Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2006

• Dominguez, Kathryn M.E. & Tesar, Linda L., 2006, "Exchange rate exposure," Journal of International Economics, Elsevier, volume 68, issue 1, pages 188-218, January.
• Calvo, Guillermo A. & Izquierdo, Alejandro & Loo-Kung, Rudy, 2006, "Relative price volatility under Sudden Stops: The relevance of balance sheet effects," Journal of International Economics, Elsevier, volume 69, issue 1, pages 231-254, June.
• Sideris, Dimitrios, 2006, "Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 2, pages 143-154, April.
• Burstein, Ariel & Eichenbaum, Martin & Rebelo, Sergio, 2006, "The importance of nontradable goods' prices in cyclical real exchange rate fluctuations," Japan and the World Economy, Elsevier, volume 18, issue 3, pages 247-253, August.
• Egert, Balazs & Lommatzsch, Kirsten & Lahreche-Revil, Amina, 2006, "Real exchange rates in small open OECD and transition economies: Comparing apples with oranges?," Journal of Banking & Finance, Elsevier, volume 30, issue 12, pages 3393-3406, December.
• Egert, Balazs & Halpern, Laszlo, 2006, "Equilibrium exchange rates in Central and Eastern Europe: A meta-regression analysis," Journal of Banking & Finance, Elsevier, volume 30, issue 5, pages 1359-1374, May.
• Kocenda, Evzen & Valachy, Juraj, 2006, "Exchange rate volatility and regime change: A Visegrad comparison," Journal of Comparative Economics, Elsevier, volume 34, issue 4, pages 727-753, December.
• Dominguez, Kathryn M.E. & Panthaki, Freyan, 2006, "What defines `news' in foreign exchange markets?," Journal of International Money and Finance, Elsevier, volume 25, issue 1, pages 168-198, February.
• Baillie, Richard T. & Kilic, Rehim, 2006, "Do asymmetric and nonlinear adjustments explain the forward premium anomaly?," Journal of International Money and Finance, Elsevier, volume 25, issue 1, pages 22-47, February.
• Hausmann, Ricardo & Panizza, Ugo & Rigobon, Roberto, 2006, "The long-run volatility puzzle of the real exchange rate," Journal of International Money and Finance, Elsevier, volume 25, issue 1, pages 93-124, February.
• Fatum, Rasmus & Hutchison, Michael, 2006, "Effectiveness of official daily foreign exchange market intervention operations in Japan," Journal of International Money and Finance, Elsevier, volume 25, issue 2, pages 199-219, March.
• Killeen, William P. & Lyons, Richard K. & Moore, Michael J., 2006, "Fixed versus flexible: Lessons from EMS order flow," Journal of International Money and Finance, Elsevier, volume 25, issue 4, pages 551-579, June.
• Brandner, Peter & Grech, Harald & Stix, Helmut, 2006, "The effectiveness of central bank intervention in the EMS: The post 1993 experience," Journal of International Money and Finance, Elsevier, volume 25, issue 4, pages 580-597, June.
• Bordo, Michael D. & Murshid, Antu Panini, 2006, "Globalization and changing patterns in the international transmission of shocks in financial markets," Journal of International Money and Finance, Elsevier, volume 25, issue 4, pages 655-674, June.
• Artis, Michael & Ehrmann, Michael, 2006, "The exchange rate - A shock-absorber or source of shocks? A study of four open economies," Journal of International Money and Finance, Elsevier, volume 25, issue 6, pages 874-893, October.
• Bussiere, Matthieu & Fratzscher, Marcel, 2006, "Towards a new early warning system of financial crises," Journal of International Money and Finance, Elsevier, volume 25, issue 6, pages 953-973, October.
• Dominguez, Kathryn M.E., 2006, "When do central bank interventions influence intra-daily and longer-term exchange rate movements?," Journal of International Money and Finance, Elsevier, volume 25, issue 7, pages 1051-1071, November.
• Dewachter, Hans & Lyrio, Marco, 2006, "The cost of technical trading rules in the Forex market: A utility-based evaluation," Journal of International Money and Finance, Elsevier, volume 25, issue 7, pages 1072-1089, November.
• Candelon, Bertrand & Straetmans, Stefan, 2006, "Testing for multiple regimes in the tail behavior of emerging currency returns," Journal of International Money and Finance, Elsevier, volume 25, issue 7, pages 1187-1205, November.
• Fischer, Andreas M., 2006, "On the inadequacy of newswire reports for empirical research on foreign exchange interventions," Journal of International Money and Finance, Elsevier, volume 25, issue 8, pages 1226-1240, December.
• Cheung, Yin-Wong & Chinn, Menzie D. & Fujii, Eiji, 2006, "The Chinese economies in global context: The integration process and its determinants," Journal of the Japanese and International Economies, Elsevier, volume 20, issue 1, pages 128-153, March.
• Fukuda, Shin-ichi & Ono, Masanori, 2006, "On the determinants of exporters' currency pricing: History vs. expectations," Journal of the Japanese and International Economies, Elsevier, volume 20, issue 4, pages 548-568, December.
• Ito, Takatoshi & Hashimoto, Yuko, 2006, "Intraday seasonality in activities of the foreign exchange markets: Evidence from the electronic broking system," Journal of the Japanese and International Economies, Elsevier, volume 20, issue 4, pages 637-664, December.
• Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2006, "Robust lessons about practical early warning systems," Journal of Policy Modeling, Elsevier, volume 28, issue 2, pages 163-193, February.
• Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 2006, "Government finance in the wake of currency crises," Journal of Monetary Economics, Elsevier, volume 53, issue 3, pages 401-440, April.
• Aguiar, Mark & Broner, Fernando A., 2006, "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Journal of Monetary Economics, Elsevier, volume 53, issue 4, pages 699-724, May.
• Flandreau, Marc & Komlos, John, 2006, "Target zones in theory and history: Credibility, efficiency, and policy autonomy," Journal of Monetary Economics, Elsevier, volume 53, issue 8, pages 1979-1995, November.
• Kyaw, NyoNyo A. & Los, Cornelis A. & Zong, Sijing, 2006, "Persistence characteristics of Latin American financial markets," Journal of Multinational Financial Management, Elsevier, volume 16, issue 3, pages 269-290, July.
• Korhonen, Iikka & Wachtel, Paul, 2006, "A note on exchange rate pass-through in CIS countries," Research in International Business and Finance, Elsevier, volume 20, issue 2, pages 215-226, June.
• Guerrero, Carlos & Urzúa, Carlos M., 2006, "Reflexiones sobre la política cambiaria en México," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-06, Mar.
• Nazif Catik, 2006, "Daraltici Devalüasyon Hipotezi: Türkiye Üzerine Bir Uygulama," Working Papers, Ege University, Department of Economics, number 0609, Nov.
• Minguez-Afonso, Gara, 2006, "Imperfect common knowledge in first generation models of currency crises," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24509, Feb.
• Cornand, Camille & Heinemann, Frank, 2006, "Speculative attacks with multiple sources of public information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24522, Jun.
• Dasgupta, Amil & Leon-Gonzalez, Roberto & Shortland, Anja, 2006, "Regionality revisited: an examination of the direction of spread of currency crises," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24636, Jun.
• Benigno, Gianluca & Theonissen, Christoph, 2006, "Consumption and real exchange rates with incomplete markets and non-traded goods," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 3758, Dec.
• Carlos Aguiar de Medeiros, 2006, "China as a double pole in the world economy and the recentralization of the Asian economy," Brazilian Journal of Political Economy, Center of Political Economy, volume 26, issue 3, pages 381-400.
• Nikolaos Giannellis & Athanasios P. Papadopoulos, 2006, "Purchasing Power Parity among Developing Countries and their Trade-Partners. Evidence from Selected CEEC and Implications for their Membership of EU," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 9, issue 1, pages 39-56, Summer.
• Ronald I. McKinnon, 2006, "Exchange Rate or Wage Changes in International Adjustment? Japan and China versus the United States," Chapters, Edward Elgar Publishing, chapter 8, in: Lawrence R. Klein & Tayyeb Shabbir, "Recent Financial Crises".
• Ronald McKinnon & Gunther Schnabl, 2006, "The East Asian Dollar Standard, Fear of Floating, and Original Sin," Chapters, Edward Elgar Publishing, chapter 3, in: Volbert Alexander & Hans-Helmut Kotz, "Global Divergence in Trade, Money and Policy".
• Q.Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2006, "Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Nonlinear Time Series Analysis of Business Cycles", DOI: 10.1016/S0573-8555(05)76013-2.
• Morten Balling (ed.), 2006, "The Adoption of the Euro, Choice of Currency Regime and Integration of Payment Systems," SUERF Studies, SUERF - The European Money and Finance Forum, number 2006/5, ISBN: ARRAY(0x821b92d0), May.
• Dr. Ioannis N. Kallianiotis & Dr. Dean Frear, 2006, "Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 15-34.
• Boschi, Melisso, 2006, "Habit formation and the transmission of financial crises," Economics Discussion Papers, University of Essex, Department of Economics, number 8900.
• Riadh El Ferktaji & Ferhat Mihoubi, 2006, "Un modèle d’équilibre général dynamique pour une petite économie ouverte avec des effets Balassa-Samuelson," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 06-07.
• Eleni Iliopulos & Marcus Miller, 2006, "Can Using Interest Rates to Check Domestic Demand Raise the Strength of the Sterling in the Long Run?," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 06-13.
• Miltiadis Makris, 2006, "Complementarities and Macroeconomics: Poisson Games," Discussion Papers, University of Exeter, Department of Economics, number 0602, Jan.
• Haksoon KIM, 2006, "Which Explains Stock Return Co-movement better, Corporate Governance or Corporate Transparency? Evidence from R2 (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 11-12, pages 534-551, November.
• Jan Brùha & Alexis Derviz, 2006, "Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 7-8, pages 318-343, July.
• Adam Geršl, 2006, "Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 09-10, pages 398-415, September.
• Jarko Fidrmuc & Roman Horváth, 2006, "Credibility of Exchange Rate Policies in Selected EU New Members: Evidence from High Frequency Data," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2006/28, Oct, revised Oct 2006.
• Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006, "The renminbi equilibrium exchange rate: an agnostic view," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2006-13.
• Sarah Guillou, 2006, "Competitiveness and export market shares in high tech industries in the US and the EMU countries: a comparative study," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2006-18.
• FAN Yanhui & SONG Wang, 2006, "The Effect of Changes in Real Exchange Rates on Employment: Evidence from Manufacturing Industries in China, 1980¨C2002," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 1, issue 1, pages 126-139, March.
• LI Tiandong & XUE Shaoqiang & ZHU Qi, 2006, "The directions of FDI and the self-intensifying expectations of the exchange rate and the effectiveness of sterilized intervention," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 1, issue 2, pages 207-219, June.
• William A. Barnett, Chang Ho Kwag, 2006, "Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 1, pages 29-48, June.
• Udo Broll, Stefan Schubert, 2006, "Hedging of Exchange Rate Risk: a Note," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 113-121, December.
• Philip R. Lane & Sergio L. Schmukler, 2006, "The international financial integration of China and India," Proceedings, Federal Reserve Bank of San Francisco, issue jun.
• Michele Cavallo & Cédric Tille, 2006, "Could Capital Gains Smooth a Current Account Rebalancing?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-03, Jan, DOI: 10.24148/wp2006-03.
• David W. Berger & Alain P. Chaboud & Sergey V. Chernenko & Edward Howorka & Jonathan H. Wright, 2006, "Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 830.
• Martin Bodenstein, 2006, "International Asset Markets and Real Exchange Rate Volatility," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 884.
• James B. Bullard & Eric Schaling, 2006, "Monetary policy, determinacy, and learnability in a two-block world economy," Working Papers, Federal Reserve Bank of St. Louis, number 2006-038, DOI: 10.20955/wp.2006.038.
• Narayana R. Kocherlakota & Luigi Pistaferri, 2006, "Household heterogeneity and real exchange rates," Staff Report, Federal Reserve Bank of Minneapolis, number 372.
• Michele Cavallo & Cédric Tille, 2006, "Could capital gains smooth a current account rebalancing?," Staff Reports, Federal Reserve Bank of New York, number 237.
• Todd Keister, 2006, "Expectations and contagion in self-fulfilling currency attacks," Staff Reports, Federal Reserve Bank of New York, number 249.
• Rebecca Hellerstein, 2006, "A decomposition of the sources of incomplete cross-border transmission," Staff Reports, Federal Reserve Bank of New York, number 250.
• Gara Minguez Afonso, 2006, "Imperfect Common Knowledge in First Generation Models of Currency Crises," FMG Discussion Papers, Financial Markets Group, number dp555, Feb.
• Frank Heinemann & Camille Cornand, 2006, "Speculative Attacks with Multiple Sources of Public Information," FMG Discussion Papers, Financial Markets Group, number dp570, Jun.
• Anja Shortland & Roberto Leon-Gonzalez & Amil Dasgupta, 2006, "Regionality Revisited: An Examination of the Direction of Spread of Currency Crises," FMG Discussion Papers, Financial Markets Group, number dp584, Jun.

2005

• Marit Hinnosaar & Hannes Kaadu & Lenno Uuskula, 2005, "Estimating the equilibrium exchange rate of the Estonian kroon," Bank of Estonia Working Papers, Bank of Estonia, number 2005-2, Oct, revised 10 Oct 2005.
• Agbeyegbe, Terence D. & Osakwe, Patrick N., 2005, "Real exchange rate volatility and the choice of regimes in emerging markets," Journal of Asian Economics, Elsevier, volume 15, issue 6, pages 1005-1022, January.
• Bask, Mikael & de Luna, Xavier, 2005, "EMU and the stability and volatility of foreign exchange: Some empirical evidence," Chaos, Solitons & Fractals, Elsevier, volume 25, issue 3, pages 737-750, DOI: 10.1016/j.chaos.2004.12.009.
• Diks, Cees & van der Weide, Roy, 2005, "Herding, a-synchronous updating and heterogeneity in memory in a CBS," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 4, pages 741-763, April.
• Gunawardana, Pemasiri, 2005, "The Asian Currency Crisis and Australian Exports to East Asia," Economic Analysis and Policy, Elsevier, volume 35, issue 1-2, pages 73-90, March/Sep.
• Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2005, "Markov switching regimes in a monetary exchange rate model," Economic Modelling, Elsevier, volume 22, issue 3, pages 485-502, May.
• Aslanidis, Nektarios & Kouretas, Georgios P., 2005, "Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece," Economic Modelling, Elsevier, volume 22, issue 4, pages 665-682, July.
• Kim, Byung-Yeon & Korhonen, Iikka, 2005, "Equilibrium exchange rates in transition countries: Evidence from dynamic heterogeneous panel models," Economic Systems, Elsevier, volume 29, issue 2, pages 144-162, June.
• Bulir, Ales & Smidkova, Katerina, 2005, "Exchange rates in the new EU accession countries: What have we learned from the forerunners?," Economic Systems, Elsevier, volume 29, issue 2, pages 163-186, June.
• Kocenda, Evzen, 2005, "Beware of breaks in exchange rates: Evidence from European transition countries," Economic Systems, Elsevier, volume 29, issue 3, pages 307-324, September.
• Wagner, Niklas & Marsh, Terry A., 2005, "Measuring tail thickness under GARCH and an application to extreme exchange rate changes," Journal of Empirical Finance, Elsevier, volume 12, issue 1, pages 165-185, January.
• Karuppiah, Jeyanthi & Los, Cornelis A., 2005, "Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997," International Review of Financial Analysis, Elsevier, volume 14, issue 2, pages 211-246.
• Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2005, "Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach," Global Finance Journal, Elsevier, volume 15, issue 3, pages 321-335, February.
• Audretsch, David B. & Stadtmann, Georg, 2005, "Biases in FX-forecasts: Evidence from panel data," Global Finance Journal, Elsevier, volume 16, issue 1, pages 99-111, August.
• Ganelli, Giovanni, 2005, "The new open economy macroeconomics of government debt," Journal of International Economics, Elsevier, volume 65, issue 1, pages 167-184, January.
• Bouakez, Hafedh, 2005, "Nominal rigidity, desired markup variations, and real exchange rate persistence," Journal of International Economics, Elsevier, volume 66, issue 1, pages 49-74, May.
• Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2005, "Exchange rates and fundamentals: evidence on the economic value of predictability," Journal of International Economics, Elsevier, volume 66, issue 2, pages 325-348, July.
• Bacchetta, Philippe & van Wincoop, Eric, 2005, "A theory of the currency denomination of international trade," Journal of International Economics, Elsevier, volume 67, issue 2, pages 295-319, December.
• Schnabl, Gunther, 2005, "International capital markets and exchange rate stabilization in the CIS," Journal of Comparative Economics, Elsevier, volume 33, issue 3, pages 425-440, September.
• Wieland, Cristian & Westerhoff, Frank H., 2005, "Exchange rate dynamics, central bank interventions and chaos control methods," Journal of Economic Behavior & Organization, Elsevier, volume 58, issue 1, pages 117-132, September.
• Bjonnes, Geir Hoidal & Rime, Dagfinn, 2005, "Dealer behavior and trading systems in foreign exchange markets," Journal of Financial Economics, Elsevier, volume 75, issue 3, pages 571-605, March.
• Bjonnes, Geir Hoidal & Rime, Dagfinn & Solheim, Haakon O.Aa., 2005, "Liquidity provision in the overnight foreign exchange market," Journal of International Money and Finance, Elsevier, volume 24, issue 2, pages 175-196, March.
• Ehrmann, Michael & Fratzscher, Marcel, 2005, "Exchange rates and fundamentals: new evidence from real-time data," Journal of International Money and Finance, Elsevier, volume 24, issue 2, pages 317-341, March.
• Brissimis, Sophocles N. & Sideris, Dimitris A. & Voumvaki, Fragiska K., 2005, "Testing long-run purchasing power parity under exchange rate targeting," Journal of International Money and Finance, Elsevier, volume 24, issue 6, pages 959-981, October.
• Bauwens, Luc & Ben Omrane, Walid & Giot, Pierre, 2005, "News announcements, market activity and volatility in the euro/dollar foreign exchange market," Journal of International Money and Finance, Elsevier, volume 24, issue 7, pages 1108-1125, November.
• Cheung, Yin-Wong & Chinn, Menzie D. & Pascual, Antonio Garcia, 2005, "Empirical exchange rate models of the nineties: Are any fit to survive?," Journal of International Money and Finance, Elsevier, volume 24, issue 7, pages 1150-1175, November.
• Buch, Claudia M. & Pierdzioch, Christian, 2005, "The integration of imperfect financial markets: Implications for business cycle volatility," Journal of Policy Modeling, Elsevier, volume 27, issue 7, pages 789-804, October.
• Lux, Thomas & Schornstein, Sascha, 2005, "Genetic learning as an explanation of stylized facts of foreign exchange markets," Journal of Mathematical Economics, Elsevier, volume 41, issue 1-2, pages 169-196, February.
• Bannier, Christina E., 2005, "Big elephants in small ponds: Do large traders make financial markets more aggressive?," Journal of Monetary Economics, Elsevier, volume 52, issue 8, pages 1517-1531, November.
• Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2005, "The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility," International Review of Economics & Finance, Elsevier, volume 14, issue 1, pages 27-39.
• Gordon D. Menzies & Daniel John Zizzo, 2005, "Inferential Expectations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-12, Jun.
• Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin, 2005, "Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-15, Jun.
• Zavkidjon Zavkiev, 2005, "Constructing A 2001 Social Accounting Matrix Of Tajikistan," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-20, Sep.
• Chernookiy Valery, 2005, "Adjustment to the Asymmetric Shocks and Currency Unions: the Case of Belarus and Russia," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 05-07e, May.
• Aray, Henry & Gardeazabal, Javier, 2005, "Going Multinational under Exchange Rate Uncertainty," DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II, number 1988-088X, Feb.
• A. N. Yannacopoulos, 2005, "A novel approach to exchange rate control using controlled backward stochastic differential equations," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 8, issue 1, pages 74-91, Summer.
• Larraín B., Felipe, 2005, "Flotar o dolarizar: ¿Qué nos dice la evidencia?," El Trimestre Económico, Fondo de Cultura Económica, volume 72, issue 285, pages 5-28, enero-mar.
• Koedijk, C.G. & Tims, B. & van Dijk, M.A., 2005, "Purchasing Power Parity and Heterogeneous Mean Reversion," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2005-085-F&A, Dec.
• P. Sercu, 2005, "The Exchange Rate and Purchasing Power Parity in Arbitrage-Free Models of Asset Pricing," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 5, pages 825-854.
• Markku Lanne & Timo Vesalay, 2005, "The Effect of a Transaction Tax on Exchange Rate Volatility," Economics Working Papers, European University Institute, number ECO2005/19.
• Imed Drine & Christophe Rault, 2005, "La PPA est-elle vérifiée pour les pays développés et en développement ? Un ré-examen par l’économétrie des panels non-stationnaires," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-13.
• Balázs Égert & Imed Drine & Kirsten Lommatzsch & Christophe Rault, 2005, "The Balassa-Samuelson Effect in Central and Eastern Europe: Myth or Reality?," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-15.
• Philippe Bacchetta & Eric van Wincoop, 2005, "Rational Inattention: A Solution to the Forward Discount Puzzle," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp156, Sep.
• Aleš Bulíø, 2005, "Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 5-6, pages 206-231, May.
• Ian Babetskii & Balázs Égert, 2005, "Equilibrium Exchange Rate in the Czech Republic: How Good is the Czech BEER?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 5-6, pages 232-252, May.
• Roman Horváth, 2005, "Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Implications for the Central and Eastern European Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 78, revised 2005.
• Terra, Maria Cristina T. & Abreu, Ana Lucia Vahia de, 2005, "Purchasing power parity: the choice of price index," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 588, Apr.
• Pierre-Olivier Gourinchas & Helene Rey, 2005, "International financial adjustment," Proceedings, Federal Reserve Bank of San Francisco.
• Joshua Aizenman & Jaewoo Lee, 2005, "International reserves: precautionary versus mercantilist views, theory and evidence," Proceedings, Federal Reserve Bank of San Francisco.
• Michele Cavallo & Kate Kisselev & Fabrizio Perri & Nouriel Roubini, 2005, "Exchange Rate Overshooting and the Costs of Floating," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-07, May, DOI: 10.24148/wp2005-07.
• Joshua Aizenman & Reuven Glick, 2005, "Pegged exchange rate regimes -- a trap?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-07, Sep, DOI: 10.24148/wp2006-07.
• Joseph E. Gagnon, 2005, "Currency Crashes and Bond Yields in Industrial Countries," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 837.
• Mico Loretan, 2005, "Indexes of the foreign exchange value of the dollar," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), volume 91, issue Win, pages 1-8, DOI: 10.17016/bulletin.2005.91-1-1.
• Cédric Tille, 2005, "Financial integration and the wealth effect of exchange rate fluctuations," Staff Reports, Federal Reserve Bank of New York, number 226.
• Tony Cavoli & Ramkishen Rajan, 2005, "Have Exchange Rate Regimes in Asia Become More Flexible Post Crisis? Re-visiting the Evidence," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2005-03, Jan.
• Reza Siregar & Victor Pontines, 2005, "Incidences of Speculative Attacks on Rupiah During The Pre- and Post-1997 Financial Crisis," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2005-04, May.
• Iman Sugema, 2005, "The Determinants of Trade Balance and Adjustment to the Crisis in Indonesia," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2005-08, Jun.
• Jie Li & Ramkishen Rajan, 2005, "Can High Reserves Offset Weak Fundamentals? A Simple Model of Precautionary Demand for Reserves," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2005-09, Jun.
• Reza Siregar & Victor Pontines, 2005, "External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries Abstract: The accumulations of foreign debts had indeed been at a rapid phase, particularly during the last few ," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2005-20, Oct.
• Tony Cavoli & Ramkishen S. Rajan, 2005, "Have Exchange Rate Regimes in Asia Become More Flexible Post Crisis? Re-visiting the Evidence," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2005-06.
• Reza Siregar & Victor Pontines, 2005, "Incidence of Speculative Attacks on Rupiah During the Pre- and Post- 1997 Financial Crisis," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2005-07.
• Reza Y. Siregar & Victor Pontines, 2005, "External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2005-14, Oct.
• José García Solanes & Fernando Torrejón Flores, 2005, "Testing the BalassA-Samuelson hypothesis in two different groups of countries: OECD and Latin America," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 05-02, Jan.
• Francisco J. Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge V. Pérez-Rodríguez & Simón Sosvilla-Rivero, 2005, "Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 05-03, Feb.
• Schnabl, Gunther, 2005, "International Capital Markets and Informal Dollar Standards in the CIS and East Asia," Discussion Paper Series, Hamburg Institute of International Economics, number 26192, DOI: 10.22004/ag.econ.26192.
• Blomberg, S. Brock & Frieden, Jeffry & Stein, Ernesto, 2005, "Sustaining fixed rates: The political economy of currency pegs in Latin America," Journal of Applied Economics, Universidad del CEMA, volume 8, issue 2, pages 1-23, November, DOI: 10.22004/ag.econ.37097.
• Hatzinikolaou, Dimitris & Polasek, Metodey, 2005, "The Commodity-Currency View of the Australian Dollar: A Multivariate Cointegration Approach," Journal of Applied Economics, Universidad del CEMA, volume 8, issue 01, pages 1-19, May, DOI: 10.22004/ag.econ.37462.
• Busch, Thomas & Jesper Christensen, Bent & Orregaard Nielsen, Morten, 2005, "Forecasting Exchange Rate Volatility in the Presence of Jumps," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273664, Dec, DOI: 10.22004/ag.econ.273664.
• Lee, Minsoo, 2005, "Asian Financial Crisis and Exchange Rate Pass-Through in Korea," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 1, issue 01, pages 1-20, June, DOI: 10.22004/ag.econ.143484.
• Shakur, Shamim & Obben, James & Nugroho, Agus Eko, 2005, "Financial Sector Reforms and Currency Crisis: The Indonesian Experience," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 1, issue 2, pages 1-12, DOI: 10.22004/ag.econ.50271.
• Soliman, Mohamed M., 2005, "The Effect of Currency Crises on Foreign Direct Investment Activity in Emerging Markets," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 1, issue 2, pages 1-18, DOI: 10.22004/ag.econ.50276.
• Jorge Chami Batista & Nelson Isaac Abrahão Junior, 2005, "Aggregation Problems in Estimates of Armington Elasticities and Pass-Through Effects," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 6, issue 2, pages 329-355.
• Giordano Bruno Braz de Pinho Matos & Marco Flávio da Cunha Resende, 2005, "Determinantes Da Taxa De Câmbio Real No Brasil: 1971-2002," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 069.
• Paulo Gala, 2005, "Exchange Rate Policies In Latin America And Asia, A Comparative Study," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 077.
• Pompeo Della Posta, 2005, "Fundamentals, International Role of Euro and 'Framing' of Expectations: What are the Determinants of the Dollar/Euro Exchange Rate?," Working Papers de Economia (Economics Working Papers), Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro, number 24, Aug.
• Paul De Grauwe & Marianna Grimaldi, 2005, "Bubbles and crashes in a Behavioural Finance Model," Working Papers de Economia (Economics Working Papers), Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro, number 25, Aug.
• Michael R. King & Rasmus Fatum, 2005, "The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar," Staff Working Papers, Bank of Canada, number 05-21, DOI: 10.34989/swp-2005-21.
• Marc-André Gosselin & Nicolas Parent, 2005, "An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia," Staff Working Papers, Bank of Canada, number 05-38, DOI: 10.34989/swp-2005-38.
• Romain Weber, 2005, "Cape Verde's exchange rate policy and its alternatives," BCL working papers, Central Bank of Luxembourg, number 16, Oct.
• Beatriz de-Blas-Pérez, 2005, "Exchange rate dynamics in economies with portfolio rigidities," Working Papers, Banco de España, number 0532, Oct.
• Hernán Rincón & Edgar Caicedo & Norberto Rodríguez, 2005, "Exchange Rate Pass-Through Effects: A Disaggregate Analysis of Colombian Imports of Manufactured Goods," Borradores de Economia, Banco de la Republica de Colombia, number 330, Apr, DOI: 10.32468/be.330.
• Juan Manuel Julio & Norberto Rodríguez & Hector Zárate, 2005, "Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach," Borradores de Economia, Banco de la Republica de Colombia, number 347, Aug, DOI: 10.32468/be.347.
• Carlos A.Huertas Campos, 2005, "Tasa de Cambio Real de Colombia: Un Enfoque E´mpírico No Lineal," Borradores de Economia, Banco de la Republica de Colombia, number 359, Nov, DOI: 10.32468/be.359.
• Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2005, "La tasa de cambio real en Colombia ¿Muy lejos del equilibrio?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 23, issue 49, pages 134-191, December, DOI: 10.32468/Espe.4904.
• Franc Klaassen, 2005, "Long Swings in Exchange Rates: Are They Really in the Data?," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 87-95, January.
• Corrinne Ho & Guonan Ma & Robert N McCauley, 2005, "Trading Asian currencies," BIS Quarterly Review, Bank for International Settlements, March.
• Robert McCauley, 2005, "Distinguishing global dollar reserves from official holdings in the United States," BIS Quarterly Review, Bank for International Settlements, September.
• Gabriele Galati & Piti Disyatat, 2005, "The effectiveness of foreign exchange intervention in emerging market countries: evidence from the Czech koruna," BIS Working Papers, Bank for International Settlements, number 172, Mar.
• Camilo E Tovar, 2005, "The mechanics of devaluations and the output response in a DSGE model: how relevant is the balance sheet effect?," BIS Working Papers, Bank for International Settlements, number 192, Nov.
• Takatoshi Ito & Yuko Hashimoto, 2005, "High‐Frequency Contagion of Currency Crises in Asia," Asian Economic Journal, East Asian Economic Association, volume 19, issue 4, pages 357-381, December, DOI: 10.1111/j.1467-8381.2005.00217.x.
• Marco Bonomo & Cristina Terra, 2005, "Elections And Exchange Rate Policy Cycles," Economics and Politics, Wiley Blackwell, volume 17, issue 2, pages 151-176, July, DOI: 10.1111/j.1468-0343.2005.00150.x.
• Nikola Dvornak & Marion Kohler & Gordon Menzies, 2005, "Australia's Medium‐Run Exchange Rate: A Macroeconomic Balance Approach," The Economic Record, The Economic Society of Australia, volume 81, issue 253, pages 101-112, June, DOI: 10.1111/j.1475-4932.2005.00236.x.
• Jesús Crespo‐Cuaresma & Jarko Fidrmuc & Ronald MacDonald, 2005, "The monetary approach to exchange rates in the CEECs," The Economics of Transition, The European Bank for Reconstruction and Development, volume 13, issue 2, pages 395-416, April, DOI: 10.1111/j.1468-0351.2005.00213.x.
• Jürgen von Hagen & Jizhong Zhou, 2005, "The choice of exchange rate regime: An empirical analysis for transition economies," The Economics of Transition, The European Bank for Reconstruction and Development, volume 13, issue 4, pages 679-703, October, DOI: 10.1111/j.0967-0750.2005.00237.x.
• Michael Funke & Jörg Rahn, 2005, "Just How Undervalued is the Chinese Renminbi?," The World Economy, Wiley Blackwell, volume 28, issue 4, pages 465-489, April, DOI: 10.1111/j.1467-9701.2005.00688.x.
• Thomas Gehrig & Lukas Menkhoff, 2005, "The Rise of Fund Managers in Foreign Exchange:Will Fundamentals Ultimately Dominate?," The World Economy, Wiley Blackwell, volume 28, issue 4, pages 519-540, April, DOI: 10.1111/j.1467-9701.2005.00690.x.
• Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2005, "Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003," Working Paper, Norges Bank, number 2005/2, Jun.
• Hilde C. Bjørnland, 2005, "Monetary policy and the illusionary exchange rate puzzle," Working Paper, Norges Bank, number 2005/11, Nov.
• Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005, "Arbitrage in the foreign exchange market: Turning on the microscope," Working Paper, Norges Bank, number 2005/12, Nov.
• Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O.Aa. Solheim, 2005, "“Large” vs. “small” players: A closer look at the dynamics of speculative attacks," Working Paper, Norges Bank, number 2005/13, Nov.
• Hilde C. Bjørnland, 2005, "Monetary policy and exchange rate interactions in a small open economy," Working Paper, Norges Bank, number 2005/16, Dec.
• Katie Farrant & Gert Peersman, 2005, "Accounting for the source of exchange rate movements: new evidence," Bank of England working papers, Bank of England, number 269, Aug.
• George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas & Michael Ulan, 2005, "Some Further Evidence on Exchange-Rate Volatility and Exports," Working Papers, Bank of Greece, number 28, Oct.
• Adrien Verdelhan & Hanno Lustig, 2005, "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 WP2005-019, Jun.
• Adrien Verdelhan, 2005, "A Habit-Based Explanation of the Exchange Rate Risk Premium," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-032, Aug.
• Hanno Lustig & Adrien Verdelhan, 2005, "Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-040, Oct.
• Wagner Piazza Gaglianone & Ana Luiza Louzada Pereira, 2005, "An Essay on the Foreign Exchange Rate Expectations in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 3, issue 1, pages 55-100.
• Irina Bunda, 2005, "Un modèle de crises jumelles inspiré de la crise asiatique," Revue économique, Presses de Sciences-Po, volume 56, issue 4, pages 903-937.
• Hanen Gharbi, 2005, "La gestion des taux de change dans les pays émergents. La leçon des expériences récentes," Revue de l'OFCE, Presses de Sciences-Po, volume 95, issue 4, pages 279-326.
• A. Colin Cameron & Natalia Golotvina, 2005, "Estimation of Country-Pair Data Models Controlling for Clustered Errors: with International Trade Applications," Working Papers, University of California, Davis, Department of Economics, number 182, Jan.
• Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti, 2005, "Can a Real Business Cycle Model without price and wage stickiness explain UK real exchange rate behaviour?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2005/2, Nov, revised Mar 2010.
• Minford, Patrick & Peel, David, 2005, "On the equality of Real Interest Rates across borders in Integrated Capital Markets," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2005/3, Nov.
• Gourinchas, Pierre-Olivier & Rey, Hélène, 2005, "International Financial Adjustment," 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 qt124628cx, Feb.
• Gourinchas, Pierre-Olivier & Rey, Hélène, 2005, "International Financial Adjustment," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt124628cx, Feb.
• Chinn, Menzie David & Frankel, Jeffrey A., 2005, "Will the Euro Eventually Surpass the Dollar as Leading International Reserve Currency?," Center for Global, International and Regional Studies, Working Paper Series, Center for Global, International and Regional Studies, UC Santa Cruz, number qt6p4215w1, Jun.
• Aizenman, Joshua & LEE, JAEWOO, 2005, "International Reserves: Precautionary versus Mercantilist Views, Theory and Evidence," Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz, number qt44g3n2j8, May.