Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2007

• 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.
• 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.
• 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.
• 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

• Antonia López Villavicencio, 2006, "Real equilibrium exchange rates. A panel data approach for advanced and emerging economies," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea0605, Nov.
• Antonia López Villavicencio & Josep Lluís Raymond Bara, 2006, "The short and long-run determinants of the real exchange rate in Mexico," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea0606, Oct.
• H. Henry Cao & Martin D. Evans & Richard K. Lyons, 2006, "Inventory Information," The Journal of Business, University of Chicago Press, volume 79, issue 1, pages 325-364, January, DOI: 10.1086/497413.
• Habib Ahmed & C. Paul Hallwood & Stephen M. Miller, 2006, "The Exchange Rate-Investment Nexus and Exchange Rate Instability: Another Reason for 'Fear of Floating'," Working papers, University of Connecticut, Department of Economics, number 2006-15, Jun, revised Jan 2009.
• Uluc Aysun, 2006, "Automatic Stabilizer Feature of Fixed Exchange Rate Regimes in Emerging Markets," Working papers, University of Connecticut, Department of Economics, number 2006-27, Aug, revised Aug 2008.
• Uluc Aysun, 2006, "Testing for Balance Sheet Effects in Emerging Market Countries," Working papers, University of Connecticut, Department of Economics, number 2006-28, Aug.
• Yu-chin Chen & Kenneth Rogoff, 2006, "Are the Commodity Currencies an Exception to the Rule?," Working Papers, University of Washington, Department of Economics, number UWEC-2006-28, Dec, revised Mar 2012.
• Reginaldo P. Nogueira Jnr, 2006, "Inflation Targeting and the Role of Exchange Rate Pass-through," Studies in Economics, School of Economics, University of Kent, number 0602, Jun.
• Jose Eduardo de A. Ferreira, 2006, "Effects of Fundamentals on the Exchange Rate: A Panel Analysis for a Sample of Industrialised and Emerging Economies," Studies in Economics, School of Economics, University of Kent, number 0603, Jul.
• Jose Eduardo de A. Ferreira, 2006, "Periodically Collapsing Rational Bubbles in Exchange Rates: A Markov-Switching Analysis for a Sample of Industrialised Markets," Studies in Economics, School of Economics, University of Kent, number 0604, Sep.
• Reginaldo P. Nogueira Jnr, 2006, "Inflation Targeting, Exchange Rate Pass-Through and 'Fear of Floating'," Studies in Economics, School of Economics, University of Kent, number 0605, Sep.
• Bevilacqua, Franco, 2006, "Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2006-012.
• Bevilacqua, Franco, 2006, "Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2006-016.
• Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2006, "Volatility Clustering, Leverage Effects, and Jump Dynamics in the US and Emerging Asian Equity Markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-03, Jan.
• Arief Bustaman & Kankesu Jayanthakumaran, 2006, "The Impact of Exchange Rate Volatility on Indonesia’s Exports to the USA: An Application of ARDL Bounds Testing Procedure," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200610, Dec, revised Dec 2006.
• Georg Stadtmann & Michael Frenkel & Jan-Christoph Rülke, 2006, "Erwartungsbildung im Dollar/Euro Devisenmarkt," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 61, issue 03, pages 277-298, September.
• Andreas Röthig & Willi Semmler & Peter Flaschel, 2006, "Hedging, Speculation, and Investment in Balance-Sheet Triggered Currency Crises," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 173, Feb.
• Pierre L. Siklos & Diana N. Weymark, 2006, "Measuring the Impact of Intervention on Exchange Market Pressure," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0604, Mar.
• Mario J. Crucini & Mototsugu Shintani, 2006, "Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0616, Jul.
• 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.
• John Bluedorn & Christopher Bowdler, 2006, "The Open Economy Consequences of U.S. Monetary Policy," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W04, Jun.
• 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.
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  [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.
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• 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.
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• 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.