Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2009

• 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.
• Christian Bauer & Bernhard Herz, 2009, "The Dynamics of Financial Crises and the Risk to Defend the Exchange Rate," Research Papers in Economics, University of Trier, Department of Economics, number 2009-03.
• Michael Daly & Liam Delaney & Colm Harmon & Peter Doran & Malcolm MacLachlan, 2009, "Naturalistic monitoring of the affect-heart rate relationship: A Day Reconstruction Study," Working Papers, Geary Institute, University College Dublin, number 200901, Jan.
• Juan-Ángel Jiménez-Martín & Alfonso Novales Cinca, 2009, "State-Uncertainty preferences and the Risk Premium in the Exchange rate market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-17.
• D. (Derek) Bond & Michael J. Harrison & Edward J. (Edward Joseph) O'Brien, 2009, "Exploring long memory and nonlinearity in Irish real exchange Rates using tests based on semiparametric estimation," Working Papers, School of Economics, University College Dublin, number 200901, Jan.
• 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.
• Calderon, Cesar & Kubota, Megumi, 2009, "Does higher openness cause more real exchange rate volatility ?," Policy Research Working Paper Series, The World Bank, number 4896, Apr.
• Mesut Yilmaz & Yessengali Oskenbayev & Kanat Abdulla, 2009, "Currency Substitution: A Case Of Kazakhstan (2000:1-2007:12)," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp946, Jan.
• Sfia M. Daly & Mouley Sami, 2009, "Determinants of Exchange Rate Practices in the MENA Countries: Some Further Empirical Results," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp952, Jan.
• Balazs Egert, 2009, "The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp955, Apr.
• roman Horvath & Radovan Fiser, 2009, "Central Bank Communication and Exchange Rate Volatility: A GARCH Analysis," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp962, Jul.
• Christophe RAULT & Guglielmo Maria CAPORALE & Thouraya HADJ AMOR, 2009, "International Financial Integration And Real Exchange Rate Long-Run Dynamics In Emerging Countries," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp970, Sep.
• Pao-Lin Tien, 2009, "Using Long-Run Restrictions to Investigate the Sources of Exchange Rate Fluctuations," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2009-004, Dec.
• Stefan Reitz & Jan-Christoph Rülke & Georg Stadtmann, 2009, "Are oil-price-forecasters finally right? – Regressive expectations towards more fundamental values of the oil price," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 09-04.
• 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, DOI: 10.1111/j.1538-4616.2009.00230.x.
• 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, DOI: 10.1111/j.1538-4616.2009.00254.x.
• 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, DOI: 10.1111/j.1538-4616.2009.00268.x.
• Joanna Beza-Bojanowska, 2009, "Behavioral and Permanent Zloty/Euro Equilibrium," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 31, Feb.
• Carlos Cortinhas, 2009, "Exchange Rate Pass-Through In Asean: Implications For The Prospects Of Monetary Integration In The Region," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 04, pages 657-687, DOI: 10.1142/S0217590809003458.
• Peter Wilson & Henry Shang Ren Ng, 2009, "Managing Exchange Rate Volatility: A Comparative Counterfactual Analysis Of Singapore, 1994–2003," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 04, pages 543-568, DOI: 10.1142/S0217590809003525.
• Hyun Song Shin & Masazumi Hattori, 2009, "The Broad Yen Carry Trade," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Douglas D Evanoff & David S Hoelscher & George G Kaufman, "Globalization And Systemic Risk".
• Fritz Breuss, 2009, "FIW-PB 1 Verstärkt die „Große Rezession“ das Auseinanderdriften der Wettbewerbsfähigkeit in der EU?," FIW Policy Brief series, FIW, number 001, Sep.
• Égert, Balázs, 2009, "Dutch disease in former Soviet Union: witch-hunting?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2009.
• Korhonen, Iikka & Mehrotra, Aaron, 2009, "Real exchange rate, output and oil: case of four large energy producers," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 6/2009.
• Korhonen, Iikka & Ritola, Maria, 2009, "Renminbi misaligned: Results from meta-regressions," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 13/2009.
• Chen, Yu-Fu & Funke, Michael & Glanemann, Nicole, 2009, "A soft edge target zone model: Theory and application to Hong Kong," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 21/2009.
• Pope, Robin & Selten, Reinhard & Kube, Sebastian, 2009, "Nominalist Heuristics and Economic Theory," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 17/2009.
• Pope, Robin & Selten, Reinhard & Kube, Sebastian & von Hagen, Jürgen, 2009, "Prominent Numbers, Indices and Ratios in Exchange Rate Determination and Financial Crashes: in Economists’ Models, in the Field and in the Laboratory," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 18/2009.
• Pope, Robin & Selten, Reinhard & Kube, Sebastian & von Hagen, Jürgen, 2009, "Managed Floats to Damp Shocks like 1982-5 and 2006-9: Field and Laboratory Evidence for Chinese Interest in a Single World Currency," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 26/2009.
• Hoffmann, Mathias & Holtemöller, Oliver, 2009, "Transmission of nominal exchange rate changes to export prices and trade flows and implications for exchange rate policy," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,21.
• Herrmann, Sabine, 2009, "Do we really know that flexible exchange rates facilitate current account adjustment? Some new empirical evidence for CEE countries," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,22.
• Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2009, "Are oil price forecasters finally right? Regressive expectations toward more fundamental values of the oil price," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,32.
• Harms, Philipp & Hoffmann, Mathias, 2009, "Deciding to peg the exchange rate in developing countries: the role of private-sector debt," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,34.
• Fischer, Christoph, 2009, "Price convergence in the EMU? Evidence from micro data," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,06.
• Reitz, Stefan & Schmidt, Markus A. & Taylor, Mark P., 2009, "Financial intermediation and the role of price discrimination in a two-tier market," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,13.
• El-Shagi, Makram, 2009, "The impact of fixed exchange rates on fiscal discipline," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 84.
• Kühl, Michael, 2009, "Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 89.
• Korn, Olaf & Koziol, Philipp, 2009, "The term structure of currency hedge ratios," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-01.
• Eschenhof, Sabine, 2009, "Standard Taylor rules revisited: A cross country study for European countries," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 196.
• Reinsberg, Bernhard, 2009, "Sovereign wealth - no fund: The decisive role of domestic veto players," PIPE - Papers on International Political Economy, Free University Berlin, Center for International Political Economy, number 1/2009.
• Petreski, Marjan, 2009, "Exchange-rate regime and economic growth: a review of the theoretical and empirical literature," Economics Discussion Papers, Kiel Institute for the World Economy, number 2009-31.
• Petreski, Marjan, 2009, "Analysis of exchange-rate regime effect on growth: theoretical channels and empirical evidence with panel data," Economics Discussion Papers, Kiel Institute for the World Economy, number 2009-49.
• García Solanes, José & Torrejón-Flores, Fernando, 2009, "The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-24, DOI: 10.5018/economics-ejournal.ja.2009-.
• Sucarrat, Genaro, 2009, "Forecast Evaluation of Explanatory Models of Financial Variability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-33, DOI: 10.5018/economics-ejournal.ja.2009-.
• Bénassy-Quéré, Agnès & Fontagné, Lionel & Raff, Horst, 2009, "Exchange-rate misalignments in duopoly: the case of Airbus and Boeing," Kiel Working Papers, Kiel Institute for the World Economy, number 1488.
• Dovern, Jonas & Jannsen, Nils & Scheide, Joachim, 2009, "Die Bedeutung monetärer Größen für die deutsche Wachstumsschwäche 1995 -2005," Kiel Working Papers, Kiel Institute for the World Economy, number 1492.
• Mahagaonkar, Prashanth & Schweickert, Rainer & Chavali, Aditya S., 2009, "Sectoral R&D intensity and exchange rate volatility: a panel study for OECD countries," Kiel Working Papers, Kiel Institute for the World Economy, number 1531.
• Schnabl, Gunther & Freitag, Stephan, 2009, "An asymmetry matrix in global current accounts," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 76.
• Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2009, "How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 134.
• Daniëls, Tijmen R. & Jager, Henk & Klaassen, Franc, 2009, "Defending against speculative attacks," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-011.
• Broll, Udo & Eckwert, Bernhard, 2009, "Modelling information and hedging: the exporting firm," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 02/09.
• Broll, Udo & Wahl, Jack E. & Wessel, Christoph, 2009, "Export and benefits of hedging in emerging economies," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 10/09.
• Biswas, Amit K., 2009, "Import tariff led export under-invoicing: a paradox," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 12/09.
• Wahl, Jack E. & Broll, Udo, 2009, "Güterwirtschaftliches Risikomanagement: Ein Entscheidungsmodell zur Lagerpolitik bei Unsicherheit," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 14/09.
• Broll, Udo & Wahl, Jack E., 2009, "Liquidity constrained exporters: Trade and futures hedging," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 17/09.
• Mathias Hoffmann & Ronald MacDonald, 2009, "Real exchange rates and real interest rate differentials: a present value interpretation," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 404, Feb.
• Thomas Nitschka, 2009, "Momentum in stock market returns, risk premia on foreign currencies and international financial integration," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 405, Mar.
• MacDonald, Ronald & Menkhoff, Lukas & Rebitzky, Rafael R., 2009, "Exchange rate forecasters’ performance: evidence of skill?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-10.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2009, "3-Regime symmetric STAR modeling and exchange rate reversion," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-07.
• Chen, Yu-Fu & Funke, Michael & Glanemann, Nicole, 2009, "A Soft Edge Target Zone Model: Theory And Application To Hong Kong," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-61.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2009, "Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-37.
• Colavecchio, Roberta & Funke, Michael, 2009, "Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets," Journal of Asian Economics, Elsevier, volume 20, issue 2, pages 174-196, March.
• Fischer, Andreas M. & Isakova, Gulzina & Termechikov, Ulanbek, 2009, "Do FX traders in Bishkek have similar perceptions to their London colleagues?: Survey evidence of market practitioners' views," Journal of Asian Economics, Elsevier, volume 20, issue 2, pages 98-109, March.
• Carranza, Luis & Galdon-Sanchez, Jose E. & Gomez-Biscarri, Javier, 2009, "Exchange rate and inflation dynamics in dollarized economies," Journal of Development Economics, Elsevier, volume 89, issue 1, pages 98-108, May.
• Bauer, Christian & De Grauwe, Paul & Reitz, Stefan, 2009, "Exchange rate dynamics in a target zone--A heterogeneous expectations approach," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 2, pages 329-344, February.
• Baillie, Richard T. & Morana, Claudio, 2009, "Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 8, pages 1577-1592, August.
• Basher, Syed A. & Westerlund, Joakim, 2009, "Panel cointegration and the monetary exchange rate model," Economic Modelling, Elsevier, volume 26, issue 2, pages 506-513, March.
• Becker, Bettina & Hall, Stephen G., 2009, "How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe," Economic Modelling, Elsevier, volume 26, issue 4, pages 788-798, July.
• Broll, Udo & Eckwert, Bernhard, 2009, "Modelling information and hedging: The exporting firm," Economic Modelling, Elsevier, volume 26, issue 5, pages 974-977, September.
• Hoffmann, Mathias & MacDonald, Ronald, 2009, "Real exchange rates and real interest rate differentials: A present value interpretation," European Economic Review, Elsevier, volume 53, issue 8, pages 952-970, November.
• Esteves, Rui Pedro & Reis, Jaime & Ferramosca, Fabiano, 2009, "Market Integration in the Golden Periphery. The Lisbon/London Exchange, 1854-1891," Explorations in Economic History, Elsevier, volume 46, issue 3, pages 324-345, July.
• Fatum, Rasmus & Pedersen, Jesper, 2009, "Real-time effects of central bank intervention in the euro market," Journal of International Economics, Elsevier, volume 78, issue 1, pages 11-20, June.
• Bjørnland, Hilde C., 2009, "Monetary policy and exchange rate overshooting: Dornbusch was right after all," Journal of International Economics, Elsevier, volume 79, issue 1, pages 64-77, September.
• Fratzscher, Marcel, 2009, "How successful is the G7 in managing exchange rates?," Journal of International Economics, Elsevier, volume 79, issue 1, pages 78-88, September.
• Beine, Michel & Laurent, Sébastien & Palm, Franz C., 2009, "Central bank FOREX interventions assessed using realized moments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 1, pages 112-127, February.
• Gnabo, Jean-Yves & Teiletche, Jérôme, 2009, "Foreign-exchange intervention strategies and market expectations: insights from Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 3, pages 432-446, July.
• Hillebrand, Eric & Schnabl, Gunther & Ulu, Yasemin, 2009, "Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 3, pages 490-505, July.
• Morana, Claudio, 2009, "On the macroeconomic causes of exchange rate volatility," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 328-350.
• Carriero, A. & Kapetanios, G. & Marcellino, M., 2009, "Forecasting exchange rates with a large Bayesian VAR," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 400-417.
• Chinn, Menzie D. & Lee, Jaewoo, 2009, "Three current account balances: A "Semi-Structuralist" interpretation," Japan and the World Economy, Elsevier, volume 21, issue 2, pages 202-212, March.
• Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2009, "Does the law of one price hold in international financial markets? Evidence from tick data," Journal of Banking & Finance, Elsevier, volume 33, issue 10, pages 1741-1754, October.
• Kocenda, Evzen & Poghosyan, Tigran, 2009, "Macroeconomic sources of foreign exchange risk in new EU members," Journal of Banking & Finance, Elsevier, volume 33, issue 11, pages 2164-2173, November.
• Ranaldo, Angelo, 2009, "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, volume 33, issue 12, pages 2199-2206, December.
• Chortareas, Georgios & Kapetanios, George, 2009, "Getting PPP right: Identifying mean-reverting real exchange rates in panels," Journal of Banking & Finance, Elsevier, volume 33, issue 2, pages 390-404, February.
• Beine, Michel & Bernal, Oscar & Gnabo, Jean-Yves & Lecourt, Christelle, 2009, "Intervention policy of the BoJ: A unified approach," Journal of Banking & Finance, Elsevier, volume 33, issue 5, pages 904-913, May.
• Darvas, Zsolt, 2009, "Leveraged carry trade portfolios," Journal of Banking & Finance, Elsevier, volume 33, issue 5, pages 944-957, May.
• Beine, Michel & Grauwe, Paul De & Grimaldi, Marianna, 2009, "The impact of FX central bank intervention in a noise trading framework," Journal of Banking & Finance, Elsevier, volume 33, issue 7, pages 1187-1195, July.
• Fratzscher, Marcel & Mehl, Arnaud, 2009, "Do China and oil exporters influence major currency configurations?," Journal of Comparative Economics, Elsevier, volume 37, issue 3, pages 335-358, September.
• Menkhoff, Lukas & Rebitzky, Rafael R. & Schröder, Michael, 2009, "Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach," Journal of Economic Behavior & Organization, Elsevier, volume 70, issue 1-2, pages 241-252, May.
• Bask, Mikael, 2009, "Instrument rules in monetary policy under heterogeneity in currency trade," Journal of Economics and Business, Elsevier, volume 61, issue 2, pages 97-111.
• Krylova, Elizaveta & Nikkinen, Jussi & Vähämaa, Sami, 2009, "Cross-dynamics of volatility term structures implied by foreign exchange options," Journal of Economics and Business, Elsevier, volume 61, issue 5, pages 355-375, September.