Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2005

• Reza Siregar & Victor Pontines, 2005, "Incidence of Speculative Attacks on Rupiah During the Pre- and Post- 1997 Financial Crisis," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2005-07.
• Reza Y. Siregar & Victor Pontines, 2005, "External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries," Adelaide Economics Working Papers, Adelaide University, School of Economics, 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.
• Aizenman, Joshua & Glick, Reuven, 2005, "Pegged Exchange Rate Regimes – A Trap?," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt92n6v1rm, Sep.
• Marco Flávio da Cunha Resende & Giordano Bruno Braz de Pinho Matos, 2005, "Determinantes da taxa de câmbio real no Brasil: 1971-2002," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td252, Mar.
• Amalia Morales Zumaquero & Simón Sosvilla Rivero, 2005, "Structural Breaks in Volatility: Evidence for the OECD Real Exchange Rates," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2005/01.
• Rodolfo Apreda, 2005, "Arbitrage in foreign exchange markets within the context of a transactional algebra," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 290, Jun.
• Dimitris Hatzinikolaou & Metodey Polasek, 2005, "The commodity-currency view of the Australian dollar: A multivariate cointegration approach," Journal of Applied Economics, Universidad del CEMA, volume 8, pages 81-99, May.
• S. Brock Blomberg & Jeffry Frieden & Ernesto Stein, 2005, "Sustaining fixed rates: The political economy of currency pegs in Latin America," Journal of Applied Economics, Universidad del CEMA, volume 8, pages 203-225, November.
• Ian Babetskii & Balazs Egert, 2005, "Equilibrium Exchange Rate in the Czech Republic: How Good is the Czech BEER?," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp267, Jun.
• Michel Beine & Paul De Grauwe & Marianna Grimaldi, 2005, "The Impact of FX Central Bank Intervention in a Noise Trading Framework," CESifo Working Paper Series, CESifo, number 1520.
• Roberta Colavecchio & Declan Curran & Michael Funke, 2005, "Drifting Together or Falling Apart? The Empirics of Regional Economic Growth in Post-Unification Germany," CESifo Working Paper Series, CESifo, number 1533.
• Carlo Altavilla & Paul De Grauwe, 2005, "Non-Linearities in the Relation between the Exchange Rate and its Fundamentals," CESifo Working Paper Series, CESifo, number 1561.
• Yin-Wong Cheung & Kon S. Lai, 2006, "A Reappraisal of the Border Effect on Relative Price Volatility," CESifo Working Paper Series, CESifo, number 1640.
• Jeffrey Frankel, 2005, "On the renminbi," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 6, issue 03, pages 16-21, October.
• David Altig, 2005, "Whose afraid of a renminbi float?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 6, issue 03, pages 22-28, October.
• Vanessa Rossi, 2005, "Is revaluation of the renminbi good news?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 6, issue 03, pages 29-36, June.
• Kevin Cowan & Jose De Gregorio, 2005, "International Borrowing, Capital Controls and the Exchange Rate: Lessons from Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 322, May.
• Tood Keister, 2005, "Expectations and Contagion in Self-Fulfilling Currency Attacks," Working Papers, Centro de Investigacion Economica, ITAM, number 0501, Apr.
• Virginie Coudert & Cécile Couharde, 2005, "Real Equilibrium Exchange Rate in China," Working Papers, CEPII research center, number 2005-01, Jan.
• Agnès Bénassy-Quéré & Valérie Mignon & Alexis Penot, 2005, "China and the Relationship Between the Oil Price and the Dollar," Working Papers, CEPII research center, number 2005-16, Oct.
• Patrick Artus, 2005, "Which Exchange Rate Regime in Central European Countries?," Economie Internationale, CEPII research center, issue 102, pages 33-57.
• Jean-Francois Goux, 2005, "Le taux de change euro-dollar : une approche fondee sur la co-integration avec break structurel," Economie Internationale, CEPII research center, issue 103, pages 45-72.
• Chaker Aloui & Haithem Sassi, 2005, "Regime de change et croissance economique : une investigation empirique," Economie Internationale, CEPII research center, issue 104, pages 97-134.
• Jerome Fillol, 2005, "Modelisation multifractale du taux de change dollar/euro," Economie Internationale, CEPII research center, issue 104, pages 135-150.
• Lucio Sarno, 2005, "Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?," Canadian Journal of Economics, Canadian Economics Association, volume 38, issue 3, pages 673-708, August, DOI: 10.1111/j.0008-4085.2005.00298.x.
• Lubos Komarek & Martin Melecky, 2005, "The Behavioural Equilibrium Exchange Rate of the Czech Koruna," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/05, Dec.
• Balazs Egert & Lubos Komarek, 2005, "Foreign Exchange Interventions and Interest Rate Policy in the Czech Republic: Hand in Glove?," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/07, Dec.
• Roman Horvath, 2005, "Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Lessons for the Central and Eastern European Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/08, Dec.
• Hern�n Rinc�n & Edgar Caicedo & Norberto Rodr�guez, 2005, "Exchange Rate Pass-Through Effects : A Disaggregate Analysis Of Colombian Imports Of Manufactured Goods," Borradores de Economia, Banco de la Republica, number 2682, Mar.
• Juan Jos� Echevarr�a & Diego V�squez & Mauricio Villamizar, 2005, "La Tasa De Cambio Real En Colombia. �Muy Lejos Del Equilibrio?," Borradores de Economia, Banco de la Republica, number 3083, May.
• Carlos A. Huertas Campos, 2005, "Tasa De Cambio Real De Colombia:Un Enfoque Emp�Rico No Lineal," Borradores de Economia, Banco de la Republica, number 3536, Nov.
• Juan José Echavarría & Diego V�squez & Mauricio Villamizar, 2005, "La tasa de cambio real en Colombia. ¿Muy lejos del equilibrio?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 23, issue 49, pages 134-191, DOI: 10.32468/Espe.4904.
• Isabel Cristina Ruiz, 2005, "Exchange Rate as a Determinant of Foreign Direct Investment: Does it Really Matter? Theorical Aspects, Literature Review and Applied Proposal," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 5431, Sep.
• Carlos Enrique Ramírez R., 2005, "Internacionalización de Leonisa: Una empresa colombiana de ropa interior," Estudios Gerenciales, Universidad Icesi.
• Humberto Mora, 2005, "Consideraciones sobre la acumulación de reservas internacionales en Colombia entre 1970 y 2004," Coyuntura Económica, Fedesarrollo.
• Juan José Echavarría, 2005, "Tasa de cambio: evolución, determinantes e impacto," Coyuntura Económica, Fedesarrollo.
• Roberto Steiner, 2005, "Desempeño de firmas endeudadas en moneda extranjera ante una devaluación," Coyuntura Económica, Fedesarrollo.
• Joaquín Bernal, 2005, "Infraestructura del mercado financiero," Coyuntura Económica, Fedesarrollo.
• Isabel Cristina Ruiz, 2005, "Exchange Rate as a Determinant of Foreign Direct Investment: Does it Really Matter? Theoretical Aspects, Literature Review and Applied Proposal," Revista Ecos de Economía, Universidad EAFIT.
• Ismarlen Jiménez & Álvaro Hurtado R, 2005, "La concentración de mercado en el sector farmacéutico colombiano 2002-2003. Un análisis parcial para las enfermedades cerebrovasculares e isquemias," Revista Ecos de Economía, Universidad EAFIT.
• PREMINGER, Arie & FRANCK, Raphael, 2005, "Forecasting exchange rates: a robust regression approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005025, 00.
• BAUWENS, Luc & RIME, Dagfinn & SUCARRAT, Genaro, 2005, "Exchange rate volatility and the mixture of distribution hypothesis," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005058, Sep.
• Massa, Massimo & Hau, Harald & Peress, Joël, 2005, "Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change," CEPR Discussion Papers, Centre for Economic Policy Research, number 4862, Jan.
• Halpern, László & Égert, Balázs, 2005, "Equilibrium Exchange Rates in Central and Eastern Europe: A Meta-Regression Analysis," CEPR Discussion Papers, Centre for Economic Policy Research, number 4869, Jan.
• Rey, Hélène & Gourinchas, Pierre-Olivier, 2005, "International Financial Adjustment," CEPR Discussion Papers, Centre for Economic Policy Research, number 4923, Feb.
• Wolff, Christian & van Tol, Michel R, 2005, "Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration," CEPR Discussion Papers, Centre for Economic Policy Research, number 4958, Mar.
• Minford, Patrick & Nowell, Eric & Meenagh, David & Sofat, Prakriti, 2005, "Real Exchange Rate Overshooting RBC Style," CEPR Discussion Papers, Centre for Economic Policy Research, number 5029, Apr.
• Salmon, Mark & Schleicher, Christoph & Hurd, Matthew, 2005, "Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index," CEPR Discussion Papers, Centre for Economic Policy Research, number 5114, Jun.
• Rigobon, Roberto & Pavlova, Anna, 2005, "Wealth Transfers, Contagion and Portfolio Constraints," CEPR Discussion Papers, Centre for Economic Policy Research, number 5117, Jul.
• Flandreau, Marc & Jobst, Clemens, 2005, "The Ties that Divide. A Network Analysis of the International Monetary System," CEPR Discussion Papers, Centre for Economic Policy Research, number 5129, Jul.
• Wyplosz, Charles & Ivanova, Nadezhda & Asici, Ahmet Atil, 2005, "How to Exit from Fixed Exchange Rate Regimes," CEPR Discussion Papers, Centre for Economic Policy Research, number 5141, Jul.
• Flandreau, Marc & Komlos, John, 2005, "Target Zones in Theory and History: Credibility, Efficiency, and Policy Autonomy," CEPR Discussion Papers, Centre for Economic Policy Research, number 5199, Aug.
• Milesi-Ferretti, Gian Maria & Lane, Philip, 2005, "A Global Perspective on External Positions," CEPR Discussion Papers, Centre for Economic Policy Research, number 5234, Sep.
• Ravn, Morten & Rey, Hélène & Imbs, Jean & Mumtaz, Haroon, 2005, "'Aggregation Bias' DOES Explain the PPP Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 5237, Sep.
• Eichenbaum, Martin & Rebelo, Sérgio & Burstein, Ariel Tomas, 2005, "Modeling Exchange Rate Passthrough After Large Devaluations," CEPR Discussion Papers, Centre for Economic Policy Research, number 5250, Sep.
• Bacchetta, Philippe & van Wincoop, Eric, 2005, "Rational Inattention: A Solution to the Forward Discount Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 5261, Oct.
• Eichenbaum, Martin & Rebelo, Sérgio & Burstein, Ariel Tomas, 2005, "The Importance of Nontradeable Goods' Prices in Cyclical Real Exchange Rate Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 5306, Oct.
• Flandreau, Marc, 2005, "'Home Biases', 19th Century Style," CEPR Discussion Papers, Centre for Economic Policy Research, number 5398, Dec.
• Flandreau, Marc & Accominotti, Olivier, 2005, "Does Bilateralism Promote Trade? Nineteenth Century Liberalization Revisited," CEPR Discussion Papers, Centre for Economic Policy Research, number 5423, Dec.
• Luc, BAUWENS & Dagfinn, RIME & Genaro, SUCARRAT, 2005, "Exchange Rate Volatility and the Mixture of Distribution Hypothesis," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005043, Jul.
• Flandreau, Marc & Jobst, Clemens, 2005, "The Ties that Divide: A Network Analysis of the International Monetary System, 1890–1910," The Journal of Economic History, Cambridge University Press, volume 65, issue 4, pages 977-1007, December.
• Burgess, David & Fried, Joel, 2005, "The foreign property rule: a cost–benefit analysis," Journal of Pension Economics and Finance, Cambridge University Press, volume 4, issue 3, pages 273-289, November.
• Ledesma Rodríguez, Francisco J. & Ibáñez, Manuel Navarro & Pérez Rodríguez, Jorge V. & Rivero, Simón Sosvilla, 2005, "Regímenes cambiarios de iure y de facto. El caso de la peseta/dólar, 1965–1998," Revista de Historia Económica / Journal of Iberian and Latin American Economic History, Cambridge University Press, volume 23, issue 3, pages 541-561, December.
• Röthig, Andreas & Semmler, Willi & Flaschel, Peter, 2005, "Corporate currency hedging and currency crises," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 27194, Apr.
• Entorf, Horst & Jamin, Gösta, 2005, "The Dollar and the German Stock Market : determination of exposure to and pricing of exchange rate risk using APT-Modeling," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 5509.
• Röthig, Andreas & Semmler, Willi & Flaschel, Peter, 2008, "Corporate currency hedging and currency crises," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77385.
• Francisco Venegas-Martínez, 2005, "Temporary Stabilization and the Real Option of Waiting when Consumption can be Delayed: an Extreme Value Approach," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c010_043, Jun.
• Yaprak Gulcan & Mustafa Erhan Bilman, 2005, "The Effects of Budget Deficit Reduction on Exchange Rate: Evidence from Turkey," Discussion Paper Series, Dokuz Eylül University, Faculty of Business, Department of Economics, number 05/07, Dec, revised 12 Dec 2005.
• Srabani Guha, 2005, "Financial Integration, Capital Flight and the IMF," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 40, issue 1, pages 37-64, January.
• Michel Beine & Oscar Bernal Diaz, 2005, "Why do Central Banks intervene secretly? preliminary evidence of the BoJ," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number in, Mar.
• Ahmed, M., 2005, "Purchasing Power Parity Based on Capital Account, Exchange Rate Volatility and Cointegration: Evidence from Some Developing Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 5, issue 3.
• Feridun, M., 2005, "East Asian Financial Crisis Revisited: An Econometric Analysis, 1981-2001," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 1, pages 53-68.
• Fullerton, Th. & Lopez, J.J., 2005, "Error Correction Exchange Rate Modeling for Mexico: 1980 – 2001," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 3, pages 17-30.
• Tony Cavoli & Ramkishen S. Rajan, 2005, "Have Exchange Rate Regimes in Asia become More Flexible Post crisis? Re-VISITING the EVIDENCE," Finance Working Papers, East Asian Bureau of Economic Research, number 22563, Jan.
• Ashima Goyal, 2005, "“Incentives from Exchange Rate Regimes in an Institutional Context"," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22370, Jan.
• Cheung, Yiu Chung & de Jong, Frank & Rindi, Barbara, 2005, "Trading European sovereign bonds: the microstructure of the MTS trading platforms," Working Paper Series, European Central Bank, number 432, Jan.
• Castrén, Olli, 2005, "Estimating and analysing currency options implied risk-neutral density functions for the largest new EU member states," Working Paper Series, European Central Bank, number 440, Feb.
• Castrén, Olli & Mazzotta, Stefano, 2005, "Foreign exchange option and returns based correlation forecasts: evaluation and two applications," Working Paper Series, European Central Bank, number 447, Feb.
• Durré, Alain & Giot, Pierre, 2005, "An international analysis of earnings, stock prices and bond yields," Working Paper Series, European Central Bank, number 515, Aug.
• Sánchez, Marcelo, 2005, "The link between interest rates and exchange rates: do contractionary depreciations make a difference?," Working Paper Series, European Central Bank, number 548, Nov.
• González, Fernando & Launonen, Simo, 2005, "Towards European monetary integration: the evolution of currency risk premium as a measure for monetary convergence prior to the implementation of currency unions," Working Paper Series, European Central Bank, number 569, Dec.
• Chinn, Menzie & Frankel, Jeffrey, 2005, "Will the Euro Eventually Surpass the Dollar as Leading International Reserve Currency?," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp05-064, Dec.
• Han, Bing & Hirshleifer, David & Wang, Tracy Yue, 2005, "Investor Overconfidence and the Forward Discount Puzzle," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-21, Oct.
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• Juan-Ángel Jiménez-Martín & M. Dolores Robles Fernández, 2005, "Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0508.
• Charles Engel & Kenneth D. West, 2005, "Exchange Rates and Fundamentals," Journal of Political Economy, University of Chicago Press, volume 113, issue 3, pages 485-517, June, DOI: 10.1086/429137.
• Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2005, "Large Devaluations and the Real Exchange Rate," Journal of Political Economy, University of Chicago Press, volume 113, issue 4, pages 742-784, August, DOI: 10.1086/431254.
• WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005, "Export Promotion through Exchange Rate Policy: Exchange Rate Depreciation or Stabilization?," Working papers, University of Connecticut, Department of Economics, number 2005-07, Mar.
• WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005, "Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence," Working papers, University of Connecticut, Department of Economics, number 2005-09, Mar.
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• Fernando Lago, 2005, "Tres ensayos sobre crisis financieras basadas en fundamentals," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 22, issue 45, pages 1-66, july-dece.
• Philippe Aghion & Philippe Bacchetta & Romain Rancière & Kenneth Rogoff, 2005, "Productivity growth and the exchange rate regime: The role of financial development," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 850, May.
• Gordon Menzies & Daniel John Zizzo, 2005, "Inferential Expectations," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 159, May.
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• Oleg Korenok & Stanislav Radchenko, 2005, "The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications," Working Papers, VCU School of Business, Department of Economics, number 0505, Aug.
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• Bal??zs ??gert & Maroje Lang, 2005, "Foreign Exchange Interventions in Croatia and Turkey: Should We Give a Damn?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp755, Mar.
• Imed Drine & Christophe Rault, 2005, "Testing for inflation convergence between the Euro Zone and its CEE partners," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp768, Apr.
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• Jes??s Crespo-Cuaresma & Bal??zs ??gert & Ronald MacDonald, 2005, "Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road Towards A Honeymoon Some Evidence from the ERM, ERM2 and Selected New EU Member States," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp771, May.
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• David M. Kemme & Saktinil Roy, 2005, "Real Exchange Rate Misalignment: Prelude to Crisis?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp797, Oct.
• Stephan Schulmeister, 2005, "The Interaction between Technical Currency Trading and Exchange Rate Fluctuations," WIFO Working Papers, WIFO, number 264, Dec.
• Vasily Astrov, 2005, "Sectoral Productivity, Demand, and Terms of Trade: What Drives the Real Appreciation of the East European Currencies?," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 34, Apr.
• Lucio Sarno, 2005, "Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 38, issue 3, pages 673-708, August, DOI: 10.1111/j.0008-4085.2005.00298.x.
• Roberto Meurer & Guilherme Moura & Sergio Da Silva, 2005, "Travel Hysteresis in the US Current Account After the Mid-1980s," Economic History, University Library of Munich, Germany, number 0511002, Nov.
• Oleg Korenok & Stanislav Radchenko, 2005, "The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications," Econometrics, University Library of Munich, Germany, number 0508015, Aug.
• Georg Mosburger & Paul Schneider, 2005, "Modelling International Bond Markets with Affine Term Structure Models," Finance, University Library of Munich, Germany, number 0509003, Sep.
• Stephan Schulmeister, 2005, "The Interaction between Technical Currency Trading and Exchange Rate Fluctuations," Finance, University Library of Munich, Germany, number 0512033, Dec.
• Jian Wang, 2005, "Can Long Horizon Data Beat Random Walk Under Engel-West Explanation?," International Finance, University Library of Munich, Germany, number 0501002, Jan.
• Martin Melecky, 2005, "Anticipations, External Crises and Growth Cycles in Emerging Market Countries," International Finance, University Library of Munich, Germany, number 0502003, Feb.
• Geoffrey Kingston & Martin Melecky, 2005, "Currency preferences and the Australian dollar," International Finance, University Library of Munich, Germany, number 0502006, Feb.