Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2010

• 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(0x96b5e148), 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.
• Michal Jurek, 2010, "The Fall of the Vanishing Interim Regime Hypothesis: Towards a New Paradigm of the Choice of the Exchange Rate Regimes," NBP Working Papers, Narodowy Bank Polski, number 78.
• Philippe Bacchetta & Eric van Wincoop & Toni Beutler, 2010, "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2009".
• Travis Berge & Òscar Jordà & Alan M. Taylor, 2010, "Currency Carry Trades," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2010".
• Momtchil Pojarliev & Richard M. Levich, 2010, "Detecting Crowded Trades in Currency Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 15698, Jan.
• Martin Berka & Michael B. Devereux, 2010, "What Determines European Real Exchange Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15753, Feb.
• Joshua Aizenman & Yothin Jinjarak & Donghyun Park, 2010, "International reserves and swap lines: substitutes or complements?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15804, Mar.
• Craig Burnside & Bing Han & David Hirshleifer & Tracy Yue Wang, 2010, "Investor Overconfidence and the Forward Premium Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 15866, Apr.
• Yanping Chong & Òscar Jordà & Alan M. Taylor, 2010, "The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 15868, Apr.
• Joshua Aizenman & Menzie D. Chinn & Hiro Ito, 2010, "Surfing the Waves of Globalization: Asia and Financial Globalization in the Context of the Trilemma," NBER Working Papers, National Bureau of Economic Research, Inc, number 15876, Apr.
• Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010, "Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16044, Jun.
• Gita Gopinath & Oleg Itskhoki, 2010, "In Search of Real Rigidities," NBER Working Papers, National Bureau of Economic Research, Inc, number 16065, Jun.
• David K. Backus & Federico Gavazzoni & Christopher Telmer & Stanley E. Zin, 2010, "Monetary Policy and the Uncovered Interest Parity Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 16218, Jul.
• Takatoshi Ito & Satoshi Koibuchi & Kiyotaka Sato & Junko Shimizu, 2010, "Why has the yen failed to become a dominant invoicing currency in Asia? A firm-level analysis of Japanese Exporters' invoicing behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 16231, Jul.
• Joshua Aizenman & Michael M. Hutchison, 2010, "Exchange Market Pressure and Absorption by International Reserves: Emerging Markets and Fear of Reserve Loss During the 2008-09 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 16260, Sep.
• Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2010, "Countercyclical Currency Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 16427, Sep.
• Joshua Aizenman & Jaewoo Lee & Vladyslav Sushko, 2010, "From the Great Moderation to the global crisis: Exchange market pressure in the 2000s," NBER Working Papers, National Bureau of Economic Research, Inc, number 16447, Oct.
• Travis J. Berge & Òscar Jordà & Alan M. Taylor, 2010, "Currency Carry Trades," NBER Working Papers, National Bureau of Economic Research, Inc, number 16491, Oct.
• Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel, 2010, "The European Union, the Euro, and Equity Market Integration," NBER Working Papers, National Bureau of Economic Research, Inc, number 16583, Dec.
• Anna Pavlova & Roberto Rigobon, 2010, "International Macro-Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 16630, Dec.

2009

• Jian Wang & Jason J. Wu, 2009, "The Taylor rule and forecast intervals for exchange rates," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 963.
• Carlos Arteta & Steven B. Kamin & Justin Vitanza, 2009, "The puzzling peso," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 976.
• Tobias Adrian & Erkko Etula & Hyun Song Shin, 2009, "Risk appetite and exchange Rates," Staff Reports, Federal Reserve Bank of New York, number 361.
• Francisco Covas & Shigeru Fujita, 2009, "Procyclicality of capital requirements in a general equilibrium model of liquidity dependence," Working Papers, Federal Reserve Bank of Philadelphia, number 09-23.
• Filippo Cesarano & Giulio Cifarelli & Gianni Toniolo, 2009, "Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2009_11.rdf.
• Georgy Idrisov & Lev Freinkman, 2009, "The Ratchet Effect in the Dynamics of Deposit Structure: analysis for the CIS countries," Research Paper Series, Gaidar Institute for Economic Policy, issue 123P.
• Irène Andreou & Aleksandra Zdzienicka, 2009, "Financial Vulnerability in the Central and Eastern European Countries," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0907.
• Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009, "Exchange rate forecasters’ performance: evidence of skill?," Working Papers, Business School - Economics, University of Glasgow, number 2009_13, Feb.
• Mario Cerrato & Nicholas Sarantis & Alex Saunders, 2009, "An investigation of customer order flow in the foreign exchange market," Working Papers, Business School - Economics, University of Glasgow, number 2009_25, Jul, revised Feb 2010.
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2009, "Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion," Working Papers, Business School - Economics, University of Glasgow, number 2009_26, Jul.
• Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis, 2009, "A Nonlinear Panel Unit Root Test under Cross Section Dependence," Working Papers, Business School - Economics, University of Glasgow, number 2009_28, Jul.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2009, "Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2009-15, Nov.
• Tran Phuc Nguyen & Duc-Tho Nguyen, 2009, "Exchange Rate Policy in Vietnam, 1985 â 2008," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:200903, Mar.
• Paula Hernandez-Verme, 2009, "Small Open Economies with Frictions in Credit Markets: Target inflation or money growth when floating?," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EC200903, Jul.
• Paula Hernandez-Verme, 2009, "Inflation, Growth and Exchange Rate Regimes in Small Open Economies," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EC200906, Jul.
• Mei Li, & Junfeng Qiu, 2009, "Endogenous Inflows of Speculative Capital and the Optimal Currency Appreciation Path," Working Papers, University of Guelph, Department of Economics and Finance, number 0905.
• Agnès Bénassy-Quéré & Valérie Mignon & Sophie Béreau, 2009, "The dollar in the turmoil," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00634793, DOI: 10.1016/j.jjie.2009.06.001.
• Agnès Bénassy-Quéré & Valérie Mignon & Sophie Béreau, 2009, "Taux de change d'équilibre : une question d'horizon," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00634795.
• Agnès Bénassy-Quéré & Valérie Mignon & Sophie Béreau, 2009, "The dollar in the turmoil," Post-Print, HAL, number hal-00634793, DOI: 10.1016/j.jjie.2009.06.001.
• Agnès Bénassy-Quéré & Valérie Mignon & Sophie Béreau, 2009, "Taux de change d'équilibre : une question d'horizon," Post-Print, HAL, number hal-00634795.
• Andrea Fracasso & Stefano Schiavo, 2009, "Trade-imbalances networks and exchange rate adjustments: the paradox of a new Plaza. The XIVth Spring Meeting of Young Economists (SMYE-2009), Istanbul, April 2009," Post-Print, HAL, number hal-01053278, Apr.
• Jinzhao Chen, 2009, "Beyond Cheap Talks: Assessing the Undervaluation of the Chinese Currency between 1994 and 2007," Post-Print, HAL, number hal-03722246, DOI: 10.3917/ecoi.119.0047.
• Irène Andreou & Gilles Dufrénot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2009, "A forewarning indicator system for financial crises: the case of six Central and Eastern European countries," Post-Print, HAL, number halshs-00372728, DOI: 10.11130/jei.2009.24.1.87.
• Irène Andreou & Aleksandra Zdzienicka-Durand, 2009, "Financial Vulnerability in the Central and Eastern European Countries," Post-Print, HAL, number halshs-00374148.
• Camille Cornand & Frank Heinemann, 2009, "Speculative Attacks with Multiple Sources of Public Information," Post-Print, HAL, number halshs-01704266, Mar, DOI: 10.1111/j.1467-9442.2008.01555.x.
• Flora Bellone & Sarah Guillou & Lionel Nesta, 2009, "Are Export Premia Robust to Innovation Statistics?," Sciences Po Economics Publications (main), HAL, number hal-00973076, Mar.
• Andrea Fracasso & Stefano Schiavo, 2009, "Trade-imbalances networks and exchange rate adjustments: the paradox of a new Plaza. The XIVth Spring Meeting of Young Economists (SMYE-2009), Istanbul, April 2009," Sciences Po Economics Publications (main), HAL, number hal-01053278, Apr.
• Jean-Paul Fitoussi & Eloi Laurent, 2009, "Macroeconomic and social policies in the EU 15: the last two decades," Sciences Po Economics Publications (main), HAL, number hal-01066208, Jul.
• Flora Bellone & Sarah Guillou & Lionel Nesta, 2009, "Are Export Premia Robust to Innovation Statistics?," Working Papers, HAL, number hal-00973076, Mar.
• Jean-Paul Fitoussi & Eloi Laurent, 2009, "Macroeconomic and social policies in the EU 15: the last two decades," Working Papers, HAL, number hal-01066208, Jul.
• Romain Restout, 2009, "The Balassa-Samuelson model in general equilibrium with markup variations," Working Papers, HAL, number hal-04140849.
• Jacques Jaussaud & Serge Rey, 2009, "Long-Run Determinants of Japanese Import Flows from USA and China : A Sectoral Approach," Working papers of CATT, HAL, number hal-01880360.
• Jacques Jaussaud & Serge Rey, 2009, "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Working papers of CATT, HAL, number hal-01880362, Nov.
• Serge Rey, 2009, "Des insuffisances de la PPA à l’apport du NATREX : une revue critique des théories du taux de change réel d’équilibre," Working papers of CATT, HAL, number hal-01880363.
• Michael Funke & Roberta Colavecchio, 2009, "Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20903, Mar.
• Michael Funke & Yu-Fu Chen & Nicole Glanemann, 2009, "A soft target zone model: Theory and application to Hong Kong," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20912, Dec.
• Menkhoff, Lukas & Schmeling, Maik, 2009, "Trader see, trader do: How do (small) FX traders react to large counterparties' trades?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-415, Aug.
• Westerlund, Joakim, 2009, "Testing for Unit Roots in Panel Time Series Models with Multiple Breaks," Working Papers in Economics, University of Gothenburg, Department of Economics, number 384, Sep.
• Johansson, Anders C., 2009, "Asian Sovereign Debt and Country Risk," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-11, Dec.
• Melander, Ola, 2009, "Uncovered Interest Parity in a Partially Dollarized Developing Country: Does UIP Hold in Bolivia? (And If Not, Why Not?)," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 716, Apr, revised 30 Jul 2009.
• Rickne, Johanna, 2009, "Oil Prices and Real Exchange Rate Movements in Oil-Exporting Countries: The Role of Institutions," Working Paper Series, Research Institute of Industrial Economics, number 810, Sep, revised 15 Oct 2010.
• Matthew S. Yiu & Alex Ho & Lu Jin, 2009, "Econometric Approach to Early Warnings of Vulnerability in the Banking System and Currency Markets for Hong Kong and Other EMEAP Economies," Working Papers, Hong Kong Monetary Authority, number 0908, Jun.
• Cho-Hoi Hui & Hans Genberg & Tsz-Kin Chung, 2009, "Liquidity, Risk Appetite and Exchange Rate Movements During the Financial Crisis of 2007-2009," Working Papers, Hong Kong Monetary Authority, number 0911, Jun.
• Cho-Hoi Hui & Hans Genberg & Tsz-Kin Chung, 2009, "Funding Liquidity Risk and Deviations from Interest-Rate Parity During the Financial Crisis of 2007-2009," Working Papers, Hong Kong Monetary Authority, number 0913, Jul.
• Laurence Fung & Ip-wing Yu, 2009, "Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008," Working Papers, Hong Kong Monetary Authority, number 0917, Oct.
• Yu Sheng & Xinpeng Xu, 2009, "Real Exchange Rate, Productivity and Labor Market Rigidities," Working Papers, Hong Kong Institute for Monetary Research, number 092009, Feb.
• Roberta Colavecchio & Michael Funke, 2009, "Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets," Working Papers, Hong Kong Institute for Monetary Research, number 112009, Feb.
• Yin-Wong Cheung & Kon S. Lai, 2009, "A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility," Working Papers, Hong Kong Institute for Monetary Research, number 212009, Jun.
• Hongyi Chen & Lars Jonung & Olaf Unteroberdoerster, 2009, "Lessons for China from Financial Liberalization in Scandinavia," Working Papers, Hong Kong Institute for Monetary Research, number 262009, Jul.
• Philippe Bacchetta & Eric van Wincoop, 2009, "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," Working Papers, Hong Kong Institute for Monetary Research, number 272009, Aug.
• Ana Maria Čeh & Ivo Krznar, 2009, "Optimal International Reserves of the CNB with Endogenous Probability of Crisis," Working Papers, The Croatian National Bank, Croatia, number 21, Oct.
• Viceira, Luis & Serfaty-de Medeiros, Karine & Campbell, John, 2009, "Global Currency Hedging," Scholarly Articles, Harvard University Department of Economics, number 3153308.
• Frankel, Jeffrey A. & Poonawala, Jumana, 2009, "The Forward Market in Emerging Currencies: Less Biased than in Major Currencies," Scholarly Articles, Harvard Kennedy School of Government, number 4448888.
• Eiji Ogawa & Taiyo Yoshimi, 2009, "Analysis on ƒÀ and ƒÐ Convergences of East Asian Currencies," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-049, Mar.
• Junko Shimizu & Eiji Ogawa, 2009, "Stability of East Asian Currencies during the Global Financial Crisis," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-083, Sep.
• Moons, Cindy, 2009, "An Estimated Two-Country DSGE Model: losses from UK membership in EMU," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2009/23, Oct.
• Yu Hsing, 2009, "The Determination Of The Costa Rica Colon/Usd Exchange Rate," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 79-87.
• Gordana Vukotic Cotic & Ivan Stosic, 2009, "Inflation in Serbia and in the European Union," Economic Analysis, Institute of Economic Sciences, volume 42, issue 3-4, pages 29-37.
• Fernández-Arias, Eduardo & Powell, Andrew & Rebucci, Alessandro, 2009, "The Multilateral Response to the Global Crisis: Rationale, Modalities, and Feasibility," IDB Publications (Working Papers), Inter-American Development Bank, number 1653, Jun, DOI: http://dx.doi.org/10.18235/0010916.
• Carsten Krabbe Nielsen, 2009, "Rational Overconfidence and Social Security," Discussion Paper Series, Institute of Economic Research, Korea University, number 0916.
• Todd Keister, 2009, "Expectations And Contagion In Self-Fulfilling Currency Attacks," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 50, issue 3, pages 991-1012, August.
• Peijie Wang, 2009, "Reverse Shooting of Exchange Rates," Working Papers, IESEG School of Management, number 2009-FIN-02, Apr.
• Mohsin S. Khan, 2009, "The GCC Monetary Union: Choice of Exchange Rate Regime," Working Paper Series, Peterson Institute for International Economics, number WP09-1, Apr.
• Morris Goldstein & Daniel Xie, 2009, "The Impact of the Financial Crisis on Emerging Asia," Working Paper Series, Peterson Institute for International Economics, number WP09-11, Nov.
• A. Duygu AYHAN & Adnan KASMAN, 2009, "De Jure ve De Facto kur rejimlerinin makroekonomik değişkenlerin oynaklığına etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 278, pages 46-69.
• Gabriele Galati & Philip Wooldridge, 2009, "The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 1, pages 1-23, DOI: 10.1002/ijfe.379.
• Bettina Becker & Stephen G. Hall, 2009, "A new look at economic convergence in Europe: a common factor approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 1, pages 85-97, DOI: 10.1002/ijfe.364.
• Jesper Lindé & Marianne Nessén & Ulf Söderström, 2009, "Monetary policy in an estimated open-economy model with imperfect pass-through," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 4, pages 301-333, DOI: 10.1002/ijfe.377.
• Montserrat Ferré & Carolina Manzano, 2009, "When do central banks prefer to intervene secretly?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 4, pages 378-393, DOI: 10.1002/ijfe.375.