Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2011

• Philip R Lane & Gian Maria Milesi-Ferretti, 2011, "The Cross-Country Incidence of the Global Crisis," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 59, issue 1, pages 77-110, April.
• Marcel Fratzscher & Arnaud Mehl & Isabel Vansteenkiste, 2011, "130 Years of Fiscal Vulnerabilities and Currency Crashes in Advanced Economies," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 59, issue 4, pages 683-716, November.
• Paul Castillo & Luis Maertens Odria & Gabriel Rodríguez, 2011, "Does The Exchange Rate Pass-Through Into Prices Change When Inflation Targeting Is Adopted? The Peruvian Case Study Between 1994 And 2007," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2011-314.
• Alberto Humala & Gabriel Rodriguez, 2011, "Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2011-325.
• Zeljko Maric, 2011, "Devaluation As The Instrument For Recession Overcoming In Bosnia And Herzegovina," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, volume 7, issue 1, pages 8-11, January.
• Chong Huang, 2011, "Defending Against Speculative Attacks: Reputation, Learning, and Coordination," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-039, Nov.
• Dorota Zuchowska, 2011, "Exchange Rate Policy And Inflation In The Process Of Currency Integration In Slovenia, Slovakia And Estonia With The Eurozone," Oeconomia Copernicana, Institute of Economic Research, volume 2, issue 1, pages 8-28, March, DOI: 10.12775/OeC.2011.001.
• Magas, István, 2011, "Financial liberalisation – The dilemmas of national adaptation," Public Finance Quarterly, Corvinus University of Budapest, volume 56, issue 2, pages 214-240.
• Raul V. Fabella, 2011, "The peso appreciation and the sustainability of Philippine growth: need we worry?," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 48, issue 1, pages 1-12, June.
• Hussain, Adnan & Mubin, Muhammad & Lal, Irfan, 2011, "Exchange rate Volatility and Interest rate Risk: In the case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 106877, Jan.
• Siregar, Reza, 2011, "The Concepts of Equilibrium Exchange Rate: A Survey of Literature," MPRA Paper, University Library of Munich, Germany, number 28987, Feb.
• Mylonidis, Nikolaos & Stamopoulou, Ioanna, 2011, "The role of monetary policy in managing the euro - dollar exchange rate," MPRA Paper, University Library of Munich, Germany, number 29291, Mar.
• Geza, Paula & Giurca Vasilescu, Laura, 2011, "Bretton Woods Fixed Exchange Rate System versus Floating Exchange Rate System," MPRA Paper, University Library of Munich, Germany, number 29932, Mar.
• Senbeta, Sisay, 2011, "A small open economy New Keynesian model for a foreign exchange constrained economy," MPRA Paper, University Library of Munich, Germany, number 29996, Mar.
• Gus, Garita & Chen, Zhou, 2011, "Averting Currency Crises: The Pros and Cons of Financial Openness," MPRA Paper, University Library of Munich, Germany, number 30218, Apr.
• Cellini, Roberto & Cuccia, Tiziana, 2011, "Are exchange rates really free from seasonality? An exploratory analysis on monthly time series," MPRA Paper, University Library of Munich, Germany, number 30888, May.
• Yougbaré, Lassana, 2011, "Exchange rate arrangements and misalignments: contrasting words and deeds," MPRA Paper, University Library of Munich, Germany, number 32362, May.
• Diallo, Ibrahima Amadou, 2011, "The effects of real exchange rate misalignment and real exchange volatility on exports," MPRA Paper, University Library of Munich, Germany, number 32387, Apr.
• Zhang, Zhichao & Shi, Nan & Zhang, Xiaoli, 2011, "China’s new exchange rate regime, optimal basket currency and currency diversification," MPRA Paper, University Library of Munich, Germany, number 32642, Aug.
• Ndlela, Thandinkosi, 2011, "Evolution of Zimbabwe’s economic tragedy: a chronological review of macroeconomic policies and transition to the economic crisis," MPRA Paper, University Library of Munich, Germany, number 32703, Aug.
• Onur, Esen, 2011, "How much you know matters: A note on the exchange rate disconnect puzzle," MPRA Paper, University Library of Munich, Germany, number 32772.
• Josheski, Dushko & Ljubica, Cikarska & Cane, Koteski, 2011, "The macroeconomic implication of exchange rate regimes," MPRA Paper, University Library of Munich, Germany, number 32926, Aug.
• Kim, Hyeongwoo, 2011, "VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored," MPRA Paper, University Library of Munich, Germany, number 33005, Aug.
• Le, Thai-Ha & Chang, Youngho, 2011, "Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach," MPRA Paper, University Library of Munich, Germany, number 33030, Aug.
• Chan, Tze-Haw & Hooy, Chee-Wooi, 2011, "China-Malaysia’s long run trading and exchange rate: complementary or conflicting?," MPRA Paper, University Library of Munich, Germany, number 33585, Jun.
• Jayaraman, T. K. & Choong, Chee-Keong, 2011, "Impact of exchange rate changes on domestic inflation: a study of a small Pacific Island economy," MPRA Paper, University Library of Munich, Germany, number 33719.
• Nagayasu, Jun, 2011, "The threshold nonstationary panel data approach to forward premiums," MPRA Paper, University Library of Munich, Germany, number 34265, Sep.
• Gozgor, Giray, 2011, "Panel unit root tests of purchasing power parity hypothesis: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 34370, Jan.
• Khemraj, Tarron & Pasha, Sukrishnalall, 2011, "Monetary sterilization and dual nominal anchors: some Caribbean examples," MPRA Paper, University Library of Munich, Germany, number 34503, Mar.
• Khan, Rana Ejaz Ali & Hye, Qazi Muhammad Adnan, 2011, "Financial Liberalization And Demand For Money: A Case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 34795, Mar.
• Yan, Isabel K. & Kakkar, Vikas, 2011, "Real Exchange Rates and Productivity: Evidence From Asia," MPRA Paper, University Library of Munich, Germany, number 35218, Sep.
• Malliaris, A.G. & Malliaris, Mary, 2011, "Are foreign currency markets interdependent? evidence from data mining technologies," MPRA Paper, University Library of Munich, Germany, number 35261, Nov.
• Li, Kui-Wai, 2011, "Identifying the Signs of Currency Speculation in Hong Kong's Linked exchange Rate," MPRA Paper, University Library of Munich, Germany, number 35279, Sep.
• Li, Kui-Wai & Wong, Douglas K T, 2011, "The Exchange Rate and Interest Rate Differential Relationship: Evidence from Two Financial Crises," MPRA Paper, University Library of Munich, Germany, number 35297, Dec.
• Chang, Ming Jen & Lin, Chang Ching & Yin, Shou-Yung, 2011, "The behavior of real exchange rates: the case of Japan," MPRA Paper, University Library of Munich, Germany, number 35447, Apr.
• Saadaoui, Jamel, 2011, "Global imbalances and capital account openness: an empirical analysis," MPRA Paper, University Library of Munich, Germany, number 35453, Nov.
• Su, EnDer & Fen, Yu-Gin, 2011, "Applying the structural equation model rule-based fuzzy system with genetic algorithm for trading in currency market," MPRA Paper, University Library of Munich, Germany, number 35474, Dec.
• Muhammad, Shahbaz & Faridul, Islam & Muhammad Sabihuddin, Butt, 2011, "Devaluation and income inequality: Evidence from Pakistan," MPRA Paper, University Library of Munich, Germany, number 35522, Dec, revised 21 Dec 2011.
• Cortuk, Orcan & Singh, Nirvikar, 2011, "Turkey's trilemma trade-offs," MPRA Paper, University Library of Munich, Germany, number 35623, Dec.
• Arduini, Tiziano & De Arcangelis, Giuseppe & Del Bello, Carlo Leone, 2011, "Currency Crises During the Great Recession: Is This Time Different?," MPRA Paper, University Library of Munich, Germany, number 36528.
• Jamilov, Rustam, 2011, "J-Curve Dynamics and the Marshall-Lerner Condition: Evidence from Azerbaijan," MPRA Paper, University Library of Munich, Germany, number 36799, Nov, revised Feb 2012.
• Sasikumar, Anoop, 2011, "Testing for weak form market efficiency in Indian foreign exchange market," MPRA Paper, University Library of Munich, Germany, number 37071, May.
• Demir, Firat, 2011, "Growth under Exchange Rate Volatility: Does Access to Foreign or Domestic Equity Markets Matter?," MPRA Paper, University Library of Munich, Germany, number 37398, Sep.
• Khemraj, Tarron & Pasha, Sukrishnalall, 2011, "Analysis of an unannounced foreign exchange regime change," MPRA Paper, University Library of Munich, Germany, number 38187, May, revised 2011.
• Ben Cheikh, Nidhaleddine, 2011, "Long run exchange rate pass-through: Evidence from new panel data techniques," MPRA Paper, University Library of Munich, Germany, number 39663, Jun.
• Arash, Aloosh, 2011, "Variance Risk Premium Differentials and Foreign Exchange Returns," MPRA Paper, University Library of Munich, Germany, number 40829, Nov, revised 18 Aug 2012.
• Zhang, Zhibai, 2011, "Some notes on the behavioral equilibrium exchange rate model," MPRA Paper, University Library of Munich, Germany, number 40965, Sep.
• Wada, Tatsuma, 2011, "The Real Exchange Rate and Real Interest Differentials: The Role of the Trend-Cycle Decomposition," MPRA Paper, University Library of Munich, Germany, number 41755, Jan.
• Ayala, Alfonso, 2011, "Una introducción a los modelos de crisis financieras
  [A introduction to models financial crisis]," MPRA Paper, University Library of Munich, Germany, number 42411, May.
• Kakarot-Handtke, Egmont, 2011, "Trade, productivity, income, and profit: the comparative advantage of structural axiomatic analysis," MPRA Paper, University Library of Munich, Germany, number 43872, Dec, revised 18 Jan 2012.
• Kim, Woochan, 2011, "Korea investment corporation: its origin and evolution," MPRA Paper, University Library of Munich, Germany, number 44028, Aug.
• Dağdeviren, Sengül & Ogus Binatli, Ayla & Sohrabji, Niloufer, 2011, "Misalignment under different exchange rate regimes: the case of Turkey," MPRA Paper, University Library of Munich, Germany, number 46774, Jul.
• Heng, Dyna, 2011, "Capital flows and real exchange rate: does financial development matter?," MPRA Paper, University Library of Munich, Germany, number 48553, Dec, revised May 2012.
• Cruz-Rodríguez, Alexis, 2011, "Prediction of Currency Crises using a Fiscal Sustainability Indicator," MPRA Paper, University Library of Munich, Germany, number 72101, Nov.
• Doojav, Gan-Ochir, 2011, "The role of exchange rate in Mongolia: A shock absorber or a source of shocks?," MPRA Paper, University Library of Munich, Germany, number 72145, Nov, revised Nov 2011.
• Wang, Gaowang & Zou, Heng-fu, 2011, "The Effects of Macroeconomic Policies in a Mercantilist Economy," MPRA Paper, University Library of Munich, Germany, number 73305, Aug, revised 25 Aug 2016.
• Emmanuel Owusu-Sekyere & Renee van Eyden & Francis Kemegue, 2011, "Remittances And The Dutch Disease In Sub-Saharan Africa: A Dynamic Panel Approach," Working Papers, University of Pretoria, Department of Economics, number 201129, Nov.
• Riane de Bruyn & Rangan Gupta & Lardo stander, 2011, "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201134, Dec.
• Jana Marková, 2011, "Strategy of Accession to ERM II Exchange Rate Mechanism by the Czech Republic
  [Strategie vstupu České republiky do kursového mechanismu ERM II]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2011, issue 2, pages 18-36, DOI: 10.18267/j.cfuc.103.
• Svend Reuse & Martin Svoboda, 2011, "Empirical Test of the Efficiency of Currency Investments," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 2, pages 99-119, DOI: 10.18267/j.pep.391.
• Michel Aglietta, 2011, "La finance chinoise dans la nouvelle phase de la réforme économique," Revue d'Économie Financière, Programme National Persée, volume 102, issue 2, pages 17-28.
• Patrick Artus, 2011, "Le triangle d’impossibilité et la Chine," Revue d'Économie Financière, Programme National Persée, volume 102, issue 2, pages 29-41, DOI: 10.3406/ecofi.2011.5845.
• Jean-Pierre Cabannes & Jinghui Wang, 2011, "Excédents chinois et déficits américains : un changement dans les déséquilibres globaux," Revue d'Économie Financière, Programme National Persée, volume 102, issue 2, pages 151-162.
• Guonan Ma & Robert N. McCauley, 2011, "La gestion du renminbi depuis 2005," Revue d'Économie Financière, Programme National Persée, volume 102, issue 2, pages 163-181.
• Claude Meyer, 2011, "Le renminbi doit-il être réévalué ? Les leçons de l’expérience japonaise," Revue d'Économie Financière, Programme National Persée, volume 102, issue 2, pages 183-194, DOI: 10.3406/ecofi.2011.5856.
• Bei Xu, 2011, "Quelle est la vraie stratégie du panier de monnaies du renminbi ?," Revue d'Économie Financière, Programme National Persée, volume 102, issue 2, pages 195-208.
• Jean-François Di Meglio, 2011, "Le renminbi peut-il être la devise-pivot de la région ?," Revue d'Économie Financière, Programme National Persée, volume 102, issue 2, pages 225-242.
• Luca Silipo, 2011, "Le renminbi est-il une arme dans la « guerre des devises » asiatiques ? Une analyse comparative de la structure des exportations chinoises," Revue d'Économie Financière, Programme National Persée, volume 102, issue 2, pages 243-259.
• Patrick Artus, 2011, "Pays émergents, pays de l’OCDE : les politiques mises en place seront-elles coopératives ou non coopératives ?," Revue d'Économie Financière, Programme National Persée, volume 103, issue 3, pages 229-235, DOI: 10.3406/ecofi.2011.5882.
• Katarzyna Leszkiewicz-Kędzior, 2011, "Modelling Fuel Prices. An I(1) Analysis," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 3, issue 2, pages 75-95, June.
• Carol M. Connell, 2011, "Framing world monetary system reform: Fritz Machlup and the Bellagio Group conferences," PSL Quarterly Review, Economia civile, volume 64, issue 257, pages 143-166.
• Miguel Ángel Díaz Carreño & Pamela Gómez Mendoza, 2011, "Comportamiento de la volatilidad del tipo de México, 1970-2010," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 27, pages 13-27, Enero-Jun.
• Isela Elizabeth Téllez León & Francisco Venegas-Martínez, 2011, "Efectos del tipo de cambio en las decisiones de consumo y portafolio. Un enfoque monetarista estocástico," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 27, pages 29-48, Enero-jun.
• Morales Vásquez, Daniel, 2011, "Presiones cambiarias en el Perú: Un enfoque no lineal," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 20, pages 57-71.
• Castillo, Paul & Pérez, Fernando & Tuesta, Vicente, 2011, "Los mecanismos de transmisión de la política monetaria en Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 21, pages 41-63.
• Moreno, Ramón, 2011, "La formulación de políticas desde una perspectiva macroprudencial en economías emergentes," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 22, pages 21-40.
• Rossini, Renzo & Quispe, Zenon & Rodriguez, Donita, 2011, "Capital Flows, Monetary Policy and FOREX Interventions in Peru," Working Papers, Banco Central de Reserva del Perú, number 2011-008, May.
• Winkelried, Diego, 2011, "Exchange rate pass-through and inflation targeting in Peru," Working Papers, Banco Central de Reserva del Perú, number 2011-012, Jul.
• Gondo, Rocio & Orrego, Fabrizio, 2011, "Dedollarization and financial robustness," Working Papers, Banco Central de Reserva del Perú, number 2011-022, Dec.
• Dr. Shakill Hassan & Sean Smith, 2011, "The Rand as a Carry Trade Target Risk Returns and Policy Implications," Working Papers, South African Reserve Bank, number 4878, Nov.
• Frederick Van Gysegem & Michael Frömmel, 2011, "Spread Components in the Hungarian Forint-Euro Market," 2011 Meeting Papers, Society for Economic Dynamics, number 1260.
• Stephan Siegel & Christian Lundblad & Campbell R. Harvey & Geert Bekaert, 2011, "The European Union, the Euro, and Equity Market Integration," 2011 Meeting Papers, Society for Economic Dynamics, number 468.
• Georg Strasser, 2011, "The Efficiency of the Global Markets for Final Goods and Productive Capabilities," 2011 Meeting Papers, Society for Economic Dynamics, number 576.
• Takayuki Tsuruga & Mototsugu Shintani & Mario J. Crucini, 2011, "Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?," 2011 Meeting Papers, Society for Economic Dynamics, number 784.
• Brent Neiman & Gita Gopinath, 2011, "Trade Adjustment and Productivity in Large Crises," 2011 Meeting Papers, Society for Economic Dynamics, number 975.
• Rohit Vishal Kumar & Dhekra Azouzi, 2011, "Tunisian and Indian Forex Markets: A Comparision on Forward Rate Unbiased Hypothesis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 40, pages 81-98, June.
• Anca Elena Nucu, 2011, "The Relationship between Exchange Rate and Key Macroeconomic Indicators. Case Study: Romania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 41, pages 127-145, September.
• Stjepan Zdunic, 2011, "From the impossible monetary trinity towards economic depression," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 29, issue 2, pages 395-422.
• Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011, "PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks," Working Paper series, Rimini Centre for Economic Analysis, number 51_11, Nov.
• Donghyun Park & Barry Eichengreen & Kwanho Shin, 2011, "When Fast Growing Economies Slow Down: International Evidence and Implications for the People's Republic of China," ADB Economics Working Paper Series, Asian Development Bank, number 262, Jun.
• Eric Girardin, 2011, "A De Facto Asian-Currency Unit Bloc in East Asia: It Has Been There but We Did Not Look for It," ADBI Working Papers, Asian Development Bank Institute, number 262, Jan.
• Peter J. Morgan, 2011, "The Role of Macroeconomic Policy in Rebalancing Growth," ADBI Working Papers, Asian Development Bank Institute, number 266, Feb.
• Chalongphob Sussangkarn & Deunden Nikomborirak, 2011, "Trans-Pacific Rebalancing: Thailand Case Study," ADBI Working Papers, Asian Development Bank Institute, number 273, Mar.
• Eiji Ogawa & Junko Shimizu, 2011, "Asian Monetary Unit and Monetary Cooperation in Asia," ADBI Working Papers, Asian Development Bank Institute, number 275, Apr.
• Hwee Kwan Chow, 2011, "Towards an Expanded Role for Asian Currencies: Issues and Prospects," ADBI Working Papers, Asian Development Bank Institute, number 285, May.
• Bernard Lee & Hefei Wang, 2011, "Reevaluating the Roles of Large Public Surpluses and Sovereign Wealth Funds in Asia," ADBI Working Papers, Asian Development Bank Institute, number 287, Jun.
• Joshua Aizenman & Yothin Jinjarak & Donghyun Park, 2011, "Evaluating Asian Swap Arrangements," ADBI Working Papers, Asian Development Bank Institute, number 297, Jul.
• Josef T. Yap, 2011, "The Political Economy of Reducing the US Dollar’s Role as a Global Reserve Currency," ADBI Working Papers, Asian Development Bank Institute, number 302, Aug.
• Bin Zhang, 2011, "Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer," ADBI Working Papers, Asian Development Bank Institute, number 306, Aug.
• Joshua Aizenman, 2011, "Trilemma and Financial Stability Configurations in Asia," ADBI Working Papers, Asian Development Bank Institute, number 317, Nov.
• Stephen Grenville, 2011, "The Impossible Trinity and Capital Flows in East Asia," ADBI Working Papers, Asian Development Bank Institute, number 319, Nov.
• Peter J. Morgan, 2011, "Impact of US Quantitative Easing Policy on Emerging Asia," ADBI Working Papers, Asian Development Bank Institute, number 321, Nov.
• Ramkishen Rajan, 2011, "Management of Exchange Rate Regimes in Emerging Asia," ADBI Working Papers, Asian Development Bank Institute, number 322, Nov.
• Nobuaki Yamashita, 2011, "The People’s Republic of China’s Currency and Product Fragmentation," ADBI Working Papers, Asian Development Bank Institute, number 327, Nov.
• Philip Levy, 2011, "The United States and the PRC: Macroeconomic Imbalances and Economic Diplomacy," ADBI Working Papers, Asian Development Bank Institute, number 328, Dec.
• C. Fred Bergsten & Marcus Noland & Jeffrey J. Schott, 2011, "The Free Trade Area Of The Asia-Pacific: A Constructive Approach To Multilateralizing Asian Regionalism," ADBI Working Papers, Asian Development Bank Institute, number 336, Dec.
• Hsiao Chink Tang, 2011, "Intra-Asia Exchange Rate Volatility and Intra-Asia Trade: Evidence by Type of Goods," Working Papers on Regional Economic Integration, Asian Development Bank, number 90, Dec.
• Senkan Aldemir, 2011, "Floating Exchange Rate Regime and Changing Dynamics of the Foreign Exchange Market in Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 2, issue 3, pages 139-139.
• Deockhyun Ryu & Heechae Ko, 2011, "Decomposition into Tradables and Nontradables and the Purchasing Power Parity (PPP) Hypothesis of the Real Won-dollar Exchange Rate," East Asian Economic Review, Korea Institute for International Economic Policy, volume 15, issue 3, pages 129-161, DOI: 10.11644/KIEP.JEAI.2011.15.3.236.
• Imad A. Moosa, 2011, "Exchange Rate Regime Shift in Reaction to a Changing Environment: A Case Study of Kuwait - Modifiche del regime dei tassi di cambio a seguito di modifiche nelle condizioni del sistema: il caso del Kuw," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 64, issue 2, pages 237-255.
• Imad A. Moosa, 2011, "“Undermining the Case for a Trade War between the U.S. and China” - Una critica all’ipotesi di una guerra commerciale tra Stati Uniti e Cina," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 64, issue 3, pages 365-388.
• Hui-Kuan Tseng, 2011, "International Risk-Averse Arbitrage and Exchange Rate Volatility - L’arbitraggio internazionale “risk-averse” e volatilità del tasso di cambio," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 64, issue 4, pages 503-524.
• In Huh & Inkoo Lee, 2011, "Measuring Arbitrage Costs from Relative Prices: Implications for the PPP Puzzle," Working Papers, Korea Institute for International Economic Policy, number 11-11, Dec, DOI: 10.2139/ssrn.2319802.
• Chang, Tsangyao & Chiu, Chi Chen & Tzeng, Han Wen, 2011, "Revisiting Purchasing Power Parity for Nine Transition Countries Using the Rank Test for Nonlinear Cointegration," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 19-30, June.
• Yang-Cheng Lu & Chang, Tsangyao & Chin-Ping Yu, 2011, "Long-Run Purchasing Power Parity with Asymmetric Adjustment: Evidence from Mainland China and Taiwan," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 59-70, September.
• M. Fr Mmel & F. Van Gysegem, 2011, "Spread Components in the Hungarian Forint-Euro Market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/709, Feb.
• Sean Smith & Shakill Hassan, 2011, "The Rand as a Carry Trade Target: Risk, Returns and Policy Implications," ERSA Working Paper Series, Economic Research Southern Africa, number 235, Aug.
• Jamela Hoveni & Lumengo Bonga-Bonga, 2011, "Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 252, Oct.
• Emmanuel Owusu-Sekyere & Francis M. Kemegue & Reneé van Eyden, 2011, "Remittances and the Dutch disease in Sub-Saharan Africa. A Dynamic Panel Approach," ERSA Working Paper Series, Economic Research Southern Africa, number 259, Nov.
• John C. Adams & F. Reid Hartsfield, 2011, "Currency Markets, Performance, and Mutual Fund Cash Flows," Journal of Interdisciplinary Economics, , volume 23, issue 2, pages 123-136, April.
• Bilesha B. Weeraratne, 2011, "Solving the Forward Discount Bias Puzzle in a Small Open Developing Economy," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 12, issue 1, pages 61-89, March, DOI: 10.1177/139156141001200104.
• Tiziano Arduini & Giuseppe De Arcangelis & Carlo L. Del Bello, 2011, "Currency Crises During the Great Recession: Is This Time Different?," Working Papers, Sapienza University of Rome, DISS, number 1/11, Jun.
• Reza Siregar, 2011, "The Concepts of Equilibrium Exchange Rate: A Survey of Literature," Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number sp81, ISBN: ARRAY(0x8122d618), April-Jun.
• Seongman Moon & Carlos Velasco, 2011, "Tests for m-dependence Based on Sample Splitting Methods," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1108, Aug.
• Seongman Moon & Carlos Velasco, 2011, "Do Foreign Excess Return Regressions Convey Valid Information?," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1109, Sep.
• Seongman Moon & Carlos Velasco, 2011, "The Forward Discount Puzzle: Identi cation of Economic Assumptions," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1112, Jan.
• Mustafa Caglayan & Firat Demir, 2011, "Firm productivity, exchange rate movements, sources of finance and export orientationInventories and sales uncertainty," Working Papers, The University of Sheffield, Department of Economics, number 2011004, Feb, revised Feb 2011.
• Simeon Coleman & Juan Carlos Cuestas & Estefanía Mourelle, 2011, "Investigating the oil price-exchange rate nexus: Evidence from Africa," Working Papers, The University of Sheffield, Department of Economics, number 2011015, May, revised May 2011.
• Yu-chin Chen & Wen-Jen Tsay, 2011, "Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 11-A001, Mar, revised May 2011.
• Victoria Galsband & Thomas Nitschka, 2011, "Foreign currency returns and systematic risks," Working Papers, Swiss National Bank, number 2011-03.
• Andreas Steiner, 2011, "Do dynamics and heterogeneity in panel data models matter?," Empirical Economics, Springer, volume 40, issue 1, pages 165-176, February, DOI: 10.1007/s00181-010-0423-2.
• Jesse Russell, 2011, "Hidden patterns in exchange rate regime choice," Empirical Economics, Springer, volume 40, issue 2, pages 425-449, April, DOI: 10.1007/s00181-010-0359-6.
• Diego Méndez-Carbajo, 2011, "Energy dependence, oil prices and exchange rates: the Dominican economy since 1990," Empirical Economics, Springer, volume 40, issue 2, pages 509-520, April, DOI: 10.1007/s00181-010-0340-4.
• Natalya Ketenci & Idil Uz, 2011, "Bilateral and regional trade elasticities of the EU," Empirical Economics, Springer, volume 40, issue 3, pages 839-854, May, DOI: 10.1007/s00181-010-0365-8.
• Douglas Hodgson, 2011, "A test for the presence of central bank intervention in the foreign exchange market with an application to the Bank of Canada," Empirical Economics, Springer, volume 41, issue 3, pages 681-701, December, DOI: 10.1007/s00181-010-0402-7.
• Akbar Komijani & Hossein Tavakolian, 2011, "The Composition of Foreign Reserves of the Central Banks of Selected Countries: Will the Euro Replace the Dollar?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 1, issue 2, pages 143-156, December, DOI: 10.14208/BF03353828.
• Hongjin Xiang & Zheng Zhan & Mingyong Lai, 2011, "The trade destruction effect and trade diversion effect of RMB appreciation," Frontiers of Economics in China, Springer;Higher Education Press, volume 6, issue 3, pages 479-493, September, DOI: 10.1007/s11459-011-0143-3.
• Hao-Chen Liu, 2011, "Timing of price clustering and trader behavior in the foreign exchange market: evidence from Taiwan," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 2, pages 198-210, April, DOI: 10.1007/s12197-009-9096-0.
• Axel Grossmann & Marc Simpson, 2011, "Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 4, pages 417-433, October, DOI: 10.1007/s12197-009-9102-6.
• Wei Sun & Lian An, 2011, "Dynamics of floating exchange rate: how important are capital flows relative to macroeconomic fundamentals?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 4, pages 456-472, October, DOI: 10.1007/s12197-009-9103-5.
• Robinson Kruse, 2011, "A new unit root test against ESTAR based on a class of modified statistics," Statistical Papers, Springer, volume 52, issue 1, pages 71-85, February, DOI: 10.1007/s00362-009-0204-1.
• Muhammad Nasir & Wasim Malik, 2011, "Structural Decomposition of Exchange Rate Shocks in Pakistan: An Empirical Investigation using SVAR Methodology," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 18, issue 1, pages 124-138, September, DOI: 10.1007/s11300-011-0189-z.
• Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011, "The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 147, issue 1, pages 11-40, April, DOI: 10.1007/s10290-010-0074-6.
• Josef Brada & Ali Kutan & Goran Vukšić, 2011, "The costs of moving money across borders and the volume of capital flight: the case of Russia and other CIS countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 147, issue 4, pages 717-744, November, DOI: 10.1007/s10290-011-0100-3.
• Pål Boug & Ådne Cappelen & Anders R. Swensen, 2011, "The new Keynesian Phillips curve: Does it fit Norwegian data?," Discussion Papers, Statistics Norway, Research Department, number 652, May.
• Gonzalo Varela, 2011, "The Extrapolative Component in Exchange Rate Expectations and the Not-So-Puzzling Interest Parity: The Case of Uruguay," Working Paper Series, Department of Economics, University of Sussex Business School, number 1911, Feb.
• Gonzalo Varela, 2011, "Real Exchange Rate Uncertainty and Output: A Sectoral Analysis," Working Paper Series, Department of Economics, University of Sussex Business School, number 2011, Feb.
• Gonzalo Varela, 2011, "A Framework to Analyze the Impact of Exchange Rate: Uncertainty on Output Decisions," Working Paper Series, Department of Economics, University of Sussex Business School, number 2411, Aug.
• Liu, Li-Gang & Pauwels, Laurent, 2011, "Do External Political Pressures Affect the Renminbi Exchange Rate?," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 10/2011, Sep.
• Frederick Wallace, 2011, "Purchasing power parity in Mexico: a historical note," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 4, pages 349-352, DOI: 10.1080/13504851003636149.
• Andreas Hoffmann & Gunther Schnabl, 2011, "The theory of optimum currency areas and growth in emerging markets," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 6, pages 513-517, DOI: 10.1080/13504851003742434.
• Dick van Dijk & Haris Munandar & Christian Hafner, 2011, "The euro introduction and noneuro currencies," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 1-2, pages 95-116, DOI: 10.1080/09603107.2011.523197.
• U. Michael Bergman & Yin-Wong Cheung & Kon Lai, 2011, "The common-trend and transitory dynamics in real exchange rate fluctuations," Applied Economics, Taylor & Francis Journals, volume 43, issue 1, pages 1-18, DOI: 10.1080/00036841003742645.
• Anne-Laure Delatte & Julien Fouquau, 2011, "The determinants of international reserves in the emerging countries: a nonlinear approach," Applied Economics, Taylor & Francis Journals, volume 43, issue 28, pages 4179-4192, DOI: 10.1080/00036846.2010.489886.
• Alfred Haug & Syed Basher, 2011, "Linear or nonlinear cointegration in the purchasing power parity relationship?," Applied Economics, Taylor & Francis Journals, volume 43, issue 2, pages 185-196, DOI: 10.1080/00036840802403656.
• Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault, 2011, "International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 20, issue 6, pages 789-808, September, DOI: 10.1080/09638190903365948.
• Ingmar Nolte & Valeri Voev, 2011, "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, April, DOI: 10.1080/10473289.2011.637876.
• Harendra Kumar Behera, 2011, "Onshore and offshore market for Indian rupee: recent evidence on volatility and shock spillover," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 4, issue 1, pages 43-55, DOI: 10.1080/17520843.2010.509918.
• Alfred Guender & Bevan Cook, 2011, "Monetary policy implementation and uncovered interest parity: Empirical evidence from Oceania," New Zealand Economic Papers, Taylor & Francis Journals, volume 45, issue 3, pages 209-229, January, DOI: 10.1080/00779954.2011.571643.
• Momtchil Pojarliev & Richard M. Levich, 2011, "Detecting Crowded Trades in Currency Funds," Financial Analysts Journal, Taylor & Francis Journals, volume 67, issue 1, pages 26-39, January, DOI: 10.2469/faj.v67.n1.2.
• Hulya Saygili & Mesut Saygili, 2011, "Testing Purchasing Power Parity for the New EU Members and Turkey : Panel Cointegration Analysis with Disaggregated CPI," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 11, issue 2, pages 49-69.
• Meltem Gulenay Chadwick & Fatih Fazilet & Necati Tekatli, 2011, "Gelismekte Olan Ulkelerin Kurlarindaki Ortak Hareketin Analizi," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1106.
• Mahir Binici & Yin-Wong Cheung, 2011, "Exchange Rate Equations Based on Interest Rate Rules : In-Sample and Out-of-Sample Performance (Faiz Kurallarina Dayali Doviz Kuru Denklemleri : Orneklem Ici ve Disi Performans)," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1114.
• Mahir Binici & Yin-Wong Cheung, 2011, "Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1116.
• Andreas Schabert, 2011, "Exchange Rate Policy under Sovereign Default Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-027/2, Feb.
• Franc Klaassen, 2011, "Identifying the Weights in Exchange Market Pressure," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-030/2, Feb.
• Sarah Guillou & Stefano Schiavo, 2011, "Exchange Rate Exposure under Liquidity Constraints," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 1107.
• Yoshinori Kurokawa & Jiaren Pang & Yao Tang, 2011, "Exchange Rate Regimes, Trade, and the Wage Comovements," Tsukuba Economics Working Papers, Faculty of Humanities and Social Sciences, University of Tsukuba, number 2011-001, Apr.
• John Cotter, 2011, "Tail Behaviour of the Euro," Working Papers, Geary Institute, University College Dublin, number 200417, 07.
• John Cotter & Don Bredin, 2011, "Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing," Working Papers, Geary Institute, University College Dublin, number 200619, 07.
• Chia-Lin Chang & Michael McAleer, 2011, "Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-13.
• Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2011, "The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1107.
• Travis Berge & Òscar Jordà & Alan M. Taylor, 2011, "Currency Carry Trades," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 7, issue 1, pages 357-388, DOI: 10.1086/658309.
• Hyeongwoo Kim & Masao Ogaki, 2011, "Purchasing Power Parity and the Taylor Rule," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2011-02, Feb.
• Bong-Han Kim & Hyeongwoo Kim, 2011, "Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2011-04, Apr.
• Bong-Han Kim & Hyeongwoo Kim & Hong-Ghi Min, 2011, "Reassessing the Link between the Japanese Yen and Emerging Asian Currencies," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2011-05, Apr.
• Vladimir Popov, 2011, "To devaluate or not to devalue? How East European countries responded to the outflow of capital in 1997-99 and in 2008-09," Working Papers, New Economic School (NES), number w0154, Jan.
• Carlos Carvalho & Fernanda Nechio, 2011, "Aggregation and the PPP Puzzle in a Sticky-Price Model," American Economic Review, American Economic Association, volume 101, issue 6, pages 2391-2424, October.
• Gita Gopinath & Pierre-Olivier Gourinchas & Chang-Tai Hsieh & Nicholas Li, 2011, "International Prices, Costs, and Markup Differences," American Economic Review, American Economic Association, volume 101, issue 6, pages 2450-2486, October.
• Craig Burnside, 2011, "The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment," American Economic Review, American Economic Association, volume 101, issue 7, pages 3456-3476, December.
• Hanno Lustig & Adrien Verdelhan, 2011, "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply," American Economic Review, American Economic Association, volume 101, issue 7, pages 3477-3500, December.
• Angus Deaton & Olivier Dupriez, 2011, "Purchasing Power Parity Exchange Rates for the Global Poor," American Economic Journal: Applied Economics, American Economic Association, volume 3, issue 2, pages 137-166, April.
• Prachi Mishra & Antonio Spilimbergo, 2011, "Exchange Rates and Wages in an Integrated World," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 4, pages 53-84, October.
• Stephen Gilmore & Fumio Hayashi, 2011, "Emerging Market Currency Excess Returns," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 4, pages 85-111, October.
• Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2011, "The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 11-01, Mar.
• Henry Aray, 2011, "Hysteresis and Import Penetration with Decreasing Sunk Costs," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 11-09, Nov.