Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2013

• 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.

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.
• Masahiko Shibamoto & Shigeto Kitano, 2012, "Structural Change in Current Account and Real Exchange Rate Dynamics: Evidence from the G 7 Countries," Pacific Economic Review, Wiley Blackwell, volume 17, issue 5, pages 619-634, December, DOI: 10.1111/paer.2012.17.issue-5.
• Wenli Cheng & Dingsheng Zhang, 2012, "International Transmission of Monetary Shocks and the Non‐neutrality of International Money," Review of International Economics, Wiley Blackwell, volume 20, issue 1, pages 134-149, February, DOI: j.1467-9396.2011.01013.x.
• Vladimir Sokolov, 2012, "Bi-currency versus Single-currency Targeting: Lessons from the Russian Experience," Review of International Economics, Wiley Blackwell, volume 20, issue 4, pages 707-722, September, DOI: j.1467-9396.2012.01048.x.
• Victor Pontines & Reza Y. Siregar, 2012, "Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries," Review of International Economics, Wiley Blackwell, volume 20, issue 5, pages 893-908, November, DOI: roie.12002.
• Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann, 2012, "A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding," Review of International Economics, Wiley Blackwell, volume 20, issue 5, pages 974-984, November, DOI: roie.12007.
• Annika Alexius & Peter Sellin, 2012, "Exchange Rates and Long-Term Bonds," Scandinavian Journal of Economics, Wiley Blackwell, volume 114, issue 3, pages 974-990, September, DOI: j.1467-9442.2012.01703.x.
• Christopher Garroway & Burcu Hacibedel & Helmut Reisen & Edouard Turkisch, 2012, "The Renminbi and Poor‐country Growth," The World Economy, Wiley Blackwell, volume 35, issue 3, pages 273-294, March, DOI: j.1467-9701.2011.01408.x.
• Ronald McKinnon & Gunther Schnabl, 2012, "China and Its Dollar Exchange Rate: A Worldwide Stabilising Influence?," The World Economy, Wiley Blackwell, volume 35, issue 6, pages 667-693, June, DOI: j.1467-9701.2011.01416.x.
• R. Scott Hacker & Hyunjoo Kim Karlsson & Kristofer Månsson, 2012, "The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach," The World Economy, Wiley Blackwell, volume 35, issue 9, pages 1162-1185, September, DOI: j.1467-9701.2012.01466.x.
• Julio Humérez Quiroz, 2012, "Combinación de pronósticos.Una aplicación a la inflación de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 16, issue 1, pages 59-93, June.
• Dagfinn Rime & Hans Jørgen Tranvåg, 2012, "The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence," Working Paper, Norges Bank, number 2012/01, Jan.
• Hyein Shim & Heechae Ko, 2012, "Extracting the Nominal Risk-Free Rate from Stock Returns and the Purchasing Power Parity Hypothesis of the Won-Dollar Exchange Rate (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 18, issue 3, pages 39-73, September.
• 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," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 18, issue 4, pages 1-22, December.
• Cheonggu Cho, 2012, "Asymmetry and Non-Linearity in the Exchange Rate Pass-Through to Korean Export Prices (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 18, issue 4, pages 85-132, December.
• Frederick Dongchuhl Oh, 2012, "The Role of Public Information in a Contagious Currency Crisis," Working Papers, Economic Research Institute, Bank of Korea, number 2012-4, Apr.
• 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," Working Papers, Economic Research Institute, Bank of Korea, number 2012-5, Jun.
• Kyuil Chung & Hail Park & Hyun Song Shin, 2012, "Mitigating Systemic Spillovers from Currency Hedging," Working Papers, Economic Research Institute, Bank of Korea, number 2012-13, Nov.
• Kyongwook Choi & Kyuil Chung & Seungwon Kim, 2012, "Capital Inflows and Exchange Rate Volatility in Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2012-16, Dec.
• Ceglowski Janet & Golub Stephen S., 2012, "Does China Still Have a Labor Cost Advantage?," Global Economy Journal, De Gruyter, volume 12, issue 3, pages 1-30, September, DOI: 10.1515/1524-5861.1874.
• Carol Osler, 2012, "Market Microstructure and the Profitability of Currency Trading," Working Papers, Brandeis University, Department of Economics and International Business School, number 48, Sep.
• Michael King & Carol Osler & Dagfinn Rime, 2012, "The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward," Working Papers, Brandeis University, Department of Economics and International Business School, number 54, Oct.
• Zsolt Darvas, 2012, "Real effective exchange rates for 178 countries- a new database," Bruegel Working Papers, Bruegel, number 716, Mar.
• Gubler, Matthias & Sax, Christoph, 2012, "Skill-Biased Technological Change and the Real Exchange Rate," Working papers, Faculty of Business and Economics - University of Basel, number 2012/08.
• Salem Boubakri, 2012, "The Impact of the Financial Crisis on the Currency Risk Premium Dynamics within the G20 :Evidence from the ICAPM," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 55, issue 1, pages 33-73.
• Antonia López-Villavicencio & Jacques Mazier & Jamel Saadaoui, 2012, "Dimension temporelle et taux de change d'équilibre. Une application au cas des États-Unis," Revue économique, Presses de Sciences-Po, volume 63, issue 3, pages 535-544.
• Cécile Couharde & Issiaka Coulibaly & Olivier Damette, 2012, "La dynamique d'ajustement des taux de change réels dans la zone franc CFA," Revue économique, Presses de Sciences-Po, volume 63, issue 3, pages 545-555.
• Anne-Laure Delatte & Julien Fouquau, 2012, "Le retour des motifs mercantilistes dans la demande de réserves internationales des pays émergents," Revue économique, Presses de Sciences-Po, volume 63, issue 5, pages 1013-1023.
• Edgardo Torija-Zane, 2012, "Le rôle de la banque centrale indienne dans la politique économique : une approche par le bilan de la RBI," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 93-114.
• Michel Lelart, 2012, "Comment le dollar devient-il une monnaie internationale ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 265-288.
• Michel Dupuy, 2012, "Les effets des politiques de quantitative easing sur le taux de change : les enseignements de l'expérience américaine," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 243-260.
• André Grjebine, 2012, "L'Eurosystème : un mécanisme de transferts en faveur des pays déficitaires ?. Le débat," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 7, pages 269-298.
• Zoran Grubisic & Perisa Ivanovic, 2012, "Influence of different monetary regimes on financial stability in see countries," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 1, issue 1, pages 91-106.
• Marina Djenic & Snezana Popovcic-Avric & Lidija Barjaktarovic, 2012, "Importance of forward contracts in the financial crisis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 1, issue 2, pages 75-96.
• Milan Gylánik, 2012, "Equilibrium real effective exchange rate estimation for the Slovak economy," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 1, issue 2, pages 97-132.
• Samba MBAYE, 2012, "Real Exchange Rate Undervaluation and Growth: Is there a Total Factor Productivity Growth Channel?," Working Papers, CERDI, number 201211.
• Aizenman, Joshua & Ito, Hiro, 2012, "Trilemma Policy Convergence Patterns and Output Volatility," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt5vb313vr, Jan.
• Elliott, Graham & ITO, TAKATOSHI, 1998, "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5wm0q8mz, Feb.
• Gianluca Benigno & Luca Fornaro, 2012, "Reserve Accumulation, Growth and Financial Crises," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1161, Aug.
• Axel Löffler & Gunther Schnabl & Franziska Schobert, 2012, "Limits of Monetary Policy Autonomy by East Asian Debtor Central Banks," CESifo Working Paper Series, CESifo, number 3742.
• Yin-Wong Cheung, 2012, "Exchange Rate Misalignment - The Case of the Chinese Renminbi," CESifo Working Paper Series, CESifo, number 3797.
• Muhammad Omer & Jakob de Haan & Bert Scholtens & Jakob de Haan, 2012, "Testing Uncovered Interest Rate Parity Using LIBOR," CESifo Working Paper Series, CESifo, number 3839.
• Balazs Egert, 2012, "Nominal and Real Exchange Rate Models in South Africa: How Robust are they?," CESifo Working Paper Series, CESifo, number 3853.
• Marc Auboin & Michele Ruta, 2012, "The Relationship between Exchange Rates and International Trade: A Literature Review," CESifo Working Paper Series, CESifo, number 3868.
• Yin-Wong Cheung & Eiji Fujii, 2012, "The Penn Effect within a Country - Evidence from Japan," CESifo Working Paper Series, CESifo, number 3955.
• Agnes Benassy-Quere & Damien Capelle, 2012, "On the Inclusion of the Chinese Renminbi in the SDR Basket," CESifo Working Paper Series, CESifo, number 3989.
• Guglielmo Maria Caporale & Alessandro Girardi, 2012, "Business Cycles, International Trade and Capital Flows: Evidence from Latin America," CESifo Working Paper Series, CESifo, number 4006.
• Chia-Lin Chang & Michael McAleer, 2009, "Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-192, Nov.
• Konstantin Styrin & Oleg Zamulin, 2012, "A Real Exchange Rate Based Phillips Curve," Working Papers, Center for Economic and Financial Research (CEFIR), number w0179, Oct.
• Marcel Fratzscher, 2012, "Capital Controls and Foreign Exchange Policy," Journal Econom a Chilena (The Chilean Economy), Central Bank of Chile, volume 15, issue 2, pages 66-98, August.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2012, "On currency misalignments within the euro area," Working Papers, CEPII research center, number 2012-07, Apr.
• Cécile Couharde & Issiaka Coulibaly & David Guerreiro & Valérie Mignon, 2012, "Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?," Working Papers, CEPII research center, number 2012-13, Jun.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2012, "Pegging emerging currencies in the face of dollar swings," Working Papers, CEPII research center, number 2012-21, Oct.
• Julien Martin & Isabelle Méjean, 2012, "Invoicing Currency, Firm Size, and Hedging," Working Papers, CEPII research center, number 2012-28, Oct.
• Sengül Dagdeviren & Ayla Ogu? Binatli & Niloufer Sohrabji, 2012, "Misalignment Under Different Exchange Rate Regimes: the Case of Turkey," International Economics, CEPII research center, issue 130, pages 81-98.
• Salem Boubakri & Cécile Couharde & Cyriac Guillaumin, 2012, "Assessing the Financial Integration of Central and Eastern European Countries with the Euro Area: Evidence from Panel Data Cointegration Tests," International Economics, CEPII research center, issue 131, pages 105-120.
• Benjamin Carton & Karine Hervé, 2012, "Euro Area real effective exchange rate misalignments," La Lettre du CEPII, CEPII research center, issue 319.
• Gianluca Benigno & Hande Küçük, 2012, "Portfolio allocation and international risk sharing," Canadian Journal of Economics, Canadian Economics Association, volume 45, issue 2, pages 535-565, May, DOI: 10.1111/j.1540-5982.2012.01703.x.
• Dushko Josheski & Darko Lazarov, 2012, "Nominal Effective Exchange Rate Neutrality: The Case Of Macedonia," Journal Articles, Center For Economic Analyses, pages 17-24, June.
• Malay Kanti Roy & Hirak Ray & Tamojit Roy, 2012, "Benefits From International Diversification: Indian Experiences," Journal Articles, Center For Economic Analyses, pages 5-16, June.
• Volha Audzei & Frantisek Brazdik, 2012, "Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber," Working Papers, Czech National Bank, Research and Statistics Department, number 2012/09, Oct.
• luis Fernando Melo & Hern�n Rinc�n, 2012, "Choques externos y precios de los activos en Latinoam�rica antes y despu�s de la quiebra de Lehman Brothers," Borradores de Economia, Banco de la Republica, number 9450, Apr.
• Juan Jos� Echavarr�a & Mauricio Villamizar, 2012, "Great expectations? Evidence from Colombia�s exchange rate survey," Borradores de Economia, Banco de la Republica, number 9999, Sep.
• Carmen Astrid Romero, 2012, "El efecto transmisión del tipo de cambio en Colombia durante los anos de la industrialización," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 30, issue 67, pages 216-251, DOI: 10.32468/Espe.6707.
• Jair Ojeda Joya & Jhon Edwar Torres, 2012, "Posición externa de largo plazo y tipo de cambio real de equilibrio en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Silvia Juliana Reyes Camargo & Sergio Jiménez Ramírez, 2012, "Composición de las exportaciones y crecimiento económico en la Comunidad Andina de Naciones," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Traficante, Guido, 2012, "Uncertain potential output: implications for monetary policy in small open economy," Dynare Working Papers, CEPREMAP, number 22, Dec.
• Chernov, Mikhail & Graveline, Jeremy & Zviadadze, Irina, 2012, "Sources of Risk in Currency Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 8745, Jan.
• Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik, 2012, "Currency Momentum Strategies," CEPR Discussion Papers, Centre for Economic Policy Research, number 8747, Jan.
• Fratzscher, Marcel, 2012, "Capital controls and foreign exchange policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 8788, Jan.
• Benigno, Gianluca & Küçük, Hande, 2012, "Portfolio Allocation and International Risk Sharing," CEPR Discussion Papers, Centre for Economic Policy Research, number 8810, Feb.
• Sarno, Lucio & Fratzscher, Marcel & Zinna, Gabriele, 2012, "The Scapegoat Theory of Exchange Rates: The First Tests," CEPR Discussion Papers, Centre for Economic Policy Research, number 8812, Feb.
• Benigno, Gianluca & Fornaro, Luca, 2012, "Reserve Accumulation, Growth and Financial Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 9224, Nov.
• Konings, Jozef & Amiti, Mary & Itskhoki, Oleg, 2012, "Importers, Exporters, and Exchange Rate Disconnect," CEPR Discussion Papers, Centre for Economic Policy Research, number 9260, Dec.
• Thorsten Lehnert & Lamia Bekkour & Xisong Jin & Fanou Rasmouki & Christian Wolff, 2012, "Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 12-4.
• Francesco Nucci & Alberto Franco Pozzolo, 2012, "Exchange Rate, External Orientation of Firms and Wage Adjustment," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 336, Jul, revised 15 Jul 2012.
• Pérez, Rafaela & Ruiz, Jesús & Lafuente Luengo, Juan Ángel, 2012, "Monetary policy regimes and the forward bias for foreign exchange," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 12960, Jan.
• Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2012, "The US dollar-euro exchange rate and US-EMU bond yield differentials: A causality analysis," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 35, issue 98, pages 117-128, Agosto.
• Chung, Kyuil & Park, Hail & Shin, Hyun Song, 2012, "Mitigating Systemic Spillovers from Currency Hedging," National Institute Economic Review, National Institute of Economic and Social Research, volume 221, issue , pages 44-56, July.
• Guglielmo Maria Caporale & Alessandro Girardi, 2012, "Business Cycles, International Trade and Capital Flows: Evidence from Latin America," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1254.
• Hayat, Aziz & Ganiev, Bahodir & Tang, Xueli, 2012, "Expectations of future income and real exchange rate movements," Working Papers, Deakin University, Department of Economics, number fe_2012_05, Mar, DOI: 10.1016/j.jbankfin.2012.12.002.
• Farley Grubb, 2012, "Is Paper Money just Paper Money/ Experimentation and Local Variation in the Fiat Paper Monies Issued by the Colonial Government of British North America, 1690-1775: Part I," Working Papers, University of Delaware, Department of Economics, number 12-07.
• Bui Thi Minh Tam, 2012, "Who Gains and Who Loses from the Exchange Rate System in Vietnam?," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 120.
• Balázs Égert, 2012, "Nominal and Real Exchange Rate Models in South Africa: How Robust Are They?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-18.
• Balázs Égert & Evžen Kočenda, 2012, "The impact of macro news and central bank communication on emerging European forex markets," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-20.
• Georges Prat & Remzi Uctum, 2012, "Modeling the horizon-dependent risk premium in the forex market: evidence from survey data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-29.
• Blaise Gnimassoun, 2012, "Taux de change et mésalignements du franc CFA avant et après l’introduction de l’euro," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-3.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2012, "On currency misalignments within the euro area," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-30.
• Olivier de Bandt & Tovonony Razafindrabe, 2012, "Exchange rate pass-through to import prices in the Euro-area: a multicurrency investigation," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-32.
• Cécile Couharde & Issiaka Coulibaly & David Guerreiro & Valérie Mignon, 2012, "Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-34.
• Issiaka Coulibaly & Blaise Gnimassoun, 2012, "Optimality of a monetary union : New evidence from exchange rate misalignments in West Africa," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-37.