Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2006

• HSING, Yu, 2006, "Determinants Of Exchange Rate Fluctuations For Venezuela: Application Of An Extended Mundell-Fleming Model," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 1.
• MITEZA, Ilir, 2006, "Devaluation And Output In Five Transition Economies: A Panel Cointegration Approach Of Poland, Hungary, Czech Republic, Slovakia And Romania, 1993-2000," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 1.
• Khalifa H. Ghali & Musaed Ben Eid, 2006, "Transaction costs, structural change, and the integration of international financial markets: cointegration between interest rates and price indexes in ten OECD countries, 1980-2000," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 3.
• BERUMEN, Sergio A. & ARRIAZA IBARRA, Karen, 2006, "El Posible Impacto Por El Incremento De Las Tasas De Interés En Estados Unidos Sobre La Economía De Guatemala," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 6, issue 1.
• Ozturk, 2006, "Exchange Rate Volatility and Trade: A Literature Survey," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 3, issue 1, pages 85-102.
• Haihong Gao, 2006, "Real Exchange Rate in China : A Long-run Perspective," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 21969, Jan.
• Kentaro Iwatsubo & Shunji Karikomi, 2006, "China’s Reform on Exchange Rate System and International Trade between Japan and China," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 21970, Jan.
• Woosik Moon & Yeongseop Rhee & Deokryong Yoon, 2006, "Regional Currency Unit in Asia : Property and Perspective," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 21972, Jan.
• Xiao Bing Feng, 2006, "RMB Exchange Rate and Local Currency Price Stability : The Case of China and ASEAN+3," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 21976, Jan.
• Ashima Goyal, 2006, "Incentives from Exchange Rate Regimes in an Institutional Context," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22375, Jan.
• Peter Wilson & Henry Ng Shang Ren, 2006, "Managing Exchange Rate Volatility : A Comparative Counterfactual Analysis Of Singapore 1994 To 2003," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22584, Jan.
• Peter Wilson & Keen Meng Choy, 2006, "Prospects For Enhanced Exchange Rate Cooperation In East Asia : Some Preliminary Findings From Generalized Ppp Theory," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22585, Jan.
• Peltonen, Tuomas A., 2006, "Are emerging market currency crises predictable? A test," Working Paper Series, European Central Bank, number 571, Jan.
• Sánchez, Marcelo, 2006, "How does information affect the comovement between interest rates and exchange rates?," Working Paper Series, European Central Bank, number 608, Apr.
• Coche, Joachim & Nyholm, Ken & Koivu, Matti & Poikonen, Vesa, 2006, "Foreign reserves management subject to a policy objective," Working Paper Series, European Central Bank, number 624, May.
• Chmelarova, Viera & Schnabl, Gunther, 2006, "Exchange rate stabilization in developed and underdeveloped capital markets," Working Paper Series, European Central Bank, number 636, Jun.
• Schnabl, Gunther & Hillebrand, Eric, 2006, "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," Working Paper Series, European Central Bank, number 650, Jun.
• Nikolaou, Kleopatra, 2006, "The behaviour of the real exchange rate: evidence from regression quantiles," Working Paper Series, European Central Bank, number 667, Aug.
• Schnatz, Bernd, 2006, "Is reversion to PPP in euro exchange rates non-linear?," Working Paper Series, European Central Bank, number 682, Oct.
• Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2006, "Home bias in global bond and equity markets: the role of real exchange rate volatility," Working Paper Series, European Central Bank, number 685, Oct.
• Castrén, Olli & Osbat, Chiara & Sydow, Matthias, 2006, "What drives investors' behaviour in different FX market segments? A VAR-based return decomposition analysis," Working Paper Series, European Central Bank, number 706, Dec.
• Mathias Hoffmann & Ronald MacDonald, 2006, "A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials," Working Papers, Business School - Economics, University of Glasgow, number 2007_36, Jul.
• Amina Lahrèche-Révil & Juliette Milgram, 2006, "Exchange-rate policies and trade in the MENA countries," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 06/07, May.
• Jérôme Héricourt & Julien Reynaud, 2006, "La crise monétaire turque de 2000/2001 : analyse de l'échec du plan de stabilisation par le change du FMI," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00084717, Jan.
• Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2006, "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00119099, Aug, DOI: 10.1111/j.1467-9361.2006.00349.x.
• Sarah Guillou, 2006, "Les industries de haute technologie de la zone euro et des Etats-Unis : une étude comparée de la compétitivité et des parts de marché," Post-Print, HAL, number hal-01021305, Jul, DOI: 10.3917/reof.098.76.
• Marc Flandreau, 2006, "The logic of compromise : monetary bargaining in Austria-Hungary 1867-1913," Post-Print, HAL, number hal-01071968, Apr.
• Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006, "La valeur du yuan. Les paradoxes du taux de change d'équilibre," Post-Print, HAL, number hal-01071969, Jul, DOI: 10.3917/reof.098.127.
• Serge Rey, 2006, "Effective Exchange rate Volatility and MENA countries’ exports to EU," Post-Print, HAL, number hal-01885316.
• Guillaume Chevillon & Xavier Timbeau, 2006, "L’impact du taux de change sur le tourisme en France," Post-Print, HAL, number hal-03459195, Jul, DOI: 10.3917/reof.098.0167.
• Jérôme Héricourt & Julien Reynaud, 2006, "La crise monétaire turque de 2000/2001 : analyse de l'échec du plan de stabilisation par le change du FMI," Post-Print, HAL, number halshs-00084717, Jan.
• Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2006, "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Post-Print, HAL, number halshs-00119099, Aug, DOI: 10.1111/j.1467-9361.2006.00349.x.
• Jean-Pierre Allegret & Camille Cornand, 2006, "The Pros and Cons of Higher Transparency: The Case of Speculative Attacks," Post-Print, HAL, number halshs-00137469.
• Camille Cornand & Frank Heinemann, 2006, "Publicité limitée de l'information et sur-réaction aux annonces lors des épisodes spéculatifs," Post-Print, HAL, number halshs-00137477, May.
• Camille Cornand, 2006, "Optimal Degree of Public Information Dissemination," Post-Print, HAL, number halshs-00137519, Feb.
• Camille Cornand, 2006, "Optimal Degree of Public Information Dissemination," Post-Print, HAL, number halshs-00137529, Mar.
• Camille Cornand, 2006, "Optimal Degree of Public Information Dissemination," Post-Print, HAL, number halshs-00137532, Mar.
• Wajih Khallouli & Mohamed Ayadi & Riadh Boudhina & René Sandretto, 2006, "La contagion de la crise asiatique : dynamiques de court terme et de long terme," Post-Print, HAL, number halshs-00137599.
• Gilles Dufrénot & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2006, "Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration," Post-Print, HAL, number halshs-00256876, DOI: 10.1080/00036840500390262.
• Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006, "La valeur du yuan. Les paradoxes du taux de change d'équilibre," Sciences Po Economics Publications (main), HAL, number hal-01071969, Jul, DOI: 10.3917/reof.098.127.
• Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006, "The Renminbi Equilibrium Exchange Rate: an agnostic view," Sciences Po Economics Publications (main), HAL, number hal-01073825, Jul.
• Guillaume Chevillon & Xavier Timbeau, 2006, "L’impact du taux de change sur le tourisme en France," Sciences Po Economics Publications (main), HAL, number hal-03459195, Jul, DOI: 10.3917/reof.098.0167.
• Olivier Accominotti & Marc Flandreau, 2006, "Does Bilateralism Promote Trade? Nineteenth Century Liberalization Revisited," Working Papers, HAL, number hal-01065617, Jan.
• Marc Flandreau, 2006, "The logic of compromise : monetary bargaining in Austria-Hungary 1867-1913," Working Papers, HAL, number hal-01065619, Jan.
• Marc Flandreau & Clemens Jobst, 2006, "The Empirics of International Currencies: Evidence from the 19th Century," Working Papers, HAL, number hal-01065631, Mar.
• Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006, "The Renminbi Equilibrium Exchange Rate: an agnostic view," Working Papers, HAL, number hal-01073825, Jul.
• Olivier Darné & Jean-François Hoarau, 2006, "Testing the purchasing power parity in China," Working Papers, HAL, number hal-04138871.
• Menkhoff, Lukas & Schmeling, Maik, 2006, "Local Information in Foreign Exchange Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-331, Apr.
• Frömmel, Michael, 2006, "Volatility Regimes in Central and Eastern European Countries' Exchange Rates," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-333, Apr.
• Mende, Alexander & Menkhoff, Lukas, 2006, "Profits and Speculation in Intra-Day Foreign Exchange Trading," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-339, Jun.
• Osler, Carol & Mende, Alexander & Menkhoff, Lukas, 2006, "Price Discovery in Currency Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-351, Nov.
• Menkhoff, Lukas & Taylor, Mark P., 2006, "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-352, Nov.
• Balazs Egert, 2006, "Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 0615.
• Josip Tica, 2006, "Long Span Unit Root Test Of Purchasing Power Parity: The Case Of Croatia," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 57, issue 12, pages 856-880.
• Maican, Florin G. & Sweeney, Richard J., 2006, "Real Exchange Rate Adjustment In European Transition Countries," Working Papers in Economics, University of Gothenburg, Department of Economics, number 202, Feb.
• Lindblad, Hans & Sellin, Peter, 2006, "A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 193, May.
• Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2006, "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," SIFR Research Report Series, Institute for Financial Research, number 42, Feb.
• Selander, Carina, 2006, "Chartist Trading in Exchange Rate Theory," Umeå Economic Studies, Umeå University, Department of Economics, number 698, Nov.
• Alexius, Annika & Post, Erik, 2006, "Cointegration and the stabilizing role of exchange rates," Working Paper Series, Uppsala University, Department of Economics, number 2006:8, Feb.
• Post, Erik, 2006, "Foreign exchange market interventions as monetary policy," Working Paper Series, Uppsala University, Department of Economics, number 2006:21, Sep.
• Iwatsubo, Kentaro & 岩壷, 健太郎 & イワツボ, ケンタロウ, 2006, "Adjustment Speeds of Nominal Exchange Rates and Prices toward Purchasing Power Parity," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2005-11, Jan.
• Iwatsubo, Kentaro & 岩壷, 健太郎 & イワツボ, ケンタロウ & Shimizu, Junko & 清水, 順子 & シミズ, ジュンコ, 2006, "Signaling Effects of Foreign Exchange Interventions and Expectation Heterogeneity among Traders," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2005-18, Mar.
• Yin-wong Cheung & Kon S. Lai, 2006, "A Reappraisal of the Border Effect on Relative Price Volatility," Working Papers, Hong Kong Institute for Monetary Research, number 042006, Feb.
• Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006, "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers, Hong Kong Institute for Monetary Research, number 102006, Mar.
• Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii, 2006, "The Illusion of Precision and the Role of the Renminbi in Regional Integration," Working Papers, Hong Kong Institute for Monetary Research, number 182006, Dec.
• Tomislav Galac & Ante Burić & Ivan Huljak, 2006, "Microstructure of Foreign Exchange Market in Croatia," Working Papers, The Croatian National Bank, Croatia, number 15, Nov.
• Eiji Ogawa & Junko Shimizu, 2006, "AMU Deviation Indicator for Coordinated Exchange Rate Policies in East Asia and its Relation with Effective Exchange Rates," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-131, Jan.
• Alexandre B. Cunha, 2006, "Implications of the Modigliani-Miller Theorem for the Study of Exchange Rate Regimes," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2006-03, Oct.
• Galindo, Arturo & Izquierdo, Alejandro & Montero, José Manuel, 2006, "Real Exchange Rates, Dollarization and Industrial Employment in Latin America," IDB Publications (Working Papers), Inter-American Development Bank, number 1943, Oct.
• Guillermo A. Calvo & Alejandro Izquierdo & Ernesto Talvi, 2006, "Phoenix Miracles in Emerging Markets: Recovering without Credit from Systemic Financial Crises," Research Department Publications, Inter-American Development Bank, Research Department, number 4474, Aug.
• Arturo Galindo & Alejandro Izquierdo & José Manuel Montero, 2006, "Real Exchange Rates, Dollarization and Industrial Employment in Latin America," Research Department Publications, Inter-American Development Bank, Research Department, number 4478, Oct.
• Untoro, 2006, "Pengaruh “Kejutan” Dari Berita Makro Ekonomi Terhadap Pergerakan Nilai Tukar Rupiah," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 9, issue 1, pages 5-26, July, DOI: https://doi.org/10.21098/bemp.v9i1..
• Sahminan, 2006, "Balance-Sheet Effects of Exchange Rate Depreciation: Evidence from Non-Financial Firms in Indonesia," Working Papers, Bank Indonesia, number WP/6/2009.
• Néstor A. Le Clech, 2006, "Ajuste de los fundamentos del modelo monetario en la determinación del tipo de cambio argentino," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 44, issue 2, pages 59-79, Diciembre, DOI: 10.55444/2451.7321.2006.v44.n2.3831.
• Marcus J. Chambers & J. Roderick McCrorie, 2006, "Identification And Estimation Of Exchange Rate Models With Unobservable Fundamentals," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 47, issue 2, pages 573-582, May.
• Edwin M. Truman & Anna Wong, 2006, "The Case for an International Reserve Diversification Standard," Working Paper Series, Peterson Institute for International Economics, number WP06-2, May.
• C. Randall Henning, 2006, "The External Policy of the Euro Area: Organizing for Foreign Exchange Intervention," Working Paper Series, Peterson Institute for International Economics, number WP06-4, Jun.
• Nur KEYDER, 2006, "Türkiye İstikrara Kavuştu Mu?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 238, pages 36-50.
• Cem KADILAR & Muammer ŞİMŞEK, 2006, "Döviz kurundaki değişkenliğin Türkiye’nin ithalatına uzun dönemli etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 240, pages 122-135.
• Mehmet İVRENDİ, 2006, "The reaction of monetary policy to exchange rate," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 240, pages 81-97.
• Hakan KAHYAOĞLU & Utku UTKULU, 2006, "Euro - Dolar paritesindeki oynaklığın ihracat üzerine etkisi: Türkiye örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 242, pages 114-128.
• Nasip BOLATOĞLU, 2006, "1994 ve 2000-2001 krizlerinin çoklu denge açısından değerlendirilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 243, pages 31-42.
• Duygu AYHAN, 2006, "Döviz kuru rejimlerinin kur oynaklığı üzerine etkisi: Türkiye örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 245, pages 64-76.
• Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006, "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp123, Apr.
• Peter G. Szilagyi & Jonathan A. Batten, 2006, "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp128, Apr.
• Philip Lane & Gian Maria Milesi-Ferretti, 2006, "Exchange Rates and External Adjustment: Does Financial Globalization Matter?," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp129, May.
• Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006, "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp135, May.
• Philip R. Lane & Sergio L. Schmukler, 2006, "The International Financial Integration of China and India," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp174, Nov.
• M. Faizul Islam & Mohammad S. Hasan, 2006, "The Monetary Model of the Dollar-Yen Exchange Rate Determination: A Cointegration Approach," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 5, issue 2, pages 129-145, August.
• Jonathan Kearns & Phil Manners, 2006, "The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 4, December.
• Martin D. D. Evans & Richard K. Lyons, 2006, "Understanding order flow," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 11, issue 1, pages 3-23, DOI: 10.1002/ijfe.287.
• Otani, Akira & Shiratsuka, Shigenori & Shirota, Toyoichiro, 2006, "Revisiting the Decline in the Exchange Rate Pass-Through: Further Evidence from Japan's Import Prices," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 24, issue 1, pages 61-75, March.
• Giorgio Valente & Mr. Gene L. Leon & Lucio Sarno, 2006, "Nonlinearity in Deviations From Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," IMF Working Papers, International Monetary Fund, number 2006/136, May.
• Mr. Michael G. Papaioannou, 2006, "Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms," IMF Working Papers, International Monetary Fund, number 2006/255, Nov.
• Mr. Jaewoo Lee & Mr. Joshua Aizenman, 2006, "Financial Versus Monetary Mercantilism: Long-Run View of Large International Reserves Hoarding," IMF Working Papers, International Monetary Fund, number 2006/280, Dec.
• Francisco Venegas-Martínez, 2006, "Decisiones De Consumo Y Portafolio Bajo Condiciones De Riesgo E Incertidumbre," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 5, issue 1, pages 3-11, Marzo 200.
• Ashima Goyal, 2006, "Incentives from exchange rate regimes in an institutional context," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2006-015r, Dec.
• Luis Felipe Lagos & Rodrigo Cerda, 2006, "Tipo de Cambio Nominal en un Régimen de Flotación: Chile 2000-2005," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 313.
• Roberto Basile & Sergio de Nardis & Alessandro Girardi, 2006, "Pricing to market of Italian exporting firms," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 70, Jun.
• Yuqing Xing, 2006, "Exchange Rate Policy and the Relative Distribution of FDI between Host Countries," Working Papers, Research Institute, International University of Japan, number EMS_2006_10, Jun.
• Juan Carlos Cuestas & Javier Ordoñez Monfort & Maria Amparo Camarero Olivas, 2006, "Nonlinear trend stationary of real exchange rates: The case of the Mediterranean countries," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-27, Dec.
• Mototsugu Shintani, 2006, "A nonparametric measure of convergence towards purchasing power parity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 5, pages 589-604, DOI: 10.1002/jae.867.
• David A. Peel & Ivan Paya, 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, DOI: 10.1002/jae.860.
• Mohsen Bahmani-Oskooee & Gour Gobinda Goswami & Solomon Mebratu, 2006, "Black market premium and income distribution," Journal of Developing Areas, Tennessee State University, College of Business, volume 39, issue 2, pages 17-28, January-M.
• Shyh-Wei Chen & Chun-Wei Chen, 2006, "Testing for Nonlinear Granger Causality in the Price-Volume Relations of Taiwan's Stock and Foreign Exchange Markets," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 2, issue 1, pages 21-51, January.
• Tony Cavoli & Ramkishen S. Rajan, 2006, "Monetary Policy Rules For Small And Open Developing Economies: A Counterfactual Policy Analysis," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 31, issue 1, pages 89-111, June.
• Serge Rey, 2006, "Effective Exchange Rate Volatility And Mena Countries Exports To The Eu," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 31, issue 2, pages 23-54, December.
• Håvard Hungnes & Hilde C. Bjørnland, 2006, "The importance of interest rates for forecasting the exchange rate," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 3, pages 209-221, DOI: 10.1002/for.983.
• Antonio Rubia & Trino-Manuel Ñíguez, 2006, "Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 6, pages 439-458, DOI: 10.1002/for.997.
• Rituparna Kar & Nityananda Sarkar, 2006, "Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: an empirical investigation," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 13, issue 1, pages 41-69, March, DOI: 10.1007/s10690-007-9034-0.
• Jorge Pérez-Rodríguez, 2006, "The Euro and Other Major Currencies Floating Against the U.S. Dollar," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 34, issue 4, pages 367-384, December, DOI: 10.1007/s11293-006-9042-x.
• Balázs Égert & Maroje Lang, 2006, "Foreign exchange interventions in a small emerging market: the case of Croatia," Economic Change and Restructuring, Springer, volume 39, issue 1, pages 35-62, June, DOI: 10.1007/s10644-007-9019-z.
• Balázs Égert & Rebeca Jiménez-Rodríguez & Evžen Kočenda & Amalia Morales-Zumaquero, 2006, "Structural changes in Central and Eastern European economies: breaking news or breaking the ice?," Economic Change and Restructuring, Springer, volume 39, issue 1, pages 85-103, June, DOI: 10.1007/s10644-007-9021-5.
• Christoph Sax, 2006, "Interest Rates and Exchange Rate Movements: Analyzing Short-term Investments in Long-term Bonds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 2, pages 205-220, June, DOI: 10.1007/s11408-006-0012-8.
• Kathleen Dorsainvil, 2006, "Exchange Rate Unification Under Non-Credibility: The Haïtian Economy," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 2, pages 229-240, May, DOI: 10.1007/s11294-006-9006-6.
• Sergio Schmukler, 2006, "Comments on R. Cooper, M. Bordo and H. James: Exchange rate arrangements and disarrangements: prospects for a world currency," International Economics and Economic Policy, Springer, volume 3, issue 3, pages 409-414, December, DOI: 10.1007/s10368-006-0063-3.
• Barbara Annicchiarico, 2006, "Fiscal Policy and Exchange Rates," Journal of Economics, Springer, volume 89, issue 2, pages 165-185, November, DOI: 10.1007/s00712-006-0212-8.
• Menzie Chinn, 2006, "A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation," Open Economies Review, Springer, volume 17, issue 1, pages 115-143, January, DOI: 10.1007/s11079-006-5215-0.
• Kyung-Soo Kim, 2006, "An Optimal Commitment Model of Exchange Rate Stabilization," Korean Economic Review, Korean Economic Association, volume 22, pages 249-265.
• Min-Yong Shin & Taehwan Yoo, 2006, "Monetary Policy Rules and the Forward Discount Bias," Korean Economic Review, Korean Economic Association, volume 22, pages 299-317.
• Hideki Izawa, 2006, "An Empirical Test of the Efficiency Hypothesis on the Renminbi NDF in Hong Kong Market," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 196, Nov.
• Christian Mueller, 2006, "Testing Temporal Disaggregation," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 06-134, Apr, DOI: 10.3929/ethz-a-005187504.
• Rasmus Fatum & Michael M. Hutchison, 2006, "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 06-04, May.
• Mauricio Alberto Hernández Monsalve & Ramón Javier Mesa, 2006, "La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 65, pages 37-72, Julio-Dic.
• Syed Adnan Haider Ali Shah Bukhari & Muhammad Shahbaz Akmal & Mohammad Sabihuddin Butt, 2006, "Impact of Exchange Market Forces on Pak-Rupee Exchange Rates during Globalization Period: An Empirical Analysis," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 11, issue 1, pages 121-139, Jan-Jun.
• Komlos, John & Flandreau, Marc, 2006, "Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market: Austria-Hungary, 1876-1914," Discussion Papers in Economics, University of Munich, Department of Economics, number 1244, Nov.
• Ekaterini Panopoulou & Dimitrios Malliaropulos & Theologos Pantelidis & Nikitas Pittis, 2006, "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1640306.
• Ekaterini Panopoulou, 2006, "PPP over a century: Co-integration and structural change," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1650306.
• Edwards, Sebastian & Magendzo, I. Igal, 2006, "Strict Dollarization and Economic Performance: An Empirical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 1, pages 269-282, February, DOI: 10.1353/mcb.2006.0016.
• Choi, Chi-Young & Mark, Nelson C. & Sul, Donggyu, 2006, "Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 4, pages 921-938, June, DOI: 10.1353/mcb.2006.0052.
• Farrant, Katie & Peersman, Gert, 2006, "Is the Exchange Rate a Shock Absorber or a Source of Shocks? New Empirical Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 4, pages 939-961, June, DOI: 10.1353/mcb.2006.0056.
• John T. Harvey, 2006, "Psychological and Institutional Forces and the Determination of Exchange Rates," Journal of Economic Issues, Taylor & Francis Journals, volume 40, issue 1, pages 153-170, March, DOI: 10.1080/00213624.2006.11506887.
• John T. Harvey, 2006, "Modeling Interest Rate Parity: A System Dynamics Approach," Journal of Economic Issues, Taylor & Francis Journals, volume 40, issue 2, pages 395-403, June, DOI: 10.1080/00213624.2006.11506917.
• Federico Etro, 2006, "Strategic Export Promotion," Working Papers, University of Milano-Bicocca, Department of Economics, number 101, Oct, revised Oct 2006.
• Albert Park & Dean Yang & Xinzheng Shi & Yuan Jiang, 2006, "Exporting and Firm Performance: Chinese Exporters and the Asian Financial Crisis," Working Papers, Research Seminar in International Economics, University of Michigan, number 549.
• Zsolt Darvas & Zoltán Schepp, 2006, "Long maturity forward rates of major currencies are stationary," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0603, Feb.
• Csaba Csávás & Lóránt Varga, 2006, "Main characteristics of non-residents’ trading on the foreign exchange and government bond markets," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 1, issue 1, pages 13-20, June.
• Katalin Bodnár, 2006, "Survey evidence on the exchange rate exposure of Hungarian SMEs," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 1, issue 1, pages 6-12, June.
• Áron Gereben & Norbert Kiss M., 2006, "A brief overview of the characteristics of interbank forint/euro trading," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 1, issue 2, pages 21-26, December.
• Balázs Égert & Ronald MacDonald, 2006, "Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/5.
• Áron Gereben & György Gyomai & Norbert Kiss M., 2006, "Customer order flow, information and liquidity on the Hungarian foreign exchange market," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/8.
• Jérôme Héricourt & Julien Reynaud, 2006, "La crise monétaire turque de 2000/2001 : analyse de l'échec du plan de stabilisation par le change du FMI," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla06009, Jan.
• Darmoul Mokhtar, 2006, "The impact of monetary policy signals on the intradaily Euro-dollar volatility," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla06049, Jun.
• Richard K. Lyons, 2006, "The Microstructure Approach to Exchange Rates," MIT Press Books, The MIT Press, number 026262205x, edition 1, ISBN: ARRAY(0x6909df78), December.
• Takeo Hoshi & Andrew Rose & Shin-ichi Fukuda & Takatoshi Ito, 2006, "International Finance (NBER-TCER-CEPR-University of Tokyo)," NBER Books, National Bureau of Economic Research, Inc, number hosh05-1, January.
• Nicolas Magud & Carmen M. Reinhart, 2006, "Capital Controls: An Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 11973, Jan.
• Guillermo A. Calvo & Alejandro Izquierdo & Ernesto Talvi, 2006, "Phoenix Miracles in Emerging Markets: Recovering without Credit from Systemic Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 12101, Mar.
• Charles Engel & Akito Matsumoto, 2006, "Portfolio Choice in a Monetary Open-Economy DSGE Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 12214, May.
• Takatoshi Ito & Kiyotaka Sato, 2006, "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through," NBER Working Papers, National Bureau of Economic Research, Inc, number 12395, Jul.
• Joshua Aizenman & Jorge Fernández-Ruiz, 2006, "Signaling Credibility --- Choosing Optimal Debt and International Reserves," NBER Working Papers, National Bureau of Economic Research, Inc, number 12407, Aug.
• Takatoshi Ito & Yuko Hashimoto, 2006, "Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System," NBER Working Papers, National Bureau of Economic Research, Inc, number 12413, Aug.
• Shin-ichi Fukuda & Masanori Ono, 2006, "On the Determinants of Exporters' Currency Pricing: History vs. Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 12432, Aug.
• Menzie D. Chinn & Ron Alquist, 2006, "Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment," NBER Working Papers, National Bureau of Economic Research, Inc, number 12481, Aug.
• Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006, "The Returns to Currency Speculation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12489, Aug.
• Jeffrey Frankel & Jumana Poonawala, 2006, "The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 12496, Aug.
• Jianhuai Shi, 2006, "Are Currency Appreciations Contractionary in China?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12551, Oct.
• Allan Drazen & Stefan Hubrich, 2006, "A Simple Test of the Effect of Interest Rate Defense," NBER Working Papers, National Bureau of Economic Research, Inc, number 12616, Oct.
• Sebastian Edwards, 2006, "External Imbalances in an Advanced, Commodity-Exporting Country: The Case of New Zealand," NBER Working Papers, National Bureau of Economic Research, Inc, number 12620, Oct.
• Richard E. Baldwin & Virginia Di Nino, 2006, "Euros and Zeros: The Common Currency Effect on Trade in New Goods," NBER Working Papers, National Bureau of Economic Research, Inc, number 12673, Nov.
• Takatoshi Ito & Yuko Hashimoto, 2006, "Price Impacts of Deals and Predictability of the Exchange Rate Movements," NBER Working Papers, National Bureau of Economic Research, Inc, number 12682, Nov.
• Joshua Aizenman & Jaewoo Lee, 2006, "Financial Versus Monetary Mercantilism-Long-run View of Large International Reserves Hoarding," NBER Working Papers, National Bureau of Economic Research, Inc, number 12718, Dec.
• Sergio Rebelo & Carlos A. Vegh, 2006, "When Is It Optimal to Abandon a Fixed Exchange Rate?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12793, Dec.
• 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.
• XING, Yuqing, 2006, "Why is China so attractive for FDI? The role of exchange rates," China Economic Review, Elsevier, volume 17, issue 2, pages 198-209.
• Coakley, Jerry & Fuertes, Ana-Maria & Smith, Ron, 2006, "Unobserved heterogeneity in panel time series models," Computational Statistics & Data Analysis, Elsevier, volume 50, issue 9, pages 2361-2380, May.
• Chen, Shiu-Sheng, 2006, "Revisiting the interest rate-exchange rate nexus: a Markov-switching approach," Journal of Development Economics, Elsevier, volume 79, issue 1, pages 208-224, February.
• Broll, Udo & Wahl, Jack E. & Wong, Wing-Keung, 2006, "Elasticity of risk aversion and international trade," Economics Letters, Elsevier, volume 92, issue 1, pages 126-130, July.
• Lundbergh, Stefan & Terasvirta, Timo, 2006, "A time series model for an exchange rate in a target zone with applications," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 579-609.
• Egert, Balazs & Komarek, Lubos, 2006, "Foreign exchange interventions and interest rate policy in the Czech Republic: Hand in glove?," Economic Systems, Elsevier, volume 30, issue 2, pages 121-140, June.
• Kemme, David M. & Roy, Saktinil, 2006, "Real exchange rate misalignment: Prelude to crisis?," Economic Systems, Elsevier, volume 30, issue 3, pages 207-230, October.
• De Grauwe, Paul & Grimaldi, Marianna, 2006, "Exchange rate puzzles: A tale of switching attractors," European Economic Review, Elsevier, volume 50, issue 1, pages 1-33, January.
• Campa, Jose Manuel & Gonzalez Minguez, Jose M., 2006, "Differences in exchange rate pass-through in the euro area," European Economic Review, Elsevier, volume 50, issue 1, pages 121-145, January.
• Schulmeister, Stephan, 2006, "The interaction between technical currency trading and exchange rate fluctuations," Finance Research Letters, Elsevier, volume 3, issue 3, pages 212-233, September.
• Boyer, M. Martin & van Norden, Simon, 2006, "Exchange rates and order flow in the long run," Finance Research Letters, Elsevier, volume 3, issue 4, pages 235-243, December.
• Mende, Alexander & Menkhoff, Lukas, 2006, "Profits and speculation in intra-day foreign exchange trading," Journal of Financial Markets, Elsevier, volume 9, issue 3, pages 223-245, August.
• Haas, Markus & Mittnik, Stefan & Mizrach, Bruce, 2006, "Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts," Journal of Financial Stability, Elsevier, volume 2, issue 1, pages 28-54, April.