Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2006

• 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(0x970e0d58), 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.
• 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.
• 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.
• 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, "A China como um duplo pólo na economia mundial e a recentralização da economia asiática," Brazilian Journal of Political Economy, FGV EAESP, volume 26, issue 3, pages 381-400, July.
• 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(0x935ff040), 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.

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.
• 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 years leading to the outbreak of the 1997 financia," 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," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2005-06.