Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2012

• 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.
• Astorga, Pablo, 2012, "Mean reversion in long-horizon real exchange rates: Evidence from Latin America," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1529-1550, DOI: 10.1016/j.jimonfin.2012.02.014.
• Ahmad, Rubi & Rhee, S. Ghon & Wong, Yuen Meng, 2012, "Foreign exchange market efficiency under recent crises: Asia-Pacific focus," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1574-1592, DOI: 10.1016/j.jimonfin.2012.02.016.
• Liu, Li-Gang & Pauwels, Laurent L., 2012, "Do external political pressures affect the Renminbi exchange rate?," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1800-1818, DOI: 10.1016/j.jimonfin.2012.04.001.
• Aizenman, Joshua & Edwards, Sebastian & Riera-Crichton, Daniel, 2012, "Adjustment patterns to commodity terms of trade shocks: The role of exchange rate and international reserves policies," Journal of International Money and Finance, Elsevier, volume 31, issue 8, pages 1990-2016, DOI: 10.1016/j.jimonfin.2012.05.003.
• Glick, Reuven & Leduc, Sylvain, 2012, "Central bank announcements of asset purchases and the impact on global financial and commodity markets," Journal of International Money and Finance, Elsevier, volume 31, issue 8, pages 2078-2101, DOI: 10.1016/j.jimonfin.2012.05.009.
• Fatum, Rasmus & Hutchison, Michael & Wu, Thomas, 2012, "Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates," Journal of the Japanese and International Economies, Elsevier, volume 26, issue 4, pages 542-560, DOI: 10.1016/j.jjie.2012.08.004.
• Kim, Hyeongwoo, 2012, "VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored," Journal of Macroeconomics, Elsevier, volume 34, issue 1, pages 223-238, DOI: 10.1016/j.jmacro.2011.10.004.
• Tsangarides, Charalambos G., 2012, "Crisis and recovery: Role of the exchange rate regime in emerging market economies," Journal of Macroeconomics, Elsevier, volume 34, issue 2, pages 470-488, DOI: 10.1016/j.jmacro.2012.01.005.
• Nouira, Ridha & Sekkat, Khalid, 2012, "Desperately seeking the positive impact of undervaluation on growth," Journal of Macroeconomics, Elsevier, volume 34, issue 2, pages 537-552, DOI: 10.1016/j.jmacro.2011.12.002.
• Delatte, Anne-Laure & López-Villavicencio, Antonia, 2012, "Asymmetric exchange rate pass-through: Evidence from major countries," Journal of Macroeconomics, Elsevier, volume 34, issue 3, pages 833-844, DOI: 10.1016/j.jmacro.2012.03.003.
• Combes, Jean-Louis & Kinda, Tidiane & Plane, Patrick, 2012, "Capital flows, exchange rate flexibility, and the real exchange rate," Journal of Macroeconomics, Elsevier, volume 34, issue 4, pages 1034-1043, DOI: 10.1016/j.jmacro.2012.08.001.
• Maertens Odria, Luís Ricardo & Castillo, Paul & Rodriguez, Gabriel, 2012, "Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007," Journal of Macroeconomics, Elsevier, volume 34, issue 4, pages 1154-1166, DOI: 10.1016/j.jmacro.2012.07.001.
• Malliaris, M.E., 2012, "Comparison Of Currency Movement Before And After October 2008," The Journal of Economic Asymmetries, Elsevier, volume 9, issue 2, pages 45-57, DOI: 10.1016/j.jeca.2012.02.003.
• Apergis, Nicholas & Zestos, George K. & Shaltayev, Dmitriy S., 2012, "Do market fundamentals determine the Dollar–Euro exchange rate?," Journal of Policy Modeling, Elsevier, volume 34, issue 1, pages 1-15, DOI: 10.1016/j.jpolmod.2011.10.003.
• Reboredo, Juan C., 2012, "Modelling oil price and exchange rate co-movements," Journal of Policy Modeling, Elsevier, volume 34, issue 3, pages 419-440, DOI: 10.1016/j.jpolmod.2011.10.005.
• Mussa, Michael, 2012, "Reprint of: The dollar and the current account deficit: How much should we worry?," Journal of Policy Modeling, Elsevier, volume 34, issue 4, pages 579-584, DOI: 10.1016/j.jpolmod.2012.05.014.
• Beine, Michel & Bos, Charles S. & Coulombe, Serge, 2012, "Does the Canadian economy suffer from Dutch disease?," Resource and Energy Economics, Elsevier, volume 34, issue 4, pages 468-492, DOI: 10.1016/j.reseneeco.2012.05.002.
• Lai, Ching-chong & Fang, Chung-rou, 2012, "Is the honeymoon effect valid in the presence of both exchange rate and output expectations? A graphical analysis," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 140-146, DOI: 10.1016/j.iref.2011.05.008.
• Mulder, Christian & Perrelli, Roberto & Rocha, Manuel Duarte, 2012, "External vulnerability, balance sheet effects, and the institutional framework — Lessons from the Asian crisis," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 16-28, DOI: 10.1016/j.iref.2011.04.002.
• Al-Khazali, Osamah M. & Pyun, Chong Soo & Kim, Daewon, 2012, "Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference processes," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 221-231, DOI: 10.1016/j.iref.2011.07.002.
• Ding, Liang, 2012, "The Thursday effect of the forward premium puzzle," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 302-318, DOI: 10.1016/j.iref.2011.08.005.
• Lin, Chien-Hsiu, 2012, "The comovement between exchange rates and stock prices in the Asian emerging markets," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 161-172, DOI: 10.1016/j.iref.2011.09.006.
• Grossmann, Axel & Orlov, Alexei G., 2012, "Exchange rate misalignments in frequency domain," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 185-199, DOI: 10.1016/j.iref.2012.03.001.
• Wilde, Wolfram, 2012, "The influence of Taylor rule deviations on the real exchange rate," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 51-61, DOI: 10.1016/j.iref.2012.01.001.
• Kodongo, Odongo & Ojah, Kalu, 2012, "The dynamic relation between foreign exchange rates and international portfolio flows: Evidence from Africa's capital markets," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 71-87, DOI: 10.1016/j.iref.2012.01.004.
• Junttila, Juha & Korhonen, Marko, 2012, "The role of inflation regime in the exchange rate pass-through to import prices," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 88-96, DOI: 10.1016/j.iref.2012.01.005.
• Victor Pontines & Reza Siregar, 2012, "Episodes of large exchange rate appreciations and reserves accumulations in selected Asian economies: Is fear of appreciations justified?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-31, Jun.
• Renee Fry-McKibbin & Sumila Wanaguru, 2012, "Currency Intervention: A Case Study of an Emerging Market," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-32, Jun.
• Sandra Bebek & Guste Santini, 2012, "Regionalni razvoj – uvjet opstanka eurozone," Ekonomija Economics, Rifin d.o.o., volume 19, issue 1, pages 1-34.
• Benigno, Gianluca & Fornaro, Luca, 2012, "Reserve accumulation, growth and financial crises," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 51506.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2012, "Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM," EcoMod2012, EcoMod, number 3720, Jul.
• Eliane Araújo & Miguel Bruno & Débora Pimentel, 2012, "Exchange rate regime and structural changes in the Brazilian manufacturing industry," Brazilian Journal of Political Economy, Center of Political Economy, volume 32, issue 3, pages 424-444.
• Luiz Carlos Bresser-Pereira, 2012, "A graphic explanation on how a tax on exports neutralizes the Dutch disease without costs to exporters," Brazilian Journal of Political Economy, Center of Political Economy, volume 32, issue 4, pages 700-702.
• Joshua Aizenman & Menzie D. Chinn & Hiro Ito, 2012, "The Financial Crisis, Rethinking of the Global Financial Architecture, and the Trilemma," Chapters, Edward Elgar Publishing, chapter 6, in: Masahiro Kawai & Peter J. Morgan & Shinji Takagi, "Monetary and Currency Policy Management in Asia".
• Capistrán, Carlos & Ibarra, Raúl & Ramos, Manuel, 2012, "El traspaso de movimientos del tipo de cambio a los precios. Un análisis para la economía mexicana," El Trimestre Económico, Fondo de Cultura Económica, volume 79, issue 316, pages 813-838, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v79i.
• Frédérique Bec & Songlin Zeng, 2012, "Are Southeast Asian Real Exchange Rates Mean Reverting?," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2012-25.
• Oluremi Ogun & Festus O. Egwaikhide & Eric K. Ogunleye, 2012, "Real Exchange Rate and Foreign Direct Investment in Sub-Saharan Africa: Some Empirical Results," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 1, pages 175-202, January-J.
• Xiangyun Xu & Peng Guo, 2012, "Exchange rate appreciation expectation, importer's behavior and choice of invoicing currency," China Finance Review International, Emerald Group Publishing Limited, volume 2, issue 3, pages 231-245, June, DOI: 10.1108/20441391211231024.
• Shyh‐Wei Chen & Tzu‐Chun Chen, 2012, "Untangling the non‐linear causal nexus between exchange rates and stock prices," Journal of Economic Studies, Emerald Group Publishing Limited, volume 39, issue 2, pages 231-259, May, DOI: 10.1108/01443581211222671.
• Sean J. Gossel & Nicholas Biekpe, 2012, "The nominal rand/dollar exchange rate: before and after 1995," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 29, issue 2, pages 105-117, June, DOI: 10.1108/10867371211229127.
• Mohsen Bahmani‐Oskooee & Hanafiah Harvey, 2012, "How responsive are Indonesia's bilateral inpayments and outpayments to real depreciation of Rupiah?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 29, issue 2, pages 133-143, June, DOI: 10.1108/108s67371211229145.
• Yutaka Kurihara, 2012, "Exchange rate determination and structural changes in response to monetary policies," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 29, issue 3, pages 187-196, July, DOI: 10.1108/10867371211246858.
• Mario Gómez Aguirre & José Carlos A. Rodríguez Chávez, 2012, "Análisis de la paridad del poder de compra: evidencia empírica entre México y Estados Unidos," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 27, issue 1, pages 169-207.
• Arturo Lorenzo-Valdés & Antonio Ruiz-Porras, 2012, "Los rendimientos cambiarios latinoamericanos y la (a)simetría de los shocks informacionales: un análisis econométrico," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 2, pages 87-113, November.
• Jan Babecky & Ales Bulir & Katerina Smidkova, 2012, "Sustainable Real Exchange Rates in the New EU Member States: What Did the Great Recession Change?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 3, pages 226-251, July.
• Xiang Tang, 2012, "Accounting for the ¡°Subnational Penn Effect¡±¡ªA General Theory of Regional and National Price Levels," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 7, issue 1, pages 94-121, March.
• Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2012, "Epilogue: foreign-exchange-market operations in the twenty-first century," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1207, DOI: 10.26509/frbc-wp-201207.
• Rasmus Fatum & Yohei Yamamoto, 2012, "Does foreign exchange intervention volume matter?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 115.
• Paul R. Bergin & Reuven Glick & Jyh-Lin Wu, 2012, "Mussa redux and conditional PPP," Working Paper Series, Federal Reserve Bank of San Francisco, number 2012-14.
• Etienne Gagnon & Benjamin R. Mandel & Robert J. Vigfusson, 2012, "Missing Import Price Changes and Low Exchange Rate Pass-Through," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1040.
• Samir Jahjah & Bin Wei & Vivian Z. Yue, 2012, "Exchange rate policy and sovereign bond spreads in developing countries," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1049.
• Juan M. Londono & Hao Zhou, 2012, "Variance risk premiums and the forward premium puzzle," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1068.
• Mary Amiti & Oleg Itskhoki & Jozef Konings, 2012, "Importers, exporters, and exchange rate disconnect," Staff Reports, Federal Reserve Bank of New York, number 586, Dec.
• Ailinca, Alina Georgeta & Milea, Camelia & Iordache, Floarea, 2012, "Theoretical And Practical Aspects Regarding The Exchange Rate And The Equilibrium Exchange Rate In Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 16, issue 3, pages 112-125.
• Xiaowen Jin, 2012, "An Empirical Study of Exchange Rate Pass-Through in China," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 59, issue 2, pages 135-156.
• Vilimir Yordanov, 2012, "The Bulgarian Foreign and Domestic Debt ??? A No-Arbitrage Macrofinancial View," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1032, Mar.
• Gilles de Truchis & Benjamin Keddad, 2012, "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1039, Oct.
• Gianluca Benigno & Hande Küçük, 2012, "Portfolio allocation and international risk sharing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 45, issue 2, pages 535-565, May, DOI: 10.1111/j.1540-5982.2012.01703.x.
• Yanping Chong & Òscar Jordà & Alan M. Taylor, 2012, "The Harrod–Balassa–Samuelson Hypothesis: Real Exchange Rates And Their Long‐Run Equilibrium," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 53, issue 2, pages 609-634, May, DOI: 10.1111/j.1468-2354.2012.00694.x.
• Aaron Tornell & Chunming Yuan, 2012, "Speculation and hedging in the currency futures markets: Are they informative to the spot exchange rates," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 32, issue 2, pages 122-151, February.
• Chih‐Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012, "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 8, pages 1507-1533, December, DOI: 10.1111/j.1538-4616.2012.00542.x.
• Shin-Ichi Fukuda & Munehisa Kasuya, 2012, "A Rise Of China And The Japanese Economy: Evidence From Macro- And Firm-Level Micro-Data," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-27, DOI: 10.1142/S1793969012500070.
• Kentaro Kawasaki, 2012, "Are The "Asean Plus Three" Countries Coming Closer To An Optimum Currency Area?," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 02, pages 1-31, DOI: 10.1142/S1793969012500112.
• Janet Ceglowski & Stephen S. Golub, 2012, "Does China Still Have a Labor Cost Advantage?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 3, pages 1-30, August, DOI: 10.1515/1524-5861.1874.
• Andrew K. Rose & Mark M. Spiegel, 2012, "Central Bank Swaps And International Dollar Illiquidity," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-20, DOI: 10.1142/S2251361212500024.
• Chen Yu-Chin & Rogoff Kenneth, 2012, "Are The Commodity Currencies An Exception To The Rule?," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-28, DOI: 10.1142/S2251361212500048.
• Thomas D. Willett & Jeff (Yongbok) Kim & Isriya Nitithanprapas Bunyasiri, 2012, "Measuring Exchange Rate Flexiblity: A Two-Parameter Exchange Market Pressure Approach," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-28, DOI: 10.1142/S2251361212500073.
• Peter Bofinger, 2012, "The Scope For Foreign Exchange Market Interventions," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 1-28, DOI: 10.1142/S1793993312500184.
• Martin D. D. Evans & Richard K. Lyons, 2012, "Exchange Rate Fundamentals and Order Flow," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 1-63, DOI: 10.1142/S2010139212500188.
• Wei Sun & Lian An, 2012, "Assessing China'S Renminbi Peg To The U.S. Dollar: The Case For Greater Rmb Exchange Rate Flexibility," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 57, issue 01, pages 1-18, DOI: 10.1142/S0217590812500038.
• Nidhaleddine Ben Cheikh, 2012, "Long Run Exchange Rate Pass-Through: A Panel Cointegration Approach," FIW Working Paper series, FIW, number 078, Apr.
• Nikolaos Antonakakis, 2012, "Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro," FIW Working Paper series, FIW, number 080, May.
• Branimir Jovanovic & Marjan Petreski, 2012, "Hemlock for policy response: Monetary policy, exchange rates and labour unions in SEE and CIS during the crisis," FIW Working Paper series, FIW, number 081, May.
• Ioana VIASU & Constantin CHILARESCU, 2012, "Mixtures of Laws: a New Method to Estimate the Parameters," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 5, issue 17, pages 5-22.
• Josip Tica & Lado Nazifovski, 2012, "Utjecaj tečajne politike na ekonomsku aktivnost u visoko zaduženoj zemlji," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1202, May.
• Josip Tica, 2012, "Kvaliteta proizvoda, produktivnost zemlje i ravnotežni tečaj," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1206, Oct.
• Fang, Ying & Huang, Shicheng & Niu, Linlin, 2012, "De facto currency baskets of China and East Asian economies: The rising weights," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 2/2012.
• Fischer, Christoph, 2012, "Currency blocs in the 21st century," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 24/2012.
• Wang, Yi David, 2012, "Convertibility restriction in China s foreign exchange market and its impact on forward pricing," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 28/2012.
• Garroway, Chris & Hacibedel, Burcu & Reisen, Helmut & Turkisch, Edouard, 2012, "The Renminbi and Poor-country Growth," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 35, issue 3, pages 273-294, DOI: 10.1111/j.1467-9701.2011.01408.x.
• Atif, Syed Muhammad & Sauytbekova, Moldir & Macdonald, James, 2012, "The Determinants of Australian Exchange Rate: A Time Series Analysis," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 65665.
• Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2012, "Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 311.
• Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2012, "Oil price forecasting under asymmetric loss," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 314.
• Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2012, "A note on forecasting emerging market exchange rates: Evidence of anti-herding," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 324.
• Ghosh, Saurabh, 2012, "Volatility spillover in the foreign exchange market: The Indian experience," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy, number 460.
• Ghosh, Saurabh & Reitz, Stefan, 2012, "Capital flows, financial asset prices and real financial market exchange rate: A case study for an emerging market, India," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy, number 461.
• Ben Cheikh, Nidhaleddine, 2012, "Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-36.
• Shrestha, Prakash Kumar, 2012, "Banking systems, central banks and international reserve accumulation in East Asian economies," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-48.
• Ben Cheikh, Nidhaleddine, 2012, "Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-28, DOI: 10.5018/economics-ejournal.ja.2012-.
• Reitz, Stefan & Taylor, Mark P., 2012, "FX intervention in the yen-US dollar market: A coordination channel perspective," Kiel Working Papers, Kiel Institute for the World Economy, number 1765.
• Reitz, Stefan & Schmidt, Markus A. & Taylor, Mark P., 2012, "Financial intermediation and the role of price discrimination in a two-tier market," Kiel Working Papers, Kiel Institute for the World Economy, number 1794.
• Ziegler, Christina, 2012, "Monetary policy under alternative exchange rate regimes in Central and Eastern Europe," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 104.
• Bernoth, Kerstin & von Hagen, Jürgen & de Vries, Casper, 2012, "The forward premium puzzle and latent factors day by day," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62017.
• Dorn, Sabrina & Egger, Peter, 2012, "On the Distribution of Exchange Rate Regime Treatment Effects on International Trade," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62054.
• Marchetti, Juan & Ruta, Michele & Teh, Robert, 2012, "Trade imbalances and multilateral trade cooperation," WTO Staff Working Papers, World Trade Organization (WTO), Economic Research and Statistics Division, number ERSD-2012-23, DOI: 10.30875/077fbba8-en.
• Dick, Christian D. & Menkhoff, Lukas, 2012, "Exchange rate expectations of chartists and fundamentalists," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 12-026.

2011

• Dino Martellato, 2011, "Small Lessons from the Recent Euro-Dollar Skirmishes," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_05.
• Pop, Napoleon & Milea, Camelia & Lupu, Iulia & Criste, Adina & Ailinca, Alina Georgeta & Iordache, Floarea & Rotaru, Alina, 2011, "Measures To Recalibrate The Macroeconomic Policies In The New Eu Member States That Are To Adopt The Single Currency," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 15, issue 1, pages 171-189.
• Berka, Martin & Devereux, Michael B., 2011, "What determines European real exchange rates?," Working Paper Series, Victoria University of Wellington, School of Economics and Finance, number 18598.
• Evzen Kocenda & Vit Bubak & Filip Zikes, 2011, "Volatility Transmission in Emerging European Foreign Exchange Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1020, Jul.
• Yamin Ahmad & William D. Craighead, 2011, "Temporal Aggregation and Purchasing Power Parity Persistence," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2011-001, Feb, DOI: 10.1016/j.jimonfin.2011.05.008.
• Mei Li & Junfeng Qiu, 2011, "Endogenous inflows of speculative capital and the optimal currency appreciation path," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 44, issue 1, pages 364-379, February, DOI: 10.1111/j.1540-5982.2010.01636.x.
• Michael G. Arghyrou & Andros Gregoriou & Panayiotis M. Pourpourides, 2011, "Risk aversion, exchange‐rate uncertainty, and the law of one price: insights from the market for online air‐travel tickets," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 44, issue 3, pages 880-906, August, DOI: 10.1111/j.1540-5982.2011.01659.x.
• Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2011, "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 16, issue 2, pages 172-188, April.
• Tuomas A. Peltonen & Adina Popescu & Michael Sager, 2011, "Can non‐linear real shocks explain the persistence of PPP exchange rate disequilibria?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 16, issue 3, pages 290-306, July.
• Cho‐Hoi Hui & Hans Genberg & Tsz‐Kin Chung, 2011, "Funding liquidity risk and deviations from interest‐rate parity during the financial crisis of 2007–2009," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 16, issue 4, pages 307-323, October.
• Andreas Röthig & Carl Chiarella, 2011, "Small traders in currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 9, pages 898-914, September.
• Tanya Molodtsova & Alex Nikolsko‐Rzhevskyy & David H. Papell, 2011, "Taylor Rules and the Euro," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 2‐3, pages 535-552, March, DOI: 10.1111/j.1538-4616.2011.00384.x.
• Katarzyna Bien, 2011, "Informed and Uninformed Trading in the EUR/PLN Spot Market," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 53, May.
• Olaf Korn & Philipp Koziol, 2011, "The Term Structure Of Currency Hedge Ratios," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 525-557, DOI: 10.1142/S0219024911006723.
• Eiji Ogawa & Junko Shimizu, 2011, "Asian Monetary Unit (Amu) As A Surveillance Indicators For Regional Monetary Cooperation," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 67-83, DOI: 10.1142/S1793993311000221.
• Hooi Hooi Lean & Paresh Narayan & Russell Smyth, 2011, "Exchange Rate And Stock Price Interaction In Major Asian Markets: Evidence For Individual Countries And Panels Allowing For Structural Breaks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 56, issue 02, pages 255-277, DOI: 10.1142/S0217590811004250.
• Masayuki Susai & Shigeru Uchida (ed.), 2011, "Studies on Financial Markets in East Asia," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8107, ISBN: ARRAY(0x5ffdff48), September.
• William A. Barnett & Chang Ho Kwag, 2011, "Exchange Rate Determination from Monetary Fundamentals: An Aggregation Theoretic Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Financial Aggregation And Index Number Theory".