Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2007

• 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.
• Hwee Kwan Chow, 2007, "Asian Currency Baskets: An Answer in Search of a Question?," Working Papers, Singapore Management University, School of Economics, number 02-2007, Mar.
• Hwee Kwan Chow & Peter Nicholas Kriz & Roberto S. Mariano & Augustine H H Tan, 2007, "Financial Liberalization and Monetary Policy Cooperation in East Asia," Working Papers, Singapore Management University, School of Economics, number 03-2007, May.
• Andreas M. Fischer & Ulan Termechikov, 2007, "Do FX traders in Bishkek have similar perceptions to their London colleagues? Survey evidence of market practitioners' views," Working Papers, Swiss National Bank, number 2007-01.
• Angelo Ranaldo, 2007, "Segmentation and Time-of-Day Patterns in Foreign Exchange Markets," Working Papers, Swiss National Bank, number 2007-03.
• Angelo Ranaldo & Enzo Rossi, 2007, "The reaction of asset markets to Swiss National Bank communication," Working Papers, Swiss National Bank, number 2007-11.
• Lukas Burkhard & Andreas M. Fischer, 2007, "Communicating Policy Options at the Zero Bound," Working Papers, Swiss National Bank, number 2007-12.
• Angelo Ranaldo & Paul Söderlind, 2007, "Safe Haven Currencies," Working Papers, Swiss National Bank, number 2007-17.
• Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt, 2007, "Intervention Policy of the BoJ: a Unified Approach," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-013.RS.
• José Torres, 2007, "A non-parametric analysis of ERM exchange rate fundamentals," Empirical Economics, Springer, volume 32, issue 1, pages 67-84, April, DOI: 10.1007/s00181-006-0072-7.
• Takamitsu Kurita, 2007, "A dynamic econometric system for the real yen–dollar rate," Empirical Economics, Springer, volume 33, issue 1, pages 115-149, July, DOI: 10.1007/s00181-006-0096-z.
• Mark Trede & Bernd Wilfling, 2007, "Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data," Empirical Economics, Springer, volume 33, issue 1, pages 23-39, July, DOI: 10.1007/s00181-006-0081-6.
• Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007, "An objective function for simulation based inference on exchange rate data," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 2, issue 2, pages 125-145, December, DOI: 10.1007/s11403-007-0020-4.
• Taizhong Hu & Ying Li, 2007, "Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 65, issue 3, pages 325-330, May, DOI: 10.1007/s00184-006-0079-2.
• Paul J. J. Welfens, 2007, "Information and Communication Technology: Dynamics, Integration and Economic Stability," Springer Books, Springer, chapter 0, in: Richard Tilly & Paul J. J. Welfens & Michael Heise, "50 Years of EU Economic Dynamics", DOI: 10.1007/978-3-540-74055-1_10.
• Martin Melecký & Luboš Komárek, 2007, "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 1, pages 105-121, May, DOI: 10.1007/s11300-007-0136-1.
• Giorgio Dominese, 2007, "Foreign Investments as the Main Determinant Growth Factor in Asian Countries and Regions," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 1, pages 57-77, May, DOI: 10.1007/s11300-007-0142-3.
• Carlos Vieira & Isabel Vieira, 2007, "Seasonalities in Eastern Foreign Exchange Markets: A Barrier to Euro Adoption?," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 2, pages 283-294, November, DOI: 10.1007/s11300-007-0145-0.
• Roger Bjørnstad & Eilev S. Jansen, 2007, "The NOK/euro exhange rate after inflation targeting: The interest rate rules," Discussion Papers, Statistics Norway, Research Department, number 501, May.
• Lee Chin & M. Azali & Zulkornain Yusop & Mohammed Yusoff, 2007, "The monetary model of exchange rate: evidence from The Philippines," Applied Economics Letters, Taylor & Francis Journals, volume 14, issue 13, pages 993-997, DOI: 10.1080/13504850600706032.
• Ahmad Zubaidi Baharumshah & Chan Tze-Haw & Stilianos Fountas, 2007, "Re-examining purchasing power parity for East-Asian currencies: 1976-2002," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 1, pages 75-85, DOI: 10.1080/09603100601018856.
• WenShwo Fang & Stephen Miller, 2007, "Exchange rate depreciation and exports: the case of Singapore revisited," Applied Economics, Taylor & Francis Journals, volume 39, issue 3, pages 273-277, DOI: 10.1080/00036840500438848.
• Peter Wilson & Keen Meng Choy, 2007, "Prospects for enhanced exchange rate cooperation in East Asia: some preliminary findings from generalized PPP theory," Applied Economics, Taylor & Francis Journals, volume 39, issue 8, pages 981-995, DOI: 10.1080/00036840500497042.
• Ahmad Zubaidi Baharumshah & Raj Aggarwal & Chan Tze Haw, 2007, "East Asian Real Exchange Rates and PPP: New Evidence from Panel-data Tests," Global Economic Review, Taylor & Francis Journals, volume 36, issue 2, pages 103-119, DOI: 10.1080/12265080701374024.
• Robert A. Blecker, 2007, "The Economic Consequences of Dollar Appreciation for US Manufacturing Investment: A Time-Series Analysis," International Review of Applied Economics, Taylor & Francis Journals, volume 21, issue 4, pages 491-517, DOI: 10.1080/02692170701474595.
• Yue Ma & Huayu Sun, 2007, "Hot Money Inflows and Renminbi Revaluation Pressure," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 5, issue 1, pages 19-36, DOI: 10.1080/14765280601109220.
• Ibrahim Chowdhury, 2007, "Purchasing Power Parity and the Real Exchange Rate in Bangladesh: A Nonlinear Analysis," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 12, issue 1, pages 61-75, DOI: 10.1080/13547860601083736.
• Ugur Ciplak, 2007, "Real Exchange Rate Fluctuations and Relative Prices in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 7, issue 2, pages 29-48.
• Kurmas Akdogan & Yunus Aksoy, 2007, "Exchange Rates and Fundamentals : Is there a Role for Nonlinearities in Real Time?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0703.
• Erdal Ozmen & Cihan Yalcin, 2007, "Kuresel Finansal Riskler Karsisinda Turkiye'de Reel Sektor Finansal Yapisi ve Borc Dolarizasyonu," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0706.
• Franc Klaassen & Henk Jager, 2007, "Model-free Measurement of Exchange Market Pressure," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-112/2, Jan.
• Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2007, "The Forward Premium Puzzle only emerges gradually," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-033/2, Mar.
• Jelle Brouwer & Richard Paap & Jean-Marie Viaene, 2007, "The Trade and FDI Effects of EMU Enlargement," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-077/2, Oct.
• Ligthart, J.E. & Da Silva, J., 2007, "Currency Invoicing in International Trade : A Panel Data Approach," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-25.
• Johannes Van Biesebroeck, 2007, "Disaggregate Productivity Comparisons: Sectoral Convergence in OECD Countries," Working Papers, University of Toronto, Department of Economics, number tecipa-290, Jun.
• Nikola A. Tarashev, 2007, "Speculative Attacks and the Information Role of the Interest Rate," Journal of the European Economic Association, MIT Press, volume 5, issue 1, pages 1-36, March.
• Sandra E. Black & Paul Devereux & Kjell G. Salvanes, 2007, "From the Cradle to the Labor Market? The Effect of Birth Weight on Adult Outcomes," Working Papers, Geary Institute, University College Dublin, number 200718, Jun.
• D. (Derek) Bond & Michael J. Harrison & Edward J. (Edward Joseph) O'Brien, 2007, "Modelling Ireland’s exchange rates : from EMS to EMU," Working Papers, School of Economics, University College Dublin, number 200718, Nov.
• Pierre-Olivier Gourinchas & Hélène Rey, 2007, "International Financial Adjustment," Journal of Political Economy, University of Chicago Press, volume 115, issue 4, pages 665-703, August, DOI: 10.1086/521966.
• Eduardo Levy Yeyati and Federico Sturzenegger, 2007, "Fear of Appreciation," Business School Working Papers, Universidad Torcuato Di Tella, number fearapp.
• Juan Pablo Domínguez H., 2007, "Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 32, issue 23, pages 63-90, january-j.
• Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher Neely & Franz Palm, 2007, "Central Bank intervention and exchange rate volatility: its continuous and jump components," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10413.
• Michel Beine & Charles Bos & Sébastien Laurent, 2007, "The impact of Central Bank FX interventions on currency components," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10419.
• Michel Beine & Oscar Bernal Diaz, 2007, "Why do Central Banks intervene secretly ?preliminary evidence of the BoJ," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10421, Jul.
• Michel Beine & Agnes Bénassy-Quéré & Ronald MacDonald, 2007, "The impact of Central Bank intervention on exchange rate forecasts heterogeneity," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10423.
• Léonce Ndikumana & Adam Elhiraika, 2007, "Reserves Accumulation in African Countries: Sources, Motivations, and Effects," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2007-12, Dec.
• Chowdhury, Khorshed, 2007, "Are The Real Exchange Rate Indices of Australia Non-Stationary in the Presence of Structural Break?," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp07-05.
• Chowdhury, Khorshed, 2007, "Balassa-Samuelson Effect Approaching Fifty Years: Is it Retiring Early in Australia?," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp07-11.
• Francisco Peñaranda & Jón Daníelsson, 2007, "On the impact of fundamentals, liquidity and coordination on market stability," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1003, Jan, revised Mar 2010.
• Ferré Carracedo, Montserrat & Manzano, Carolina, 2007, "When do central banks prefer to intervene secretly?," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/5317.
• Daniel Kohler, 2007, "Carry Trades: Betting Against Safe Haven," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-12, Apr.
• Angelo Ranaldo & Paul Söderlind, 2007, "Safe Haven Currencies," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-22, May.
• Carlos E. Schonerwald da Silva & Matías Vernengo, 2007, "Foreign Exchange, Interest and the Dynamics of Public Debt in Latin America," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2007_02.
• Abhay Abhyankar & Angelica Gonzalez, 2007, "What Drives Corporate Bond Market Betas?," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 157, Jul.
• Benigno, Gianluca & Benigno, Pierpaolo & Ghironi, Fabio, 2007, "Interest rate rules for fixed exchange rate regimes," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 7, pages 2196-2211, July.
• Swift, Robyn, 2007, "Exchange Rate Implications for Australian Manufacturing Investment and Exports," Economic Analysis and Policy, Elsevier, volume 37, issue 2, pages 145-162, September.
• Barnett, William A., 2007, "Multilateral aggregation-theoretic monetary aggregation over heterogeneous countries," Journal of Econometrics, Elsevier, volume 136, issue 2, pages 457-482, February.
• Galindo, Arturo & Izquierdo, Alejandro & Montero, Jose Manuel, 2007, "Real exchange rates, dollarization and industrial employment in Latin America," Emerging Markets Review, Elsevier, volume 8, issue 4, pages 284-298, December.
• Benassy-Quere, Agnes & Mignon, Valerie & Penot, Alexis, 2007, "China and the relationship between the oil price and the dollar," Energy Policy, Elsevier, volume 35, issue 11, pages 5795-5805, November.
• Bauer, Christian & Herz, Bernhard & Karb, Volker, 2007, "Are twin currency and debt crises special?," Journal of Financial Stability, Elsevier, volume 3, issue 1, pages 59-84, April.
• Albuquerque, Rui, 2007, "Optimal currency hedging," Global Finance Journal, Elsevier, volume 18, issue 1, pages 16-33.
• Preminger, Arie & Franck, Raphael, 2007, "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, volume 23, issue 1, pages 71-84.
• Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2007, "Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets," Journal of Banking & Finance, Elsevier, volume 31, issue 9, pages 2751-2769, September.
• Candelon, Bertrand & Kool, Clemens & Raabe, Katharina & van Veen, Tom, 2007, "Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003," Journal of Comparative Economics, Elsevier, volume 35, issue 1, pages 87-107, March.
• Egert, Balazs, 2007, "Central bank interventions, communication and interest rate policy in emerging European economies," Journal of Comparative Economics, Elsevier, volume 35, issue 2, pages 387-413, June.
• Ito, Takatoshi & Yabu, Tomoyoshi, 2007, "What prompts Japan to intervene in the Forex market? A new approach to a reaction function," Journal of International Money and Finance, Elsevier, volume 26, issue 2, pages 193-212, March.
• Disyatat, Piti & Galati, Gabriele, 2007, "The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna," Journal of International Money and Finance, Elsevier, volume 26, issue 3, pages 383-402, April.
• Kingston, Geoffrey & Melecky, Martin, 2007, "Currency preferences and the Australian dollar," Journal of International Money and Finance, Elsevier, volume 26, issue 3, pages 454-467, April.
• Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2007, "Home bias in global bond and equity markets: The role of real exchange rate volatility," Journal of International Money and Finance, Elsevier, volume 26, issue 4, pages 631-655, June.
• Cheung, Yin-Wong & Chinn, Menzie D. & Fujii, Eiji, 2007, "The overvaluation of Renminbi undervaluation," Journal of International Money and Finance, Elsevier, volume 26, issue 5, pages 762-785, September.
• Wei, Shang-Jin & Zhang, Zhiwei, 2007, "Collateral damage: Exchange controls and international trade," Journal of International Money and Finance, Elsevier, volume 26, issue 5, pages 841-863, September.
• Mody, Ashoka & Taylor, Mark P., 2007, "Regional vulnerability: The case of East Asia," Journal of International Money and Finance, Elsevier, volume 26, issue 8, pages 1292-1310, December.
• Parsley, David C., 2007, "Accounting for real exchange rate changes in East Asia," Journal of International Money and Finance, Elsevier, volume 26, issue 8, pages 1355-1377, December.
• Cheung, Yan-Leung & Cheung, Yin-Wong & Ng, Chris C., 2007, "East Asian equity markets, financial crises, and the Japanese currency," Journal of the Japanese and International Economies, Elsevier, volume 21, issue 1, pages 138-152, March.
• Beine, Michel & Benassy-Quere, Agnes & MacDonald, Ronald, 2007, "The impact of central bank intervention on exchange-rate forecast heterogeneity," Journal of the Japanese and International Economies, Elsevier, volume 21, issue 1, pages 38-63, March.
• Urban, Dieter M., 2007, "Terms of trade, catch-up, and home-market effect: The example of Japan," Journal of the Japanese and International Economies, Elsevier, volume 21, issue 4, pages 470-488, December.
• Moons, Cindy & Garretsen, Harry & van Aarle, Bas & Fornero, Jorge, 2007, "Monetary policy in the New-Keynesian model: An application to the Euro Area," Journal of Policy Modeling, Elsevier, volume 29, issue 6, pages 879-902.
• Burstein, Ariel & Eichenbaum, Martin & Rebelo, Sergio, 2007, "Modeling exchange rate passthrough after large devaluations," Journal of Monetary Economics, Elsevier, volume 54, issue 2, pages 346-368, March.
• Jansen, David-Jan & de Haan, Jakob, 2007, "Were verbal efforts to support the euro effective? A high-frequency analysis of ECB statements," European Journal of Political Economy, Elsevier, volume 23, issue 1, pages 245-259, March.
• Jonathan McCarthy, 2007, "Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies," Eastern Economic Journal, Eastern Economic Association, volume 33, issue 4, pages 511-537, Fall.
• Gordon Menzies & Daniel Zizzo, 2007, "Exchange Rate Markets And Conservative Inferential Expectations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-02, Jan.
• Steven Pennings & Rod Tyers, 2007, "Increasing Returns, Financial Capital Mobility And Real Exchange Rate Dynamics," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-16, Sep.
• Melisso Boschi & Aditya Goenka, 2007, "Relative Risk Aversion And The Transmission Of Financial Crises," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-28, Oct.
• Carballo, Edgar A. & Urzúa, Carlos M., 2007, "Un nuevo índice de tipo de cambio real para México," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-11, Nov.
• Antonio Ruiz-Porras, 2007, "Información privilegiada, administración de riesgos y utilidades esperadas: una aplicación al estudio de crisis cambiarias," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 1, issue 1, pages 56-62.
• Malovic, Marko, 2007, "Exchange rate regimes and monetary policies in emerging markets: a showdown for few theoretical misconceptions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 23366.
• Ripoll i Alcón, Joan, 2007, "La tendencia a la bipolarización de los regímenes cambiarios," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 296, pages 961-986, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Leonardo Egidio Torre Cepeda & Olga Provorova Panteleyeva, 2007, "Tipo de cambio, posiciones netas de los especuladores y el tamaño del mercado de futuros del peso mexicano," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 1, pages 5-46, January-J.
• Eijffinger, S.C.W. & Goderis, B., 2007, "The Effect of Monetary Policy on Exchange Rates during Currency Crises; The Role of Debt, Institutions and Financial Openness," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-022-F&A, Mar.
• Roberto Frenkel & Martín Rapetti, 2007, "Argentina's Monetary and Exchange Rate Policies after the Convertibility Regime Collapse," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2007-12, Apr.
• Alex Kondonassis & A.G. Malliaris & Chris Paraskevopoulos, 2007, "The Future of the U.S. Dollar and its Competition with the Euro," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 97-110.
• Reza Y. Siregar, 2007, "Models of Equilibrium Real Exchange Rates Revisited: A Selective Review of the Literature," Working Papers, eSocialSciences, number id:1198.
• Takatoshi Ito & Kiyotaka Sato, 2006, "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 06018, Apr.
• Yushi YOSHIDA, 2013, "Market Share and Exchange Rate Pass-through: Competition among exporters of the same nationality," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 13084, Sep.
• Leonardo Egidio Torre Cepeda & María Elena Lavín Morales, 2007, "¿Es estable la relación entre tipo de cambio y posiciones netas de los especuladores en monedas de economías desarrolladas? Evidencia del Chicago Mercantile Exchange," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 27, issue 2, pages 65-94, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/272007/Torre.
• A. Nazif ÇATIK, 2007, "Daraltıcı Devalüasyon Hipotezi: Türkiye Üzerine Bir Uygulama," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 18, issue 62, pages 61-77, DOI: 10.5455/ey.10626.
• Juraj Stanèík, 2007, "Determinants of Exchange-Rate Volatility: The Case of the New EU Members," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 9-10, pages 414-432, October.
• Antoine Bouveret & Bruno Ducoudré, 2007, "On the contingency of equilibrium exchange rates with time- consistent economic policies," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2007-08.
• Jérôme Creel & Eloi Laurenbt & Jacques Le Cacheux, 2007, "Politiques et performances macroéconomiques de la zone euro : institutions, incitations, stratégies," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2007-23.
• Irène Andreou & Gilles Dufrénot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2007, "A forewarning indicator system for financial crises: the case of six central and eastern european countries," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2007-27.
• LÜ Jian, 2007, "Empirical study on the infl uence of RMB exchange rate misalignment on China's export —Based on the perspective of dualistic economic structure," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 2, issue 2, pages 224-236, June.
• GAO Haihong, 2007, "Optimal currency area: An empirical study on selected East Asian economies," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 2, issue 4, pages 594-606, December.
• Juha Tervala, 2007, "Fiscal Policy and the Current Account in a Small Open Economy," Finnish Economic Papers, Finnish Economic Association, volume 20, issue 2, pages 108-120, Autumn.
• Udo Broll, Jack E. Wahl, 2007, "Corporate Taxation and Futures-Hedging," Frontiers in Finance and Economics, SKEMA Business School, volume 4, issue 2, pages 92-101, December.
• Enrique Martínez García, 2007, "A monetary model of the exchange rate with informational frictions," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 02.
• Andrew Atkeson & Ariel Burstein, 2007, "Pricing-to-market, trade costs, and international relative prices," Working Paper Series, Federal Reserve Bank of San Francisco, number 2007-26.
• Michel Beine & Jerome Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007, "Central bank intervention and exchange rate volatility, its continuous and jump components," Working Papers, Federal Reserve Bank of St. Louis, number 2006-031, DOI: 10.20955/wp.2006.031.
• Francisco Penaranda & Jon Danielsson, 2007, "On the Impact of Fundamentals, Liquidity and Coordination on Market Stability," FMG Discussion Papers, Financial Markets Group, number dp586, Jan.
• Raimond Maurer & Shohreh Valiani, 2007, "Hedging the Exchange Rate Risk in International Portfolio Diversification: Currency Forwards versus Currency Options," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 109.
• Stanley Wilkes Black, 2007, "The Role of Endogenous Uncertainty in the Forward Discount Bias," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 115, issue 3, pages 327-364.
• Marcelo SANCHEZ, 2007, "How Does Information Affect the Comovement Between Interest Rates and Exchange Rates?," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 115, issue 4, pages 547-562.
• Qian Chen & David E. Giles, 2007, "A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle," Econometrics Working Papers, Department of Economics, University of Victoria, number 0703, May.
• Lane, Philip R. & Schmukler, Sergio L., 2007, "The international financial integration of China and India," Policy Research Working Paper Series, The World Bank, number 4132, Feb.
• Levy-Yeyati, Eduardo & Sturzenegger, Federico, 2007, "Fear of appreciation," Policy Research Working Paper Series, The World Bank, number 4387, Nov.
• Bal??zs ??gert & Kirsten Lommatzsch & Amina Lahr??che-R??vil, 2007, "Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp859, Jan.
• Bal??zs ??gert & Carol S. Leonard, 2007, "Dutch Disease Scare in Kazakhstan: Is It Real?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp866, Mar.
• Tigran Poghosyan & Evzen Kocenda, 2007, "Macroeconomic Sources of Foreign Exchange Risk in New EU Members," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp898, Nov.
• Irene Andreou & Gilles Dufrenot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2007, "A Forewarning Indicator System For Financial Crises : The Case Of Six Central And Eastern European Countries," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp901, May.
• 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, DOI: 10.1111/j.0022-2879.2007.00031.x.
• Petra Posedel & Josip Tica, 2007, "Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 0715, Oct.
• Harrison, Barry & Vymyatnina, Yulia, 2007, "Currency substitution in a de-dollarizing economy: the case of Russia," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 3/2007.
• Crespo Cuaresma, Jesús & Slacik, Tomás, 2007, "An "almost-too-late" warning mechanism for currency crises," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2007.
• Korhonen, Iikka & Juurikkala, Tuuli, 2007, "Equilibrium exchange rates in oil-dependent countries," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 8/2007.
• Colavecchio, Roberta & Funke, Michael, 2007, "Volatility dependence across Asia-Pacific on-shore and off-shore U.S.dollar futures markets," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 17/2007.
• Funke, Michael & Gronwald, Marc, 2007, "The undisclosed renminbi basket: are the markets telling us something about where the renminbi - US dollar exchange rate is going?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 20/2007.
• Bask, Mikael & Selander, Carina, 2007, "Robust Taylor rules in an open economy with heterogeneous expectations and least squares learnig," Bank of Finland Research Discussion Papers, Bank of Finland, number 6/2007.
• Bask, Mikael, 2007, "Long swings and chaos in the exchange rate in a DSGE model with a Taylor rule," Bank of Finland Research Discussion Papers, Bank of Finland, number 19/2007.
• Bask, Mikael, 2007, "Optimal monetary policy under heterogeneity in currency trade," Bank of Finland Research Discussion Papers, Bank of Finland, number 21/2007.
• Bask, Mikael, 2007, "Instrument rules in monetary policy under heterogeneity in currency trade," Bank of Finland Research Discussion Papers, Bank of Finland, number 22/2007.
• Bask, Mikael, 2007, "A case for interest rate smoothing," Bank of Finland Research Discussion Papers, Bank of Finland, number 25/2007.
• Pope, Robin, 2007, "Beggar Thy Neighbour: Exchange Rate Regime Misadvice from Misunderstandings of Mundell (1961)," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 1/2007.
• Pope, Robin & Selten, Reinhard & Kube, Sebastian & Kaiser, Johannes & von Hagen, Jürgen, 2007, "Exchange Rate Determination: A Model of the Decisive Role of Central Bank Cooperation and Conflict," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 18/2007.
• Pope, Robin & Selten, Reinhard & Kaiser, Johannes & Kube, Sebastian & von Hagen, Jürgen, 2007, "The damage from clean floats: From an anti-inflationary monetary policy," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 19/2007.
• Taylor, Mark P. & Schmidt, Markus & Reitz, Stefan, 2007, "End-user order flow and exchange rate dynamics," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,05.
• Fischer, Christoph, 2007, "An assessment of the trends in international price competitiveness among EMU countries," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,08.
• Bauer, Christian & De Grauwe, Paul & Reitz, Stefan, 2007, "Exchange rate dynamics in a target zone: a heterogeneous expectations approach," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,11.
• Binder, Michael & Offermanns, Christian J., 2007, "International investment positions and exchange rate dynamics: a dynamic panel analysis," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,23.
• Hoffmann, Mathias & Søndergaard, Jens & Westelius, Niklas J., 2007, "The timing and magnitude of exchange rate overshooting," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,28.
• Lee, Hwa-Taek & Yoon, Gawon, 2007, "Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange Rates," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-24.
• Demary, Markus, 2007, "A Heterogenous Agents Model Usable for the Analysis of Currency Transaction Taxes," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-27.
• Kühl, Michael, 2007, "Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 68.
• Binder, Michael & Offermanns, Christian J., 2007, "International investment positions and exchange rate dynamics: A dynamic panel analysis," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/23.
• Nolte, Ingmar & Voev, Valeri, 2007, "Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/02.
• Lechner, Sandra & Nolte, Ingmar, 2007, "Customer trading in the foreign exchange market empirical evidence from an internet trading platform," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/03.
• Nolte, Ingmar & Voev, Valeri, 2007, "Estimating high-frequency based (co-) variances: A unified approach," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/07.
• Oberpriller, Christian M., 2007, "Global current account imbalances and exchange rate adjustment: the role of oil suppliers," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy, number 442.
• Oberpriller, Christian M., 2007, "Exchange rates and global imbalances: the importance of asset valuation effects and interest rate changes," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy, number 443.
• Qin, Duo, 2007, "Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from five OECD countries," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-29.
• de Bandt, Olivier & Banerjee, Anindya & Kozluk, Tomasz, 2007, "Measuring Long-Run Exchange Rate Pass-Through," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-32.
• Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K., 2007, "Asymmetry and Spillover Effects in the North American Equity Markets," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-35.
• Bogoev, Jane & Bojceva Terzijan, Sultanija & Égert, Balázs & Petrovska, Magdalena, 2007, "Real exchange rate dynamics in Macedonia: Old wisdoms and new insights," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-37.