Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2006

• 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.
• Alexei Deviatov & Igor Dodonov, 2006, "Exchange-rate volatility, exchange-rate disconnect, and the failure of volatility conservation," Working Papers, New Economic School (NES), number w0079, Jun.
• Kirill Sosunov & Oleg Zamulin, 2006, "Can Oil Prices Explain the Real Appreciation of the Russian Ruble in 1998-2005?," Working Papers, New Economic School (NES), number w0083, Sep.
• Victor Pontines & Reza Siregar, 2006, "Exchange Market Intervention and Evidence of Post-Crisis Flexible Exchange Rate Regimes in Selected East Asian Economies," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2006-01, Apr.
• Victor Pontines & Reza Siregar, 2006, "Fundamental Pitfalls of Exchange Market Pressure-Based Approaches to Identification of Currency Crises," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2006-02, Jul.
• Reza Siregar & Ramkishen Rajan, 2006, "Models of Equilibrium Real Exchange Rates Revisited: A Selective Review of the Literature," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2006-04, Aug.
• Carlos Gustavo Machicado, 2006, "Liquidity Shocks and the Dollarization of a Banking System," Development Research Working Paper Series, Institute for Advanced Development Studies, number 09/2006, Sep.
• Carlos Gustavo Machicado, 2006, "Welfare Gains from Optimal Policy in a Partially Dollarized Economy," Development Research Working Paper Series, Institute for Advanced Development Studies, number 10/2006, Sep.
• Philippe Bacchetta & Eric Van Wincoop, 2006, "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, volume 96, issue 3, pages 552-576, June.
• Jesús Rodríguez López & José Luis Torres Chacón, 2006, "Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 06-03, Feb.
• John Komlos & Marc Flandreau, 2006, "Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market: Austria-Hungary, 1876-1914," Historical Social Research (Section 'Cliometrics'), Association Française de Cliométrie (AFC), volume 31, issue 3, pages 253-262.
• Oludele A. Akinboade & Daniel Makina, 2006, "The Validity of PPP Theory in South Africa: A Cointegration Approach," The African Finance Journal, Africagrowth Institute, volume 8, issue 2, pages 1-11.
• Lapham, Beverly & Leung, Danny, 2006, "Industry Restructuring, Mark-ups, and Exchange Rate Pass-Through," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273596, Aug, DOI: 10.22004/ag.econ.273596.
• Sin, Lew Yuen & Asam Tuan Lorik, Ku, 2006, "Are Countries of Association of South East Asia Nations (ASEAN) Candidates of Optimum Currency Area for Monetary Union? A Structural VAR Approach," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 2, issue 2, pages 1-12, DOI: 10.22004/ag.econ.50151.
• Lothian, James R. & Taylor, Mark P., , "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Research Papers, University of Warwick - Department of Economics, number 269738, DOI: 10.22004/ag.econ.269738.
• Menkhoff, Lukas & Taylor, Mark P., , "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Economic Research Papers, University of Warwick - Department of Economics, number 269739, DOI: 10.22004/ag.econ.269739.
• Mody, Ashoka & Taylor, Mark P., 2006, "Regional Vulnerability: The Case of East Asia," Economic Research Papers, University of Warwick - Department of Economics, number 269746, DOI: 10.22004/ag.econ.269746.
• Novy, Dennis, , "Trade Costs and the Open Macroeconomy," Economic Research Papers, University of Warwick - Department of Economics, number 269748, DOI: 10.22004/ag.econ.269748.
• Robert A. Blecker, 2006, "The Economic Consequences of Dollar Appreciation for US Manufacturing Investment: A Time-Series Analysis," Working Papers, American University, Department of Economics, number 2006-07, Aug, DOI: 10.17606/pjdx-jc63.
• Paulo Gala & Claudio R. Lucinda, 2006, "Exchange Rate Misalignment and Growth: Old and New Econometric Evidence," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 7, issue 4, pages 165-187.
• Paulo Gala & Claudio R. Lucinda, 2006, "Exchange Rate Misalignment And Growth: Old And New Econometric Evidence," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 93.
• ZARZOSA VALDIVIA, Fernando Enrique, 2006, "Income distribution, Dutch disease and real exchange rate movements," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2006033, Dec.
• Christian Bauer & Bernhard Herz & Volker Karb, 2006, "Are twin currency and debt crises special?," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 019, Sep.
• Lynda Khalaf & Maral Kichian, 2006, "Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada," Staff Working Papers, Bank of Canada, number 06-2, DOI: 10.34989/swp-2006-2.
• Antonio Diez de los Rios, 2006, "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Staff Working Papers, Bank of Canada, number 06-27, DOI: 10.34989/swp-2006-27.
• Ramzi Issa & Robert Lafrance & John Murray, 2006, "The Turning Black Tide: Energy Prices and the Canadian Dollar," Staff Working Papers, Bank of Canada, number 06-29, DOI: 10.34989/swp-2006-29.
• Ingrid Lo & Stephen Sapp, 2006, "A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market," Staff Working Papers, Bank of Canada, number 06-8, DOI: 10.34989/swp-2006-8.
• Guillermo Escudé, 2006, "Alternative Monetary Regimes in a DSGE Model of a Small Open Economy with Two Sectors and Sticky Prices and Wages," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200612, Jul.
• Arturo Galindo & Alejandro Izquierdo & José M. Montero, 2006, "Real exchange rates, dollarization and industrial employment in Latin America," Working Papers, Banco de España, number 0601, Jan.
• José Manuel Campa & José M. González-Mínguez & María Sebastiá-Barriel, 2006, "Non-linear adjustment of import prices in the European Union," Working Papers, Banco de España, number 0635, Dec.
• Antonio Scalia, 2006, "Is foreign exchange intervention effective? Some micro-analytical evidence from the Czech Republic," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 579, Feb.
• Munir A. Jalil B. & Martha Misas A, 2006, "Evaluación de pronósticos del tipo de cambio utilizando redes neuronales y funciones de perdida asimétricas," Borradores de Economia, Banco de la Republica de Colombia, number 376, Feb, DOI: 10.32468/be.376.
• Hernando Vargas & Rocío Betnacourt, 2006, "Pension Fund Managers Behavior In The Foreign Exchange Market," Borradores de Economia, Banco de la Republica de Colombia, number 391, Apr, DOI: 10.32468/be.391.
• Srđan T. Marinković, 2006, "Izbor Deviznog Režima: Rezultati I Ograničenja," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 51, issue 168, pages 73-93, January -.
• Hanno Lustig & Adrien Verdelhan, 2006, "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk," Working papers, Banque de France, number 155.
• Marc Klau & San Sau Fung, 2006, "The new BIS effective exchange rate indices," BIS Quarterly Review, Bank for International Settlements, March.
• Clifford R Dammers & Robert N McCauley, 2006, "Basket weaving: the euromarket experience with basket currency bonds," BIS Quarterly Review, Bank for International Settlements, March.
• Philip D Wooldridge, 2006, "The changing composition of official reserves," BIS Quarterly Review, Bank for International Settlements, September.
• M S Mohanty & Philip Turner, 2006, "Foreign exchange reserve accumulation in emerging markets: what are the domestic implications?," BIS Quarterly Review, Bank for International Settlements, September.
• Guy Debelle & Jacob Gyntelberg & Michael Plumb, 2006, "Forward currency markets in Asia: lessons from the Australian experience," BIS Quarterly Review, Bank for International Settlements, September.
• Camilo E Tovar, 2006, "Devaluations, output and the balance sheet effect: a structural econometric analysis," BIS Working Papers, Bank for International Settlements, number 215, Sep.
• San Sau Fung & Marc Klau & Guonan Ma & Robert N. McCauley, 2006, "Estimation of Asian effective exchange rates: a technical note," BIS Working Papers, Bank for International Settlements, number 217, Oct.
• Gabriele Galati & Philip D. Wooldridge, 2006, "The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?," BIS Working Papers, Bank for International Settlements, number 218, Oct.
• Alejandro Izquierdo & Ernesto Talvi & Guillermo A Calvo, 2006, "Phoenix miracles in emerging markets: recovering without credit from systemic financial crises," BIS Working Papers, Bank for International Settlements, number 221, Dec.
• Ming He Goh & Yoonbai Kim, 2006, "Is The Chinese Renminbi Undervalued?," Contemporary Economic Policy, Western Economic Association International, volume 24, issue 1, pages 116-126, January, DOI: 10.1093/cep/byj011.
• Adam Geršl & Tomáš Holub, 2006, "Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience," Contemporary Economic Policy, Western Economic Association International, volume 24, issue 4, pages 475-491, October, DOI: 10.1093/cep/byl015.
• Vedran Šošić & Evan Kraft, 2006, "Floating With A Large Life Jacket: Monetary And Exchange Rate Policies In Croatia Under Dollarization," Contemporary Economic Policy, Western Economic Association International, volume 24, issue 4, pages 492-506, October, DOI: 10.1093/cep/byj033.
• Patricia Alvarez‐Plata & Mechthild Schrooten, 2006, "The Argentinean Currency Crisis: A Markov‐Switching Model Estimation," The Developing Economies, Institute of Developing Economies, volume 44, issue 1, pages 79-91, March, DOI: 10.1111/j.1746-1049.2006.00004.x.
• Balázs Égert & László Halpern & Ronald MacDonald, 2006, "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," Journal of Economic Surveys, Wiley Blackwell, volume 20, issue 2, pages 257-324, April, DOI: 10.1111/j.0950-0804.2006.00281.x.
• Ronald McKinnon, 2006, "China'S Exchange Rate Appreciation In The Light Of The Earlier Japanese Experience," Pacific Economic Review, Wiley Blackwell, volume 11, issue 3, pages 287-298, October, DOI: 10.1111/j.1468-0106.2006.00316.x.
• Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2006, "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Review of Development Economics, Wiley Blackwell, volume 10, issue 3, pages 506-517, August, DOI: 10.1111/j.1467-9361.2006.00349.x.
• Udo Broll & Bernhard Eckwert, 2006, "Transparency in the Foreign Exchange Market and the Volume of International Trade," Review of International Economics, Wiley Blackwell, volume 14, issue 4, pages 571-581, September, DOI: 10.1111/j.1467-9396.2006.00613.x.
• Yin‐Wong Cheung & Eiji Fujii, 2006, "Cross‐country Relative Price Volatility: Effects of Market Structure," Review of International Economics, Wiley Blackwell, volume 14, issue 5, pages 836-848, November, DOI: 10.1111/j.1467-9396.2006.00617.x.
• Ramona Toma, 2006, "Real Exchange Rate And Competitiveness In Romania," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 1, issue 1, pages 60-65, October.
• Christopher F. Baum & Mustafa Caglayan, 2006, "On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty," Boston College Working Papers in Economics, Boston College Department of Economics, number 641, Apr, revised 06 Feb 2008.
• Georgios Chortareas & George Kapetanios, 2006, "The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests," Bank of England working papers, Bank of England, number 311, Oct.
• Tassos G. Anastasatos & Ian R. Davidson, 2006, "How Homogenous are Currency Crises? A Panel Study Using Multiple-Response Models," Working Papers, Bank of Greece, number 52, Dec.
• Sangwon Suh, 2006, "The Stabilizing Effects of Active KRW-JPY Transactions on KRW Exchange Rate Movements (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 12, issue 3, pages 79-115, September.
• Haesik Park & Chi-Young Song, 2006, "Understanding the synchronisation of the movements of Korean won and Japanese yen from an FX Market Micro-structural Approach (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 12, issue 4, pages 1-34, December.
• Hanno Lustig & Adrien Verdelhan, 2006, "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-045, Feb.
• Adrien Verdelhan, 2006, "A Habit-Based Explanation of the Exchange Rate Risk Premium," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-047, Jun.
• Oya Pinar Ardic, 2006, "Output, the Real Exchange Rate and the Crises in Turkey," Working Papers, Bogazici University, Department of Economics, number 2006/03, Mar.
• Daniel Chrity & Márcio G. P. Garcia & Marcelo Cunha Medeiros, 2006, "Foreign Exchange Rate Futures Trends: Foreign Exchange Risk or Systematic Forecasting Errors?," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 2, pages 123-140.
• Guglielmo Maria Caporale & Christoph Hanck, 2006, "Cointegration Tests Of Ppp:Do They Also Exhibit Erratic Behaviour?," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-18, Sep.
• Guglielmo Maria Caporale & Christoph Hanck, 2006, "Are PPP Tests Erratically Behaved? Some Panel Evidence," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-22, Oct.
• Paul J.J. Welfens, 2006, "Information and Communication Technology: Dynamics, Integration and Economic Stability," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei143, Jul.
• Michel Beine & Ariane Szafarz, 2006, "Size matters: Central bank interventions on the Yen/Dollar exchange rate," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 49, issue 1, pages 5-20.
• Camille Cornand & Frank Heinemann, 2006, "Publicité limitée de l'information et sur-réaction aux annonces lors des épisodes spéculatifs," Revue économique, Presses de Sciences-Po, volume 57, issue 3, pages 399-405.
• Christian Aubin & Jean-Pierre Berdot & Daniel Goyeau & Jacques Léonard, 2006, "Investissements directs américains et européens dans les PECOs. Quel rôle des effets de change ?," Revue économique, Presses de Sciences-Po, volume 57, issue 4, pages 771-792.
• Frédérique Bec & Mélika Ben Salem & Ronald MacDonald, 2006, "Real exchange rates and real interest rates : a nonlinear perspective," Recherches économiques de Louvain, De Boeck Université, volume 72, issue 2, pages 177-194.
• Jean-Pierre Allegret & Camille Cornand, 2006, "The pros and cons of higher transparency: the case of speculative attacks," Recherches économiques de Louvain, De Boeck Université, volume 72, issue 3, pages 215-246.
• Guillaume Chevillon & Xavier Timbeau, 2006, "L'impact du taux de change sur le tourisme en France," Revue de l'OFCE, Presses de Sciences-Po, volume 98, issue 3, pages 167-181.
• Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006, "La valeur du yuan. Les paradoxes du taux de change d'équilibre," Revue de l'OFCE, Presses de Sciences-Po, volume 98, issue 3, pages 77-127.
• Sarah Guillou, 2006, "Les industries de haute technologie de la zone euro et des États-Unis. Une étude comparée de la compétitivité et des parts de marché," Revue de l'OFCE, Presses de Sciences-Po, volume 98, issue 3, pages 37-76.
• Pesaran, M.H. & Smith, R.P & Yamagata. T. & Hvozdyk, L., 2006, "Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0634, Apr.
• Bond, Derek & Harrison, Michael J & Hession, Niall & O’Brien, Edward J., 2006, "Some Empirical Observations on the Forward Exchange Rate Anomaly," Research Technical Papers, Central Bank of Ireland, number 3/RT/06, Apr.
• Pami Dua & Partha Sen, 2006, "Capital Flow Volatility And Exchange Rates-- The Case Of India," Working papers, Centre for Development Economics, Delhi School of Economics, number 144, Aug.
• Arghyrou, Michael G & Chortareas, Georgios, 2006, "Current Account Imbalances and Real Exchange Rates in the Euro Area," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/23, Sep.
• Caballero, Ricardo J & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2006, "An Equilibrium Model of "Global Imbalances" and Low Interest Rates," Center for International and Development Economics Research, Working Paper Series, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley, number qt7xc0g8mm, Jun.
• Caballero, Ricardo J & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2006, "An Equilibrium Model of "Global Imbalances" and Low Interest Rates," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt7xc0g8mm, Jun.
• Fatum, Rasmus & Hutchison, Michael M., 2006, "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz, number qt02c028gr, May.
• Chinn, Menzie David & Frankel, Jeffrey A., 2006, "Will the Euro Eventually Surpass the Dollar As Leading International Reserve Currency?," Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz, number qt4hz4n9pb, Jan.
• Aizenman, Joshua & Fernandez-Ruiz, Jorge, 2006, "Signaling credibility – choosing optimal debt and international reserves," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt2v64t0vh, Jun.
• Jesús Rodríguez López & José Luis Torres Chacón, 2006, "Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2006/02.
• Amalia Morales Zumaquero & Simón Sosvilla Rivero, 2006, "Macroeconomic Instability in the European Monetary System?," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2006/06.
• Amalia Morales-Zumaquero, 2006, "Explaining real exchange rate fluctuations," Journal of Applied Economics, Universidad del CEMA, volume 9, pages 345-360, November.
• Diego Nocetti, 2006, "Central bank´s value at risk and financial crises: An application to the 2001 Argentine crisis," Journal of Applied Economics, Universidad del CEMA, volume 9, pages 381-402, November.
• Gianluca Benigno & Christoph Theonissen, 2006, "Consumption and Real Exchange Rates with Incomplete Markets and Non-Traded Goods," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0771, Dec.
• Tigran Poghosyan & Evzen Kocenda, 2006, "Foreign Exchange Risk Premium Determinants: Case of Armenia," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp297, May.
• Lubos Briatka, 2006, "How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp308, Sep.
• Ronald Ian McKinnon & Gunther Schnabl, 2006, "China’s Exchange Rate and International Adjustment in Wages, Prices, and Interest Rates: Japan Déjà Vu?," CESifo Working Paper Series, CESifo, number 1720.
• Balazs Egert & Ronald MacDonald, 2006, "Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable," CESifo Working Paper Series, CESifo, number 1739.
• Carlo Altavilla & Paul De Grauwe, 2006, "Forecasting and Combining Competing Models of Exchange Rate Determination," CESifo Working Paper Series, CESifo, number 1747.
• Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006, "Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility," CESifo Working Paper Series, CESifo, number 1766.
• Guglielmo Maria Caporale & Christoph Hanck, 2006, "Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour?," CESifo Working Paper Series, CESifo, number 1811.
• Balazs Egert, 2006, "Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies," CESifo Working Paper Series, CESifo, number 1869.
• Gunther Schnabl, 2006, "The Evolution of the East Asian Currency Baskets – Still Undisclosed and Changing," CESifo Working Paper Series, CESifo, number 1873.
• Alexei Deviatov & Igor Dodonov, 2006, "Exchange-rate volatility, exchange-rate disconnect, and the failure of volatility conservation," Working Papers, Center for Economic and Financial Research (CEFIR), number w0079, Jun.
• Kirill Sosunov & Oleg Zamulin, 2006, "Can Oil Prices Explain the Real Appreciation of the Russian Ruble in 1998-2005?," Working Papers, Center for Economic and Financial Research (CEFIR), number w0083, Sep.
• Alfredo Pistelli, 2006, "Speculative Currency Attacks: Role of Inconsistent Macroeconomic Policies and Real Exchange Rate Overvaluation," Working Papers Central Bank of Chile, Central Bank of Chile, number 379, Nov.