 1211, Jun.
• Shutao Cao & Wei Dong & Ben Tomlin, 2012, "The Sensitivity of Producer Prices to Exchange Rates: Insights from Micro Data," Staff Working Papers, Bank of Canada, number 12-20, DOI: 10.34989/swp-2012-20.
• Gregory Bauer & Antonio Diez de los Rios, 2012, "An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks," Staff Working Papers, Bank of Canada, number 12-5, DOI: 10.34989/swp-2012-5.
• Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros, 2012, "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers, Banco de España, number 1203, Feb.
• Carmen Broto, 2012, "The effectiveness of forex interventions in four Latin American countries," Working Papers, Banco de España, number 1226, Jul.
• Hernandez Vega Marco A., 2012, "Real Exchange Rate Variations, Nontraded Goods and Disaggregated CPI Data," Working Papers, Banco de México, number 2012-05, Aug.
• Rangel José Gonzalo & Ramírez Claudia & Abarca Gustavo, 2012, "Capital Controls and Exchange Rate Expectations in Emerging Markets," Working Papers, Banco de México, number 2012-08, Sep.
• Luis Fernando Melo & Hernán Rincón, 2012, "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Borradores de Economia, Banco de la Republica de Colombia, number 704, Apr, DOI: 10.32468/be.704.
• Luis Fernando Melo & Hernán Rincon, 2012, "External Shocks and Asset Prices in Latin America before and after Lehman Brothers’ Bankruptcy," Borradores de Economia, Banco de la Republica de Colombia, number 704i, Apr, DOI: 10.32468/be.704I.
• Juan José Echavarría & Mauricio Villamizar, 2012, "Great expectations? Evidence from Colombia’s exchange rate survey," Borradores de Economia, Banco de la Republica de Colombia, number 735, Oct, DOI: 10.32468/be.735.
• Carolina Arteaga & Joan Camilo Granados & Jair Ojeda Joya, 2012, "El comportamiento del tipo de cambio real en Colombia: ¿Explicado por sus fundamentales?," Borradores de Economia, Banco de la Republica de Colombia, number 742, Oct, DOI: 10.32468/be.742.
• Jair Ojeda JOya & Jhon Edwar Torres, 2012, "Posición Externa de Largo Plazo y Tipo de Cambio Real de Equilibrio en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 745, Nov, DOI: 10.32468/be.745.
• Carmen Astrid Romero, 2012, "El efecto transmisión del tipo de cambio en Colombia durante los años de la industrialización," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 30, issue 67, pages 216-251, July, DOI: 10.32468/Espe.6707.
• Anastasiya Luzgina, 2012, "Convergence Analysis of Russia and Belarus Economies in Conditions of Monetary Integration," BEROC Working Paper Series, Belarusian Economic Research and Outreach Center (BEROC), number 17, Sep.
• Elena Vladimirovna Rozhentsova, 2012, "Alternative International Currencies," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 57, issue 194, pages 31-40, July - Se.
• Bussière, M. & Towbin, P., 2012, "Les politiques budgétaire et monétaire à la suite de la crise financière. Synthèse de la conférence BDF/EABCN/EJ/PSE des 8 et 9 décembre 2011," Bulletin de la Banque de France, Banque de France, issue 187, pages 57-62.
• Durand, C. & Lopez, C., 2012, "Taux de change d’équilibre et mesure de la compétitivité au sein de la zone euro," Bulletin de la Banque de France, Banque de France, issue 190, pages 125-134.
• C. Durand. & C. Lopez., 2012, "Equilibrium exchange rate and competitiveness within the euro area," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 28, pages 87-100, Winter.
• Scott W. Hegerty, 2012, "How integrated are the exchange markets of the Baltic Sea Region? An examination of market pressure and its contagion," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 12, issue 2, pages 109-122, December.
• Joseph Gagnon, 2012, "Global imbalances and foreign asset expansion by developing-economy central banks," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Are central bank balance sheets in Asia too large?".
• Morten Bech, 2012, "FX volume during the financial crisis and now," BIS Quarterly Review, Bank for International Settlements, March.
• Dong He & Lillian Cheung & Wenlang Zhang & Tommy Wu, 2012, "How would Capital Account Liberalization Affect China's Capital Flows and the Renminbi Real Exchange Rates?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, volume 20, issue 6, pages 29-54, November, DOI: j.1749-124X.2012.12001.x.
• Tatsuma Wada, 2012, "The Real Exchange Rate And Real Interest Differentials: The Role Of The Trend-Cycle Decomposition," Economic Inquiry, Western Economic Association International, volume 50, issue 4, pages 968-987, October, DOI: j.1465-7295.2011.00387.x.
• Chia-Lin Chang & Michael Mcaleer, 2012, "Aggregation, Heterogeneous Autoregression And Volatility Of Daily International Tourist Arrivals And Exchange Rates," The Japanese Economic Review, Japanese Economic Association, volume 63, issue 3, pages 397-419, September.
• Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012, "Carry Trades and Global Foreign Exchange Volatility," Journal of Finance, American Finance Association, volume 67, issue 2, pages 681-718, April, DOI: j.1540-6261.2012.01728.x.
• Rod Cross & Victor Kozyakin & Brian O'Callaghan & Alexei Pokrovskii & Alexey Pokrovskiy, 2012, "Periodic Sequences Of Arbitrage: A Tale Of Four Currencies," Metroeconomica, Wiley Blackwell, volume 63, issue 2, pages 250-294, May, DOI: j.1467-999X.2011.04140.x.
• Jacques Jaussaud & Serge Rey, 2012, "Long‐Run Determinants Of Japanese Exports To China And The United States: A Sectoral Analysis," Pacific Economic Review, Wiley Blackwell, volume 17, issue 1, pages 1-28, February, DOI: j.1468-0106.2011.00569.x.
• Dagfinn Rime & Hans Jørgen Tranvåg, 2012, "Flows Of The Pacific: Asian Foreign Exchange Markets Through Tranquility And Turbulence," Pacific Economic Review, Wiley Blackwell, volume 17, issue 3, pages 434-466, August.