Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2009

• Gagnon, Joseph E., 2009, "Currency crashes and bond yields in industrial countries," Journal of International Money and Finance, Elsevier, volume 28, issue 1, pages 161-181, February.
• Fang, WenShwo & Lai, YiHao & Miller, Stephen M., 2009, "Does exchange rate risk affect exports asymmetrically? Asian evidence," Journal of International Money and Finance, Elsevier, volume 28, issue 2, pages 215-239, March.
• Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2009, "Predictability in financial markets: What do survey expectations tell us?," Journal of International Money and Finance, Elsevier, volume 28, issue 3, pages 406-426, April.
• Burkhard, Lukas & Fischer, Andreas M., 2009, "Communicating policy options at the zero bound," Journal of International Money and Finance, Elsevier, volume 28, issue 5, pages 742-754, September.
• Dreher, Axel & Vaubel, Roland, 2009, "Foreign exchange intervention and the political business cycle: A panel data analysis," Journal of International Money and Finance, Elsevier, volume 28, issue 5, pages 755-775, September.
• Melvin, Michael & Taylor, Mark P., 2009, "The crisis in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 28, issue 8, pages 1317-1330, December.
• Clarida, Richard & Davis, Josh & Pedersen, Niels, 2009, "Currency carry trade regimes: Beyond the Fama regression," Journal of International Money and Finance, Elsevier, volume 28, issue 8, pages 1375-1389, December.
• Fratzscher, Marcel, 2009, "What explains global exchange rate movements during the financial crisis?," Journal of International Money and Finance, Elsevier, volume 28, issue 8, pages 1390-1407, December.
• Hayakawa, Kazunobu & Kimura, Fukunari, 2009, "The effect of exchange rate volatility on international trade in East Asia," Journal of the Japanese and International Economies, Elsevier, volume 23, issue 4, pages 395-406, December.
• Bénassy-Quéré, Agnès & Béreau, Sophie & Mignon, Valérie, 2009, "The dollar in the turmoil," Journal of the Japanese and International Economies, Elsevier, volume 23, issue 4, pages 427-436, December.
• Crespo Cuaresma, Jesús & Slacik, Tomas, 2009, "On the determinants of currency crises: The role of model uncertainty," Journal of Macroeconomics, Elsevier, volume 31, issue 4, pages 621-632, December.
• Chalamandaris, Georgios & Tsekrekos, Andrianos E., 2009, "Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market," The Journal of Economic Asymmetries, Elsevier, volume 6, issue 1, pages 49-74, DOI: 10.1016/j.jeca.2009.01.005.
• Ho, Woon-Yee & Wang, Peiming & Alba, Joseph D., 2009, "Merger and acquisition FDI, relative wealth and relative access to bank credit: Evidence from a bivariate zero-inflated count model," International Review of Economics & Finance, Elsevier, volume 18, issue 1, pages 26-30, January.
• Antonio Forte, 2009, "The pass-through effect: a twofold analysis," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_08, Aug.
• Daniel Buncic, 2009, "Understanding forecast failure of ESTAR models of real exchange rates," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_18, 08.
• Salem M. Abo-Zaid, 2009, "Sticky Wages, Incomplete Pass-Through and Inflation Targeting: What is the Right Index to Target?," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_23, 09.
• Weshah Razzak, 2009, "On the GCC Currency Union," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_29, Feb.
• Otakar Turek, 2009, "Globalizacija - historija i aktuelnost," Ekonomija Economics, Rifin d.o.o., volume 16, issue 1, pages 187-194.
• Otakar Turek, 2009, "Raspodjela ucinaka (efekata) mecunarodne trgovine u globaliziranom svijetu," Ekonomija Economics, Rifin d.o.o., volume 16, issue 1, pages 195-236.
• Patrícia Helena F. Cunha & Paulo Gala, 2009, "Do populismo às bandas cambiais: a evolução da política cambial no Chile de 1970 a 1999," Brazilian Journal of Political Economy, FGV EAESP, volume 29, issue 3, pages 35-53, July.
• Andreas Röthig & Willi Semmler & Peter Flaschel, 2009, "Corporate Currency Hedging and Currency Crises," Chapters, Edward Elgar Publishing, chapter 7, in: Andreas Pyka & Uwe Cantner & Alfred Greiner & Thomas Kuhn, "Recent Advances in Neo-Schumpeterian Economics".
• Gunther Schnabl, 2009, "Capital Markets and Exchange Rate Stabilization in East Asia: Diversifying Risk Based on Currency Baskets," Chapters, Edward Elgar Publishing, chapter 10, in: Koichi Hamada & Beate Reszat & Ulrich Volz, "Towards Monetary and Financial Integration in East Asia".
• Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2009, "The Illusion of Precision and the Role of the Renminbi in Regional Integration," Chapters, Edward Elgar Publishing, chapter 13, in: Koichi Hamada & Beate Reszat & Ulrich Volz, "Towards Monetary and Financial Integration in East Asia".
• Cristina Terra & Frederico Valladares, 2009, "Real Exchange Rate Misalignments," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2009-03.
• Mikael Bask, 2009, "Optimal monetary policy under heterogeneity in currency trade," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 1, issue 4, pages 338-354, November, DOI: 10.1108/17576380911050061.
• Chang, C-L. & McAleer, M.J., 2009, "Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-41, Nov.
• Chang, C-L. & McAleer, M.J., 2009, "Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-41, Nov.
• Mark Weisbrot & Jose Cordero & Luis Sandoval, 2009, "Empowering the IMF: Should Reform be a Requirement for Increasing the Fund's Resources?," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2009-15, Apr.
• Mitsuyo ANDO & Akie IRIYAMA, 2009, "The Case of Japanese Manufacturing Firms," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number d012.
• Francisco Venegas Martínez & Abigail Rodríguez Nava, 2009, "Consumo y decisiones de portafolio en ambientes estocásticos: un marco teórico unificador," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 2, pages 29-64, November.
• Walid Ben Omrane & Christian M. Hafner, 2009, "Information Spillover, Volatility and the Currency Markets," International Econometric Review (IER), Economic Research Association, volume 1, issue 1, pages 50-62, April.
• Fat Codruta Maria & Beju Daniela Georgeta, 2009, "The Prospect of Euro Adoption in Romania," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 101-114.
• Ila Patnaik, 2009, "Does the Currency Regime Shape Unhedged Currency Exposure?," Working Papers, eSocialSciences, number id:2049.
• Jan Babecký & Aleš Bulíř & Kateřina šmídková, 2009, "Sustainable real exchange rates in the new EU Member States: Is FDI a mixed blessing?," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 368, Mar.
• Eric Ruscher & Guntram B. Wolff, 2009, "External rebalancing is not just an exporters' story: real exchange rates, the non-tradable sector and the euro," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 375, Mar.
• Hongyi Chen & Lars Jonung & Olaf Unteroberdoerster, 2009, "Lessons for China from financial liberalization in Scandinavia," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 383, Aug.
• Oxana Babecká-Kucharèuková, 2009, "Transmission of Exchange Rate Shocks into Domestic Inflation: The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 2, pages 137-152, June.
• Flora Bellone & Sarah Guillou & Lionel Nesta, 2009, "Are Export Premia Robust to Innovation Statistics ?," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2009-15.
• Jean-Paul Fitoussi & Eloi Laurent, 2009, "Macroeconomic and social policies in the EU 15 : the last two decades," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2009-20.
• Edward E. Ghartey, 2009, "The Mid 1990s Peso Crisis in Mexico: An Application of the Girton-Roper Model," Frontiers in Finance and Economics, SKEMA Business School, volume 6, issue 1, pages 73-92, April.
• Marcel Fratzscher, 2009, "How successful is the G7 in managing exchange rates?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 24.
• Marcel Fratzscher & Arnaud Mehl, 2009, "Do China and oil exporters influence major currency configurations?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 25.
• Enrique Martínez García & Jens Sondergaard, 2009, "Investment and trade patterns in a sticky-price, open-economy model," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 28.
• Morris Goldstein & Daniel Xie, 2009, "The impact of the financial crisis on emerging Asia," Proceedings, Federal Reserve Bank of San Francisco, pages 27-80.
• Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2009, "The international dimension of productivity and demand shocks in the U.S. economy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2009-09.
• Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius, 2009, "A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-01, Jan.
• Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind, 2009, "The Time-Varying Systematic Risk of Carry Trade Strategies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-15, Apr.
• Ingmar Nolte & Valeri Voev, 2009, "Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-16, Apr.
• Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2009, "What do we know about real exchange rate non-linearities?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-50, May.
• Maurice Obstfeld & Jay C. Shambaugh & Alan M. Taylor, 2009, "Financial Instability, Reserves, and Central Bank Swap Lines in the Panic of 2008," American Economic Review, American Economic Association, volume 99, issue 2, pages 480-486, May.
• Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2009, "Understanding the Forward Premium Puzzle: A Microstructure Approach," American Economic Journal: Macroeconomics, American Economic Association, volume 1, issue 2, pages 127-154, July.
• Daniel Stavárek, 2009, "Assessment of the exchange rate convergence in Euro-candidate countries," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 11, issue 25, pages 159-180, February.
• Dorosh, Paul & Robinson, Sherman & Hashim, Ahmed, 2009, "Economic Implications of Foreign Exchange Rationing in Ethiopia," Ethiopian Journal of Economics, Ethiopian Economics Association, volume 18, issue 2, pages 132-132, August, DOI: 10.22004/ag.econ.249605.
• Yeboah, Osei-Agyeman & Shaik, Saleem & Allen, Albert J., None, "Exchange Rates Impacts on Agricultural Inputs Prices using VAR," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 41, issue 2, DOI: 10.22004/ag.econ.53096.
• Hsing, Yu, 2009, "Analysis of the Behavior of the New Zealand Dollar Exchange Rate: Comparison of Four Major Models," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 5, issue 01-2, pages 1-10, March, DOI: 10.22004/ag.econ.143223.
• Alexandra HOROBET & Livia ILIE, 2009, "On The Exchange Rate Risk Contribution To The Performance Of International Investments: The Case Of Romania," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 3, pages 57-83, May.
• Dalina Dumitrescu, 2009, "Managing Transaction Exposure," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 11, pages 1-37.
• Filimon Stremtan & Silvia - Stefania Mihalache & Valeria Pioras, 2009, "On The Internationalization Of The Firms - From Theory To Practice," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 11, pages 1-48.
• Francesco Nucci & Alberto Franco Pozzolo, 2009, "Exchange Rate, Employment and Hours: What Firm-Level Data Say," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 12, Jan.
• Reginaldo Pinto Nogueira Junior, 2009, "Inflation Targeting and Fear of Floating in Brazil, Mexico and South Korea," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 10, issue 2, pages 195-209.
• Hayk Avetisyan, 2009, "Early Warning Systems for Predicting Currency Crises in Armenia," Working Papers, Central Bank of Armenia, number 2.
• Vahagn Davtyan & Haykaz Igityan, 2021, "Structural Reforms in DSGE Model," Working Papers, Central Bank of Armenia, number 17, Feb.
• Laura Mayoral, 2009, "Heterogeneous dynamics, aggregation and the persistence of economic shocks," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 786.09, Oct.
• Laura Mayoral & Maria Dolores Gadea, 2009, "Analyzing aggregate real exchange rate persistence through the lens of sectoral data," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 787.09, Oct.
• Ilina Lilova, 2009, "Impact of the Currency Board System on the course of International Economic Crises," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 70-81.
• Alicia Garcia-Herrero & Jacob Gyntelberg & Andrea Tesei, 2009, "The Asian crisis: what did local stock markets expect?," Working Papers, BBVA Bank, Economic Research Department, number 0902, Feb.
• Ehsan U. Choudhri & Lawrence L. Schembri, 2009, "Productivity, the Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited," Staff Working Papers, Bank of Canada, number 09-22, DOI: 10.34989/swp-2009-22.
• Stephen Murchison, 2009, "Exchange Rate Pass-through and Monetary Policy: How Strong is the Link?," Staff Working Papers, Bank of Canada, number 09-29, DOI: 10.34989/swp-2009-29.
• Christian Broda & Piero Ghezzi & Eduardo Levy-Yeyati, 2009, "The New Global Equilibrium," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 53-54, pages 167-185, January -.
• Benavides Guillermo & Capistrán Carlos, 2009, "A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008," Working Papers, Banco de México, number 2009-10, Oct.
• Álvaro Monge & Diego Winkelried, 2009, "PPC y convergencia de precios: un análisis para las ciudades del Perú," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 27, issue 58, pages 56-105, August, DOI: 10.32468/Espe.5802.
• Irena Janković, 2009, "Pricing Of Foreign Currency Options In The Serbian Market," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 54, issue 180, pages 91-115, January –.
• María Dolores Gadea & Laura Mayoral, 2015, "Analyzing aggregate real exchange rate persistence through the lens of sectoral data," Working Papers, Barcelona School of Economics, number 399, Sep.
• Laura Mayoral, 2015, "Heterogeneous dynamics, aggregation and the persistence of economic shocks," Working Papers, Barcelona School of Economics, number 400, Sep.
• Paola Gallardo & Alexandra Heath, 2009, "Execution methods in foreign exchange markets," BIS Quarterly Review, Bank for International Settlements, March.
• Miguel FUENTES, 2009, "Dollarization Of Debt Contracts: Evidence From Chilean Firms," The Developing Economies, Institute of Developing Economies, volume 47, issue 4, pages 458-487, December, DOI: 10.1111/j.1746-1049.2009.00094.x.
• C. Emre Alper & Oya Pinar Ardic & Salih Fendoglu, 2009, "The Economics Of The Uncovered Interest Parity Condition For Emerging Markets," Journal of Economic Surveys, Wiley Blackwell, volume 23, issue 1, pages 115-138, February, DOI: 10.1111/j.1467-6419.2008.00558.x.
• Balázs Égert & Ronald MacDonald, 2009, "Monetary Transmission Mechanism In Central And Eastern Europe: Surveying The Surveyable," Journal of Economic Surveys, Wiley Blackwell, volume 23, issue 2, pages 277-327, April, DOI: 10.1111/j.1467-6419.2008.00563.x.
• Jeffrey A. Frankel, 2009, "New Estimation Of China'S Exchange Rate Regime," Pacific Economic Review, Wiley Blackwell, volume 14, issue 3, pages 346-360, August, DOI: 10.1111/j.1468-0106.2009.00454.x.
• Virginie Coudert & Cécile Couharde, 2009, "Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries," Review of International Economics, Wiley Blackwell, volume 17, issue 1, pages 121-136, February, DOI: 10.1111/j.1467-9396.2008.00782.x.
• Martin Berka, 2009, "Nonlinear Adjustment in Law of One Price Deviations and Physical Characteristics of Goods," Review of International Economics, Wiley Blackwell, volume 17, issue 1, pages 51-73, February, DOI: 10.1111/j.1467-9396.2008.00780.x.
• Maria Grydaki & Stilianos Fountas, 2009, "Exchange Rate Volatility and Output Volatility: A Theoretical Approach," Review of International Economics, Wiley Blackwell, volume 17, issue 3, pages 552-569, August, DOI: 10.1111/j.1467-9396.2009.00833.x.
• Joshua Aizenman & Reuven Glick, 2009, "Sterilization, Monetary Policy, and Global Financial Integration," Review of International Economics, Wiley Blackwell, volume 17, issue 4, pages 777-801, September, DOI: 10.1111/j.1467-9396.2009.00848.x.
• Thabo M. Mokoena & Rangan Gupta & Reneé Van Eyden, 2009, "Testing For Ppp Using Sadc Real Exchange Rates," South African Journal of Economics, Economic Society of South Africa, volume 77, issue 3, pages 351-362, September, DOI: 10.1111/j.1813-6982.2009.01220.x.
• Andrew Stuart Duncan & Guangling“dave” Liu, 2009, "Modelling South African Currency Crises As Structural Changes In The Volatility Of The Rand," South African Journal of Economics, Economic Society of South Africa, volume 77, issue 3, pages 363-379, September, DOI: 10.1111/j.1813-6982.2009.01215.x.
• Camille Cornand & Frank Heinemann, 2009, "Speculative Attacks with Multiple Sources of Public Information," Scandinavian Journal of Economics, Wiley Blackwell, volume 111, issue 1, pages 73-102, March, DOI: 10.1111/j.1467-9442.2008.01555.x.
• Aaditya Mattoo & Arvind Subramanian, 2009, "Currency Undervaluation and Sovereign Wealth Funds: A New Role for the World Trade Organization," The World Economy, Wiley Blackwell, volume 32, issue 8, pages 1135-1164, August, DOI: 10.1111/j.1467-9701.2009.01199.x.
• Marco Antonio Laguna Vargas, 2009, "Características de la inflación importada en Bolivia: ¿Puede contenerse con política cambiaria?," Revista de Análisis del BCB, Banco Central de Bolivia, volume 11, issue 1, pages 77-109, December.
• Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime, 2009, "Asymmetric information in the interbank foreign exchange market," Working Paper, Norges Bank, number 2008/25, Jan.
• Ida Wolden Bache & Kjersti Næss & Tommy Sveen, 2009, "Revisiting the importance of non-tradable goods' prices in cyclical real exchange rate fluctuations," Working Paper, Norges Bank, number 2009/03, Jan.
• Hilde C. Bjørnland & Dag Henning Jacobsen, 2009, "The role of house prices in the monetary policy transmission mechanism in small open economies," Working Paper, Norges Bank, number 2009/06, Apr.
• Hilde C. Bjørnland, 2009, "Monetary policy and exchange rate overshooting: Dornbusch was right after all," Working Paper, Norges Bank, number 2009/09, Jun.
• Mirko Licchetta, 2009, "Common determinants of currency crises: role of external balance sheet variables," Bank of England working papers, Bank of England, number 366, Apr.
• Semra Karacaer & Yusuf Volkan Topuz, 2009, "The Effect of the Change in the Exchange Rate of US Dollars on the Market Index of Developing Countries: January 2001– November 2006 Period," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 42, pages 1-18.
• Thomas Oberlechner & Carol Osler, 2009, "Overconfidence in Currency Markets," Working Papers, Brandeis University, Department of Economics and International Business School, number 02, Oct.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009, "Private information, stock markets, and exchange rates," Working Papers, Monetary Policy Group, Bank of Thailand, number 2009-07, Jul.
• Bogdan Cozmanca & Florentina Manea, 2009, "Exchange Rate Pass-Through into Romanian Price Indices: A VAR Approach," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 34, Nov.
• Agnès Bénassy-Quéré & Sophie Béreau & Valérie Mignon, 2009, "Taux de change d'équilibre. Une question d'horizon," Revue économique, Presses de Sciences-Po, volume 60, issue 3, pages 657-666.
• 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," Revue économique, Presses de Sciences-Po, volume 60, issue 6, pages 1421-1453.
• Frederick J. Boehmke & Chris Meissner, 2009, "Modeling Sample Selection for Durations with Time-Varying Covariates, With an Application to the Duration of Exchange Rate Regimes," Working Papers, University of California, Davis, Department of Economics, number 276, Sep.
• Arghyrou, Michael G & Gregoriou, Andros & Pourpourides, Panayiotis M., 2009, "A new solution to the purchasing power parity puzzles? Risk-aversion, exchange rate uncertainty and the law of one price: Insights from the market of online air-travel tickets," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/2, Jan, revised Jul 2009.
• Arghyrou, Michael G & Gregoriou, Andros & Pourpourides, Panayiotis M., 2009, "Exchange rate uncertainty and deviations from Purchasing Power Parity: Evidence from the G7 area," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/23, Nov.
• David Laidler, 2009, "Getting Talk Back on Target: The Exchange Rate and the Inflation Rate," e-briefs, C.D. Howe Institute, number 89, Dec.
• Noton, Carlos, 2009, "Structural Estimation of Price Adjustment Costs in the European Car Market," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt29643386, Oct.
• Aizenman, Joshua & Sun, Yi, 2009, "The financial crisis and sizable international reserves depletion: From ‘fear of floating’ to the ‘fear of losing international reserves’?," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt6rf4r8v8, Sep.
• Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade, 2009, "On the purchasing power parity for Latin-American countries," Journal of Applied Economics, Universidad del CEMA, volume 12, pages 33-54, May.
• Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O. Aa. Solheim, 2009, "'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks," CESifo Working Paper Series, CESifo, number 2518.
• Joanna Beza-Bojanowska & Ronald MacDonald, 2009, "The Behavioural Zloty/Euro Equilibrium Exchange Rate," CESifo Working Paper Series, CESifo, number 2568.
• Balazs Egert, 2009, "The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa," CESifo Working Paper Series, CESifo, number 2612.
• Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Taylor, 2009, "Bank of England Interest Rate Announcements and the Foreign Exchange Market," CESifo Working Paper Series, CESifo, number 2613.
• Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009, "Exchange Rate Forecasters' Performance: Evidence of Skill?," CESifo Working Paper Series, CESifo, number 2615.
• Yin-Wong Cheung & Hiro Ito, 2009, "A Cross-Country Empirical Analysis of International Reserves," CESifo Working Paper Series, CESifo, number 2654.
• Michael Melvin & Mark P. Taylor, 2009, "The Crisis in the Foreign Exchange Market," CESifo Working Paper Series, CESifo, number 2707.
• Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault, 2009, "International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence," CESifo Working Paper Series, CESifo, number 2819.
• Ansgar Belke & Gunther Schnabl & Holger Zemanek, 2009, "Real Convergence, Capital Flows, and Competitiveness in Central and Eastern Europe," CESifo Working Paper Series, CESifo, number 2835.
• Gunther Schnabl, 2009, "Eurovisionen in Mittel- und Osteuropa im Zeichen der Finanzmärkte," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 16, issue 04, pages 39-44, August.
• Loriano MANCINI & Angelo RANALDO & Jan WRAMPELMEYER, 2009, "Liquidity in the Foreign Exchange Market: Measurement, Commonality,and Risk Premiums," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-44, Nov.
• Agnès Bénassy-Quéré & Sophie Béreau & Valérie Mignon, 2009, "The Dollar in the Turmoil," Working Papers, CEPII research center, number 2009-08, Apr.
• Agnès Bénassy-Quéré & Lionel Fontagné & Horst Raff, 2009, "Exchange-Rate Misalignments in Duopoly: the Case of Airbus and Boeing," Working Papers, CEPII research center, number 2009-10, Jun.
• Sophie Béreau & Antonia Lopez Villavicencio & Valérie Mignon, 2009, "Currency Misalignments and Growth: a New Look Using Nonlinear Panel Data Methods," Working Papers, CEPII research center, number 2009-17, Sep.
• Antonia López-Villavicencio & Valérie Mignon, 2009, "On Equilibrium Exchange Rates: Is Emerging Asia Different?," Working Papers, CEPII research center, number 2009-38, Dec.
• Andre Varella Mollick, 2009, "Crisis and Volatility in Asian Versus Latin American Real Exchange Rates," Economie Internationale, CEPII research center, issue 117, pages 5-29.
• Jinzhao Chen, 2009, "Beyond Cheap Talks: Assessing the Undervaluation of the Chinese Currency Between 1994 and 2007," Economie Internationale, CEPII research center, issue 119, pages 47-82.
• Virginie Coudert & Cécile Couharde & Valérie Mignon, 2009, "Terms of Trade and Exchange Rates: a Relationship Complicated by Anchor Policies," La Lettre du CEPII, CEPII research center, issue 285.
• Agnès Bénassy-Quéré, 2009, "The Dollar - Unsafe Haven," La Lettre du CEPII, CEPII research center, issue 289.
• Jean-François HOARAU & Claude Lopez & Michel PAUL, 2009, "Short Note on the Unemployment Rate of the French Overseas Regions," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2009-3.
• Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2009, "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," CIRANO Working Papers, CIRANO, number 2009s-18, May.
• Jaime Villamil, 2009, "Aproximación no lineal al modelo de overshooting usando redes neuronales multicapa para el tipo de cambio dólar-peso," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Jos� Eduardo G�mez G�nzlaez & Jorge Mario Uribe Gil & Hern�n Pi�eros Gordo, 2009, "Determinantes de la Rentabilidad de los Bancos en Colombia: �Importa la Tasa de Cambio?," Borradores de Economia, Banco de la Republica, number 5405, Mar.
• Juan Jos� Echavarr�a & Diego V�squez & Mauricio Villamizar, 2009, "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia, Banco de la Republica, number 5509, Apr.
• jair Ojeda Joya, 2009, "Purchasing Power Parity and Breaking Trend Functions in the Real Exchange Rate," Borradores de Economia, Banco de la Republica, number 5521, May.
• Jos� Eduardo G�mez Gonz�lez & In�s Paola Orozco, 2009, "Un Modelo de Alerta Temprana para el Sistema Financiero Colombiano," Borradores de Economia, Banco de la Republica, number 5544, May.
• Juan Jos� Echavarr�a & Enrique L�pez E. & Martha Misas A., 2009, "Intervenciones cambiarias y pol�tica monetaria en Colombia. Un an�lisis de VAR estructural," Borradores de Economia, Banco de la Republica, number 6127, Nov.
• Álvaro Monge & Diego Winkelried, 2009, "PPC y convergencia de precios: un análisis para las ciudades del Perú," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 27, issue 58, pages 56-105, DOI: 10.32468/Espe.5802.
• Catherine Fayad Hernández & Roberto Carlos Fortich Mesa & Ignacio Vélez - Pareja, 2009, "Proyección De La Tasa De Cambio De Colombia Bajo Condiciones De Ppa: Evidencia Empírica Usando Var," Estudios Gerenciales, Universidad Icesi.
• Andres Mauricio Vargas P. & Camilo Rivera P�rez, 2009, "Controles a la entrada de capitales y volatilidad de la tasa de cambio: ¿dano colateral? la experiencia colombiana," Documentos de Trabajo UEC, Universidad Externado de Colombia, number 5667, Jun.
• Catherine Fayad & Roberto Fortich & Ignacio Velez-Pareja, 2009, "Proyeccion de la tasa de cambio de Colombia bajo condiciones de PPA: evidencia empirica y demostracion econometrica mediante VAR," Documentos de Trabajo, Universidad Tecnológica de Bolívar, number 5293, Feb.
• Juan Esteban Carranza & Carlos Giovanni González Espitia, 2009, "Consideraciones casi obvias sobre la tasa de cambio," Documentos de Políticas Públicas, Universidad Icesi, number 6301, Dec.
• Gustavo Solórzano Andrade & Iván Rivadeneyra Camino & Luis Ángel Guamán Lazo, 2009, "Cambio estructural en la competitividad ecuatoriana después de la dolarización," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1.
• Andrés Mauricio Vargas P. & Camilo Riviera P., 2009, "Controles a la entrada de capitales y volatilidad de la tasa de cambio: la experiencia colombiana," Coyuntura Económica, Fedesarrollo.
• Jingliang Xiao & Glyn Wittwer, 2009, "Will an Appreciation of the Renminbi Rebalance the Global Economy? A Dynamic Financial CGE Analysis," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-192, Nov.
• Sarno, Lucio & Rime, Dagfinn & Sojli, Elvira, 2009, "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers, Centre for Economic Policy Research, number 7225, Mar.
• Söderlind, Paul & Ranaldo, Angelo, 2009, "Safe Haven Currencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 7249, Apr.
• Bacchetta, Philippe & van Wincoop, Eric, 2009, "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," CEPR Discussion Papers, Centre for Economic Policy Research, number 7309, May.
• Gabaix, Xavier & Verdelhan, Adrien & Rancière, Romain & Farhi, Emmanuel & Fraiberger, Samuel P., 2009, "Crash Risk in Currency Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 7322, Jun.
• Söderlind, Paul & Christiansen, Charlotte & Ranaldo, Angelo, 2009, "The Time-Varying Systematic Risk of Carry Trade Strategies," CEPR Discussion Papers, Centre for Economic Policy Research, number 7345, Jun.
• Hau, Harald, 2009, "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 7348, Jun.
• Bacchetta, Philippe & van Wincoop, Eric & Beutler, Toni, 2009, "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," CEPR Discussion Papers, Centre for Economic Policy Research, number 7383, Jul.
• Taylor, Mark & Melvin, Michael, 2009, "The Crisis in the Foreign Exchange Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 7472, Sep.
• Taylor, Alan M. & Jordà , Ã’scar, 2009, "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," CEPR Discussion Papers, Centre for Economic Policy Research, number 7568, Nov.
• Sarno, Lucio & Fratzscher, Marcel & Juvenal, Luciana, 2009, "Asset Prices, Exchange Rates and the Current Account," CEPR Discussion Papers, Centre for Economic Policy Research, number 7614, Dec.
• Christian Wolff & Ron Jongen & Willem F.C. Verschoor & Remco C.J. Zwinkels, 2009, "Dispersion of Beliefs in the Foreign Exchange Market," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-01.
• Taizo Motonishi, 2009, "Are the East Asian Currencies still Misaligned? An analysis based on absolute PPP-Income relationship using panel data," Asia Pacific Economic Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 381.
• Qiang Gong & Shen Jia & Justin Yifu Lin, 2009, "Firm Liquidation and Economic Crisis under Unexpected Exchange Rate Shock," Annals of Economics and Finance, Society for AEF, volume 10, issue 1, pages 1-14, May.
• Eichengreen, Barry & Flandreau, Marc, 2009, "The rise and fall of the dollar (or when did the dollar replace sterling as the leading reserve currency?)," European Review of Economic History, Cambridge University Press, volume 13, issue 3, pages 377-411, December.
• Yeboah, Osei & Shaik, Saleem & Allen, Albert, 2009, "Exchange Rates Impacts on Agricultural Inputs Prices using VAR," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 41, issue 2, pages 511-520, August.
• Christian Dreger & Jarko Fidrmuc, 2009, "Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 5.6.
• Christian Dreger & Jarko Fidrmuc, 2009, "Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 867.
• Ansgar Belke & Gunther Schnabl & Holger Zemanek, 2009, "Real Convergence, Capital Flows, and Competitiveness in Central and Eastern Europe," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 937.
• Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault, 2009, "International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 941.
• Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009, "How Stable Are Monetary Models of the Dollar-Euro Exchange Rate?: A Time-Varying Coefficient Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 944.
• Romain Restout, 2009, "The Balassa-Samuelson model in general equilibrium with markup variations," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-39.
• Salem Boubakri, 2009, "Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-5.
• Marial A. Yol, 2009, "Exchange Rate Behaviour in an Oil-Dependent Economy: The Experience of the Sudanese Dinar," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 44, issue 1, pages 69-88, July.
• Yu-Fu Chen & Michael Funke & Nicole Glanemann, 2009, "A Soft Edge Target Zone Model: Theory And Application To Hong Kong," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 228, Nov.
• Hsing, Y, 2009, "Functional Forms and PPP: The Case of Canada, the EU, Japan, and the U.K," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 1.
• Thabo M. Mokoena & Gupta, R. & Van Eyden, R., 2009, "Half-Life Deviations from PPP in the South African Development Community (SADC)," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 1.
• Abdul RASHID, 2009, "Testing The Modified-Combined Ppp And Uip Hypothesis In South Asian Economies," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 1.
• Idil UZ & Mehrin DALAN, 2009, "MONETARY APPROACH TO EXCHANGE RATE DETERMINATION: The Case of Argentina, Brazil, Taiwan and Turkey, 1986-2006," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 2.
• Prabhath Jayasinghe & Albert K. Tsui, 2009, "Time-Varying Currency Betas : Evidence from Developed and Emerging Markets," Finance Working Papers, East Asian Bureau of Economic Research, number 22761, Jan.
• Michael Hutchison & Jake Kendall & Gurnain Pasricha & Nirvikar Singh, 2009, "Indian Capital Control Liberalization : Evidence from NDF Markets," Finance Working Papers, East Asian Bureau of Economic Research, number 22971, Jan.
• Hiroyuki Taguchi, 2009, "Currency Regime and Monetary Autonomy," Finance Working Papers, East Asian Bureau of Economic Research, number 23076, Jan.
• Taizo Motonishi, 2009, "Are the East Asian Currencies still Misaligned? An Analysis Based on Absolute PPP-Income Relationship using Panel Data," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22882, Jan.
• Debapriya Bhattacharya & Towfiqul Islam Khan, 2009, "Recent Monetary Policy Statement of Bangladesh Bank (July 2009) An Analytical Commentary," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22907, Jan.
• Vu Thanh Hai & Albert K. Tsuia & Zhaoyong Zhang, 2009, "Measuring Asymmetry and Persistence in Conditional Volatility in Real Output : Evidence from Three East Asian Tigers Using a Multivariate GARCH approach," Trade Working Papers, East Asian Bureau of Economic Research, number 22760, Jan.
• Basu, Kaushik, 2009, "The Mechanics of Central Bank Intervention in Foreign Exchange Markets," Working Papers, Cornell University, Center for Analytic Economics, number 09-02, Jan.
• Frankel, Jeffrey & Poonawala, Jumana, 2009, "The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp09-023, Jul.
• Evsey Gurvich & Vladimir Sokolov & Alexey Ulyukaev, 2009, "Analysis of the Relationship Between the Exchange Rate Policy of the Russian Central Bank and the Interest Rates: Uncovered and Covered Parity," Journal of the New Economic Association, New Economic Association, issue 1-2, pages 104-126.
• Sosunov, K. & Ushakov, N., 2009, "Determination of the Real Exchange Rate of the Ruble and Assessment of Long-Run Policy of Real Exchange Rate Targeting," Journal of the New Economic Association, New Economic Association, issue 3-4, pages 97-121.