Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2012

• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2012, "Is There a Trade-off between Exchange Rate and Interest Rate Volatility? Evidence from an M-GARCH Model," International Journal of Economic Sciences, Prague University of Economics and Business, volume 2012, issue 1, pages 19-37.
• Vít Pošta, 2012, "Estimation of the Time-Varying Risk Premium in the Czech Foreign Exchange Market," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 1, pages 3-17, DOI: 10.18267/j.pep.407.
• Filip Novotný, 2012, "The Link Between the Brent Crude Oil Price and the US Dollar Exchange Rate," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 2, pages 220-232, DOI: 10.18267/j.pep.420.
• Chee-Heong Quah & Patrick M. Crowley, 2012, "China and the Dollar: An Optimum Currency Area View," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 4, pages 391-411, DOI: 10.18267/j.pep.431.
• Francisco Venegas-Martinez & Ambrosio Ortiz-Ramirez & Francisco Ortiz-Arango, 2012, "Temporary stabilization: a Frechet-Weibullextreme value distribution approach," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 9, issue 1, pages 35-55, Enero-Jun.
• Winkelried, Diego, 2012, "Traspaso del tipo de cambio y metas de inflación en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 23, pages 9-24.
• Ferreyra, Jesús & Vásquez, José, 2012, "Proyección de precios de exportación utilizando tipos de cambio: Caso peruano," Working Papers, Banco Central de Reserva del Perú, number 2012-008, Feb.
• Choy, Marylin & Cerna, Jorge, 2012, "Interrelación entre los mercados de derivados y el mercado de bonos soberanos del Perú y su impacto en las tasas de interés," Working Papers, Banco Central de Reserva del Perú, number 2012-021, Nov.
• Dr. Greg Farrell & Dr. Shakill Hassan & Prof. Nicola Viegi, 2012, "The HighFrequency Response of the RandDollar Rate to Inflation Surprises," Working Papers, South African Reserve Bank, number 5028, May.
• Lukasz Drozd, 2012, "Pricing To Market In Business Cycle Models," 2012 Meeting Papers, Society for Economic Dynamics, number 1108.
• Junichi Fujimoto, 2012, "Speculative Attacks with Multiple Targets," 2012 Meeting Papers, Society for Economic Dynamics, number 501.
• Ivan Shaliastovich & Ravi Bansal, 2012, "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," 2012 Meeting Papers, Society for Economic Dynamics, number 778.
• Nikolai Roussanov & Robert Ready, 2012, "Commodity Trade and the Carry Trade: a Tale of Two Countries," 2012 Meeting Papers, Society for Economic Dynamics, number 817.
• Andreas Stathopoulos & Andrea Vedolin & Philippe Mueller, 2012, "International Correlation Risk," 2012 Meeting Papers, Society for Economic Dynamics, number 818.
• Nicolae Ghiba & Diana Sadoveanu, 2012, "Testing Purchasing Power Parity in Romania using standard unit root tests, with one structural break and cointegration analysis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 44, pages 225-242, June.
• Predrag Petrovic, 2012, "Harrod Balassa Samuelson effect and the role of distribution sector: an empirical case study of Serbia and EMU," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 30, issue 1, pages 57-87.
• Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012, "Currency Momentum Strategies," Working Paper series, Rimini Centre for Economic Analysis, number 09_12, Mar.
• Lucio Sarno & Paul Schneider & Christian Wagner, 2012, "Properties of Foreign Exchange Risk Premiums," Working Paper series, Rimini Centre for Economic Analysis, number 10_12, Mar.
• Nikola Gradojevic & Camillo Lento, 2012, "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Paper series, Rimini Centre for Economic Analysis, number 31_12, Jun.
• Federico Lupo Pasini, 2012, "The International Regulatory Regime on Capital Flows and Trade in Services," ADBI Working Papers, Asian Development Bank Institute, number 338, Jan.
• Stephen Grenville, 2012, "Rethinking Capital Flows for Emerging East Asia," ADBI Working Papers, Asian Development Bank Institute, number 362, Jun.
• Yongding Yu, 2012, "Revisiting the Internationalization of the Yuan," ADBI Working Papers, Asian Development Bank Institute, number 366, Jul.
• Masahiro Kawai & Peter J. Morgan, 2012, "Central Banking for Financial Stability in Asia," ADBI Working Papers, Asian Development Bank Institute, number 377, Aug.
• Hiro Ito & Masahiro Kawai, 2012, "New Measures of the Trilemma Hypothesis: Implications for Asia," ADBI Working Papers, Asian Development Bank Institute, number 381, Sep.
• Hsiao Chink Tang, 2012, "Why Do Imports Fall More than Exports Especially During Crises? Evidence from Selected Asian Economies," Working Papers on Regional Economic Integration, Asian Development Bank, number 96, Apr.
• S. M. Woahid Murad, 2012, "Bilateral Export and Import Demand Functions of Bangladesh: A Cointegration Approach," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 35, issue 1, pages 43-60.
• Filiz Ozkan, 2012, "A Comparison of the Monetary Model and Artificial Neural Networks in Exchange Rate Forecasting," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 1, pages 1-27.
• Mustafa Akal & Erhan Birgili & Sedat Durmuskaya, 2012, "Testing Efficiency of Derivative Markets: ISE30, ISE100, USD and EURO," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 4, pages 1-1.
• Amit Ghosh & Ramya Ghosh, 2012, "Capital Controls, Exchange Rate Regime and Monetary Policy Independence in India," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2012-17, Sep.
• Vasilios Plakandaras & Theophilos Papadimitriou & Periklis Gogas, 2012, "Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 5-2012, Jan.
• Degong Ma & Hyun-Jun Cho, 2012, "An Empirical Study of the Impact of China's Export Tax Rebates on RMB Appreciation," East Asian Economic Review, Korea Institute for International Economic Policy, volume 16, issue 3, pages 273-290, DOI: 10.11644/KIEP.JEAI.2012.16.3.251.
• Franco Praussello, 2012, "The Theory of Endogenous Optimum Currency Areas: A Critical Note - La teoria delle aree monetarie ottimali endogene: una nota critica," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 65, issue 1, pages 83-95.
• EImad A. Moosa & Kelly Burns, 2012, "Can exchange rate models outperform the random walk? Magnitude, direction and profitability as criteria - I modelli di tasso cambio possono battere la “random walk”? Grandezza, direzione e profittabil," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 65, issue 3, pages 473-490.
• Mohsen Bahmani-Oskooee & Massomeh Hajilee, 2012, "On the Relation between Currency Depreciation and Domestic Consumption - La relazione tra deprezzamento della valuta e consumi interni," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 65, issue 4, pages 503-512.
• Razzaque H. Bhatti, 2012, "Does Speculation Play any Role in Determining CIS Exchange Rates? - La speculazione gioca un ruolo nella determinazione dei tassi di cambio nella CSI?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 65, issue 4, pages 513-529.
• Dino Martellato, 2012, "Small Lessons from the Recent Euro- Dollar Skirmishes - Le piccole lezioni tratte dalle recenti schermaglie tra euro e dollaro," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 65, issue 4, pages 553-580.
• Hassan Mohammadi & Kan Yue, 2012, "On Trade Balance and Exchange Rates: Further Evidence from China’s Bilateral Trade - La bilancia commerciale e i tassi di cambio: ulteriori evidenze dalle bilance commerciali bilaterali cinesi," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 65, issue 4, pages 581-604.
• Hui-Kuan Tseng, 2012, "To what Extent is the Chinese Renminbi Undervalued? A Two-Country Model of Monopolistic Competition - Quanto è sottovalutato il Renminbi cinese? Un modello a due paesi di concorrenza monopolistica," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 65, issue 4, pages 623-636.
• Miroslav Jovanović, 2012, "Is the Eurozone Rescue Strategy Tantamount to the Rearrangement of the Deckchairs on the Titanic?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 27, pages 33-79.
• Wajih Khallouli & René Sandretto, 2012, "Testing for “Contagion” of the Subprime Crisis on the Middle East and North African Stock Markets: A Markov Switching EGARCH Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 27, pages 134-166.
• Guillaume Vallet, 2012, "Should I Stay or Should I Go? Switzerland and the European Economic and Monetary Integration Process," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 27, pages 366-385.
• Richhild Moessner & William Allen, 2012, "International liquidity provision and currency-specific liquidity shortages," Journal of Financial Transformation, Capco Institute, volume 34, pages 31-41.
• In Huh & Inkoo Lee, 2012, "Real Frictions and Real Exchange Rate Dynamics: The Roles of Distribution Service and Transaction Cost," Working Papers, Korea Institute for International Economic Policy, number 12-6, Dec, DOI: 10.2139/ssrn.2319721.
• Dimitris P. Sotiropoulos, 2012, "Revisiting the 1992-93 EMS crisis in the context of international political economy," Economics Discussion Papers, School of Economics, Kingston University London, number 2012-7, Oct.
• Sergio Cerezo Aguirre & Denise Salazar Gómez, 2012, "Tipo de cambio real en Bolivia:equilibrio y desalineamientos," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 18, pages 9-32.
• Benjamin Furlan & Martin G√§chter & Bob Krebs & Harald Oberhofer, 2012, "Democratization and real exchange rates," Working Papers in Economics, University of Salzburg, number 2012-6, Jul.
• Nedeljković, Milan & Urošević, Branko, 2012, "Determinants of the Dinar-Euro Nominal Exchange Rate," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 121-141, September.
• Paolo Canofari & Giancarlo Marini & Giovanni Piersanti, 2012, "The Sustainability of Monetary Unions. Can the Euro Survive?," CEIS Research Paper, Tor Vergata University, CEIS, number 226, Mar, revised 27 Mar 2012.
• Giancarlo Marini & Giovanni Piersanti, 2012, "Models of Speculative Attacks and Crashes in International Capital Markets," CEIS Research Paper, Tor Vergata University, CEIS, number 245, Jul, revised 24 Jul 2012.
• Greg Farrell & Nicola Viegi & Shakill Hassan, 2012, "The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises," ERSA Working Paper Series, Economic Research Southern Africa, number 279, Mar.
• Katarzyna Anna Czech, & Adam Waszkowski, 2012, "Foreign Exchange Market Efficiency. Empirical Results For The Usd/Eur Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 8, issue 3, pages 1-9, October.
• Kyuil Chung & Hail Park & Hyun Song Shin, 2012, "Mitigating Systemic Spillovers from Currency Hedging," National Institute Economic Review, National Institute of Economic and Social Research, volume 221, issue 1, pages 44-56, July.
• Francesco Nucci & Alberto Franco Pozzolo, 2012, "Exchange Rate, External Orientation of Firms and Wage Adjustment," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2012/3, Apr.
• Nils Herger, 2012, "Exchange Rates and Import Prices in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 148, issue III, pages 381-407, September.
• Edouard Djeutem & Ken Kasa, 2012, "Robustness and Exchange Rate Volatility," Discussion Papers, Department of Economics, Simon Fraser University, number dp12-01, Mar.
• Diana Sadoveanu & Nicolae Ghiba, 2012, "Purchasing Power Parity: Evidence From Four Cee Countries," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 4, issue 1 (March), pages 80-89.
• Erşan SEVER, 2012, "Türkiye’de Dolarizasyon Süreci ve Döviz Kuru Belirsizliği İlişkisi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 17(17).
• Ayşe ARI & Burcu ÖZCAN, 2012, "Hollanda Hastalığı: Gelişmekte Olan Ülkeler Üzerine Bir Uygulama," Sosyoekonomi Journal, Sosyoekonomi Society, issue 18(18).
• Fabio Kanczuk & Laura Alfaro, 2012, "Carry Trade and Exchange Rate Regimes," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2012_05, Apr.
• Dr. Anila MANÇKA, 2012, "The Impact of National Currency Instability and the World Financial Crisis in the Credit Risk. The Case of Albania," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 2, issue 1, pages 1-4, February.
• Gregory Gagnon, 2012, "Exchange rate bifurcation in a stochastic evolutionary finance model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 35, issue 1, pages 29-58, May, DOI: 10.1007/s10203-011-0113-3.
• Zhiguang Wang & Prasad Bidarkota, 2012, "Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods," Empirical Economics, Springer, volume 42, issue 1, pages 21-51, February, DOI: 10.1007/s00181-010-0427-y.
• Shiu-Sheng Chen, 2012, "Does extracting inflation from stock returns solve the purchasing power parity puzzle?," Empirical Economics, Springer, volume 42, issue 3, pages 1097-1105, June, DOI: 10.1007/s00181-010-0435-y.
• Miguel Carvalho & Paulo Júlio, 2012, "Digging out the PPP hypothesis: an integrated empirical coverage," Empirical Economics, Springer, volume 42, issue 3, pages 713-744, June, DOI: 10.1007/s00181-010-0441-0.
• Daniel Buncic, 2012, "Understanding forecast failure of ESTAR models of real exchange rates," Empirical Economics, Springer, volume 43, issue 1, pages 399-426, August, DOI: 10.1007/s00181-011-0460-5.
• Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2012, "What do we know about real exchange rate nonlinearities?," Empirical Economics, Springer, volume 43, issue 2, pages 457-474, October, DOI: 10.1007/s00181-010-0431-2.
• Christos Kollias & Nikolaos Mylonidis & Suzanna-Maria Paleologou, 2012, "The nexus between exchange rates and stock markets: evidence from the euro-dollar rate and composite European stock indices using rolling analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 136-147, January, DOI: 10.1007/s12197-010-9129-8.
• Angelos Kanas & Christos Ioannidis, 2012, "Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficient," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 148-161, January, DOI: 10.1007/s12197-010-9135-x.
• Mohsen Bahmani-Oskooee & Jia Xu, 2012, "Impact of exchange rate volatility on commodity trade between U.S. and China: is there a third country effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 3, pages 555-586, July, DOI: 10.1007/s12197-010-9126-y.
• Hassan Mohammadi & Mohammad Jahan-Parvar, 2012, "Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 3, pages 766-779, July, DOI: 10.1007/s12197-010-9156-5.
• David Greenaway & Richard Kneller & Xufei Zhang, 2012, "The effect of exchange rates on firm exports and the role of FDI," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 148, issue 3, pages 425-447, September, DOI: 10.1007/s10290-012-0129-y.
• Kolver Hernandez & Aslı Leblebicioğlu, 2012, "A regime-switching analysis of pass-through," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 148, issue 3, pages 523-552, September, DOI: 10.1007/s10290-012-0120-7.
• Rod Cross & Victor Kozyakin, 2012, "Fact and Fiction in FX Arbitrage Processes," Working Papers, University of Strathclyde Business School, Department of Economics, number 1211, Jul.
• A. Hoffmann, 2012, "Determinants of carry trades in Central and Eastern Europe," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 18, pages 1479-1490, September, DOI: 10.1080/09603107.2012.663470.
• Sophie B鲥au & Antonia López Villavicencio & Val鲩e Mignon, 2012, "Currency misalignments and growth: a new look using nonlinear panel data methods," Applied Economics, Taylor & Francis Journals, volume 44, issue 27, pages 3503-3511, September, DOI: 10.1080/00036846.2011.577022.
• António Portugal Duarte & João Sousa Andrade, 2012, "How the Gold Standard functioned in Portugal: an analysis of some macroeconomic aspects," Applied Economics, Taylor & Francis Journals, volume 44, issue 5, pages 617-629, February, DOI: 10.1080/00036846.2010.513675.
• Meixing Dai, 2012, "External Constraint and Financial Crises with Balance Sheet Effects," International Economic Journal, Taylor & Francis Journals, volume 26, issue 4, pages 567-585, March, DOI: 10.1080/10168737.2011.569560.
• Ingmar Nolte & Valeri Voev, 2012, "Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 94-108, DOI: 10.1080/10473289.2011.637876.
• Xinhua He & Duo Qin & Yimeng Liu, 2012, "Exchange rate misalignments: a comparison of China today against recent historical experiences of Japan, Germany, Singapore and Taiwan," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 10, issue 3, pages 247-266, May, DOI: 10.1080/14765284.2012.699703.
• Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2012, "Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 6, pages 893-905, March, DOI: 10.1080/14697681003792237.
• Woochan Kim, 2012, "Korea investment corporation: its origin and evolution," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 17, issue 2, pages 208-235, DOI: 10.1080/13547860.2012.668022.
• Parlapiano, Fabio & Alexeev, Vitali, 2012, "Exchange Rate Risk Exposure and the Value of European Firms," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2012-09, Nov, revised 20 Nov 2012.
• Meltem Gulenay Chadwick & Fatih Fazilet & Necati Tekatli, 2012, "Gelismekte Olan Ulkelerin Kurlarindaki Ortak Hareketin Analizi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 12, issue 1, pages 63-74.
• Koray Alper & A. Hakan Kara & Mehmet Yorukoglu, 2012, "Reserve Option Mechanism
  [Rezerv Opsiyonu Mekanizmasi]," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1228.
• M. Ibrahim Turhan & Erk Hacihasanoglu & Ugur Soytas, 2012, "Oil Prices and Emerging Market Exchange Rates," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1201.
• Meltem Gulenay Chadwick & Fatih Fazilet & Necati Tekatli, 2012, "Common Movement of the Emerging Market Currencies," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1207.
• Hulya Saygili & Gokhan Yilmaz & Sibel Filazioglu & Hakan Toprak, 2012, "Sektorel Reel Efektif Doviz Kurlari : Turkiye Uygulamasi," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1213.
• Hulya Saygili & Gokhan Yilmaz, 2012, "Turk Imalat Sanayi Sektorel Reel Efektif Doviz Kuru Endeksleri Uzerine Bir Degerlendirme," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1221.
• Doruk Kucuksarac & Ozgur Ozel, 2012, "Rezerv Opsiyonu Mekanizmasi ve Optimal Rezerv Opsiyonu Katsayilarinin Hesaplanmasi," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1232.
• Canofari Paolo & Marini Giancarlo & Piersanti Giovanni, 2012, "The sustainability of monetary unions. Can the Euro survive?," wp.comunite, Department of Communication, University of Teramo, number 0094, Oct.
• Chalongphob Sussangkarn & Deunden Nikomborirak, 2012, "Thailand: Post-Crisis Rebalancing," Asian Economic Papers, MIT Press, volume 11, issue 1, pages 1-26, Winter/Sp.
• Pasquale Della Corte & Lucio Sarno & Giulia Sestieri, 2012, "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," The Review of Economics and Statistics, MIT Press, volume 94, issue 1, pages 100-115, February.
• Giancarlo Gandolfo, 2012, "The Tobin Tax in a Continuous-time Non-linear Dynamic Model of the Exchange rate," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1221.
• Phil Garton & Danial Gaudry & Rhett Wilcox, 2012, "Understanding the appreciation of the Australian dollar and its policy implications," Economic Roundup, The Treasury, Australian Government, issue 2, pages 39-61, August.
• Nidhaleddine Ben Cheikh, 2012, "Long Run Exchange Rate Pass-Through: Evidence from New Panel Data Techniques," 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 201225, Jun.
• Müller-Plantenberg, Nikolas, 2012, "Long swings in Japan’s current account and in the yen," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2012/08, Mar.
• Müller-Plantenberg, Nikolas, 2012, "Balance of payments flows and exchange rate prediction in Japan," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2012/09, Mar.
• Müller-Plantenberg, Nikolas, 2012, "Boom-and-bust cycles marked by capital inflows, current account deterioration and a rise and fall of the real exchange rate," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2012/10, Mar.
• Andreas Bachmann, 2012, "Exchange rate pass-through to various price indices: empirical estimation using vector error correction models," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1205, May.
• Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2012, "Risk, Monetary Policy, and the Exchange Rate," NBER Macroeconomics Annual, University of Chicago Press, volume 26, issue 1, pages 247-309, DOI: 10.1086/663993.
• Chen, Yu-Fu & Funke, Michael & Glanemann, Nicole, 2012, "The Signalling Channel of Central Bank Interventions: Modelling the Yen/US Dollar Exchange Rate," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-36.
• Cross, Rod & Kozyakin, Victor, 2012, "Fact And Fiction In FX Arbitrage Processes," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-86.
• Abhakorn, Pongrapeeporn & Tantisantiwong, Nongnuch, 2012, "A reexamination of capital controls’ effectiveness: Recent experience of Thailand," Journal of Asian Economics, Elsevier, volume 23, issue 1, pages 26-38, DOI: 10.1016/j.asieco.2011.11.004.
• Goyal, Ashima & Arora, Sanchit, 2012, "The Indian exchange rate and Central Bank action: An EGARCH analysis," Journal of Asian Economics, Elsevier, volume 23, issue 1, pages 60-72, DOI: 10.1016/j.asieco.2011.09.001.
• Pontines, Victor & Siregar, Reza Y., 2012, "Fear of appreciation in East and Southeast Asia: The role of the Chinese renminbi," Journal of Asian Economics, Elsevier, volume 23, issue 4, pages 324-334, DOI: 10.1016/j.asieco.2012.03.005.
• Kubo, Akihiro, 2012, "The US tech pulse, stock prices, and exchange rate dynamics: Evidence from Asian developing countries," Journal of Asian Economics, Elsevier, volume 23, issue 6, pages 680-687, DOI: 10.1016/j.asieco.2012.06.007.
• You, Kefei & Sarantis, Nicholas, 2012, "Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach," China Economic Review, Elsevier, volume 23, issue 4, pages 1146-1163, DOI: 10.1016/j.chieco.2012.08.002.
• Özbilgin, Murat H., 2012, "Currency substitution, inflation, and welfare," Journal of Development Economics, Elsevier, volume 99, issue 2, pages 358-369, DOI: 10.1016/j.jdeveco.2012.04.003.
• Boschi, Melisso & Goenka, Aditya, 2012, "Relative risk aversion and the transmission of financial crises," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 1, pages 85-99, DOI: 10.1016/j.jedc.2011.07.005.
• Federici, Daniela & Gandolfo, Giancarlo, 2012, "The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 4, pages 670-681, DOI: 10.1016/j.jedc.2011.11.008.
• De Grauwe, Paul & Rovira Kaltwasser, Pablo, 2012, "Animal spirits in the foreign exchange market," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1176-1192, DOI: 10.1016/j.jedc.2012.03.008.
• Huber, Jürgen & Kleinlercher, Daniel & Kirchler, Michael, 2012, "The impact of a financial transaction tax on stylized facts of price returns—Evidence from the lab," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1248-1266, DOI: 10.1016/j.jedc.2012.03.011.
• Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2012, "Nonlinear expectations in speculative markets – Evidence from the ECB survey of professional forecasters," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 9, pages 1349-1363, DOI: 10.1016/j.jedc.2012.02.007.
• Cheng, Wenli & Zhang, Dingsheng, 2012, "A monetary model of China–US trade relations," Economic Modelling, Elsevier, volume 29, issue 2, pages 233-238, DOI: 10.1016/j.econmod.2011.10.002.
• Camarero, Mariam & Ordóñez, Javier, 2012, "Nonlinear adjustment in the real dollar–euro exchange rate: The role of the productivity differential as a fundamental," Economic Modelling, Elsevier, volume 29, issue 2, pages 444-449, DOI: 10.1016/j.econmod.2011.12.005.
• Carton, Benjamin & Hervé, Karine, 2012, "Estimation of consistent multi-country FEERs," Economic Modelling, Elsevier, volume 29, issue 4, pages 1205-1214, DOI: 10.1016/j.econmod.2012.03.023.
• Makin, Anthony J. & Rohde, Nicholas, 2012, "Has Australia's floating exchange rate regime been optimal?," Economic Modelling, Elsevier, volume 29, issue 4, pages 1338-1343, DOI: 10.1016/j.econmod.2012.03.006.
• Benhmad, François, 2012, "Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach," Economic Modelling, Elsevier, volume 29, issue 4, pages 1505-1514, DOI: 10.1016/j.econmod.2012.01.003.
• Kim, Hyeongwoo & Moh, Young-Kyu, 2012, "Examining the evidence of purchasing power parity by recursive mean adjustment," Economic Modelling, Elsevier, volume 29, issue 5, pages 1850-1857, DOI: 10.1016/j.econmod.2012.05.008.
• Celık, Sibel, 2012, "The more contagion effect on emerging markets: The evidence of DCC-GARCH model," Economic Modelling, Elsevier, volume 29, issue 5, pages 1946-1959, DOI: 10.1016/j.econmod.2012.06.011.
• Hassan, Syeda Anam & Zaman, Khalid, 2012, "Effect of oil prices on trade balance: New insights into the cointegration relationship from Pakistan," Economic Modelling, Elsevier, volume 29, issue 6, pages 2125-2143, DOI: 10.1016/j.econmod.2012.07.006.
• Naz, Farah & Mohsin, Asma & Zaman, Khalid, 2012, "Exchange rate pass-through in to inflation: New insights in to the cointegration relationship from Pakistan," Economic Modelling, Elsevier, volume 29, issue 6, pages 2205-2221, DOI: 10.1016/j.econmod.2012.07.012.
• Chu, Hsiao-Lei, 2012, "Monetary policy of a small open economy in the world production chain," Economic Modelling, Elsevier, volume 29, issue 6, pages 2751-2755, DOI: 10.1016/j.econmod.2012.06.026.
• Coleman, Andrew, 2012, "Uncovering uncovered interest parity during the classical gold standard era, 1888–1905," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 1, pages 20-37, DOI: 10.1016/j.najef.2011.10.001.
• Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke, 2012, "Cross-section dependence and the monetary exchange rate model – A panel analysis," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 1, pages 38-53, DOI: 10.1016/j.najef.2011.11.003.
• Aizenman, Joshua & Ito, Hiro, 2012, "Trilemma policy convergence patterns and output volatility," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 3, pages 269-285, DOI: 10.1016/j.najef.2012.03.002.
• Wu, Thomas, 2012, "Order flow in the South: Anatomy of the Brazilian FX market," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 3, pages 310-324, DOI: 10.1016/j.najef.2012.03.004.
• Siokis, Fotios M., 2012, "The dynamics of a complex system: The exchange rate crisis in Southeast Asia," Economics Letters, Elsevier, volume 114, issue 1, pages 98-101, DOI: 10.1016/j.econlet.2011.09.029.
• Veestraeten, Dirk, 2012, "Transition probabilities in a problem of stochastic process switching," Economics Letters, Elsevier, volume 114, issue 2, pages 201-204, DOI: 10.1016/j.econlet.2011.09.042.
• Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2012, "On the loss function of the Bank of Canada: A note," Economics Letters, Elsevier, volume 115, issue 2, pages 155-159, DOI: 10.1016/j.econlet.2011.12.030.
• Snaith, Stuart, 2012, "The PPP debate: Multiple breaks and cross-sectional dependence," Economics Letters, Elsevier, volume 115, issue 3, pages 342-344, DOI: 10.1016/j.econlet.2011.12.076.
• Kim, Daehwan, 2012, "Is currency hedging necessary for emerging-market equity investment?," Economics Letters, Elsevier, volume 116, issue 1, pages 67-71, DOI: 10.1016/j.econlet.2012.01.008.
• Pourroy, Marc, 2012, "Does exchange rate control improve inflation targeting in emerging economies?," Economics Letters, Elsevier, volume 116, issue 3, pages 448-450, DOI: 10.1016/j.econlet.2012.04.036.
• Pikoulakis, Emmanuel V. & Wisniewski, Tomasz Piotr, 2012, "Another look at the uncovered interest rate parity: Have we missed the fundamentals?," Economics Letters, Elsevier, volume 116, issue 3, pages 476-479, DOI: 10.1016/j.econlet.2012.04.032.
• Ran, Jimmy & Zhou, Youqing, 2012, "Transmitted unemployment under the linked exchange rate system: Evidence from Hong Kong," Economics Letters, Elsevier, volume 117, issue 1, pages 131-133, DOI: 10.1016/j.econlet.2012.04.096.
• Glüzmann, Pablo Alfredo & Levy-Yeyati, Eduardo & Sturzenegger, Federico, 2012, "Exchange rate undervaluation and economic growth: Díaz Alejandro (1965) revisited," Economics Letters, Elsevier, volume 117, issue 3, pages 666-672, DOI: 10.1016/j.econlet.2012.07.022.
• Basu, Kaushik, 2012, "How to devalue exchange rates, without building up reserves: Strategic theory for central banking," Economics Letters, Elsevier, volume 117, issue 3, pages 758-761, DOI: 10.1016/j.econlet.2011.12.069.
• West, Kenneth D., 2012, "Econometric analysis of present value models when the discount factor is near one," Journal of Econometrics, Elsevier, volume 171, issue 1, pages 86-97, DOI: 10.1016/j.jeconom.2012.07.002.
• Khemraj, Tarron & Pasha, Sukrishnalall, 2012, "Analysis of an unannounced foreign exchange regime change," Economic Systems, Elsevier, volume 36, issue 1, pages 145-157, DOI: 10.1016/j.ecosys.2011.06.002.
• Bahmani-Oskooee, Mohsen & Xi, Dan, 2012, "Exchange rate volatility and domestic consumption: Evidence from Japan," Economic Systems, Elsevier, volume 36, issue 2, pages 326-335, DOI: 10.1016/j.ecosys.2011.10.004.
• Fischer, Christoph, 2012, "Price convergence in the EMU? Evidence from micro data," European Economic Review, Elsevier, volume 56, issue 4, pages 757-776, DOI: 10.1016/j.euroecorev.2012.01.008.
• Lòpez-Villavicencio, Antonia & Mazier, Jacques & Saadaoui, Jamel, 2012, "Temporal dimension and equilibrium exchange rate: A FEER/BEER comparison," Emerging Markets Review, Elsevier, volume 13, issue 1, pages 58-77, DOI: 10.1016/j.ememar.2011.10.001.
• Rossi Júnior, José Luiz, 2012, "Understanding Brazilian companies' foreign exchange exposure," Emerging Markets Review, Elsevier, volume 13, issue 3, pages 352-365, DOI: 10.1016/j.ememar.2012.03.007.
• Kutan, Ali M. & Ozsoz, Emre & Rengifo, Erick W., 2012, "Cross-sectional determinants of bank performance under deposit dollarization in emerging markets," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 478-492, DOI: 10.1016/j.ememar.2012.07.003.
• Chortareas, Georgios & Cipollini, Andrea & Eissa, Mohamed Abdelaziz, 2012, "Switching to floating exchange rates, devaluations, and stock returns in MENA countries," International Review of Financial Analysis, Elsevier, volume 21, issue C, pages 119-127, DOI: 10.1016/j.irfa.2011.09.003.
• Smith, Geoffrey Peter, 2012, "Google Internet search activity and volatility prediction in the market for foreign currency," Finance Research Letters, Elsevier, volume 9, issue 2, pages 103-110, DOI: 10.1016/j.frl.2012.03.003.
• Pu, Xiaoling & Zhang, Jianing, 2012, "Can dual-currency sovereign CDS predict exchange rate returns?," Finance Research Letters, Elsevier, volume 9, issue 3, pages 157-166, DOI: 10.1016/j.frl.2012.01.001.
• Bick, Avi, 2012, "The relationship between reciprocal currency futures prices," Finance Research Letters, Elsevier, volume 9, issue 4, pages 194-201, DOI: 10.1016/j.frl.2012.03.001.
• Kozhan, Roman & Salmon, Mark, 2012, "The information content of a limit order book: The case of an FX market," Journal of Financial Markets, Elsevier, volume 15, issue 1, pages 1-28, DOI: 10.1016/j.finmar.2011.07.002.
• Liu, Ming-Hua & Margaritis, Dimitris & Tourani-Rad, Alireza, 2012, "Risk appetite, carry trade and exchange rates," Global Finance Journal, Elsevier, volume 23, issue 1, pages 48-63, DOI: 10.1016/j.gfj.2012.01.004.
• Ho, Catherine S.F. & Ariff, M., 2012, "Time to equilibrium in exchange rates: G-10 and Eastern European economies," Global Finance Journal, Elsevier, volume 23, issue 2, pages 94-107, DOI: 10.1016/j.gfj.2012.03.002.
• Ekholm, Karolina & Moxnes, Andreas & Ulltveit-Moe, Karen Helene, 2012, "Manufacturing restructuring and the role of real exchange rate shocks," Journal of International Economics, Elsevier, volume 86, issue 1, pages 101-117, DOI: 10.1016/j.jinteco.2011.08.008.
• Habib, Maurizio M. & Stracca, Livio, 2012, "Getting beyond carry trade: What makes a safe haven currency?," Journal of International Economics, Elsevier, volume 87, issue 1, pages 50-64, DOI: 10.1016/j.jinteco.2011.12.005.
• Jordà, Òscar & Taylor, Alan M., 2012, "The carry trade and fundamentals: Nothing to fear but FEER itself," Journal of International Economics, Elsevier, volume 88, issue 1, pages 74-90, DOI: 10.1016/j.jinteco.2012.03.001.
• Lane, Philip R. & Milesi-Ferretti, Gian Maria, 2012, "External adjustment and the global crisis," Journal of International Economics, Elsevier, volume 88, issue 2, pages 252-265, DOI: 10.1016/j.jinteco.2011.12.013.
• Du, Ding & Hu, Ou, 2012, "Exchange rate risk in the US stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 137-150, DOI: 10.1016/j.intfin.2011.08.003.
• You, Kefei & Sarantis, Nicholas, 2012, "A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 151-170, DOI: 10.1016/j.intfin.2011.08.005.
• Vithessonthi, Chaiporn & Tongurai, Jittima, 2012, "The impact of capital account liberalization measures," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 16-34, DOI: 10.1016/j.intfin.2011.07.003.
• Ülkü, Numan & Demirci, Ebru, 2012, "Joint dynamics of foreign exchange and stock markets in emerging Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 55-86, DOI: 10.1016/j.intfin.2011.07.005.
• Srinivasan, Naveen & Kumar, Sudhanshu, 2012, "Zone-quadratic preference, asymmetry and international reserve accretion in India: An empirical investigation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 2, pages 253-263, DOI: 10.1016/j.intfin.2011.09.005.
• Chowdhury, Khorshed, 2012, "Modelling the dynamics, structural breaks and the determinants of the real exchange rate of Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 2, pages 343-358, DOI: 10.1016/j.intfin.2011.10.004.
• Menzies, Gordon D. & Zizzo, Daniel John, 2012, "Monetary policy and inferential expectations of exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 2, pages 359-380, DOI: 10.1016/j.intfin.2011.11.001.
• Suardi, Sandy & Chang, Yuanchen, 2012, "Are changes in foreign exchange reserves a good proxy for official intervention?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 678-695, DOI: 10.1016/j.intfin.2012.04.004.
• Marshall, Andrew & Musayev, Taleh & Pinto, Helena & Tang, Leilei, 2012, "Impact of news announcements on the foreign exchange implied volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 719-737, DOI: 10.1016/j.intfin.2012.04.006.
• Karoglou, Michail & Morley, Bruce, 2012, "Purchasing power parity and structural instability in the US/UK exchange rate," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 958-972, DOI: 10.1016/j.intfin.2012.05.001.
• Antonakakis, Nikolaos, 2012, "Exchange return co-movements and volatility spillovers before and after the introduction of euro," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1091-1109, DOI: 10.1016/j.intfin.2012.05.009.
• Lu, Jin-Ray & Chan, Chih-Ming & Wen, Mei-Hui, 2012, "Which demands affect optimal international portfolio choices?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1292-1306, DOI: 10.1016/j.intfin.2012.07.005.
• Baak, SaangJoon, 2012, "Measuring misalignments in the Korean exchange rate," Japan and the World Economy, Elsevier, volume 24, issue 4, pages 227-234, DOI: 10.1016/j.japwor.2012.09.001.
• Galagedera, Don U.A. & Kitamura, Yoshihiro, 2012, "Effect of exchange rate return on volatility spill-over across trading regions," Japan and the World Economy, Elsevier, volume 24, issue 4, pages 254-265, DOI: 10.1016/j.japwor.2012.07.003.
• Wang, Chun-Hsuan & Lin, Chun-Hung A. & Yang, Chih-Hai, 2012, "Short-run and long-run effects of exchange rate change on trade balance: Evidence from China and its trading partners," Japan and the World Economy, Elsevier, volume 24, issue 4, pages 266-273, DOI: 10.1016/j.japwor.2012.07.001.
• Kim, Soyoung & Yang, Doo Yong, 2012, "International monetary transmission in East Asia: Floaters, non-floaters, and capital controls," Japan and the World Economy, Elsevier, volume 24, issue 4, pages 305-316, DOI: 10.1016/j.japwor.2012.05.003.
• Chang, Tsangyao & Lee, Chia-Hao & Liu, Wen-Chi, 2012, "Nonlinear adjustment to purchasing power parity for ASEAN countries," Japan and the World Economy, Elsevier, volume 24, issue 4, pages 325-331, DOI: 10.1016/j.japwor.2012.05.001.
• Chen, Shiu-Sheng & Chou, Yu-Hsi, 2012, "Rational expectations, changing monetary policy rules, and real exchange rate dynamics," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2824-2836, DOI: 10.1016/j.jbankfin.2012.06.013.
• Chen, Shikuan & Chien, Chih-Chung & Chang, Ming-Jen, 2012, "Order flow, bid–ask spread and trading density in foreign exchange markets," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 597-612, DOI: 10.1016/j.jbankfin.2011.09.006.
• Conway, Patrick, 2012, "The exchange rate as nominal anchor: A test for Ukraine," Journal of Comparative Economics, Elsevier, volume 40, issue 3, pages 438-456, DOI: 10.1016/j.jce.2012.02.005.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012, "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, volume 105, issue 2, pages 279-310, DOI: 10.1016/j.jfineco.2012.01.005.
• Hong, Harrison & Yogo, Motohiro, 2012, "What does futures market interest tell us about the macroeconomy and asset prices?," Journal of Financial Economics, Elsevier, volume 105, issue 3, pages 473-490, DOI: 10.1016/j.jfineco.2012.04.005.
• Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012, "Currency momentum strategies," Journal of Financial Economics, Elsevier, volume 106, issue 3, pages 660-684, DOI: 10.1016/j.jfineco.2012.06.009.
• Banti, Chiara & Phylaktis, Kate & Sarno, Lucio, 2012, "Global liquidity risk in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 267-291, DOI: 10.1016/j.jimonfin.2011.11.010.
• Dal Bianco, Marcos & Camacho, Maximo & Perez Quiros, Gabriel, 2012, "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 377-396, DOI: 10.1016/j.jimonfin.2011.11.018.
• Berganza, Juan Carlos & Broto, Carmen, 2012, "Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 428-444, DOI: 10.1016/j.jimonfin.2011.12.002.
• Grammatikos, Theoharry & Vermeulen, Robert, 2012, "Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 517-533, DOI: 10.1016/j.jimonfin.2011.10.004.
• Bussière, Matthieu & Saxena, Sweta C. & Tovar, Camilo E., 2012, "Chronicle of currency collapses: Re examining the effects on output," Journal of International Money and Finance, Elsevier, volume 31, issue 4, pages 680-708, DOI: 10.1016/j.jimonfin.2012.01.008.
• Brun-Aguerre, Raphael & Fuertes, Ana-Maria & Phylaktis, Kate, 2012, "Exchange rate pass-through into import prices revisited: What drives it?," Journal of International Money and Finance, Elsevier, volume 31, issue 4, pages 818-844, DOI: 10.1016/j.jimonfin.2012.01.009.
• Alsakka, Rasha & ap Gwilym, Owain, 2012, "Foreign exchange market reactions to sovereign credit news," Journal of International Money and Finance, Elsevier, volume 31, issue 4, pages 845-864, DOI: 10.1016/j.jimonfin.2012.01.007.
• Moore, Michael J. & Roche, Maurice J., 2012, "When does uncovered interest parity hold?," Journal of International Money and Finance, Elsevier, volume 31, issue 4, pages 865-879, DOI: 10.1016/j.jimonfin.2012.01.005.
• Berger, Tino & Kempa, Bernd, 2012, "Taylor rules and the Canadian–US equilibrium exchange rate," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1060-1075, DOI: 10.1016/j.jimonfin.2011.12.010.
• Wagner, Christian, 2012, "Risk-premia, carry-trade dynamics, and economic value of currency speculation," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1195-1219, DOI: 10.1016/j.jimonfin.2012.01.013.
• Eijffinger, Sylvester C.W. & Karataş, Bilge, 2012, "Currency crises and monetary policy: A study on advanced and emerging economies," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 948-974, DOI: 10.1016/j.jimonfin.2011.12.003.
• Ho, Lok Sang, 2012, "Globalization, exports, and effective exchange rate indices," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 996-1007, DOI: 10.1016/j.jimonfin.2011.12.007.