Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2010

• 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

• 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.
• Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2009, "A New Method for Identifying the Effects of Foreign Exchange Interventions," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-06, Feb.
• Rasmus Fatum, 2009, "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-12, Mar.
• Mariko Hatase & Mari Ohnuki, 2009, "Did the Structure of Trade and Foreign Debt Affect Reserve Currency Composition? Evidence form Interwar Japan," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-15, Jun.
• Rasmus Fatum, 2009, "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective, and through Which Channel Does It Work?," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 27, issue 1, pages 75-98, November.
• Mr. Antonio Spilimbergo & Ms. Prachi Mishra, 2009, "Exchange Rates and Wages in an Integrated World," IMF Working Papers, International Monetary Fund, number 2009/044, Mar.
• Zhang YUYAN, 2009, "China at the Crossroad:Creating the Asian Single Currency or Internationalizing RMB," Romanian Journal of Economics, Institute of National Economy, volume 29, issue 2(38), pages 26-33, December.
• John Ryan, 2009, "China and the Global Roles of Currencies," Working Papers, International Network for Economic Research - INFER, number 2009.8.
• Venegas-Martínez, Francisco & Rodríguez-Nava, Abigail, 2009, "Anclas Nominales y su Impacto en Economías Pequeñas: un Análisis Comparativo entre los Esquemas Determinista y Estocástico," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 08, pages 63-100, primer se.
• Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag, 2009, "Forecasting The Exchange Rate Series With Ann: The Case Of Turkey," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 9, issue 1, pages 17-29, May.
• Caporale, Guglielmo Maria & Hadj Amor Essid, Thouraya & Rault, Christophe, 2009, "International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence," IZA Discussion Papers, IZA Network @ LISER, number 4038, 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," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 5, issue 2, pages 187-218, July.
• Mohsen Bahmani-Oskooee & Jehanzeb Cheema, 2009, "Short-Run And Long-Run Effects Of Currency Depreciation On The Bilateral Trade Balance Between Pakistan And Her Major Trading Partners," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 34, issue 1, pages 19-41, June.
• Kyttack Hong & Dong-Hwan Oh, 2009, "Non-Linear Adjustment Process In Won/Dollar And Won/Yen Real Exchage Rates," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 34, issue 2, pages 111-130, December.
• M. Abimbola Oyinlola & M. Adetunji Babatunde, 2009, "A Bound Testing Analysis Of Exchange Rate Pass- Through To Aggregate Import Prices In Nigeria: 1980-2006," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 34, issue 2, pages 97-109, December.
• Inoue, Takeshi & Hamori, Shigeyuki, 2009, "What Explains Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 216, Oct.
• Prashanth Mahagaonkar & Rainer Schweickert & Aditya S. Chavali, 2009, "Sectoral R&D intensity and Exchange Rate Volatility: A Panel Study on Economies of the OECD," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2009-056, Aug.
• Jose Olmo & Keith Pilbeam, 2009, "The profitability of carry trades," Annals of Finance, Springer, volume 5, issue 2, pages 231-241, March, DOI: 10.1007/s10436-008-0098-2.
• Tijmen Daniëls, 2009, "Unique Equilibrium in a Dynamic Model of Speculative Attacks," De Economist, Springer, volume 157, issue 4, pages 417-439, December, DOI: 10.1007/s10645-009-9130-9.
• Fritz Breuss & Werner Roeger & Jan in’t Veld, 2009, "Global impact of a shift in foreign reserves to euros," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 36, issue 1, pages 101-122, February, DOI: 10.1007/s10663-008-9094-z.
• Adam Koronowski, 2009, "Divergent business cycles as an effect of a monetary union," International Economics and Economic Policy, Springer, volume 6, issue 2, pages 103-113, July, DOI: 10.1007/s10368-009-0138-z.
• Kristin Langwasser, 2009, "Global current account adjustment: trade implications for the euro area countries," International Economics and Economic Policy, Springer, volume 6, issue 2, pages 115-133, July, DOI: 10.1007/s10368-009-0135-2.
• Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, 2009, "Implicit exchange regimes in Central and Eastern Europe: a first exploration," International Economics and Economic Policy, Springer, volume 6, issue 2, pages 179-206, July, DOI: 10.1007/s10368-009-0133-4.
• Mikael Bask & Carina Selander, 2009, "Robust Taylor rules under heterogeneity in currency trade," International Economics and Economic Policy, Springer, volume 6, issue 3, pages 283-313, October, DOI: 10.1007/s10368-009-0131-6.
• Hiroya Akiba & Yukihiro Iida & Yoshihiro Kitamura, 2009, "The optimal exchange rate regime for a small country," International Economics and Economic Policy, Springer, volume 6, issue 3, pages 315-343, October, DOI: 10.1007/s10368-009-0140-5.
• Johannes Van Biesebroeck, 2009, "Disaggregate productivity comparisons: sectoral convergence in OECD countries," Journal of Productivity Analysis, Springer, volume 32, issue 2, pages 63-79, October, DOI: 10.1007/s11123-009-0132-z.
• Benjamas Jirasakuldech & Robert Campbell & Riza Emekter, 2009, "Conditional Volatility of Equity Real Estate Investment Trust Returns: A Pre- and Post-1993 Comparison," The Journal of Real Estate Finance and Economics, Springer, volume 38, issue 2, pages 137-154, February, DOI: 10.1007/s11146-007-9079-x.
• John Williamson, 2009, "Exchange Rate Economics," Open Economies Review, Springer, volume 20, issue 1, pages 123-146, February, DOI: 10.1007/s11079-008-9091-7.
• Apanard Angkinand & Eric Chiu & Thomas Willett, 2009, "Testing the Unstable Middle and Two Corners Hypotheses About Exchange Rate Regimes," Open Economies Review, Springer, volume 20, issue 1, pages 61-83, February, DOI: 10.1007/s11079-007-9066-0.
• Yin-Wong Cheung & Menzie Chinn & Eiji Fujii, 2009, "Pitfalls in Measuring Exchange Rate Misalignment," Open Economies Review, Springer, volume 20, issue 2, pages 183-206, April, DOI: 10.1007/s11079-008-9097-1.
• Bettina Becker & Stephen Hall, 2009, "Foreign Direct Investment in R&D and Exchange Rate Uncertainty," Open Economies Review, Springer, volume 20, issue 2, pages 207-223, April, DOI: 10.1007/s11079-007-9075-z.
• Charles Adams & Hwee Chow, 2009, "Asian Currency Baskets: An Answer in Search of a Question?," Open Economies Review, Springer, volume 20, issue 3, pages 403-423, July, DOI: 10.1007/s11079-007-9064-2.
• Gunther Schnabl, 2009, "Exchange Rate Volatility and Growth in Emerging Europe and East Asia," Open Economies Review, Springer, volume 20, issue 4, pages 565-587, September, DOI: 10.1007/s11079-008-9084-6.
• Mikael Bask & Jarko Fidrmuc, 2009, "Fundamentals and Technical Trading: Behavior of Exchange Rates in the CEECs," Open Economies Review, Springer, volume 20, issue 5, pages 589-605, November, DOI: 10.1007/s11079-008-9095-3.
• Jorge Braga de Macedo & Luis Pereira & Afonso Reis, 2009, "Comparing Exchange Market Pressure across Five African Countries," Open Economies Review, Springer, volume 20, issue 5, pages 645-682, November, DOI: 10.1007/s11079-008-9087-3.
• Udo Broll & Peter Welzel & Kit Wong, 2009, "Export and Strategic Currency Hedging," Open Economies Review, Springer, volume 20, issue 5, pages 717-732, November, DOI: 10.1007/s11079-008-9080-x.
• Sema Bayraktar, 2009, "The impact of exchange rate risk on international asset pricing under various market structures," Review of Quantitative Finance and Accounting, Springer, volume 32, issue 2, pages 169-195, February, DOI: 10.1007/s11156-008-0089-4.
• Chia-Lin Chang & Michael Mcaleer, 2009, "Daily Tourist Arrivals, Exchange Rates and Voatility for Korea and Taiwan," Korean Economic Review, Korean Economic Association, volume 25, pages 241-267.
• Yushi Yoshida & Jan C. Rülke, 2009, "On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 35, Oct, revised Dec 2009.
• Yushi Yoshida, 2009, "Market Share and Exchange Rate Pass-through:Competition among Exporters of the Same Nationality," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 37, Nov.
• Yushi Yoshida, 2009, "Financial crisis, exchange rate and stock market integration," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 38, Dec.
• Philippe Bacchetta & Eric van Wincoop, 2009, "Tacit On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 09.07, May.
• Philippe Bacchetta & Eric van Wincoop & Toni Beutler, 2009, "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 09.08, Jul.
• Bettina Becker & Stephen G. Hall, 2009, "How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe," Discussion Paper Series, Department of Economics, Loughborough University, number 2009_05, Mar, revised Mar 2009.
• Bettina Becker & Stephen G. Hall, 2009, "How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 09/1, Jan.
• Bettina Becker & Stephen G. Hall, 2009, "Measuring Convergence of the New Member Countries’ Exchange Rates to the Euro," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 09/2, Jan.
• Imed DRINE & Christophe RAULT, 2009, "Une analyse économétrique des sources de fluctuations du taux de change réel dans trois pays en développement : le cas du Maroc, des Philippines et de l’Uruguay," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 135.
• Muhammad Handry Imansyah & Armin J. Kammel, 2009, "Forecasting Financial Crises by Applying the “Temple Model of Financial Crises” Against the Background of the Indonesian Experience," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 57, pages 277-306, December.
• Pierre M. Picard & Tim Worrall, 2009, "Currency Unions and International Assistance," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 09-01.
• Michel Beine & Charles Bos & Serge Coulombe, 2009, "Does the Canadian economy suffer from Dutch Disease?," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 09-06.
• Dovern Jonas & Jannsen Nils & Scheide Joachim, 2009, "Die Bedeutung monetärer Größen für die deutsche Wachstumsschwäche 1995–2005," Review of Economics, De Gruyter, volume 60, issue 1, pages 17-36, April, DOI: 10.1515/roe-2009-0102.
• Schnabl Gunther & Freitag Stephan, 2009, "Policy Implications of Global Asymmetric Current Account Positions," Review of Economics, De Gruyter, volume 60, issue 2, pages 103-137, August, DOI: 10.1515/roe-2009-0202.
• Antonio Diez De Los Rios, 2009, "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 4, pages 755-766, June.
• Vahagn Galstyan & Philip R. Lane, 2009, "The Composition of Government Spending and the Real Exchange Rate," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 6, pages 1233-1249, September.
• James Bullard & Eric Schaling, 2009, "Monetary Policy, Determinacy, and Learnability in a Two-Block World Economy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 8, pages 1585-1612, December.
• John Harvey, 2009, "Currency Market Participants' Mental Model and the Collapse of the Dollar: 2001-2008," Journal of Economic Issues, Taylor & Francis Journals, volume 43, issue 4, pages 931-949, DOI: 10.2753/JEI0021-3624430406.
• D. Johannes Juttner & Wayne Leung, 2009, "Towards Decoding Currency Volatilities," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 1-2, pages 103-134, March-Jun.
• István Mák & Judit Páles, 2009, "The role of the FX swap market in the Hungarian financial system," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 4, issue 1, pages 24-34, May.
• Balázs Vonnák, 2009, "Risk premium shocks, monetary policy and exchange rate pass-through in small, open countries," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 4, issue 4, pages 31-35, December.
• Katalin Bodnár, 2009, "Exchange rate exposure of Hungarian enterprises – results of a survey," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/80.
• Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2009, "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/3.
• Venus Khim-Sen Liew & Tuck Cheong Tang, 2009, "An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia," Monash Economics Working Papers, Monash University, Department of Economics, number 25-09, Aug.
• Tuck Cheong Tang & Venus Khim-Sen Liew, 2009, "Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates," Monash Economics Working Papers, Monash University, Department of Economics, number 29-09, Aug.
• Mokhtar Darmoul & Mokhtar Kouki, 2009, "Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09070, Aug.
• Mokhtar Darmoul & Mokhtar Kouki, 2009, "Announcement effect and intraday volatility patterns of euro-dollar exchange rate: monetary policy news arrivals and short-run dynamic response," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09071, Aug.
• Vivien Lewis & Agnieszka Markiewicz, 2009, "Model misspecification, learning and the exchange rate disconnect puzzle," Working Paper Research, National Bank of Belgium, number 168, Jul.
• Michal Rubaszek, 2009, "Economic convergence and the fundamental equilibrium exchange rate in Poland," Bank i Kredyt, Narodowy Bank Polski, volume 40, issue 1, pages 7-22.
• Joanna Beza-Bojanowska, 2009, "The Behavioural Zloty/Euro Equilibrium Exchange Rate," NBP Working Papers, Narodowy Bank Polski, number 55, Feb.
• Sebastian Edwards, 2009, "Sequencing of Reforms, Financial Globalization, and Macroeconomic Vulnerability," NBER Chapters, National Bureau of Economic Research, Inc, "Financial Globalization, 20th Anniversary Conference, NBER-TCER-CEPR".
• Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2009, "Carry Trades and Currency Crashes," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2008, Volume 23".
• Albert Park & Dean Yang & Xinzheng Shi & Yuan Jiang, 2009, "Exporting and Firm Performance: Chinese Exporters and the Asian Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 14632, Jan.
• Jeffrey A. Frankel, 2009, "New Estimation of China's Exchange Rate Regime," NBER Working Papers, National Bureau of Economic Research, Inc, number 14700, Feb.
• Maurice Obstfeld & Jay C. Shambaugh & Alan M. Taylor, 2009, "Financial Instability, Reserves, and Central Bank Swap Lines in the Panic of 2008," NBER Working Papers, National Bureau of Economic Research, Inc, number 14826, Mar.
• Philip R. Lane & Jay C. Shambaugh, 2009, "The Long or Short of it: Determinants of Foreign Currency Exposure in External Balance Sheets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14909, Apr.
• Philippe Bacchetta & Eric van Wincoop, 2009, "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," NBER Working Papers, National Bureau of Economic Research, Inc, number 15008, May.
• Yuko Hashimoto & Takatoshi Ito, 2009, "Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture," NBER Working Papers, National Bureau of Economic Research, Inc, number 15020, May.
• Emmanuel Farhi & Samuel Paul Fraiberger & Xavier Gabaix & Romain Ranciere & Adrien Verdelhan, 2009, "Crash Risk in Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15062, Jun.
• Barry Eichengreen & Douglas A. Irwin, 2009, "The Slide to Protectionism in the Great Depression: Who Succumbed and Why?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15142, Jul.
• David L. Hummels & Georg Schaur, 2009, "Hedging Price Volatility Using Fast Transport," NBER Working Papers, National Bureau of Economic Research, Inc, number 15154, Jul.
• Joshua Aizenman & Yi Sun, 2009, "The financial crisis and sizable international reserves depletion: From 'fear of floating' to the 'fear of losing international reserves'?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15308, Oct.
• Emi Nakamura & Jón Steinsson, 2009, "Lost in Transit: Product Replacement Bias and Pricing to Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 15359, Sep.
• Òscar Jordà & Alan M. Taylor, 2009, "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," NBER Working Papers, National Bureau of Economic Research, Inc, number 15518, Nov.
• Richard Clarida & Josh Davis & Niels Pedersen, 2009, "Currency Carry Trade Regimes: Beyond the Fama Regression," NBER Working Papers, National Bureau of Economic Research, Inc, number 15523, Nov.
• Jeffrey A. Frankel & Daniel Xie, 2009, "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 15620, Dec.
• Uluc Aysun & Melanie Guldi, 2009, "Exchange rate exposure: A nonparametric approach," Working papers, University of Connecticut, Department of Economics, number 2009-18, Jun.
• Uluc Aysun & Ryan Brady & Adam Honig, 2009, "Financial Frictions and Monetary Transmission Strength: A Cross-Country Analysis," Working papers, University of Connecticut, Department of Economics, number 2009-24, Aug, revised Jun 2010.
• Yu-chin Chen & Kwok Ping Tsang, 2009, "What Does the Yield Curve Tell Us About Exchange Rate Predictability?," Working Papers, University of Washington, Department of Economics, number UWEC-2009-04, Feb.
• Yu-chin Chen & Kwok Ping Tsang, 2009, "A Macro-Finance Approach to Exchange Rate Determination," Working Papers, University of Washington, Department of Economics, number UWEC-2009-24-R, Dec, revised May 2010.
• Dimitris Christopoulos & Miguel A. León-Ledesma, 2009, "On causal Relationships Between Exchange Rates and Fundamentals: Better Than You Think," Studies in Economics, School of Economics, University of Kent, number 0909, Jul.
• Dimitris Christopoulos & Miguel León-Ledesma, 2009, "Efficiency and frontier technology in the aftermath of recessions: international evidence," Studies in Economics, School of Economics, University of Kent, number 0922, Nov.
• Meixing DAI, 2009, "External constraint and financial crises with balance sheet effects," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2009-02.
• Yilmaz Akyüz, 2009, "Mananging Financial Instability: Why Prudence is not Enough?," Working Papers, United Nations, Department of Economics and Social Affairs, number 86, Nov.
• Valadkhani, Abbas & Amin Reza Kamalian & Majid Nameni, 2009, "How can Iran’s black market exchange rate be managed?," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp09-07.
• Anna M. Carabelli & Mario A. Cedrini, 2009, "Indian Currency and Beyond. The Legacy of the Early Economics of Keynes in the Times of Bretton Woods II," Working Papers, SEMEQ Department - Faculty of Economics - University of Eastern Piedmont, number 121, May.
• Samuel Reynard, 2009, "What Drives the Swiss Franc?," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 64, issue 03, pages 335-363, December.
• Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009, "The Time-Varying Systematic Risk of Carry Trade Strategies," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-06, Apr.
• Catherine S. F. Ho & M. Ariff, 2009, "A Test of Purchasing Power Parity: Asia Pacific and Latin America," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, volume 5, issue 2, pages 33-53.
• Carl Chiarella & Xue-Zhong He & Min Zheng, 2009, "Heterogeneous Expectations and Exchange Rate Dynamics," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 243, Jan.
• Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu, 2009, "Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0920, Nov.