Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2011

• Takagi, Shinji & Shi, Zongying, 2011, "Exchange rate movements and foreign direct investment (FDI): Japanese investment in Asia, 1987–2008," Japan and the World Economy, Elsevier, volume 23, issue 4, pages 265-272, DOI: 10.1016/j.japwor.2011.08.001.
• Bubák, Vít & Kocenda, Evzen & Zikes, Filip, 2011, "Volatility transmission in emerging European foreign exchange markets," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 2829-2841, November.
• Fischer, Andreas M. & Ranaldo, Angelo, 2011, "Does FOMC news increase global FX trading?," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 2965-2973, November.
• Coudert, Virginie & Couharde, Cécile & Mignon, Valérie, 2011, "Exchange rate volatility across financial crises," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 3010-3018, November.
• Rosa, Carlo, 2011, "The high-frequency response of exchange rates to monetary policy actions and statements," Journal of Banking & Finance, Elsevier, volume 35, issue 2, pages 478-489, February.
• Bredin, Don & Hyde, Stuart, 2011, "Investigating sources of unanticipated exposure in industry stock returns," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1128-1142, May.
• Cerrato, Mario & Sarantis, Nicholas & Saunders, Alex, 2011, "An investigation of customer order flow in the foreign exchange market," Journal of Banking & Finance, Elsevier, volume 35, issue 8, pages 1892-1906, August.
• Aysun, Uluc & Hepp, Ralf, 2011, "Securitization and the balance sheet channel of monetary transmission," Journal of Banking & Finance, Elsevier, volume 35, issue 8, pages 2111-2122, August.
• Kirchler, Michael & Huber, Jürgen & Kleinlercher, Daniel, 2011, "Market microstructure matters when imposing a Tobin tax—Evidence from the lab," Journal of Economic Behavior & Organization, Elsevier, volume 80, issue 3, pages 586-602, DOI: 10.1016/j.jebo.2011.06.001.
• Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011, "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, volume 100, issue 3, pages 496-513, June.
• Giannellis, Nikolaos & Papadopoulos, Athanasios P., 2011, "What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries," Journal of International Money and Finance, Elsevier, volume 30, issue 1, pages 39-61, February.
• Bluedorn, John C. & Bowdler, Christopher, 2011, "The open economy consequences of U.S. monetary policy," Journal of International Money and Finance, Elsevier, volume 30, issue 2, pages 309-336, March.
• Lothian, James R. & Wu, Liuren, 2011, "Uncovered interest-rate parity over the past two centuries," Journal of International Money and Finance, Elsevier, volume 30, issue 3, pages 448-473, April.
• Sun, Edward W. & Rezania, Omid & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011, "Analysis of the intraday effects of economic releases on the currency market," Journal of International Money and Finance, Elsevier, volume 30, issue 4, pages 692-707, June.
• Ahmad, Yamin & Craighead, William D., 2011, "Temporal aggregation and purchasing power parity persistence," Journal of International Money and Finance, Elsevier, volume 30, issue 5, pages 817-830, September.
• Dasgupta, Amil & Leon-Gonzalez, Roberto & Shortland, Anja, 2011, "Regionality revisited: An examination of the direction of spread of currency crises," Journal of International Money and Finance, Elsevier, volume 30, issue 5, pages 831-848, September.
• López-Suárez, Carlos Felipe & Rodríguez-López, José Antonio, 2011, "Nonlinear exchange rate predictability," Journal of International Money and Finance, Elsevier, volume 30, issue 5, pages 877-895, September.
• Carranza, Luis & Galdon-Sanchez, Jose E. & Gomez-Biscarri, Javier, 2011, "The relationship between investment and large exchange rate depreciations in dollarized economies," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1265-1279, DOI: 10.1016/j.jimonfin.2011.07.006.
• Mahbub Morshed, A.K.M. & Turnovsky, Stephen J., 2011, "Real exchange rate dynamics: The role of elastic labor supply," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1303-1322, DOI: 10.1016/j.jimonfin.2011.06.018.
• Fujiwara, Ippei & Teranishi, Yuki, 2011, "Real exchange rate dynamics revisited: A case with financial market imperfections," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1562-1589, DOI: 10.1016/j.jimonfin.2011.06.013.
• Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011, "Price discovery in currency markets," Journal of International Money and Finance, Elsevier, volume 30, issue 8, pages 1696-1718, DOI: 10.1016/j.jimonfin.2011.08.004.
• Arteta, Carlos & Kamin, Steven B. & Vitanza, Justin, 2011, "The puzzling peso," Journal of International Money and Finance, Elsevier, volume 30, issue 8, pages 1814-1835, DOI: 10.1016/j.jimonfin.2011.09.002.
• Bénassy-Quéré, Agnès & Lahrèche-Révil, Amina & Mignon, Valérie, 2011, "World-consistent equilibrium exchange rates," Journal of the Japanese and International Economies, Elsevier, volume 25, issue 2, pages 12-32, June.
• Aizenman, Joshua & Chinn, Menzie D. & Ito, Hiro, 2011, "Surfing the waves of globalization: Asia and financial globalization in the context of the trilemma," Journal of the Japanese and International Economies, Elsevier, volume 25, issue 3, pages 290-320, September.
• Chaban, Maxym, 2011, "Home bias, distribution services and determinants of real exchange rates," Journal of Macroeconomics, Elsevier, volume 33, issue 4, pages 793-806, DOI: 10.1016/j.jmacro.2011.03.004.
• Arndt, Sven W., 2011, "Adjustment in an Open Economy with Two Exchange-Rate Regimes," The Journal of Economic Asymmetries, Elsevier, volume 8, issue 2, pages 11-22, DOI: 10.1016/j.jeca.2011.02.003.
• Beirne, John & Bijsterbosch, Martin, 2011, "Exchange rate pass-through in central and eastern European EU Member States," Journal of Policy Modeling, Elsevier, volume 33, issue 2, pages 241-254, March.
• Mollick, André Varella & Cabral, René & Carneiro, Francisco G., 2011, "Does inflation targeting matter for output growth? Evidence from industrial and emerging economies," Journal of Policy Modeling, Elsevier, volume 33, issue 4, pages 537-551, July.
• Mishra, Ritesh Kumar & Sharma, Chandan, 2011, "India's demand for international reserve and monetary disequilibrium: Reserve adequacy under floating regime," Journal of Policy Modeling, Elsevier, volume 33, issue 6, pages 901-919, DOI: 10.1016/j.jpolmod.2011.03.005.
• Patnaik, Ila & Shah, Ajay & Sethy, Anmol & Balasubramaniam, Vimal, 2011, "The exchange rate regime in Asia: From crisis to crisis," International Review of Economics & Finance, Elsevier, volume 20, issue 1, pages 32-43, January.
• Aizenman, Joshua & Jinjarak, Yothin & Park, Donghyun, 2011, "International reserves and swap lines: Substitutes or complements?," International Review of Economics & Finance, Elsevier, volume 20, issue 1, pages 5-18, January.
• Yuan, Chunming, 2011, "Forecasting exchange rates: The multi-state Markov-switching model with smoothing," International Review of Economics & Finance, Elsevier, volume 20, issue 2, pages 342-362, April.
• Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2011, "The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies," International Review of Economics & Finance, Elsevier, volume 20, issue 4, pages 679-689, October.
• Prasad S Bhattacharya & Dimitrios D Thomakos, 2011, "Improving Forecasting Performance by Window and Model Averaging," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-05, Mar.
• Onishchenko Kateryna, 2011, "Can a pure real business cycle model explain the real exchange rate: the case of Ukraine," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 11/04e, Nov.
• Miksjuk Alexei, 2011, "Study the relation between monetary and exchange rate policy: The case of Belarus," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 11/16e, Nov.
• Ivan Milenkovi? & Milenko Popovi?, 2011, "Politika deviznog kursa i stopa rasta u zemljama jugoisto?ne Evrope (na primerima Srbije i Hrvatske)," Ekonomija Economics, Rifin d.o.o., volume 18, issue 2, pages 487-526.
• Dušan Zbašnik, 2011, "Napuštanje za?aranog kruga," Ekonomija Economics, Rifin d.o.o., volume 18, issue 2, pages 527-535.
• Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele, 2011, "Preferred-habitat investors and the US term structure of real rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119074, Mar.
• Benigno, Gianluca & Küçük-Tuger, Hande, 2011, "Portfolio allocation and international risk sharing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121727, Apr.
• Barajas, Adolfo & Montiel, Peter & Chami, Ralph & Hakura, Dalia, 2011, "Workers' remittances and the equilibrium real exchange rate: theory and evidence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123048, Apr.
• Plümper, Thomas & Neumayer, Eric, 2011, "Fear of floating and de facto exchange rate pegs with multiple key currencies," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 40052.
• Marcos Rocha & Marcelo Curado & Daniel Damiani, 2011, "Real exchange rate and economic growth," Brazilian Journal of Political Economy, FGV EAESP, volume 31, issue 4, pages 528-550, October.
• José Luis Oreiro & Lionello Punzo & Eliane Araújo & Gabriel Squeff, 2011, "Real exchange rate, exchange rate misalignment and economic growth in Brazil: 1994-2007," Brazilian Journal of Political Economy, FGV EAESP, volume 31, issue 4, pages 551-562, October.
• Gabriel Porcile & Alexandre Souza & Ricardo Viana, 2011, "Inflation target, real exchange rate and external crisis in a Kaleckian model," Brazilian Journal of Political Economy, FGV EAESP, volume 31, issue 4, pages 579-593, October.
• Marcos Rocha & Marcelo Curado & Daniel Damiani, 2011, "Real exchange rate and economic growth," Brazilian Journal of Political Economy, FGV EAESP, volume 31, issue 4, pages 528-550, October.
• José Luis Oreiro & Lionello Punzo & Eliane Araújo & Gabriel Squeff, 2011, "Real exchange rate, exchange rate misalignment and economic growth in Brazil: 1994-2007," Brazilian Journal of Political Economy, FGV EAESP, volume 31, issue 4, pages 551-562, October.
• Gabriel Porcile & Alexandre Souza & Ricardo Viana, 2011, "Inflation target, real exchange rate and external crisis in a Kaleckian model," Brazilian Journal of Political Economy, FGV EAESP, volume 31, issue 4, pages 579-593, October.
• Luiz Fernado de Paula & Fábio Campos Barcelos, 2011, "Financial liberalization, macroeconomic policy and economic growth within the BRIC’s countries," Brazilian Journal of Political Economy, FGV EAESP, volume 31, issue 5, pages 699-729, December.
• Luiz Fernado de Paula & Fábio Campos Barcelos, 2011, "Financial liberalization, macroeconomic policy and economic growth within the BRIC’s countries," Brazilian Journal of Political Economy, FGV EAESP, volume 31, issue 5, pages 699-729, December.
• Kamrul Hassan & Ruhul Salim, 2011, "The linkage between relative population growth and purchasing power parity," International Journal of Development Issues, Emerald Group Publishing Limited, volume 10, issue 2, pages 154-169, July, DOI: 10.1108/14468951111149096.
• Abbas Valadkhani & Majid Nameni, 2011, "How can Iran's black market exchange rate be managed?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 2, pages 186-202, May, DOI: 10.1108/01443581111128415.
• Horst Feldmann, 2011, "Financial system stress and unemployment in industrial countries," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 5, pages 504-527, September, DOI: 10.1108/01443581111161788.
• Yuqin Zhang & Abdol S. Soofi & Shouyang Wang, 2011, "Testing for nonlinearity of exchange rates: an information‐theoretic approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 6, pages 637-657, November, DOI: 10.1108/01443581111177367.
• Thomas Willett & Eric M.P. Chiu & Sirathorn (B.J.) Dechsakulthorn & Ramya Ghosh & Bernard Kibesse & Kenneth Kim & Jeff (Yongbok) Kim & Alice Ouyang, 2011, "Classifying international aspects of currency regimes," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 3, issue 4, pages 288-303, November, DOI: 10.1108/17576381111182882.
• Joseph D. ALBA & Wai-Mun CHIA & Donghyun PARK, 2011, "Foreign Output Shocks and Monetary Policy Regimes in Small Open Economies: A DSGE Evaluation of East Asia," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2011-09, Dec.
• Ernest Gnan, & Ryszard Kokoszczynski & Tomasz Lyziak & Robert McCauley (ed.), 2011, "Monetary Policy after the Crisis," SUERF Studies, SUERF - The European Money and Finance Forum, number 2011/3, ISBN: ARRAY(0xa810ae70), May.
• Mustapha Djennas & Mohamed Benbouziane & Meriem Djennas, 2011, "An Approach of Combining Empirical Mode Decomposition and Neural Network Learning for Currency Crisis Forecasting," Working Papers, Economic Research Forum, number 627, Jan, revised 09 Jan 2011.
• Saang Joon Baak, 2011, "Measuring Misalignments in the Korean Exchange Rate (ROK Economic System Series No.19)," Discussion papers, ERINA - Economic Research Institute for Northeast Asia, number 1102e, Jul.
• Stelios Bekiros, 2011, "Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics," Economics Working Papers, European University Institute, number ECO2011/21.
• Stelios Bekiros, 2011, "Nonlinear causality testing with stepwise multivariate filtering," Economics Working Papers, European University Institute, number ECO2011/22.
• Stelios Bekiros & Massimiliano Marcellino, 2011, "The Multiscale Causal Dynamics of Foreign Exchange Markets," Economics Working Papers, European University Institute, number ECO2011/23.
• Aykız DOĞAN, 2011, "Dollar and Its Alternatives as a Reserve Currency," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 22, issue 78, pages 137-154, DOI: 10.5455/ey.20035.
• Ferda DÖNMEZ ATBAŞI, 2011, "Currency Substitution as a Built-in De-Stabilizer," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 22, issue 80, pages 1-17, DOI: 10.5455/ey.20021.
• Marijana Ivanov & Marina Tkalec & Maruška Vizek, 2011, "The Determinants of Financial Euroization in a Post-Transition Country: Do Threshold Effects Matter?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 3, pages 230-251, July.
• Michal Skořepa, 2011, "A convergence-sensitive optimum-currency-area index," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/23, Jul, revised Jul 2011.
• Sarah Guillou & Stefano Schiavo, 2011, "Exchange rate exposure under liquidity constraints," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2011-13, Jun.
• Hongjin Xiang & Zheng Zhan & Mingyong Lai, 2011, "The Trade Destruction Effect and Trade Diversion Effect of RMB Appreciation," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 6, issue 3, pages 479-493, September.
• Gita Gopinath & Brent Neiman, 2011, "Trade adjustment and productivity in large crises," Working Papers, Federal Reserve Bank of Boston, number 11-9.
• Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2011, "The Federal Reserve as an informed foreign-exchange trader: 1973-1995," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1118.
• Lian An & Jian Wang, 2011, "Exchange rate pass-through: evidence based on vector autoregression with sign restrictions," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 70.
• Christoph Fischer, 2011, "Currency blocs in the 21st century," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 87.
• Jianfeng Yu, 2011, "A sentiment-based explanation of the forward premium puzzle," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 90.
• Andrew K. Rose & Mark M. Spiegel, 2011, "Dollar illiquidity and central bank swap arrangements during the global financial crisis," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-18.
• Reuven Glick & Sylvain Leduc, 2011, "Central bank announcements of asset purchases and the impact on global financial and commodity markets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-30.
• Christopher J. Neely & Paul A. Weller, 2011, "Lessons from the evolution of foreign exchange trading strategies," Working Papers, Federal Reserve Bank of St. Louis, number 2011-021, DOI: 10.20955/wp.2011.021.

2010

• Cerrato, Mario & Sarantis, Nicholas & Saunders, Alex, 2010, "An investigation of customer order flow in the foreign exchange market," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-11.
• de Peretti, Christian & Siani, Carole & Cerrato, Mario, 2010, "A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-20.
• Flávio, Vieira & MacDonald, Ronald, 2010, "A Panel Data Investigation of Real Exchange Rate Misalignment and Growth," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-29.
• Chen, Yu-Fu & Funke, Michael & Glanemann, Nicole, 2010, "Off-the-Record Target Zones: Theory with an Application to Hong Kongs Currency Board," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-38.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010, "Equilibrium Exchange Rate Determination and Multiple Structural Changes," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-39.
• Chen, Xiaoshan & MacDonald, Ronald, 2010, "Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate: Evidence from Multivariate Unobserved Components Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-41.
• Cross, Rod & Kozyakin, Victor & O’Callaghan, Brian & Pokrovskii, Alexei & Pokrovskiy, Alexey, 2010, "Periodic Sequences of Arbitrage: A Tale of Four Currencies," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-66.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010, "Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-107.
• Siregar, Reza Yamora & Goo, Siwei, 2010, "Effectiveness and commitment to inflation targeting policy: Evidence from Indonesia and Thailand," Journal of Asian Economics, Elsevier, volume 21, issue 2, pages 113-128, April.
• Bigio, Saki, 2010, "Learning under fear of floating," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 10, pages 1923-1950, October.
• Fatih Macit, 2010, "Labor Market Institutions and Wage and Inflation Dynamics," Economic Analysis and Policy, Elsevier, volume 40, issue 3, pages 393-410, December.
• Béreau, Sophie & Villavicencio, Antonia López & Mignon, Valérie, 2010, "Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling," Economic Modelling, Elsevier, volume 27, issue 1, pages 404-416, January.
• Jiménez-Martín, Juan-Ángel & Cinca, Alfonso Novales, 2010, "State-uncertainty preferences and the risk premium in the exchange rate market," Economic Modelling, Elsevier, volume 27, issue 5, pages 1043-1053, September.
• Christidou, Maria & Panagiotidis, Theodore, 2010, "Purchasing Power Parity and the European single currency: Some new evidence," Economic Modelling, Elsevier, volume 27, issue 5, pages 1116-1123, September.
• Dreger, Christian, 2010, "Does the nominal exchange rate regime affect the real interest parity condition?," The North American Journal of Economics and Finance, Elsevier, volume 21, issue 3, pages 274-285, December.
• Lee, Inkoo & Shin, Jonghyup, 2010, "Real exchange rate dynamics in the presence of non-traded goods and transaction costs," Economics Letters, Elsevier, volume 106, issue 3, pages 216-218, March.
• Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P., 2010, "The effects of Japanese interventions on FX-forecast heterogeneity," Economics Letters, Elsevier, volume 108, issue 1, pages 62-64, July.
• Fanelli, Luca & Paruolo, Paolo, 2010, "Speed of adjustment in cointegrated systems," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 130-141, September.
• Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010, "Asset prices, exchange rates and the current account," European Economic Review, Elsevier, volume 54, issue 5, pages 643-658, July.
• Bunda, Irina & Ca' Zorzi, Michele, 2010, "Signals from housing and lending booms," Emerging Markets Review, Elsevier, volume 11, issue 1, pages 1-20, March.
• Pierdzioch, Christian & Rülke, Jan Christoph & Stadtmann, Georg, 2010, "New evidence of anti-herding of oil-price forecasters," Energy Economics, Elsevier, volume 32, issue 6, pages 1456-1459, November.
• Menkhoff, Lukas & Schmeling, Maik, 2010, "Whose trades convey information? Evidence from a cross-section of traders," Journal of Financial Markets, Elsevier, volume 13, issue 1, pages 101-128, February.
• Bjørnland, Hilde C. & Jacobsen, Dag Henning, 2010, "The role of house prices in the monetary policy transmission mechanism in small open economies," Journal of Financial Stability, Elsevier, volume 6, issue 4, pages 218-229, December.
• Byrne, Joseph P. & Nagayasu, Jun, 2010, "Structural breaks in the real exchange rate and real interest rate relationship," Global Finance Journal, Elsevier, volume 21, issue 2, pages 138-151.
• Pavlova, Anna & Rigobon, Roberto, 2010, "An asset-pricing view of external adjustment," Journal of International Economics, Elsevier, volume 80, issue 1, pages 144-156, January.
• Lane, Philip R. & Shambaugh, Jay C., 2010, "The long or short of it: Determinants of foreign currency exposure in external balance sheets," Journal of International Economics, Elsevier, volume 80, issue 1, pages 33-44, January.
• Evans, Martin D.D., 2010, "Order flows and the exchange rate disconnect puzzle," Journal of International Economics, Elsevier, volume 80, issue 1, pages 58-71, January.
• Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010, "Exchange rate forecasting, order flow and macroeconomic information," Journal of International Economics, Elsevier, volume 80, issue 1, pages 72-88, January.
• Bouakez, Hafedh & Normandin, Michel, 2010, "Fluctuations in the foreign exchange market: How important are monetary policy shocks?," Journal of International Economics, Elsevier, volume 81, issue 1, pages 139-153, May.
• Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki, 2010, "Accounting for persistence and volatility of good-level real exchange rates: The role of sticky information," Journal of International Economics, Elsevier, volume 81, issue 1, pages 48-60, May.
• Hummels, David L. & Schaur, Georg, 2010, "Hedging price volatility using fast transport," Journal of International Economics, Elsevier, volume 82, issue 1, pages 15-25, September.
• Nucci, Francesco & Pozzolo, Alberto Franco, 2010, "The exchange rate, employment and hours: What firm-level data say," Journal of International Economics, Elsevier, volume 82, issue 2, pages 112-123, November.
• Bauwens, Luc & Sucarrat, Genaro, 2010, "General-to-specific modelling of exchange rate volatility: A forecast evaluation," International Journal of Forecasting, Elsevier, volume 26, issue 4, pages 885-907, October.
• Prasertnukul, Weera & Kim, Donghun & Kakinaka, Makoto, 2010, "Exchange rates, price levels, and inflation targeting: Evidence from Asian countries," Japan and the World Economy, Elsevier, volume 22, issue 3, pages 173-182, August.
• Hess, Gregory D. & Shin, Kwanho, 2010, "Understanding the Backus-Smith puzzle: It's the (nominal) exchange rate, stupid," Journal of International Money and Finance, Elsevier, volume 29, issue 1, pages 169-180, February.
• Baum, Christopher F. & Caglayan, Mustafa, 2010, "On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty," Journal of International Money and Finance, Elsevier, volume 29, issue 1, pages 79-93, February.
• Belloc, Marianna & Federici, Daniela, 2010, "A two-country NATREX model for the euro/dollar," Journal of International Money and Finance, Elsevier, volume 29, issue 2, pages 315-335, March.
• Ranaldo, Angelo & Rossi, Enzo, 2010, "The reaction of asset markets to Swiss National Bank communication," Journal of International Money and Finance, Elsevier, volume 29, issue 3, pages 486-503, April.
• Fatum, Rasmus & Hutchison, Michael M., 2010, "Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects," Journal of International Money and Finance, Elsevier, volume 29, issue 3, pages 570-584, April.
• Frankel, Jeffrey & Poonawala, Jumana, 2010, "The forward market in emerging currencies: Less biased than in major currencies," Journal of International Money and Finance, Elsevier, volume 29, issue 3, pages 585-598, April.
• Patnaik, Ila & Shah, Ajay, 2010, "Does the currency regime shape unhedged currency exposure?," Journal of International Money and Finance, Elsevier, volume 29, issue 5, pages 760-769, September.
• Norman, Stephen, 2010, "How well does nonlinear mean reversion solve the PPP puzzle?," Journal of International Money and Finance, Elsevier, volume 29, issue 5, pages 919-937, September.
• Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti, 2010, "Can a real business cycle model without price and wage stickiness explain UK real exchange rate behaviour?," Journal of International Money and Finance, Elsevier, volume 29, issue 6, pages 1131-1150, October.
• Moore, Michael J. & Roche, Maurice J., 2010, "Solving exchange rate puzzles with neither sticky prices nor trade costs," Journal of International Money and Finance, Elsevier, volume 29, issue 6, pages 1151-1170, October.
• Aray, Henry & Gardeazabal, Javier, 2010, "Going multinational under exchange rate uncertainty," Journal of International Money and Finance, Elsevier, volume 29, issue 6, pages 1171-1191, October.
• Menkhoff, Lukas & Schmeling, Maik, 2010, "Trader see, trader do: How do (small) FX traders react to large counterparties' trades?," Journal of International Money and Finance, Elsevier, volume 29, issue 7, pages 1283-1302, November.
• Kim, Hyeongwoo & Moh, Young-Kyu, 2010, "A century of purchasing power parity confirmed: The role of nonlinearity," Journal of International Money and Finance, Elsevier, volume 29, issue 7, pages 1398-1405, November.
• Pojarliev, Momtchil & Levich, Richard M., 2010, "Trades of the living dead: Style differences, style persistence and performance of currency fund managers," Journal of International Money and Finance, Elsevier, volume 29, issue 8, pages 1752-1775, December.
• Okimoto, Tatsuyoshi & Shimotsu, Katsumi, 2010, "Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity," Journal of the Japanese and International Economies, Elsevier, volume 24, issue 3, pages 395-411, September.
• Forni, Mario & Gambetti, Luca, 2010, "The dynamic effects of monetary policy: A structural factor model approach," Journal of Monetary Economics, Elsevier, volume 57, issue 2, pages 203-216, March.
• Prati, Alessandro & Sbracia, Massimo, 2010, "Uncertainty and currency crises: Evidence from survey data," Journal of Monetary Economics, Elsevier, volume 57, issue 6, pages 668-681, September.
• Johansson, Anders C., 2010, "Asian sovereign debt and country risk," Pacific-Basin Finance Journal, Elsevier, volume 18, issue 4, pages 335-350, September.
• Kalyvitis, Sarantis & Skotida, Ifigeneia, 2010, "Some empirical evidence on the effects of U.S. monetary policy shocks on cross exchange rates," The Quarterly Review of Economics and Finance, Elsevier, volume 50, issue 3, pages 386-394, August.
• Terra, Cristina & Valladares, Frederico, 2010, "Real exchange rate misalignments," International Review of Economics & Finance, Elsevier, volume 19, issue 1, pages 119-144, January.
• María-Dolores, Ramón, 2010, "Exchange rate pass-through in New Member States and candidate countries of the EU," International Review of Economics & Finance, Elsevier, volume 19, issue 1, pages 23-35, January.
• Yoshida, Yushi, 2010, "New evidence for exchange rate pass-through: Disaggregated trade data from local ports," International Review of Economics & Finance, Elsevier, volume 19, issue 1, pages 3-12, January.
• de Blas, Beatriz, 2010, "Exchange rate dynamics in economies with portfolio rigidities," International Review of Economics & Finance, Elsevier, volume 19, issue 3, pages 366-382, June.
• Demir, Firat, 2010, "Exchange Rate Volatility and Employment Growth in Developing Countries: Evidence from Turkey," World Development, Elsevier, volume 38, issue 8, pages 1127-1140, August.
• Salem M. Abo-Zaid, 2010, "Sticky Wages, Incomplete Pass-Through and Inflation Targeting: What is the Right Index to Target?," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 53, issue 1, pages 28-58.
• Ibragimov Marat & Khamidov Rufat, 2010, "Heavy-Tailedness and Volatility in Emerging Foreign Exchange Markets: Theory and Empirics," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 10/06e, Nov.
• De Paoli, Bianca & Küçük-Tuger, Hande & Søndergaard, Jens, 2010, "Monetary policy rules and foreign currency positions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121699, Nov.
• Silva, J.M.C. Santos & Tenreyro, Silvana, 2010, "Currency unions in prospect and retrospect," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 28738.
• Maravalle, Alessandro, 2010, "The role of the terms of trade in the trade channel of transmission of oil price shocks," DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II, number 1988-088X, Dec.
• Cristina Fátima Martins de Bessa & Tito Belchior Silva Moreira & Maurício de Paula Pinto Barata & Fernando Antônio Ribeiro Soares, 2010, "Determinative common factors of currency and financial crisis," Brazilian Journal of Political Economy, FGV EAESP, volume 30, issue 4, pages 604-624, October.
• Cristina Fátima Martins de Bessa & Tito Belchior Silva Moreira & Maurício de Paula Pinto Barata & Fernando Antônio Ribeiro Soares, 2010, "Determinative common factors of currency and financial crisis," Brazilian Journal of Political Economy, FGV EAESP, volume 30, issue 4, pages 604-624, October.
• Mohsin S. Khan, 2010, "The GCC Monetary Union: Choice of Exchange Rate Regime," Chapters, Edward Elgar Publishing, chapter 5, in: Ronald MacDonald & Abdulrazak Al Faris, "Currency Union and Exchange Rate Issues".
• Arango, Luis Eduardo & Velandia, Daniel Eduardo, 2010, "Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 306, pages 393-422, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Castillo Maldonado, Carlos Eduardo, 2010, "Efectividad de la intervención cambiaria en Guatemala," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 307, pages 557-583, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Venegas-Martínez, Francisco, 2010, "Planes no creíbles de estabilización de precios, riesgo cambiario y opciones reales para posponer consumo. Un análisis con volatilidad estocástica," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 308, pages 899-936, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Mohsen Bahmani‐Oskooee & Scott W. Hegerty, 2010, "The J‐ and S‐curves: a survey of the recent literature," Journal of Economic Studies, Emerald Group Publishing Limited, volume 37, issue 6, pages 580-596, November, DOI: 10.1108/01443581011086639.
• Chang, C-L. & McAleer, M.J., 2010, "Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-15, Mar.
• Roberto Frankel & Martín Rapetti, 2010, "A Concise History of Exchange Rate Regimes in Latin America," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2010-11, Apr.
• Rym Ayadi, Frank Lierman and Morten Balling (ed.), 2010, "Crisis Management at Cross-Roads," SUERF Studies, SUERF - The European Money and Finance Forum, number 2010/1, ISBN: ARRAY(0xa901e288), May.
• Morten Balling, Jan Marc Berk and Marc-Olivier Strauss-Kahn (ed.), 2010, "The Quest for Stability: the macro view," SUERF Studies, SUERF - The European Money and Finance Forum, number 2010/2, ISBN: ARRAY(0xa90c9790), May.
• Morten Balling, Jan Marc Berk and Marc-Olivier Strauss-Kahn (ed.), 2010, "The Quest for Stability: the view of financial institutions," SUERF Studies, SUERF - The European Money and Finance Forum, number 2010/3, ISBN: ARRAY(0xa86997f8), May.
• Ridha Nouira & Khalid Sekkat, 2010, "Desperately Seeking the Positive Impact of Undervaluation on Growth," Working Papers, Economic Research Forum, number 560, Jan, revised 10 Jan 2010.
• Amir Safari & Detlef Seese, 2010, "Behavior of Realized Volatility and Correlation In Exchange Markets," International Econometric Review (IER), Economic Research Association, volume 2, issue 2, pages 73-96, September.
• Ajay Shah & Ila Patnaik & Anmol Sethy & Vimal Balasubramaniam, 2010, "The Exchange Rate Regime in Asia: From Crisis to Crisis," Working Papers, eSocialSciences, number id:2582, Jun.
• Ramkishen S. Rajan & Reza Y. Siregar & Graham Bird, 2010, "Examining The Case For Reserve Pooling In East Asia: Empirical Analysis," Working Papers, eSocialSciences, number id:2679, Jul.
• Yuqing Xing, 2010, "The Yuan’s Exchange Rates and Pass-through Effects on the Prices of Japanese and US Imports," Working Papers, eSocialSciences, number id:3130, Nov.
• Joshua Aizenman & Menzie D. Chinna & Hiro Ito, 2010, "The Financial Crisis, Rethinking of the Global Financial Architecture, and the Trilemma," Working Papers, eSocialSciences, number id:3138, Nov.
• Yu-Wei Hu, 2010, "Management of China's foreign exchange reserves: a case study on the state administration of foreign," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 421, Jul.
• Matteo Salto & Alessandro Turrini, 2010, "427 - Comparing alternative methodologies for real exchange rate assessment - Matteo Salto and Aless," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 427, Sep.
• Michael Frömmel, 2010, "Volatility Regimes in Central and Eastern European Countries’ Exchange Rates," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 1, pages 2-21, February.
• Evžen Koèenda & Tigran Poghosyan, 2010, "Exchange Rate Risk in Central European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 1, pages 22-39, February.
• Robert J. Sorona & Josip Tica, 2010, "Purchasing Power Parity in CEE and Post-War Former Yugoslav States," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 3, pages 213-225, August.
• Emerson Fernandes Marçal & Fernando Barbi, 2010, "“Quo Vadis Real? Estimating the Brazilian Real Exchange Rate Misalignment in Vector Error Correction Model with Structural Change”," Working Papers, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto, number 10-2010.
• Yizhong Wang, 2010, "The Internal and External Equilibrium Exchange Rate of RMB: 1982–2010," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 5, issue 2, pages 210-231, June.
• Bing Zhang & Xindan Li, 2010, "Currency Appreciation and Stock Market Performance: Evidence from China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 5, issue 3, pages 393-411, September.
• Vieira, Flávio Vilela & Brito, Márcio Holland de, 2010, "Exchange rate dynamics in Brazil," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 210, Jun.
• Amor Divino, José Ângelo Costa do & Andrade, Joaquim Pinto de & Teles, Vladimir Kuhl, 2010, "On the purchasing power parity for Latin-American countries," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 227, Jun.
• Gita Gopinath & Oleg Itskhoki, 2010, "In search of real rigidities," Working Papers, Federal Reserve Bank of Boston, number 10-9.
• Martin Berka & Michael B. Devereux, 2010, "What determines European real exchange rates?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 46.
• Kathryn Dominguez & Rasmus Fatum & Pavel Vacek, 2010, "Does foreign exchange reserve decumulation lead to currency appreciation?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 48.
• Rasmus Fatum & Michael M. Hutchison & Thomas Wu, 2010, "Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 49.
• Rasmus Fatum, 2010, "Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 57.
• Rasmus Fatum & Jesper Pedersen & Peter Norman Sorensen, 2010, "Are the intraday effects of central bank intervention on exchange rate spreads asymmetric and state dependent?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 59.
• Ippei Fujiwara & Yuki Teranishi, 2010, "Real exchange rate dynamics revisited: a case with financial market imperfections," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 62.
• Carlos Carvalho & Fernanda Nechio, 2010, "Aggregation and the PPP puzzle in a sticky-price model," Working Paper Series, Federal Reserve Bank of San Francisco, number 2010-06.
• Paul R. Bergin & Reuven Glick & Jyh-Lin Wu, 2010, "The micro-macro disconnect of purchasing power parity," Working Paper Series, Federal Reserve Bank of San Francisco, number 2010-14.
• Christopher J. Neely, 2010, "The large scale asset purchases had large international effects," Working Papers, Federal Reserve Bank of St. Louis, number 2010-018, DOI: 10.20955/wp.2010.018.
• Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson, 2010, "Weathering the financial storm: The importance of fundamentals and flexibility," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2010-17, Oct.
• Jesper Rangvid & Maik Schmeling & Andreas Schrimpf, 2010, "Dividend predictability around the world," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-03, Jan.
• Charlotte Christiansen, 2010, "Intertemporal Risk-Return Trade-off in Foreign Exchange Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-20, May.
• Robinson Kruse, 2010, "On European monetary integration and the persistence of real effective exchange rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-26, Mar.
• Leonidas Tsiaras, 2010, "Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-35, Jan.
• Jaqueson K. Galimberti & Marcelo L. Moura, 2010, "Taylor Rules and Exchange Rate Predictability in Emerging Economies," Business and Economics Working Papers, Unidade de Negocios e Economia, Insper, number 103.
• Hyeongwoo Kim, 2010, "VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2010-03, May.
• Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2010, "What Drives Commodity Prices?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2010-05, Oct.
• Hyeongwoo Kim & Young-Kyu Moh, 2010, "Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2010-08, Dec.
• Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2010, "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model," Annals of Economics and Statistics, GENES, issue 99-100, pages 395-427.
• Gita Gopinath & Oleg Itskhoki & Roberto Rigobon, 2010, "Currency Choice and Exchange Rate Pass-Through," American Economic Review, American Economic Association, volume 100, issue 1, pages 304-336, March.
• Angus Deaton, 2010, "Price Indexes, Inequality, and the Measurement of World Poverty," American Economic Review, American Economic Association, volume 100, issue 1, pages 5-34, March.