Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2007

• Ricci, Luca Antonio, 2007, "A Model of an Optimum Currency Area," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-45.
• Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio, 2007, "Asymmetry and Spillover Effects in the North American Equity Markets," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-52, DOI: 10.5018/economics-ejournal.ja.2007-.
• Knedlik, Tobias & Scheufele, Rolf, 2007, "Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 17/2007.
• Schnabl, Gunther & Schobert, Franziska, 2007, "Monetary policy operations of debtor central banks in MENA countries," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 65.
• Weber, Enzo, 2007, "What happened to the transatlantic capital market relations?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-014.
• Weber, Enzo, 2007, "Economic integration and the foreign exchange," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-038.
• Wahl, Jack E. & Broll, Udo, 2007, "Differential Taxation and Corporate Futures-Hedging," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 06/07.
• Yalcin, Erdal, 2007, "The proximity-concentration trade-off in a dynamic framework," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 312.
• Entorf, Horst & Moebert, Jochen & Sonderhof, Katja, 2007, "The foreign exchange rate rate exposure of nations," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-005.
• Thomas Nitschka, 2007, "Consumption growth, uncovered equity parity and the cross-section of returns on foreign currencies," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 340, Nov.

2006

• John Ryan, 2006, "Reforming China�s Exchange Rate Policy," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_51.
• Emilija Beker, 2006, "Exchange rate arrangements – from extreme to normal," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 53, issue 1, pages 31-49.
• Leo Krippner, 2006, "A Yield Curve Perspective on Uncovered Interest Parity," Working Papers in Economics, University of Waikato, number 06/16, Dec.
• Tigran Poghosyan & Evzen Kocenda, 2006, "Foreign Exchange Risk Premium Determinants: Case of Armenia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp811, Feb.
• BEN ALI Mohamed Sami, 2006, "Capital Account Liberalization And Exchange Rate Regime Choice, What Scope For Flexibility In Tunisia?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp815, Mar.
• Bal??zs ??gert, 2006, "Central Bank Interventions, Communication & Interest Rate Policy in Emerging European Economies," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp846, Nov.
• Fabrizio Coricelli & Bal??zs ??gert & Ronald MacDonald, 2006, "Monetary Transmission Mechanism in Central & Eastern Europe: Gliding on a Wind of Change," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp850, Nov.
• Mario Holzner, 2006, "Real Exchange Rate Distortion in Southeast Europe," wiiw Balkan Observatory Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 68, Jul.
• P. Siklos, D. Waymark, 2006, "Measuring the Impact of Intervention on Exchange Market Pressure," Working Papers, Wilfrid Laurier University, Department of Economics, number eg0048, revised 2006.
• Titus O. Awokuse & Yan Yuan, 2006, "The impact of exchange rate volatility on U.S. poultry exports," Agribusiness, John Wiley & Sons, Ltd., volume 22, issue 2, pages 233-245, DOI: 10.1002/agr.20082.
• Alex Maynard, 2006, "The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 39, issue 4, pages 1244-1281, November, DOI: 10.1111/j.1540-5982.2006.00389.x.
• Ivan Paya & David A. Peel, 2006, "Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 5, pages 655-668, July, DOI: 10.1002/jae.860.
• Lothian, James R. & Taylor, Mark P., 2006, "Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 768.
• Menkhoff, Lukas & Taylor, Mark P., 2006, "The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 769.
• Mody, Ashoka & Taylor, Mark P., 2006, "Regional Vulnerability : The Case of East Asia," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 776.
• Novy, Dennis, 2006, "Trade Costs and the Open Macroeconomy," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 778.
• Josip Tica & Ivo Družić, 2006, "The Harrod-Balassa-Samuelson Effect: A Survey of Empirical Evidence," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 0607, Sep.
• Josip Tica, 2006, "Exchange Rate Economics in Transition Economies," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 9, issue 2, pages 155-170, November.
• Coricelli, Fabrizio & Égert, Balázs & MacDonald, Ronald, 2006, "Monetary transmission mechanism in Central and Eastern Europe: gliding on a wind of change," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 8/2006.
• Xing, Yuqing, 2006, "Exchange rate policy and the relative distribution of FDI among host countries," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 15/2006.
• Colavecchio, Roberta & Funke, Michael, 2006, "Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 16/2006.
• Wang, Jiao & Ji, Andy G., 2006, "Exchange rate sensitivity of China's bilateral trade flows," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 19/2006.
• Bask, Mikael, 2006, "Announcement effects on exchange rate movements: continuity as a selection criterion among the REE," Bank of Finland Research Discussion Papers, Bank of Finland, number 6/2006.
• Bask, Mikael, 2006, "Adaptive learning in an expectational difference equation with several lags: selecting among learnable REE," Bank of Finland Research Discussion Papers, Bank of Finland, number 7/2006.
• Bask, Mikael, 2006, "Exchange rate volatility without the contrivance of fundamentals and the failure of PPP," Bank of Finland Research Discussion Papers, Bank of Finland, number 8/2006.
• Bask, Mikael & Fidrmuc, Jarko, 2006, "Fundamentals and technical trading: behaviour of exchange rates in the CEECs," Bank of Finland Research Discussion Papers, Bank of Finland, number 10/2006.
• Lanne, Markku & Vesala, Timo, 2006, "The effect of a transaction tax on exchange rate volatility," Bank of Finland Research Discussion Papers, Bank of Finland, number 11/2006.
• Pope, Robin & Selten, Reinhard & Kaiser, Johannes & von Hagen, Jürgen, 2006, "The Underlying Cause of Unpredictability in Exchange Rates and Good Models of Exchange Rate Regime Selection: Field and Laboratory Evidence," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 27/2006.
• von Hagen, Jürgen & Kube, Sebastian & Selten, Reinhard & Pope, Robin, 2006, "Experimental Evidence on the Benefits of Eliminating Exchange Rate Uncertainties and Why Expected Utility Theory causes Economists to Miss Them," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 28/2006.
• von Hagen, Jürgen & Kube, Sebastian & Kaiser, Johannes & Selten, Reinhard & Pope, Robin, 2006, "Prominent Numbers and Ratios in Exchange Rate Determination: Field and Laboratory Evidence," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 29/2006.
• Reitz, Stefan & Taylor, Mark P., 2006, "The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,08.
• Fischer, Christoph & Porath, Daniel, 2006, "A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,23.
• Röthig, Andreas & Semmler, Willi & Flaschel, Peter, 2006, "Hedging, speculation, and investment in balance-sheet triggered currency crises," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 168.
• Entorf, Horst & Moebert, Jochen & Sonderhof, Katja, 2006, "The foreign exchange rate exposure of nations," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 169.
• Herz, Bernhard & Bauer, Christian & Karb, Volker, 2006, "Are twin currency and debt crises special?," Proceedings of the German Development Economics Conference, Berlin 2006, Verein für Socialpolitik, Research Committee Development Economics, number 11.
• Schnabl, Gunther, 2006, "Capital markets and exchange rate stabilization in East Asia: Diversifying risk based on currency baskets," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 2-1.
• Langhammer, Rolf J. & Schweickert, Rainer, 2006, "EU integration and its implications for Asian economies: What we know and what not," Kiel Working Papers, Kiel Institute for the World Economy, number 1264.
• Siebert, Horst, 2006, "International exchange rate systems: Where do we stand?," Kiel Working Papers, Kiel Institute for the World Economy, number 1288.
• Caporale, Guglielmo Maria & Hanck, Christoph, 2006, "Are PPP Tests Erratically Behaved? Some Panel Evidence," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,43.
• Hanck, Christoph, 2006, "For Which Countries did PPP hold? A Multiple Testing Approach," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,47.
• Volckart, Oliver, 2006, "The influence of information costs on the integration of financial markets: Northern Europe, 1350-1560," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-049.
• Fuchs, Frank & Broll, Udo & Wahl, Jack E., 2006, "Optimale Fakturierung im Außenhandel," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 04/06.
• Buch, Claudia M. & Kleinert, Jörn, 2006, "Exchange rates and FDI: Goods versus capital market frictions," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 304.
• Sell, Friedrich L., 2006, "The New Exchange Rate Policy in the Emerging Market Economies: with Special Emphasis on China," Working Papers in Economics, Bundeswehr University Munich, Economic Research Group, number 2006,2.
• McKinnon, Ronald, 2006, "China's Exchange Rate Appreciation in the Light of the Earlier Japanese Experience," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 06-035.
• Martin Meurers, 2006, "Identifying Determinants of Germany's International Price Competitiveness: A Structural VAR Approach," OECD Economics Department Working Papers, OECD Publishing, number 523, Nov, DOI: 10.1787/407563327012.
• Balázs Égert, 2006, "Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 134, Dec.
• George W. Evans & Avik Chakraborty, 2006, "Can Perpetual Learning Explain the Forward Premium Puzzle?," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2006-8, Jun, revised 20 Aug 2006.
• Ronald McKinnon & Gunther Schnabl, 2006, "China's Exchange Rate and International Adjustment in Wages, Prices and Interest Rates: Japan Déjà Vu?," CESifo Economic Studies, CESifo Group, volume 52, issue 2, pages 276-303, June.
• Lucio Sarno & Giorgio Valente & Hyginus Leon, 2006, "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," Review of Finance, European Finance Association, volume 10, issue 3, pages 443-482, September, DOI: 10.1007/s10679-006-9001-z.
• Harald Hau & Hélène Rey, 2006, "Exchange Rates, Equity Prices, and Capital Flows," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 1, pages 273-317.
• Celine Rochon, 2006, "Devaluation without common knowledge," Economics Series Working Papers, University of Oxford, Department of Economics, number 2006-FE-03, Feb.
• John C. Bluedorn & Christopher Bowdler, 2006, "The Open Economy Consequences of U.S. Monetary Policy," Economics Series Working Papers, University of Oxford, Department of Economics, number 265, Jun.
• Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2006, "How tight should one's hands be tied? Fear of floating and credibility of exchange regimes," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 06.03, Mar.
• Jesús Rodríguez López & José Luis Torres Chacón, 2006, "Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 06.12, Apr.
• Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2006, "The optimal degree of exchange rate flexibility: A target zone approach," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 06.22, Sep.
• Luca Antonio Ricci, 2006, "Exchange Rate Regimes, Location, and Specialization," IMF Staff Papers, Palgrave Macmillan, volume 53, issue 1, pages 1-3.
• Hamid Faruqee, 2006, "Exchange Rate Pass-Through in the Euro Area," IMF Staff Papers, Palgrave Macmillan, volume 53, issue 1, pages 1-4.
• Paul Cashin & C. John McDermott, 2006, "Parity Reversion in Real Exchange Rates: Fast, Slow, or Not at All?," IMF Staff Papers, Palgrave Macmillan, volume 53, issue 1, pages 1-5.
• Dumitru, Ionut, 2006, "Estimarea cursului de schimb real de echilibru in România
  [The equilibrium exchange rate in Romania]," MPRA Paper, University Library of Munich, Germany, number 10631.
• Bonpasse, Morrison, 2006, "The Single Global Currency: Common Cents for the World," MPRA Paper, University Library of Munich, Germany, number 1175, Apr.
• Horvath, Roman & Komarek, Lubos, 2006, "Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?," MPRA Paper, University Library of Munich, Germany, number 1180, Oct.
• Mtonga, Elvis, 2006, "The real exchange rate of the rand and competitiveness of South Africa's trade," MPRA Paper, University Library of Munich, Germany, number 1192, Dec.
• Stavarek, Daniel, 2006, "Ability of the New EU Member States to Fulfill the Exchange Rate Stability Convergence Criterion," MPRA Paper, University Library of Munich, Germany, number 1202, May.
• Westerlund, Joakim & Basher, Syed A., 2006, "Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?," MPRA Paper, University Library of Munich, Germany, number 1229, Dec.
• Pedauga, Luis Enrique & Noguera, Carlos, 2006, "Presión en el mercado cambiario para el caso venezolano (1984-2003)," MPRA Paper, University Library of Munich, Germany, number 14294, Dec.
• Ruiz-Porras, Antonio, 2006, "Información privilegiada, administración de riesgos y utilidades esperadas: Una aplicación de los juegos de señalización al estudio de crisis cambiarias," MPRA Paper, University Library of Munich, Germany, number 1441, Dec.
• Matesanz Gómez, David & Fugarolas Álvarez-Ude, Guadalupe, 2006, "Exchange rate policy and trade balance. A cointegration analysis of the argentine experience since 1962," MPRA Paper, University Library of Munich, Germany, number 151, revised 2006.
• Herciu, Mihaela & Toma, Ramona, 2006, "Competitiveness, Economic Freedom and Real Exchange Rate. Evidence from Romania," MPRA Paper, University Library of Munich, Germany, number 1722, Dec.
• Javier, Garcia-fronti & Lei, Zhang, 2006, "Political Uncertainty and the Peso Problem," MPRA Paper, University Library of Munich, Germany, number 18246.
• Guilherme, Moura & Sergio, Da Silva, 2006, "Testing the Equilibrium Exchange Rate Model - Updated," MPRA Paper, University Library of Munich, Germany, number 1871.
• Goyal, Ashima, 2006, "Macroeconomic policy and the exchange rate: working together?," MPRA Paper, University Library of Munich, Germany, number 27768, Aug.
• Sfia, Mohamed Daly, 2006, "Tunisia: Sources Of Real Exchange Rate Fluctuations," MPRA Paper, University Library of Munich, Germany, number 3129, Mar.
• Larrain, Felipe & Parro, Francisco, 2006, "Do Exchange Rate Regimes Matter? Evidence for Developing Countries," MPRA Paper, University Library of Munich, Germany, number 36718, May.
• Mishra, Anil & Daly, Kevin, 2006, "Multi-Country Empirical Investigation into International Financial Integration," MPRA Paper, University Library of Munich, Germany, number 50599, Nov.
• Moura Filho, Heitor, 2006, "Taxas cambiais do mil-réis(1795-1913)
  [Exchange rates of the mil-reis (1795-1913)]," MPRA Paper, University Library of Munich, Germany, number 5210, Dec.
• An, Lian, 2006, "Exchange Rate Pass-Through:Evidence Based on Vector Autoregression with Sign Restrictions," MPRA Paper, University Library of Munich, Germany, number 527, Oct.
• Baharumshah, Ahmad Zubaidi & Chan, Tze-Haw & Aggarwal, Raj, 2006, "The Changing Dynamics of the East Asian Real Exchange Rates after the Financial Crisis: Further Evidence on Mean Reversion," MPRA Paper, University Library of Munich, Germany, number 6090, May, revised 22 Nov 2007.
• Ardic, Oya Pinar, 2006, "Output, the Real Exchange Rate, and the Crises in Turkey," MPRA Paper, University Library of Munich, Germany, number 6099, Jan.
• Azman-Saini, W.N.W. & Habibullah, M.S. & Law, Siong Hook & Dayang-Afizzah, A.M., 2006, "Stock prices, exchange rates and causality in Malaysia: a note," MPRA Paper, University Library of Munich, Germany, number 656, Oct.
• Barhoumi, Karim, 2006, "Exchange Rate Pass-Through and Structural Macroeconomic Shocks in Developing Countries: An Empirical Investigation," MPRA Paper, University Library of Munich, Germany, number 6573, Oct, revised 13 Oct 2007.
• Hess, Gregory & Shin, Kwanho, 2006, "Understanding the Backus-Smith Puzzle: It’s the (Nominal) Exchange Rate, Stupid," MPRA Paper, University Library of Munich, Germany, number 696, Feb.
• Azman-Saini, W.N.W., 2006, "Hedge funds, exchange rates and causality: Evidence from Thailand and Malaysia," MPRA Paper, University Library of Munich, Germany, number 716, Oct.
• Stavarek, Daniel, 2006, "Estimation of the Exchange Market Pressure in the EU4 Countries: A Model-Dependent Approach," MPRA Paper, University Library of Munich, Germany, number 7256, Sep.
• Berka, Martin, 2006, "Non-linear adjustment in law of one price deviations and physical characteristics of goods," MPRA Paper, University Library of Munich, Germany, number 8606, Nov, revised Dec 2007.
• Horvath, Roman, 2006, "Modelling Central Bank Intervention Activity under Inflation Targeting," MPRA Paper, University Library of Munich, Germany, number 914, May.
• Hernández Monsalve, Mauricio Alberto & Mesa Callejas, Ramón Javier, 2006, "El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006," MPRA Paper, University Library of Munich, Germany, number 942, Oct, revised Oct 2006.
• Sahminan, Sahminan, 2006, "Adjustments of the Non-Financial Sector to the Rise in Exchange Rate Volatility and Their Policy Implications in Indonesia," MPRA Paper, University Library of Munich, Germany, number 95471, Dec.
• J. H. Eita & Moses M. Sichei, 2006, "Estimating the Equilibrium Real Exchange Rate for Namibia," Working Papers, University of Pretoria, Department of Economics, number 200608, Feb.
• Josef Arlt & Jan Kodera & Martin Mandel & Vladimír Tomšík, 2006, "Monetární přístup k inflaci - střednědobý strukturální model v otevřené ekonomice (příklad České Republiky v letech 1996-2004)
  [Monetary approach to inflation: A medium-term structural model in a small open economy (the case of the Czech Republic ," Politická ekonomie, Prague University of Economics and Business, volume 2006, issue 3, pages 326-338, DOI: 10.18267/j.polek.561.
• Michal Pazour, 2006, "Dynamika konvergence cenové úrovně ČR a strategie přistoupení k eurozóně
  [Price level convergence dynamics in the CR and the accession strategy to the euro-zone]," Politická ekonomie, Prague University of Economics and Business, volume 2006, issue 6, pages 802-815, DOI: 10.18267/j.polek.584.
• Alan S. Blinder, 2006, "Monetary Policy Today: Sixteen Questions and about Twelve Answers," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 73, Jul.
• Carlo Altavilla & Paul De Grauwe, 2006, "Forecasting and Combining Competing Models of Exchange rate Determination," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 5_2006, Mar.
• Carlo Altavilla, 2006, "The (Un-) Stable Relationship between The Exchange rate and its Fundamentals," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 6_2006, Mar.
• Woosik Moon & Yeongseop Rhee, 2006, "Spot and foward market intervention during the 1997 Korean currency crisis," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 59, issue 238, pages 243-268.
• Woosik Moon & Yeongseop Rhee, 2006, "Spot and foward market intervention during the 1997 Korean currency crisis," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 59, issue 238, pages 243-268.
• Danny Leung & Beverly Lapham, 2006, "Industry Restructuring, Mark-ups, And Exchange Rate Pass-through," Working Paper, Economics Department, Queen's University, number 1120, Oct.
• Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising, 2006, "Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach - The Case of Developing Asia," Working Papers, Queen Mary University of London, School of Economics and Finance, number 565, Sep.
• Richard T. Baillie & George Kapetanios, 2006, "Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates," Working Papers, Queen Mary University of London, School of Economics and Finance, number 570, Sep.
• Duo Qin, 2006, "Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries," Working Papers, Queen Mary University of London, School of Economics and Finance, number 575, Sep.
• Francisco Venegas-Martinez, 2006, "Impacto de una Politica Fiscal incierta y del riesgo cambiario en estrategias de estabilizacion de precios," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 2, issue 2, pages 3-38, Enero-Jun.
• Chris Becker & Daniel Fabbro, 2006, "Limiting Foreign Exchange Exposure through Hedging: The Australian Experience," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2006-09, Aug.
• Alberto Humala, 2006, "Depreciation expectations and interest rate differentials: Are there regime switches? The Peruvian case," Working Papers, Banco Central de Reserva del Perú, number 2006-002, Jun.
• Jesús Ferreyra & Jorge Salas, 2006, "The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building," Working Papers, Banco Central de Reserva del Perú, number 2006-006, Jun.
• Martin Ellison & Liam Graham & Jouko Vilmunen, 2006, "Strong Contagion with Weak Spillovers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 9, issue 2, pages 263-283, April, DOI: 10.1016/j.red.2006.01.001.
• Michele Cavallo & Cedric Tille, 2006, "Could capital gains smooth a current account rebalancing?," 2006 Meeting Papers, Society for Economic Dynamics, number 252.
• Cristina Arellano & Ananth Ramanarayanan, 2006, "Default and the Term Structure in Sovereign Bonds," 2006 Meeting Papers, Society for Economic Dynamics, number 299.
• Todd Keister, 2006, "Expectations and Contagion in Self-fulfilling Currency Attacks," 2006 Meeting Papers, Society for Economic Dynamics, number 485.
• Beverly Lapham & Danny Leung, 2006, "Industry Restructuring, Mark-ups, and Exchange Rate Pass-Through," 2006 Meeting Papers, Society for Economic Dynamics, number 707.
• Adrien Verdelhan, 2006, "A Habit-Based Explanation of the Exchange Rate Risk Premium," 2006 Meeting Papers, Society for Economic Dynamics, number 872.
• Boris Brodsky, 2006, "The Influence of the Ruble Real Exchange Rate on the Russian Economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 4, issue 4, pages 90-104.
• Andrey Shulgin, 2006, "The Russian Foreign Exchange Policy on the Wave of Crisis Cycle," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 4, issue 4, pages 18-48.
• Sofia Ivanova, 2006, "The Equilibrium of USD/RUB Exchange Rate," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 4, issue 4, pages 3-17.
• Changmo Ahn, 2006, "Natural Equilibrium Real Exchange Rate in Korea," East Asian Economic Review, Korea Institute for International Economic Policy, volume 10, issue 2, pages 47-68, DOI: 10.11644/KIEP.JEAI.2006.10.2.157.
• Jie Li & Ramkishen S. Rajan, 2006, "Can High Reserves Offset Weak Fundamentals? A Simple Model of Precautionary Demand for Reserves," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 59, issue 3, pages 317-328.
• Imad A. Moosa & Razzaque H. Bhatti, 2006, "The Effect of the Nominal Exchange Rate Regime on Real Exchange Rate Variability," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 59, issue 3, pages 355-381.
• Henry N. Ogbuaku & Ademola Adebisi & Mete Feridun, 2006, "Does Globalization Lead to Increased Poverty in Africa? Empirical Evidence from Nigeria," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 59, issue 1, pages 63-82.
• Tassos G. Anastasatos & Ian R. Davidson, 2006, "An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 21, pages 619-656.
• Tatiana Fic & Omar Farooq Saqib, 2006, "Political Instability and the August 1998 Ruble Crisis," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 21, pages 764-783.
• Peter A. Prazmowski, 2006, "Stabilization, credibility and regime dependent real exchange rates," Economics Discussion Papers, School of Economics, Kingston University London, number 2006-1, Jan.
• Scutaru, Cornelia & Iordan, Mioara & Stanica, Cristian & Pauna, Bianca, 2006, "Analysis of Foreign Imbalances and Exchange Rate Policy in the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 4, pages 38-54, December.
• Pelinescu, Elena & Caraiani, Petre, 2006, "Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 4, pages 5-22, December.
• Donal Bredin & John Cotter, 2006, "Real & nominal foreign exchange volatility effects on exports – the importance of timing," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1177.
• Fayyaz Hussain & Abdul Jalil, 2006, "Effectiveness of Foreign Exchange Intervention: Evidence from Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 14, Aug.
• Yunus Aksoy & Kurmas Akdogan, 2006, "Exchange Rates and Fundamentals: Is there a Role for Nonlinearities in Real Time?," Computing in Economics and Finance 2006, Society for Computational Economics, number 12, Jul.
• Stefan Reitz & M.P Taylor, 2006, "The Coordination Channel of Foreign Exchange Intervention," Computing in Economics and Finance 2006, Society for Computational Economics, number 16, Jul.
• Adrien Verdelhan, 2006, "A Habit-Based Explanation of the Exchange Rate Risk Premium," Computing in Economics and Finance 2006, Society for Computational Economics, number 217, Jul.
• Paul De Grauwe & Agnieszka Markiewicz, 2006, "Learning to Forecast the Exchange Rate: Two Competing Approaches," Computing in Economics and Finance 2006, Society for Computational Economics, number 367, Jul.
• Hilde C. Bjørnland, 2006, "Monetary Policy and the Illusionary Exchange Rate Puzzle," Computing in Economics and Finance 2006, Society for Computational Economics, number 45, Jul.
• Almuth Scholl & Harald Uhlig, 2006, "New Evidence on the Puzzles: Monetary Policy and Exchange Rates," Computing in Economics and Finance 2006, Society for Computational Economics, number 5, Jul.
• Michael G. Papaioannou, 2006, "Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 4, issue 2, pages 129-146.
• Andreas M. Fischer, 2006, "Measuring Income Elasticity for Swiss Money Demand: What do the Cantons say about Financial Innovation?," Working Papers, Swiss National Bank, number 2006-01.
• Luc Bauwens & Dagfinn Rime & Genaro Sucarrat, 2006, "Exchange rate volatility and the mixture of distribution hypothesis," Empirical Economics, Springer, volume 30, issue 4, pages 889-911, January, DOI: 10.1007/s00181-005-0005-x.
• Walid Omrane & Hervé Oppens, 2006, "The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market," Empirical Economics, Springer, volume 30, issue 4, pages 947-971, January, DOI: 10.1007/s00181-005-0007-8.
• Mohammad Hasan, 2006, "The prices of silver and exchange rates in a metallic monetary system—the cases of India and Iran," Empirical Economics, Springer, volume 31, issue 1, pages 195-206, March, DOI: 10.1007/s00181-005-0037-2.
• Kari Heimonen, 2006, "Nonlinear adjustment in PPP—evidence from threshold cointegration," Empirical Economics, Springer, volume 31, issue 2, pages 479-495, June, DOI: 10.1007/s00181-005-0026-5.
• Yiping Xu, 2006, "The behavior of the exchange rate in the genetic algorithm with agents having long memory," Journal of Evolutionary Economics, Springer, volume 16, issue 3, pages 279-297, August, DOI: 10.1007/s00191-005-0006-0.
• S. Reitz & F. Westerhoff & C. Wieland, 2006, "Target Zone Interventions and Coordination of Expectations," Journal of Optimization Theory and Applications, Springer, volume 128, issue 2, pages 453-467, February, DOI: 10.1007/s10957-006-9027-6.
• Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2006, "The New Keynesian Phillips Curve for a Small Open Economy," Discussion Papers, Statistics Norway, Research Department, number 460, May.
• Paul Levine & Alexandros Mandilaras & Jun Wang, 2006, "Public Debt Maturity and Currency Crises," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0406, Mar.
• Francisco Ledesma-Rodriguez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2006, "An empirical examination of exchange-rate credibility determinants in the EMS," Applied Economics Letters, Taylor & Francis Journals, volume 13, issue 13, pages 847-850, DOI: 10.1080/13504850500425311.
• Imed Drine & Christophe Rault, 2006, "Testing for inflation convergence between the Euro Zone and its CEE partners," Applied Economics Letters, Taylor & Francis Journals, volume 13, issue 4, pages 235-240, DOI: 10.1080/13504850500396322.
• Guglielmo Maria Caporale & Mario Cerrato, 2006, "Panel data tests of PPP: a critical overview," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 1-2, pages 73-91, DOI: 10.1080/09603100500389143.
• Christoph Fischer, 2006, "PPP: a disaggregated view," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 1-2, pages 93-108, DOI: 10.1080/09603100500389218.
• Jorge Selaive & Vicente Tuesta, 2006, "Can fluctuations in the consumption-wealth ratio help to predict exchange rates?," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 17, pages 1251-1263, DOI: 10.1080/09603100500426705.
• Alexander Mende, 2006, "09/11 on the USD/EUR foreign exchange market," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 3, pages 213-222, DOI: 10.1080/09603100500386206.
• Gilles Dufrenot & Laurent Mathieu & Valerie Mignon & Anne Peguin-Feissolle, 2006, "Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration," Applied Economics, Taylor & Francis Journals, volume 38, issue 2, pages 203-229, DOI: 10.1080/00036840500390262.
• Charles Bos & Neil Shephard, 2006, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 2-3, pages 219-244, DOI: 10.1080/07474930600713275.
• Yin-Wong Cheung & Kon Lai, 2006, "A Reappraisal of the Border Effect on Relative Price Volatility," International Economic Journal, Taylor & Francis Journals, volume 20, issue 4, pages 495-513, DOI: 10.1080/10168730601027120.
• Karine Gente & Miguel Leon-Ledesma, 2006, "Does the world real interest rate affect the real exchange rate? The South East Asian experience," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 15, issue 4, pages 441-467, DOI: 10.1080/09638190601037443.
• Anil Mishra & Kevin Daly, 2006, "Multi-Country Empirical Investigation into International Financial Integration," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 11, issue 4, pages 444-461, DOI: 10.1080/13547860600923775.
• Saadet Kasman & Duygu Ayhan, 2006, "Macroeconomic Volatility under Alternative Exchange Rate Regimes in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 6, issue 2, pages 37-58.
• Halil Ibrahim Aydin & Cafer Kaplan & Mehtap Kesriyeli & Erdal Ozmen & Cihan Yalcin & Serkan Yigit, 2006, "Corporate Sector Financial Structure in Turkey : A Descriptive Analysis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0607.
• Derek Bond & Michael J. Harrison & Niall Hession & Edward J. O'Brien, 2006, "Some Empirical Observations on the Forward Exchange Rate Anomaly," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep2006, Jan.
• Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006, "Purchasing Power Parity: The Irish Experience Re-visited," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep200615, Nov.
• John Harvey, 2006, "Teaching Post Keynesian Exchange Rate Theory," Working Papers, Texas Christian University, Department of Economics, number 200601, Nov.
• Phornchanok Cumperayot & Casper G. de Vries, 2006, "Large Swings in Currencies driven by Fundamentals," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-086/2, Oct.
• Takatoshi Ito & Kiyotaka Sato, 2006, "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-406, Mar.
• Takatoshi Ito & Yuko Hashimoto, 2006, "Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-407, Mar.
• Shin-ichi Fukuda & Masanori Ono, 2006, "On the Determinants of Exporters' Currency Pricing: History vs. Expectations," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-442, Oct.
• Marc Flandreau, 2006, "Home Biases, Nineteenth Century Style," Journal of the European Economic Association, MIT Press, volume 4, issue 2-3, pages 634-643, 04-05.
• Hanno Lustig & Adrien Verdelhan, 2006, "Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution," Journal of the European Economic Association, MIT Press, volume 4, issue 2-3, pages 644-655, 04-05.
• Cornand, Camille & Heinemann, Frank, 2006, "Optimal Degree of Public Information Dissemination," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 158, Feb.