Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2007

• Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007, "Central bank intervention and exchange rate volatility, its continuous and jump components," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 12, issue 2, pages 201-223, DOI: 10.1002/ijfe.330.
• Luisa Corrado & Marcus Miller & Lei Zhang, 2007, "Bulls, bears and excess volatility: can currency intervention help?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 12, issue 2, pages 261-272, DOI: 10.1002/ijfe.329.
• Luís Antonio Ahumada & Jorge Selaive C., 2007, "Desarrollo del mercado de derivados cambiarios en Chile," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 22, issue 1, pages 35-58, June.
• Alfredo Pistelli, 2007, "Speculative currency attacks: role of inconsistent macroeconomic policies and real exchange rate overvaluation," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 22, issue 2, pages 3-27, December.
• Bennett T. McCallum, 2007, "Monetary Policy in East Asia: the Case of Singapore," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 07-E-10, Aug.
• Masazumi Hattori & Hyun Song Shin, 2007, "The Broad Yen Carry Trade," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 07-E-19, Oct.
• Bennett T. McCallum, 2007, "Monetary Policy in East Asia: The Case of Singapore," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 25, issue S1, pages 13-28, December.
• Mr. Zhiwei Zhang & Shang-Jin Wei, 2007, "Collateral Damage: Exchange Controls and International Trade," IMF Working Papers, International Monetary Fund, number 2007/008, Jan.
• Johan Lyhagen & Pär Österholm & Mikael Carlsson, 2007, "Testing for Purchasing Power Parity in Cointegrated Panels," IMF Working Papers, International Monetary Fund, number 2007/287, Dec.
• Jesús Crespo-Cuaresma & Tomas Slacik, 2007, "An "Almost-Too-Late" Warning Mechanism For Currency Crises," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2007-10, Jun.
• Seok Gil Park, 2007, "Solving Endogeneity in Assessing the Efficacy of Foreign Exchange Market Interventions," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2007-004, Feb.
• Miguel Fuentes, 2007, "Pass-Through to Import Prices: Evidence from Developing Countries," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 320.
• Raimundo Soto & Ibrahim A. Elbadawi, 2007, "Theory and Empirics of Real Exchange Rates in Developing Countries," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 324.
• Miguel Fuentes, 2007, "Dollarization of Debt Contracts: Evidence from Chilean Firms," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 326.
• Josip Funda & Gorana Lukiniæ & Igor Ljubaj, 2007, "Assessment of the Balassa-Samuelson Effect in Croatia," Financial Theory and Practice, Institute of Public Finance, volume 31, issue 4, pages 321-351.
• Petar Soric, 2007, "The Impact of Kuna Exchange Rate Volatility on Croatian Exports," Financial Theory and Practice, Institute of Public Finance, volume 31, issue 4, pages 353-369.
• Davor Kunovac, 2007, "Factor Model Forecasting of Inflation in Croatia," Financial Theory and Practice, Institute of Public Finance, volume 31, issue 4, pages 371-393.
• Juan Carlos Cuestas & Javier Ordoñez & Mariam Camarero, 2007, "The Role Of Commodity Terms Of Trade In Determining The Real Exchange Rates Of Mediterranean Countries," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-15, Jul.
• Drine, Imed & Rault, Christophe, 2007, "Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models?," IZA Discussion Papers, IZA Network @ LISER, number 2887, Jun.
• Kraiwinee Bunyaratavej & T. K. Jayaraman, 2007, "Are the pacific island countries ready for a single currency?," Journal of Developing Areas, Tennessee State University, College of Business, volume 40, issue 2, pages 141-154, January-M.
• Wen-Shwo Fang & Tsang-Yao Chang & YiHao Lai, 2007, "Real Exchange Rate Variation and Export Revenue: Asian Evidence," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 3, issue 1, pages 67-96, January.
• Yu-Fong Sun & Tien-Wang Tsaur, 2007, "Currency Substitution and Currency Crises," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 3, issue 2, pages 177-199, July.
• Wonchang Jang, 2007, "How To Intervene In Fx Market: Market Microstructure Approach," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 32, issue 1, pages 105-128, June.
• Mansor H. Ibrahim, 2007, "Sectoral Effects Of Ringgit Depreciation Shocks," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 32, issue 2, pages 135-156, December.
• Kumakura, Masanaga & Kuroko, Masato, 2007, "China's Impact on the Exports of Other Asian Countries: A Note," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 131, Dec.
• Joakim Westerlund & Syed A. Basher, 2007, "Can panel data really improve the predictability of the monetary exchange rate model?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 26, issue 5, pages 365-383, DOI: 10.1002/for.1034.
• Nicola Carcano, 2007, "Country and currency diversification of bond investments: do they really make sense for Swiss investors?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 1, pages 95-120, March, DOI: 10.1007/s11408-006-0034-2.
• Christian Pierdzioch & Serkan Yener, 2007, "On the hump-shaped output effect of monetary policy in an open economy," International Economics and Economic Policy, Springer, volume 4, issue 1, pages 1-13, April, DOI: 10.1007/s10368-007-0078-4.
• Bernd Schnatz, 2007, "Is reversion to PPP in euro exchange rates non-linear?," International Economics and Economic Policy, Springer, volume 4, issue 3, pages 281-297, November, DOI: 10.1007/s10368-007-0091-7.
• Patrick Minford & David Peel, 2007, "On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets," Open Economies Review, Springer, volume 18, issue 1, pages 119-125, February, DOI: 10.1007/s11079-007-9002-3.
• Torben Andersen & Julia Chiriaeva, 2007, "Exchange Rate Pegs, Fiscal Policy and Credibility," Open Economies Review, Springer, volume 18, issue 1, pages 53-76, February, DOI: 10.1007/s11079-007-9004-1.
• Joshua Aizenman & Jaewoo Lee, 2007, "International Reserves: Precautionary Versus Mercantilist Views, Theory and Evidence," Open Economies Review, Springer, volume 18, issue 2, pages 191-214, April, DOI: 10.1007/s11079-007-9030-z.
• Nikolaos Giannellis & Athanasios Papadopoulos, 2007, "Estimating the Equilibrium Effective Exchange Rate for Potential EMU Members," Open Economies Review, Springer, volume 18, issue 3, pages 307-326, July, DOI: 10.1007/s11079-007-9040-x.
• Giorgio Fazio & Peter McAdam & Ronald MacDonald, 2007, "Disaggregate Real Exchange Rate Behaviour," Open Economies Review, Springer, volume 18, issue 4, pages 389-404, September, DOI: 10.1007/s11079-007-9055-3.
• Jesper Rangvid, 2007, "The Effects of Temporary Exchange-Rate-Based Stabilizations when Money Serves a Productive Role," Open Economies Review, Springer, volume 18, issue 4, pages 453-477, September, DOI: 10.1007/s11079-007-9033-9.
• Philip Lane & Sergio Schmukler, 2007, "The Evolving Role of China and India in the Global Financial System," Open Economies Review, Springer, volume 18, issue 4, pages 499-520, September, DOI: 10.1007/s11079-007-9044-6.
• Eleni Iliopulos & Marcus Miller, 2007, "UK External Imbalances and the Sterling: Are they on a Sustainable Path?," Open Economies Review, Springer, volume 18, issue 5, pages 539-557, November, DOI: 10.1007/s11079-007-9029-5.
• Jung Sik Kim & Jie Li & Ramkishen S. Rajan & Ozan Sula & Thomas D. Willett, 2007, "Reserve Adequacy In Asia Revisited: New Benchmarks Based On The Size And Composition Of Capital Flow," Korean Economic Review, Korean Economic Association, volume 23, pages 131-158.
• Doyeon Kim & Taeyoon Sung, 2007, "Does the Market Evaluate Firm`s FX Risk Management? -Evidence from the Korean Stock Market-," Korean Economic Review, Korean Economic Association, volume 23, pages 243-266.
• Tim Worrall & Pierre M. Picard, 2007, "Currency Areas and International Assistance," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2007/01, Jan.
• Nobuaki Hamaguchi, 2007, "Agglomeration Economies and Formation of Skill," Kobe Economic & Business Review, Research Institute for Economics & Business Administration, Kobe University, volume 51, pages 33-47, February.
• Axel Dreher & Roland Vaubel, 2007, "Foreign Exchange Intervention and the Political Business Cycle: A Panel Data Analysis," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-159, Apr, DOI: 10.3929/ethz-a-005390255.
• Christian Conrad & Michael J. Lamla, 2007, "The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-174, Sep, DOI: 10.3929/ethz-a-005476100.
• Darvas, Zsolt & Schepp, Zoltán, 2007, "Kelet-közép-európai devizaárfolyamok előrejelzése határidős árfolyamok segítségével
  [Forecasting the exchange rates of three Central-Eastern European currencies with forward exchange rates]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 501-528.
• Erdős, Tibor, 2007, "Árfolyam-politika és inflációs cél követése Magyarországon
  [Exchange-rate policy and inflation targeting in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 853-875.
• Rasmus Fatum & Jesper Pedersen, 2007, "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 07-01, Mar.
• Néstor Adrián Le Clech, 2007, "Paridad del Poder Adquisitivo en el Tipo de Cambio Argentino (Peso/Dólar)," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 1-2, pages 101-125, January-D.
• Bettina Becker & Stephen G. Hall, 2007, "A New Look at Economic Convergence in Europe: A Common Factor Approach," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_09, Feb, revised Feb 2007.
• M. Idrees Khawaja, 2007, "Exchange Market Pressure and Monetary Policy: Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 12, issue 2, pages 83-114, Jul-Dec.
• Bersch, Julia & Klüh, Ulrich H., 2007, "When countries do not do what they say: Systematic discrepancies between exchange rate regime announcements and de facto policies," Discussion Papers in Economics, University of Munich, Department of Economics, number 2072, Nov.
• Robert A. Simanjuntak & Friska P. Panjaitan, 2007, "Government Debt and Fiscal Sustainability: A Case Study of Indonesia 1988-2001," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 55, pages 219-251, December.
• Maurice J. Roche & Michael J. Moore, 2007, "Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1750507.
• Shu Wu, 2007, "Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 2-3, pages 423-442, March.
• Jesús Rodríguez López & José Luis Torres Chacón, 2007, "Following the Yellow Brick Road to the Euro?: Czech Republic, Hungary, and Poland," Eastern European Economics, Taylor & Francis Journals, volume 45, issue 6, pages 46-79, November.
• John Harvey, 2007, "Teaching Post Keynesian exchange rate theory," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 30, issue 2, pages 147-168, DOI: 10.2753/PKE0160-3477300201.
• Jack E. Wahl & Udo Broll, 2007, "Differential Taxation and Corporate Futures-Hedging," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 63, issue 4, pages 583-590, December, DOI: 10.1628/001522107X269032.
• Kathryn M. E. Dominguez & Freyan Panthaki, 2007, "The Influence of Actual and Unrequited Interventions," Working Papers, Research Seminar in International Economics, University of Michigan, number 561.
• Zsolt Darvas, 2007, "Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target Zone Literature," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0701, Feb.
• Zsolt Darvas & Zoltán Schepp, 2007, "Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0705, May.
• Rafael R. Rebitzky, 2007, "Sentiment in foreign exchange markets: Hidden fundamentals by the back door or just noise?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 118, Feb.
• Luisa Corrado & Marcus Miller & Lei Zhang, 2007, "Exchange Rate Monitoring Bands: Theory and Policy," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 146, Feb.
• Kleopatra Nikolaou, 2007, "The behaviour of the real exchange rate: Evidence from regression quantiles," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 46, Feb.
• Ivan Ivanov & Jason Hecht, 2007, "Bond Immunization and Exchange Rate Risk: Some Further Considerations," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 63, Feb.
• Christopher F Baum & Mustafa Caglayan, 2007, "Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 64, Feb.
• Georgios Chortareas & John Nankervis & Ying Jiang, 2007, "Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 79, Feb.
• Luciana Juvenal & Mark P. Taylor, 2007, "The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 80, Feb.
• Zsolt Darvas & Gábor Rappai & Zoltán Schepp, 2007, "Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 84, Feb.
• Norbert Kiss M. & Klára Pintér, 2007, "How do macroeconomic announcements and FX market transactions affect exchange rates?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 2, issue 1, pages 22-30, June.
• Darmoul Mokhtar & Nizar Harrathi, 2007, "Monetary information arrivals and intraday exchange rate volatility: A comparison of the GARCH and the EGARCH models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla07035, Jun.
• Philip R. Lane & Gian Maria Milesi-Ferretti, 2007, "A Global Perspective on External Positions," NBER Chapters, National Bureau of Economic Research, Inc, "G7 Current Account Imbalances: Sustainability and Adjustment".
• Menzie Chinn & Jeffrey A. Frankel, 2007, "Will the Euro Eventually Surpass the Dollar as Leading International Reserve Currency?," NBER Chapters, National Bureau of Economic Research, Inc, "G7 Current Account Imbalances: Sustainability and Adjustment".
• Muge Adalet & Barry Eichengreen, 2007, "Current Account Reversals: Always a Problem?," NBER Chapters, National Bureau of Economic Research, Inc, "G7 Current Account Imbalances: Sustainability and Adjustment".
• Kevin Cowan & José De Gregorio, 2007, "International Borrowing, Capital Controls, and the Exchange Rate: Lessons from Chile," NBER Chapters, National Bureau of Economic Research, Inc, "Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences".
• Nicolas Magud & Carmen M. Reinhart, 2007, "Capital Controls: An Evaluation," NBER Chapters, National Bureau of Economic Research, Inc, "Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences".
• Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2007, "Optimal Monetary Policy and the Sources of Local-Currency Price Stability," NBER Chapters, National Bureau of Economic Research, Inc, "International Dimensions of Monetary Policy".
• Sebastian Edwards, 2007, "On Current Account Surpluses and the Correction of Global Imbalances," NBER Working Papers, National Bureau of Economic Research, Inc, number 12904, Feb.
• Kathryn M.E. Dominguez & Freyan Panthaki, 2007, "The Influence of Actual and Unrequited Interventions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12953, Mar.
• Richard Clarida & Daniel Waldman, 2007, "Is Bad News About Inflation Good News for the Exchange Rate?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13010, Apr.
• Shang-Jin Wei & Zhiwei Zhang, 2007, "Collateral Damage: Exchange Controls and International Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 13020, Apr.
• Jeffrey Frankel, 2007, "On the Rand: Determinants of the South African Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 13050, Apr.
• John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira, 2007, "Global Currency Hedging," NBER Working Papers, National Bureau of Economic Research, Inc, number 13088, May.
• Craig Burnside, 2007, "The Forward Premium is Still a Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 13129, May.
• Martin D. D. Evans & Richard K. Lyons, 2007, "Exchange Rate Fundamentals and Order Flow," NBER Working Papers, National Bureau of Economic Research, Inc, number 13151, Jun.
• Philippe Bacchetta & Eric van Wincoop, 2007, "Random Walk Expectations and the Forward Discount Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 13205, Jun.
• Joshua Aizenman, 2007, "Large Hoarding of International Reserves and the Emerging Global Economic Architecture," NBER Working Papers, National Bureau of Economic Research, Inc, number 13277, Jul.
• Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2007, "Understanding the Forward Premium Puzzle: A Microstructure Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 13278, Jul.
• Charles Engel & Nelson C. Mark & Kenneth D. West, 2007, "Exchange Rate Models Are Not as Bad as You Think," NBER Working Papers, National Bureau of Economic Research, Inc, number 13318, Aug.
• A. Craig Burnside, 2007, "Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 13357, Aug.
• Philip Lane & Jay C. Shambaugh, 2007, "Financial Exchange Rates and International Currency Exposures," NBER Working Papers, National Bureau of Economic Research, Inc, number 13433, Sep.
• Anna Pavlova & Roberto Rigobon, 2007, "An Asset-Pricing View of External Adjustment," NBER Working Papers, National Bureau of Economic Research, Inc, number 13468, Oct.
• Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2007, "Optimal Monetary Policy and the Sources of Local-Currency Price Stability," NBER Working Papers, National Bureau of Economic Research, Inc, number 13544, Oct.
• Michael D. Bordo & Ali Dib & Lawrence Schembri, 2007, "Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s:(Hard) Lessons Learned for Monetary Policy in a Small Open Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 13605, Nov.
• Momtchil Pojarliev & Richard M. Levich, 2007, "Do Professional Currency Managers Beat the Benchmark?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13714, Dec.
• Carlos Cortinhas, 2007, "Exchange Rate Pass-Through in ASEAN: Implications for the Prospects of Monetary Integration in the Region," NIPE Working Papers, NIPE - Universidade do Minho, number 2/2007.
• Andrew Coleman, 2007, "The pitfalls of estimating transactions costs from price data: evidence from trans-Atlantic gold-point arbitrage, 1886-1905," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2007/07, Apr.
• Jesús Crespo Cuaresma & Tomáš Slacík, 2007, "On the Determinants of Currency Crises: The Role of Model Uncertainty," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 54-68.
• Ernst Glatzer & Fabio Rumler, 2007, "Price Setting in Austria before and after the Euro Cash Changeover: Has Anything Changed in the Last Five Years?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 85-99.
• Jesús Crespo Cuaresma & Balázs Égert & Maria Antoinette Silgoner, 2007, "Price Level Convergence in Europe: Did the Introduction of the Euro Matter?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 100-113.
• Gert Peersman, 2007, "The Relative Importance of Symmetric and Asymmetric Shocks: the Case of United Kingdom and Euro Area," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 136, May.
• Masao Ogaki & Sungwook Park, 2007, "Long-run real exchange rate changes and the properties of the variance of k-differences," Working Papers, Ohio State University, Department of Economics, number 07-05, Feb.
• Alfred A. Haug & Syed A. Basher, 2007, "Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship?," Working Papers, University of Otago, Department of Economics, number 0712, Aug, revised Aug 2007.
• Michel Beine & Charles S. Bos & Sébastien Laurent, 2007, "The Impact of Central Bank FX Interventions on Currency Components," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 1, pages 154-183.
• Anna Pavlova & Roberto Rigobon, 2007, "Asset Prices and Exchange Rates," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 4, pages 1139-1180.
• Rui Esteves & Jaime Reis & Fabiano Ferramosca, 2007, "Market Integration in the Golden Periphery,The Lisbon/London Exchange, 1854-1891," Economics Series Working Papers, University of Oxford, Department of Economics, number 338, Aug.
• Zsolt Darvas & Zoltán Schepp, 2007, "Kelet-közép európai devizaárfolyamok előrejelzése határidős árfolyamok segítségével," UPFBE Working Paper Series, Faculty of Business and Economics, University Pécs, number 2007/3, Oct.
• Chong Foo Lim & Ahamed Kameel Mydin Meera, 2007, "Managing foreign exchange risk : the Malaysian experience in the 1997 financial crisis," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 44, issue 1, pages 187-216, June.
• Mohammad Afzal, 2007, "Savings and investment in developing countries : Granger causality test," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 44, issue 2, pages 99-110, December.
• Nadeem Ul Haque & M. Ali Kemal, 2007, "Impact of Export Subsidies on Pakistan’s Exports," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2007:26.
• M. Idrees Khawaja, 2007, "Exchange Market Pressure and Monetary Policy: Evidence from Pakistan," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2007:31.
• Lee, Byung-Joo, 2007, "Uncovered Interest Parity: Cross-sectional Evidence," MPRA Paper, University Library of Munich, Germany, number 10360, Dec.
• Shehu Usman Rano, Aliyu, 2007, "Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria," MPRA Paper, University Library of Munich, Germany, number 10376, Sep.
• Chin, Lee & Azali, M & Yusop, Zulkornain & Yusoff, Mohammed, 2007, "The Monetary Model of Exchange Rate: Evidence from The Philippines," MPRA Paper, University Library of Munich, Germany, number 122680.
• Tatom, John, 2007, "Is The U.S. Dollar Set to Plummet in Value?," MPRA Paper, University Library of Munich, Germany, number 17775, Apr.
• Tatom, John, 2007, "Is the Chinese Renminbi Undervalued?," MPRA Paper, University Library of Munich, Germany, number 17776, Mar.
• Levent, Korap, 2007, "Modeling purchasing power parity using co-integration: evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 19584, Sep.
• Levent, Korap, 2007, "Impact of Exchange Rate Changes on Domestic Inflation: he Turkish Experience," MPRA Paper, University Library of Munich, Germany, number 19589, Dec.
• Levent, Korap, 2007, "Information content of exchange rate volatility: Turkish experience," MPRA Paper, University Library of Munich, Germany, number 19598, Apr.
• Levent, Korap, 2007, "Does the interest differential explain future exchange rate return? a re-examination of the UIP hypothesis for the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 19618.
• Toma, Ramona, 2007, "Exchange Rate Arrangements in Central and Eastern European Countries – Evolutions and Characteristics," MPRA Paper, University Library of Munich, Germany, number 1967, Mar.
• Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007, "Are Pound and Euro the Same Currency? - Updated," MPRA Paper, University Library of Munich, Germany, number 1981.
• Da Silva, Sergio & Nunes, Mauricio, 2007, "Latin American foreign exchange intervention - Updated," MPRA Paper, University Library of Munich, Germany, number 1982.
• Levent, Korap, 2007, "Does currency substitution affect exchange rate uncertainty? the case of Turkey," MPRA Paper, University Library of Munich, Germany, number 20319.
• Levent, Korap, 2007, "Analyzing CBRT's FOREX interventions using EGARCH (2001-2006)," MPRA Paper, University Library of Munich, Germany, number 20634.
• Cifter, Atilla & Ozun, Alper, 2007, "The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 2482, Mar.
• Neves, J. Anchieta & Stocco, Leandro & Da Silva, Sergio, 2007, "Is Mercosur an optimum currency area?," MPRA Paper, University Library of Munich, Germany, number 2758, Apr.
• Lahiani, Amine & Yousfi, Ouidad, 2007, "Modèls Garch à la mémoire longue: application aux taux de change tunisiens
  [GARCH models : evidence from Tunisian Exchange market]," MPRA Paper, University Library of Munich, Germany, number 28702, Dec, revised 2008.
• Bouoiyour, jamal & Kuikeu, Oscar, 2007, "Pertinence de la dévaluation du Franc CFA de janvier 1994 : Une évaluation par le taux de change réel d’équilibre. Cas de l’économie camerounaise
  [Relevance of the CFA France devaluation in January 1994: An evaluation by the real exchange rate equ," MPRA Paper, University Library of Munich, Germany, number 31357.
• Simwaka, Kisu, 2007, "Modeling and Forecasting the Malawi Kwacha-US Dollar Nominal Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 3327, May.
• Bruchez, Pierre-Alain, 2007, "Small price change response to a large devaluation in a menu cost model," MPRA Paper, University Library of Munich, Germany, number 3541, Apr.
• Halicioglu, Ferda, 2007, "The Bilateral J-curve: Turkey versus her 13 Trading Partners," MPRA Paper, University Library of Munich, Germany, number 3564.
• Cuciniello, Vincenzo, 2007, "Strategic monetary policy in a monetary union with non-atomistic wage setters," MPRA Paper, University Library of Munich, Germany, number 3789, Apr, revised Jun 2007.
• Stavarek, Daniel, 2007, "Comparative analysis of the exchange market pressure in Central European countries with the Eurozone membership perspective," MPRA Paper, University Library of Munich, Germany, number 3906, Jun.
• Belloc, Marianna & Federici, Daniela, 2007, "A Two-Country NATREX Model for the Euro/Dollar," MPRA Paper, University Library of Munich, Germany, number 4046, Apr.
• Sfia, Mohamed Daly, 2007, "Le choix du régime de change pour les économies émergentes," MPRA Paper, University Library of Munich, Germany, number 4075, May.
• Alper, C. Emre & Ardic, Oya Pinar & Fendoglu, Salih, 2007, "The Economics of Uncovered Interest Parity Condition for Emerging Markets: A Survey," MPRA Paper, University Library of Munich, Germany, number 4079, May.
• Sfia, Mohamed Daly, 2007, "Régimes de change: Le chemin vers la flexibilité," MPRA Paper, University Library of Munich, Germany, number 4085, Jul.
• Melecky, M, 2007, "Currency Preferences in a Tri-Polar Model of Foreign Exchange," MPRA Paper, University Library of Munich, Germany, number 4186, Apr.
• Kowalski, Tadeusz & Kowalski, Pawel & Wihlborg, Clas, 2007, "Poland. The EMU entry strategy vs. the monetary issues," MPRA Paper, University Library of Munich, Germany, number 42599, revised 2007.
• Levy-Yeyati, Eduardo & Sturzenegger, Federico & Gluzmann, Pablo, 2007, "Fear of Appreciation," MPRA Paper, University Library of Munich, Germany, number 42917, Nov, revised Nov 2012.
• Jovanovic, Branimir, 2007, "Calculating the Fundamental Equilibrium Exchange Rate of the Macedonian Denar," MPRA Paper, University Library of Munich, Germany, number 43161.
• Weber, Enzo, 2007, "Economic Integration and the Foreign Exchange," MPRA Paper, University Library of Munich, Germany, number 4737, Jun, revised Sep 2007.
• Nunes, Mauricio & Da Silva, Sergio, 2007, "Foreign exchange intervention and central bank independence: The Latin American experience," MPRA Paper, University Library of Munich, Germany, number 5073, Sep.
• Schnabl, Gunther & Schobert, Franziska, 2007, "Monetary Policy Operations of Debtor Central Banks in MENA Countries," MPRA Paper, University Library of Munich, Germany, number 5474, Oct.
• Nandwa, Boaz & Mohan, Ramesh, 2007, "A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya," MPRA Paper, University Library of Munich, Germany, number 5581, Nov.
• Marques, Luis B, 2007, "Welfare Implications of Exchange Rate Changes," MPRA Paper, University Library of Munich, Germany, number 5721, Mar.
• Marques, Luis B, 2007, "The Costs to Consumers of a Depreciated Conversion Rate to the Euro," MPRA Paper, University Library of Munich, Germany, number 5723, Aug.
• Bonpasse, Morrison, 2007, "The Single Global Currency - Common Cents for the World (2007 Edition)," MPRA Paper, University Library of Munich, Germany, number 5879, Jan.
• Balogun, Emmanuel Dele, 2007, "Exchange rate policy and export performance of WAMZ countries," MPRA Paper, University Library of Munich, Germany, number 6233, Dec.
• Balogun, Emmanuel Dele, 2007, "Effects of exchange rate policy on bilateral export trade of WAMZ countries," MPRA Paper, University Library of Munich, Germany, number 6234, Dec.
• Razzak, W A, 2007, "In The Middle of the Heat:The GCC countries Between Rising Oil Prices and the Sliding Greenback," MPRA Paper, University Library of Munich, Germany, number 6591, Dec.
• Stavarek, Daniel, 2007, "On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries," MPRA Paper, University Library of Munich, Germany, number 7298.
• Melecky, Martin, 2007, "A structural investigation of third-currency shocks to bilateral exchange rates," MPRA Paper, University Library of Munich, Germany, number 7402, Oct.
• Matić, Branko, 2007, "Nova monetarna rješenja u segmentu prigodnoga kovinskog novca
  [New Monetary Solutions In Commemorative Coinage]," MPRA Paper, University Library of Munich, Germany, number 7416, revised 2007.
• Widodo, Tri, 2007, "Productivity Differentials and Purchasing Power Parity: Cases of Indonesia and Korea," MPRA Paper, University Library of Munich, Germany, number 78217, Jun.
• Fanelli, Luca & Paruolo, Paolo, 2007, "Speed of Adjustment in Cointegrated Systems," MPRA Paper, University Library of Munich, Germany, number 9174, Jun.
• Genberg, Hans & He, Dong & Leung, Frank, 2007, "Recent Performance Of The Hong Kong Dollar Linked Exchange Rate System," MPRA Paper, University Library of Munich, Germany, number 9440, Jun.
• Hyde, Stuart J, 2007, "The response of industry stock returns to market, exchange rate and interest rate risks," MPRA Paper, University Library of Munich, Germany, number 9679.
• Samuel Zita & Rangan Gupta, 2007, "Modelling and Forecasting the Metical-Rand Exchange Rate," Working Papers, University of Pretoria, Department of Economics, number 200702, Feb.
• Albert Makochekanwa, 2007, "Zimbabwe�s Black Market for Foreign Exchange," Working Papers, University of Pretoria, Department of Economics, number 200713, Jul.
• Miroslava Jindrová, 2007, "Exchange Rate Dynamics and the Disconnect
  [Dynamika devizového kurzu a přerušení vztahu mezi vývojem kurzu a dalších makroekonomických veličin]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 4, pages 56-68, DOI: 10.18267/j.aop.75.
• Roman Horváth & Luboš Komárek, 2007, "Equilibrium Exchange Rates in the Eu New Members: Methodology, Estimation and Applicability to ERM II," Prague Economic Papers, Prague University of Economics and Business, volume 2007, issue 1, pages 24-37, DOI: 10.18267/j.pep.295.
• Tatsuyoshi Okimoto & Katsumi Shimotsu, 2007, "Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity," Working Paper, Economics Department, Queen's University, number 1138, Oct.
• Mei Li & Frank Milne, 2007, "The Role Of Large Players In A Dynamic Currency Attack Game," Working Paper, Economics Department, Queen's University, number 1148, Sep.
• Oleg Obrezkov, 2007, "Long range dependence and the purchasing power parity (in Russian)," Quantile, Quantile, issue 2, pages 131-140, March.
• Jaromir B. Nosal & Lukasz A. Drozd, 2007, "Understanding International Prices: Customers as Capital," 2007 Meeting Papers, Society for Economic Dynamics, number 755.
• M.Araceli Rodríguez, 2007, "Déficit público e inestabilidad de los tipos de cambio," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 15, issue 3, pages 41-64, Winter.
• Joseph Dennis Alba & Donghyun Park, 2007, "An Empirical Analysis of East Asia's Pre-crisis Daily Exchange Rates," ADB Economics Working Paper Series, Asian Development Bank, number 104, Oct.
• Donghyun Park, 2007, "Beyond Liquidity: New Uses for Developing Asia's Foreign Exchange Reserves," ADB Economics Working Paper Series, Asian Development Bank, number 109, Nov.
• Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising, 2007, "Measuring Regional Market Integration in Developing Asia: a Dynamic Factor Error Correction Model (DF-ECM) Approach," Working Papers on Regional Economic Integration, Asian Development Bank, number 8, May.
• Imad A. Moosa, 2007, "A Hybrid Operational Technique for Hedging Transaction Exposure to Foreign Exchange Risk," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 4, pages 517-540.
• Feride Ozturk & Macide Cicek, 2007, "Is Official Intervention Effective? The Case of Turkey," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 3, pages 343-353.
• Hui-Kuan Tseng, 2007, "Does International Trade Stabilize Exchange Rate Volatility?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 2, pages 231-248.
• Tomoe Moore, 2007, "The Euro and Stock Markets in Hungary, Poland, and UK," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 22, pages 69-90.
• Shidong Zhang & Thomas C. Lowinger, 2007, "The Monetary Exchange Rate Model: Long-run, Short-run, and Forecasting Performance," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 22, pages 397-406.
• Anderton Robert & Richard Baldwin & Daria Taglioni, 2007, "The impact of monetary union on trade prices," Journal of Financial Transformation, Capco Institute, volume 19, pages 35-48.
• Bettina Becker & Stephen Hall, 2007, "Measuring convergence of the new member countries’ exchange rates to the euro," Journal of Financial Transformation, Capco Institute, volume 19, pages 20-25.
• Plinio Hernández, 2007, "Metas de inflación y tipo de cambio: de la teoría a la práctica," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 2, pages 31-51.
• Raj Aggarwal & Cal Muckley, 2007, "Assessing co-ordinated Asian exchange rate regimes," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1180, Aug.
• Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2007, "Optimal Monetary Policy and the Sources of Local-Currency Price Stability," RSCAS Working Papers, European University Institute, number 2007/26, Nov.
• Luisa Corrado & Marcus Miller & Lei Zhang, 2007, "Monitoring Bands and Monitoring Rules: how currency intervention can change market composition," CEIS Research Paper, Tor Vergata University, CEIS, number 91, Feb.
• M. Fr Mmel & A. Mende & L. Menkhoff, 2007, "Order Flows, News, and Exchange Rate Volatility," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/474, Jun.
• M. Fr Mmel, 2007, "Volatility Regimes in Central and Eastern European Countries Exchange Rates," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/487, Oct.
• Bruce Mizrach, 2007, "Recovering Probabilistic Information From Options Prices and the Underlying," Departmental Working Papers, Rutgers University, Department of Economics, number 200702, Jan.
• Zulfiqar Hyder & Muhammad Mazhar Khan, 2007, "Monetary Conditions Index for Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 3, pages 165-190.
• Fayyaz Hussain & Abdul Jalil, 2007, "Effectiveness of Foreign Exchange Intervention: Evidence from Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 3, pages 191-208.
• Eva Gutierrez, 2007, "Export Performance and External Competitiveness in the Former Yugoslav Republic of Macedonia," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 5, issue 2, pages 203-224.