Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2010

• Christoph Fischer & Daniel Porath, 2010, "A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications," Empirical Economics, Springer, volume 39, issue 3, pages 767-792, December, DOI: 10.1007/s00181-009-0321-7.
• Yizhong Wang, 2010, "The internal and external equilibrium exchange rate of RMB: 1982–2010," Frontiers of Economics in China, Springer;Higher Education Press, volume 5, issue 2, pages 210-231, June, DOI: 10.1007/s11459-010-0011-6.
• Jingtao Yi, 2010, "China’s equilibrium exchange rate dynamics 1994–2004: A cointegration analysis," Frontiers of Economics in China, Springer;Higher Education Press, volume 5, issue 3, pages 375-392, September, DOI: 10.1007/s11459-010-0103-3.
• Bing Zhang & Xindan Li, 2010, "Currency appreciation and stock market performance: Evidence from China," Frontiers of Economics in China, Springer;Higher Education Press, volume 5, issue 3, pages 393-411, September, DOI: 10.1007/s11459-010-0104-2.
• Dino Martellato, 2010, "Skirmishing Currencies," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 17, issue 4, pages 645-661, December, DOI: 10.1007/s11300-010-0180-0.
• Robert Lipsey & Birgitta Swedenborg, 2010, "Product price differences across countries: determinants and effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 146, issue 3, pages 415-435, September, DOI: 10.1007/s10290-010-0064-8.
• Nikolaos Antonakakis, 2010, "Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables," Working Papers, University of Strathclyde Business School, Department of Economics, number 1002, Feb.
• Rod Cross & Victor Kozyakin & Brian O'Callaghan & Alexei Pokrovskii & Alexey Pokrovskiy, 2010, "Periodic Sequences of Arbitrage: A Tale of Four Currencies," Working Papers, University of Strathclyde Business School, Department of Economics, number 1019, Oct.
• Venus Khim-Sen Liew & Ricky Chee-Jiun Chia & Tai-Hu Ling, 2010, "Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 11, pages 1073-1077, DOI: 10.1080/00036840902762704.
• Derek Bond & Michael Harrison & Niall Hession & Edward O'Brien, 2010, "Nonlinearity as an explanation of the forward exchange rate anomaly," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 13, pages 1237-1239, DOI: 10.1080/00036840902950564.
• Alberto Humala & Gabriel Rodriguez, 2010, "Foreign exchange intervention and exchange rate volatility in Peru," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 15, pages 1485-1491, DOI: 10.1080/13504850903049643.
• Ozgur Aslan & H. Levent Korap, 2010, "Does the uncovered interest parity hold in short horizons?," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 4, pages 361-365, DOI: 10.1080/13504850701735781.
• Maurizio Michael Habib & Mark Joy, 2010, "Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 8, pages 601-626, DOI: 10.1080/09603100903459949.
• Carlo Altavilla & Paul De Grauwe, 2010, "Forecasting and combining competing models of exchange rate determination," Applied Economics, Taylor & Francis Journals, volume 42, issue 27, pages 3455-3480, DOI: 10.1080/00036840802112505.
• H. Levent Korap & Ozgur Aslan, 2010, "Re-examination of the long-run purchasing power parity: further evidence from Turkey," Applied Economics, Taylor & Francis Journals, volume 42, issue 27, pages 3559-3564, DOI: 10.1080/00036840802129798.
• Jong-Wha Lee & Kwanho Shin, 2010, "Exchange Rate Regimes and Economic Linkages," International Economic Journal, Taylor & Francis Journals, volume 24, issue 1, pages 1-23, DOI: 10.1080/10168731003589741.
• Guglielmo Maria Caporale & Christoph Hanck, 2010, "Are PPP tests erratically behaved? Some panel evidence," International Review of Applied Economics, Taylor & Francis Journals, volume 24, issue 2, pages 203-221, DOI: 10.1080/02692170903424331.
• Radovan Fiser & Roman Horvath, 2010, "Central bank communication and exchange rate volatility: a GARCH analysis," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 3, issue 1, pages 25-31, DOI: 10.1080/17520840903498099.
• Dungey, Mardi & Jacobs, Jan & Lestano, 2010, "Financial crises in Asia: concordance by asset market or country?," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10575, Nov, revised 01 Nov 2010.
• Halil Ibrahim Aydin & Ahmet Degerli & Pinar Ozlu, 2010, "Recovering Risk-Neutral Densities from Exchange Rate Options: Evidence in Turkey (Kur Opsiyonlarindan Riske Duyarsiz Yogunluk Fonksiyonu Cikarimi: Turkiye Ornegi)," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1003.
• H. Murat Ozbilgin, 2010, "Welfare Gains from Disinflation in an Economy With Currency Substitution (Para Ikamesinin Oldugu Bir Ekonomide Enflasyonun Dusurulmesinden Kaynaklanan Refah Kazanimlari)," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1009.
• Hulya Saygili & Mesut Saygili & Gokhan Yilmaz, 2010, "Turkiye icin Yeni Reel Efektif Doviz Kuru Endeksleri," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1012.
• Yu Hsing, 2010, "Euro and Technology Effects on Job Turnover in Greek Manufacturing," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 3, issue 1, pages 39-47, July.
• M. Abimbola Oyinlola & Oluwatosin Adeniyi & Olusegun Omisakin, 2010, "Responsiveness of Trade Flows to Changes in Exchange rate and Relative prices: Evidence from Nigeria," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 3, issue 2, pages 123-141, December.
• Manish Kumar, 2010, "A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 3, issue 2, pages 21-39, December.
• Ingrid H. Rima, 2010, "The Political Economy of the Undervalued Renminbi," DETU Working Papers, Department of Economics, Temple University, number 1012, Oct.
• Ligthart, J.E. & Werner, S.E.V., 2010, "Has the Euro Affected the Choice of Invoicing Currency?," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-48.
• Ligthart, J.E. & Werner, S.E.V., 2010, "Has the Euro Affected the Choice of Invoicing Currency?," Other publications TiSEM, Tilburg University, School of Economics and Management, number c4f82df9-a27a-4e89-95f3-e.
• Chia-Lin Chang & Michael McAleer, 2010, "Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-716, Feb.
• Albert Park & Dean Yang & Xinzheng Shi & Yuan Jiang, 2010, "Exporting and Firm Performance: Chinese Exporters and the Asian Financial Crisis," The Review of Economics and Statistics, MIT Press, volume 92, issue 4, pages 822-842, November.
• Raj Aggarwal & Cal B. Muckley, 2010, "Assessing Co-ordinated Asian Exchange Rate Regimes," Working Papers, Geary Institute, University College Dublin, number 200842, Apr.
• Don Bredin & Stuart Hyde, 2010, "Investigating Sources of Unanticipated Exposure in Industry Stock Returns," Working Papers, Geary Institute, University College Dublin, number 201001, Jan.
• Philippe Bacchetta & Eric van Wincoop & Toni Beutler, 2010, "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 6, issue 1, pages 125-173, DOI: 10.1086/648702.
• Uluc Aysun & Ralf Hepp, 2010, "Securitization and the Balance Sheet Channel of Monetary Transmission," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2010-05.
• Ali M. Kutan & Erick W. Rengifo & Emre Ozsoz, 2010, "Evaluating the Effects of Deposit Dollarization in Bank Profitability," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2010-07.
• Eduardo Court & Emre Ozsoz & Erick W. Rengifo, 2010, "Deposit Dollarization and Its Impact on Financial Deepening in the Developing World," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2010-08.
• Pavel Trunin & Dmitriy Kniazev & Ekaterina Kuduykina, 2010, "Perspective issues in the CBR`s exchange rate policy," Research Paper Series, Gaidar Institute for Economic Policy, issue 144P.
• Wajih Khallouli & Modibo René Sandretto, 2010, "Testing for “contagion” of the subprime crisis on the Middle East and North African stock markets : A Markov Switching EGARCH approach," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1022.
• Martin Evans and Alberto Fuertes, 2010, "Understanding the Dynamics of the US External Position," Working Papers, Georgetown University, Department of Economics, number gueconwpa~10-10-05, Jan.
• Christian de Peretti & Carole Siani & Mario Cerrato, 2010, "A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates," Working Papers, Business School - Economics, University of Glasgow, number 2010_05, Mar.
• Hyunsok Kim & Ronald MacDonald, 2010, "Equilibrium exchange rate determination and multiple structural changes," Working Papers, Business School - Economics, University of Glasgow, number 2010_14, May.
• Xiaoshan Chen & Ronald MacDonald, 2010, "Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate: Evidence from Multivariate Unobserved Components Models," Working Papers, Business School - Economics, University of Glasgow, number 2010_16, May.
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010, "Microstructure order flow: statistical and economic evaluation of nonlinear forecasts," Working Papers, Business School - Economics, University of Glasgow, number 2010_30, Dec.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2010, "Exchange Rate Target Zones: A Survey of the Literature," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2010-14, Jul.
• Vitor Castro, 2010, "The duration of business cycle expansions and contractions: Are there change-points in duration dependence?," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2010-18, Aug.
• Jalil, Abdul & Feridun, Mete, 2010, "Explaining exchange rate movements: An application of the market microstructure approach on the Pakistani foreign exchange market," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 7926.
• Anthony J. Makin, 2010, "How Should Macroeconomic Policy Respond to Foreign Financial Crises?," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201006, Jun.
• Christian Kalhoefer & Sara Shenouda & Ahmed Badawi, 2010, "Carry Trade with Maintained Currencies - A Risk and Return Analysis for the Egyptian Pound," Working Papers, The German University in Cairo, Faculty of Management Technology, number 24, Dec.
• Mei Li & Frank Milne, 2010, "A Large Trader in Bubbles and Crashes: an Application to Currency Attacks," Working Papers, University of Guelph, Department of Economics and Finance, number 1004, Jan.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2010, "Exchange Rate Flexibility across Financial Crises," CEPN Working Papers, HAL, number hal-00845254.
• Agnès Bénassy-Quéré & Patrick Artus & André Cartapanis & Marc Flandreau, 2010, "Regards croisés sur le système monétaire international," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00634792.
• Patrice Fontaine & Cuong Le Van, 2010, "Equilibrium on International Assets and Goods Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00523364, Jul.
• Tomasz Kamil Michalski & Guillaume Stoltz, 2010, "Do countries falsify economic data strategically? Some evidence that they do," Post-Print, HAL, number hal-00543490, Apr.
• Tomasz Kamil Michalski & Guillaume Stoltz, 2010, "Do countries falsify economic data strategically? Some evidence that they do," Post-Print, HAL, number hal-00543492.
• Agnès Bénassy-Quéré & Patrick Artus & André Cartapanis & Marc Flandreau, 2010, "Regards croisés sur le système monétaire international," Post-Print, HAL, number hal-00634792.
• Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2010, "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," Post-Print, HAL, number hal-00685810, Dec.
• Fabien Candau & Michaël Goujon & Jean-François Hoarau & Serge Rey, 2010, "Taux de change réel et compétitivité de l’économie réunionnaise," Post-Print, HAL, number hal-01881844.
• Seeun Jeong & Jacques Mazier & Jamel Saadaoui, 2010, "Exchange Rate Misalignments at World and European Levels : A FEER Approach," Post-Print, HAL, number hal-02169238, Mar, DOI: 10.2139/ssrn.1933260.
• Nabil Aflouk & Se-Eun Jeong & Jacques Mazier & Jamel Saadaoui, 2010, "Exchange Rate Misalignments and International Imbalances a FEER Approach for Emerging Countries," Post-Print, HAL, number hal-04030491, Apr, DOI: 10.1016/S2110-7017(13)60019-0.
• Sophie Béreau & Antonia López Villavicencio & Valérie Mignon, 2010, "Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling," Post-Print, HAL, number hal-05455673, Jan, DOI: 10.1016/j.econmod.2009.10.007.
• Se-Eun Jeong & Jacques Mazier & Jamel Saadaoui, 2010, "Exchange Rate Misalignments at World and European Levels: a FEER Approach," Post-Print, HAL, number halshs-00435836, Jun, DOI: 10.3917/ecoi.121.0025.
• Wajih Khallouli & René Sandretto, 2010, "Testing for "contagion" of the subprime crisis on the Middle East and North African stock markets: A Markov Switching EGARCH approach," Post-Print, HAL, number halshs-00589830, Nov.
• Tomasz Kamil Michalski & Guillaume Stoltz, 2010, "Do countries falsify economic date strategically? Some evidence that they do," Working Papers, HAL, number hal-00540794.
• Gilles Stoltz & Tomasz Michalski, 2010, "Do countries falsify economic date strategically? Some evidence that they do," Working Papers, HAL, number hal-00579319, Apr.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2010, "Exchange Rate Flexibility across Financial Crises," Working Papers, HAL, number hal-00845254.
• Fabien Candau & Michaël Goujon & Jean-François Hoarau & Serge Rey, 2010, "Taux de change réel et compétitivité de l'économie réunionnaise," Working Papers, HAL, number hal-01847945, Nov.
• Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010, "Liquidity Problems in the FX Liquid Market," Working Papers, HAL, number halshs-00539985.
• Fabien Candau & Michaël Goujon & Jean-François Hoarau & Serge Rey, 2010, "Taux de change réel et compétitivité de l'économie réunionnaise," Working papers of CATT, HAL, number hal-01847945, Nov.
• Michael Funke & Yu-Fu Chen & Nicole Glanemann, 2010, "Off-the-record target zones: Theory with an application to Hong Kong's currency board," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 21006, Jun.
• Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer, 2010, "An Investigation of the Causal Relations between Exchange Rates and Interest Rate Differentials Using Wavelets," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 215, Feb.
• Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer, 2010, "The Relationship between Exchange Rates and Interest Rate Differentials: a Wavelet Approach," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 217, Feb.
• Gallo, Fredrik, 2010, "To Segment or Not to Segment Markets? A Note on the Profitability of Market Segmentation for an International Oligopoly," Working Papers, Lund University, Department of Economics, number 2010:5, May.
• OKIMOTO, Tatsuyoshi & 沖本, 竜義 & SHIMOTSU, Katsumi & 下津, 克己, 2010, "Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2010-06, Apr.
• Shioji, Etsuro & Uchino, Taisuke, 2010, "類別名目実効為替レート指標の構築とパススルーの再検証, Construction of a Goods-group Level Nominal Effective Exchange Rate Data Set and Re-examination of the Exchange Rate Pass-Through in Japan," Economic Review, Hitotsubashi University, volume 61, issue 1, pages 47-67, January, DOI: 10.15057/21454.
• Cho-Hoi Hui & Tsz-Kin Chung & Chi-Fai Lo, 2010, "Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities," Working Papers, Hong Kong Monetary Authority, number 1004, Jun.
• Yin-Wong Cheung & Guonan Ma & Robert N. McCauley, 2010, "Renminbising China's Foreign Assets," Working Papers, Hong Kong Institute for Monetary Research, number 162010, Jun.
• Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2010, "Measuring Renminbi Misalignment: Where Do We Stand?," Working Papers, Hong Kong Institute for Monetary Research, number 242010, Sep.
• Cho-Hoi Hui & Tsz-Kin Chung, 2010, "The Risk of Sudden Depreciation of the Euro in the Sovereign Debt Crisis of 2009-2010," Working Papers, Hong Kong Institute for Monetary Research, number 252010, Oct.
• Yu-chin Chen & Kwok Ping Tsang & Wen Jen Tsay, 2010, "Home Bias in Currency Forecasts," Working Papers, Hong Kong Institute for Monetary Research, number 272010, Oct.
• Yu-chin Chen & Kwok Ping Tsang, 2010, "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," Working Papers, Hong Kong Institute for Monetary Research, number 292010, Nov.
• Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010, "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles, Harvard University Department of Economics, number 29412033.
• Frankel, Jeffrey A. & Xie, Daniel, 2010, "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," Scholarly Articles, Harvard Kennedy School of Government, number 4454158.
• E. M. Ekanayake & John R. Ledgerwood & Sabrina D’Souza, 2010, "The Real Exchange Rate Volatility And U.S. Exports: An Empirical Investigation," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 23-35.
• Ranjini L. Thaver & E. M. Ekanayake, 2010, "The Impact Of Apartheid And International Sanctions On South Africa'S Import Demand Function: An Empirical Analysis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 4, pages 11-22.
• Jana Kotlebova, 2010, "Future Stance of Currencies in the International Monetary System," Economic Analysis, Institute of Economic Sciences, volume 43, issue 1-2, pages 61-69.
• Hend Sfaxi & Srdjan Redzepagic, 2010, "Exchange Policy and Economic Growth: Effect of the Real Effective Exchange Rate Misalignment on the Growtth of Tunisia," Economic Analysis, Institute of Economic Sciences, volume 43, issue 3-4, pages 15-28.
• Galimberti, Jaqueson K. & Moura, Marcelo L., 2010, "Taylor Rules and Exchange Rate Predictability in Emerging Economies," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_214, Oct.
• Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson, 2010, "Weathering the financial storm: The importance of fundamentals and flexibility," Economics, Department of Economics, Central bank of Iceland, number wp51, Oct.
• Sugeng & M. Noor Nugroho & Ibrahim & Yanfitri, 2010, "Effects of Foreign Exchange Supply and Demand Dynamics to Rupiah Exchange Rate and Economic Performance," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 12, issue 3, pages 289-328, January, DOI: https://doi.org/10.21098/bemp.v12i3.
• Sugeng & M. Noor Nugroho & Ibrahim & Yanfitri, 2010, "Pengaruh Dinamika Penawaran dan Permintaan Valas terhadap Nilai Tukar Rupiah dan Kinerja Perekonomian Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 12, issue 3, pages 289-328, January, DOI: https://doi.org/10.21098/bemp.v12i3.
• Sugeng & M. Noor Nugroho & Ibrahim & Yanfitri, 2010, "Effects of Foreign Exchange Supply and Demand Dynamics to Rupiah Exchange Rate and Economic Performance," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 12, issue 3, pages 289-328, January, DOI: https://doi.org/10.21098/bemp.v12i3.
• Andreas Steiner, 2010, "Central Banks’ Dilemma: Reserve Accumulation, Inflation and Financial Instability," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 84, Sep.
• Andreas Steiner, 2010, "The Accumulation of Foreign Exchange by Central Banks: Fear of Capital Mobility?," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 85, Oct.
• Qing Liu & Shouyong Shi, 2010, "Currency Areas And Monetary Coordination," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 51, issue 3, pages 813-836, August.
• Oga, Takashi & Polasek, Wolfgang, 2010, "The Asia Financial Crises and Exchange Rates," Economics Series, Institute for Advanced Studies, number 254, Sep.
• Jeffrey Frankel & Daniel, 2010, "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," Working Paper Series, Peterson Institute for International Economics, number WP10-1, Jan.
• John Williamson, 2010, "Exchange Rate Policy in Brazil," Working Paper Series, Peterson Institute for International Economics, number WP10-16, Dec.
• Halil İbrahim AYDIN & Ahmet DEĞERLİ & Pınar ÖZLÜ, 2010, "Recovering risk-neutral densities from exchange rate options: Evidence from Lira-Dollar options," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 291, pages 9-26.
• Philip Lane & Gian Maria Milesi-Ferretti, 2010, "Cross-Border Investment in Small International Financial Centers," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp316, Feb.
• Aidan Corcoran, 2010, "Global Funding Liquidity, Equity Returns and Crash Risk: Implications for Monetary Policy," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp318, Feb, revised Feb 2010.
• Philip Lane & Gian Maria Milesi-Ferretti, 2010, "The Cross-Country Incidence of the Global Crisis," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp333, Jul.
• Michael Bordo & Ali Dib & Lawrence Schembri, 2010, "Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 3, pages 51-99, September.
• Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Tayor, 2010, "Bank of England Interest Rate Announcements and the Foreign Exchange Market," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 3, pages 211-247, September.
• Francisco Covas & Shigeru Fujita, 2010, "Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 34, pages 137-173, December.
• Carlo Altavilla & Paul De Grauwe, 2010, "Non-linearities in the relation between the exchange rate and its fundamentals," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 1, pages 1-21, DOI: 10.1002/ijfe.384.
• Markku Lanne & Timo Vesala, 2010, "The effect of a transaction tax on exchange rate volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 2, pages 123-133, DOI: 10.1002/ijfe.399.
• Ahmet Atil Asici, 2010, "Parametric and non-parametric approaches to exits from fixed exchange rate regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 4, pages 381-406, DOI: 10.1002/ijfe.405.
• Pablo Gonzalez M., 2010, "Escape Clauses and Targeting of the Real Exchange Rate: The case of Nominal Exchange Rate Peggin," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 25, issue 1, pages 117-161, June.
• Hiroshi Fujiki, 2010, "Policy Measures to Alleviate Foreign Currency Liquidity Shortages under Aggregate Risk with Moral Hazard," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-04, Mar.
• Mr. Philip R. Lane & Mr. Gian M Milesi-Ferretti, 2010, "Cross-Border Investment in Small International Financial Centers," IMF Working Papers, International Monetary Fund, number 2010/038, Feb.
• Mr. Gian M Milesi-Ferretti & Mr. Philip R. Lane, 2010, "The Cross-Country Incidence of the Global Crisis," IMF Working Papers, International Monetary Fund, number 2010/171, Jul.
• Juan Pablo Medina Guzman & Mr. Ruy Lama, 2010, "Is Exchange Rate Stabilization an Appropriate Cure for the Dutch Disease?," IMF Working Papers, International Monetary Fund, number 2010/182, Aug.
• Ms. Katerina Smídková & Jan Babecky & Mr. Aleš Bulíř, 2010, "Sustainable Real Exchange Rates in the New Eu Member States: What Did the Great Recession Change?," IMF Working Papers, International Monetary Fund, number 2010/198, Aug.
• Mr. Gian M Milesi-Ferretti & Ms. Natalia T. Tamirisa & Mr. Francesco Strobbe, 2010, "Bilateral Financial Linkages and Global Imbalances: a View on The Eve of the Financial Crisis," IMF Working Papers, International Monetary Fund, number 2010/257, Nov.
• Mr. Ralph Chami & Mr. Adolfo Barajas & Mr. Peter J Montiel & Ms. Dalia S Hakura, 2010, "Workers’ Remittances and the Equilibrium Real Exchange Rate: Theory and Evidence," IMF Working Papers, International Monetary Fund, number 2010/287, Dec.
• Ashima Goyal & Sanchit Arora, 2010, "The Indian exchange rate and central bank action: A GARCH analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2010-009, Jul.
• Ashima Goyal, 2010, "Evolution of India's exchange rate regime," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2010-024, Dec.
• Oliver Hossfeld, 2010, "Equilibrium Real Effective Exchange Rates and Real Exchange Rate Misalignments: Time Series vs. Panel Estimates," Working Papers, International Network for Economic Research - INFER, number 2010.3.
• Caroline Duburcq, 2010, "The Impact of Exchange Rate Regime on Interest Rates in Latin America," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 47, issue 135, pages 91-124.
• Aydin SARI, 2010, "Doviz Kuru Oynakliginin Ithalata Etkileri: Turkiye Ornegi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 11, issue 1, pages 31-44, May.
• Weera Prasertnukul & Donghun Kim & Makoto Kakinaka, 2010, "Exchange Rates, Price Levels, and Inflation Targeting: Evidence from Asian Countries," Working Papers, Research Institute, International University of Japan, number EMS_2010_03, Mar.
• Abdullah M. Noman & M. Zillur Rahman, 2010, "Stationarity of South Asian real exchange rates under exponential star (estar) framework," Journal of Developing Areas, Tennessee State University, College of Business, volume 43, issue 2, pages 41-51, January-M.
• Chibuike R. Oguanobi & Jude Okechukwu Chukwu & Anthony A. Akamobi & Joseph I. Amuka, 2010, "Purchasing power parity puzzle:evidence from Ghana," Journal of Developing Areas, Tennessee State University, College of Business, volume 44, issue 1, pages 101-121, September.
• Abdul Jalil1 & Mete Feridun, 2010, "Explaining exchange rate movements: an application of the market microstructure approach on the Pakistani foreign exchange market," Journal of Developing Areas, Tennessee State University, College of Business, volume 44, issue 1, pages 255-265, September.
• Shu-Ching Huang & Chao-Min Hsu & Ming-Hsein Kang, 2010, "Currency Devaluation and Output Growth in Asia," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 6, issue 1, pages 113-131, January.
• Chien-Chiang Lee & Tsangyao Chang & Chi-Chuan Lee & Hsin-Yi Lin, 2010, "The Non-Linear Dynamic Relationship between Exchange Rates and Macroeconomic Fundamentals in G-7 Countries," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 6, issue 2, pages 203-228, July.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Real Exchange Rates In Latin America: The Ppp Hypothesis And Fractional Integration," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 35, issue 2, pages 1-21, June.
• Kubo, Koji, 2010, "Natural Gas Export Revenue, Fiscal Balance and Inflation in Myanmar," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 225, Mar.
• Nguyen, Quoc Hung, 2010, "Liability dollarization and fear of floating," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 247, Aug.
• Pierdzioch Christian & Stadtmann Georg, 2010, "Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 230, issue 4, pages 436-453, August, DOI: 10.1515/jbnst-2010-0405.
• Reitz Stefan & Rülke Jan-Christoph & Stadtmann Georg, 2010, "Regressive Oil Price Expectations Toward More Fundamental Values of the Oil Price," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 230, issue 4, pages 454-466, August, DOI: 10.1515/jbnst-2010-0406.
• Thomas Nitschka, 2010, "Idiosyncratic consumption risk and predictability of the carry trade premium: Euro-Area evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 1, pages 49-65, March, DOI: 10.1007/s11408-009-0119-9.
• Marcelin Diagne, 2010, "Real Money Demand, Income, and Interest Rates in Senegal: Is there a Long-Run Stable Relation?," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 16, issue 2, pages 213-222, May, DOI: 10.1007/s11294-010-9259-y.
• Christian Pierdzioch & Renatas Kizys, 2010, "Sources of time-varying exchange rate exposure," International Economics and Economic Policy, Springer, volume 7, issue 4, pages 371-390, December, DOI: 10.1007/s10368-010-0147-y.
• Udo Broll & Sabine Hansen-Averlant, 2010, "Exchange rate volatility, international trade and labour demand," International Economics and Economic Policy, Springer, volume 7, issue 4, pages 423-436, December, DOI: 10.1007/s10368-010-0150-3.
• Bernardino Adao & Isabel Correia & Pedro Teles, 2010, "Wage and Price Rigidity in a Monetary Union," Open Economies Review, Springer, volume 21, issue 1, pages 109-126, February, DOI: 10.1007/s11079-009-9156-2.
• Robert Kollmann, 2010, "Government Purchases and the Real Exchange Rate," Open Economies Review, Springer, volume 21, issue 1, pages 49-64, February, DOI: 10.1007/s11079-009-9148-2.
• Joshua Aizenman, 2010, "Macro Prudential Supervision in the Open Economy, and the Role of Central Banks in Emerging Markets," Open Economies Review, Springer, volume 21, issue 3, pages 465-482, July, DOI: 10.1007/s11079-010-9167-z.
• Marcelo Moura, 2010, "Testing the Taylor Model Predictability for Exchange Rates in Latin America," Open Economies Review, Springer, volume 21, issue 4, pages 547-564, September, DOI: 10.1007/s11079-008-9098-0.
• Balázs Égert, 2010, "The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa," Open Economies Review, Springer, volume 21, issue 5, pages 655-677, November, DOI: 10.1007/s11079-009-9118-8.
• Juan Jiménez-Martin & M. Robles-Fernandez, 2010, "PPP: Delusion or Reality? Evidence from a Nonlinear Analysis," Open Economies Review, Springer, volume 21, issue 5, pages 679-704, November, DOI: 10.1007/s11079-009-9113-0.
• Michael Bleaney & Manuela Francisco, 2010, "What Makes Currencies Volatile? An Empirical Investigation," Open Economies Review, Springer, volume 21, issue 5, pages 731-750, November, DOI: 10.1007/s11079-009-9121-0.
• Masahiko Shibamoto & Shigeto Kitano, 2010, "Structural Change in Current Account and Real Exchange Rate Dynamics: Evidence from the G7 Countries," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2010-23, Sep, revised May 2012.
• Maria Christidou & Theodore Panagiotidis, 2010, "Purchasing Power Parity and the European Single Currency: Some New Evidence," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1018, Jun.
• Erdős, Tibor, 2010, "Forintárfolyam, kamatszint és devizaalapú eladósodás. Az árfolyam szerepéről
  [Forint exchange rates, interest levels and foreign currency-based debt. The role of the exchange rate]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 847-867.
• Valentinyi, Ákos & Bihari, Péter, 2010, "Pirruszi dezinfláció vagy tartósan alacsony inflációs környezet?
  [Pyrrhic deflation or a persistently low-inflation environment?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 868-875.
• Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010, "Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 2010-06, May.
• Rasmus Fatum, 2010, "Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 2010-07, Jul.
• Rasmus Fatum & Jesper Pedersen & Peter Norman Sørensen, 2010, "Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?," Discussion Papers, University of Copenhagen. Department of Economics, number 10-20, Aug.
• Katarina Juselius, 2010, "Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence," Discussion Papers, University of Copenhagen. Department of Economics, number 10-31, Nov.
• Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2010, "Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-10-004, Jul.
• Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2010, "Noisy Information, Distance and Law of One Price Dynamics Across US Cities," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-11-005, Oct, revised Jan 2012.
• Chia-Lin Chang & Michael McAleer, 2010, "Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates," KIER Working Papers, Kyoto University, Institute of Economic Research, number 712, Aug.
• Yushi Yoshida, 2010, "Is this time different for Asia?: Evidence from stock Markets," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 40, Feb.
• A. H. Ahmad & Eric J. Pentecost, 2010, "Terms of Trade Shocks and Economic Performance Under Different Exchange Rate Regimes," Discussion Paper Series, Department of Economics, Loughborough University, number 2010_08, Mar, revised Mar 2010.
• Petar Chobanov & Amine LAHIANI & Nikolay NENOVSKY, 2010, "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 1253.
• Imed DRINE & Christophe RAULT, 2010, "Fluctuation de change et performances économiques," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 658.
• Kyriakos C. Neanidis, 2010, "Financial Dollarization and European Union Membership," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 143.
• Sameti, Morteza & Khanzadi, Azad & Yazdani, Mehdi, 2010, "Investigating Asymmetric Effects of Exchange Rate Fluctuations on Real Output and Prices Levels Hypothesis (A Case Study of Iran)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 2, issue 4, pages 35-58, September.
• Tavakoli, Akbar & Sayyah, Mohsen, 2010, "The Impact of Exchange Rate Fluctuations on Economic Activities in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 2, issue 4, pages 59-78, September.
• Maria Christidou & Theodore Panagiotidis, 2010, "Purchasing Power Parity and the European Single Currency: Some New Evidence," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_03, Apr, revised Apr 2010.
• Maria Grydaki & Stilianos Fountas, 2010, "What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_10, Jul, revised Jul 2010.
• Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2010, "The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_18, Nov, revised Nov 2009.
• Miguel de Carvalho & Paulo Júlio, 2010, "Digging Out the PPP Hypothesis: an Integrated Empirical Coverage," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0024, Sep, revised Sep 2010.
• Gregory Clare & Ira N. Gang, 2010, "Exchange Rate and Political Risks, Again," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 46, issue 3, pages 46-58, May.
• Anna M. Carabelli & Mario A. Cedrini, 2010, ">i>Indian Currency>/i> and beyond: the legacy of the early economics of Keynes in the times of Bretton Woods II," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 33, issue 2, pages 255-280, January.
• Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010, "Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?," Working Papers, Research Seminar in International Economics, University of Michigan, number 602, May.
• Zsolt Darvas & Jean Pisani-Ferry, 2010, "The Threat of 'Currency Wars': a European Perspective," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 1006, Dec.
• Kornél Kisgergely, 2010, "Carry trade," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 5, issue 2, pages 31-43, June.
• Balázs Vonnák, 2010, "Risk premium shocks, monetary policy and exchange rate pass-through in the Czech Republic, Hungary and Poland," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2010/1.
• Yuliya Lovcha & Alejandro Perez-Laborda, 2010, "Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2010/10.
• András Rezessy, 2010, "Analysing currency risk premia in the Czech Republic, Hungary, Poland and Slovakia," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2010/7.
• Mario Forni & Luca Gambetti, 2010, "Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 040, Feb.
• Hiroyuki Taguchi, 2010, "Feasibility of Currency Unions in Asia - An Assessment Using Generalized Purchasing Power Parity -," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 6, issue 5, pages 859-872, June.
• Wenli Cheng & Dingsheng Zhang, 2010, "International Transmission of Monetary Shocks in a Ricardian World," Monash Economics Working Papers, Monash University, Department of Economics, number 17-10, May.
• Patrice Fontaine & Cuong Le Van, 2010, "Equilibrium on international assets and goods markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10066, Jul.
• Michael W. Klein & Jay C. Shambaugh, 2010, "Exchange Rate Regimes in the Modern Era," MIT Press Books, The MIT Press, number 0262013657, edition 1, ISBN: ARRAY(0x8ddc1698), December.
• Andrew Coleman, 2010, "Uncovering uncovered interest parity during the classical gold standard era, 1888-1905," Motu Working Papers, Motu Economic and Public Policy Research, number 10_02, Feb.
• Donghyun PARK & Andrew Rozanov, 2010, "Asia's Sovereign Wealth Funds and Reform of the Global Reserve System," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1003, Mar.