Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2004

• Alicia Garcia Herrero & Juan Carlos Berganza & Roberto Chang, 2004, "Balance Sheet Effects And The Country Risk Premium: An Empirical Investigation," International Finance, University Library of Munich, Germany, number 0403005, Mar.
• Gunther Schnabl & Paul De Grauwe, 2004, "Nominal versus Real Convergence with Respect to EMU Accession - EMU Entry Scenarios for the New Member States," International Finance, University Library of Munich, Germany, number 0403008, Mar, revised 16 Feb 2005.
• Paul De Grauwe & Gunther Schnabl, 2004, "Exchange Rate Regimes and Macroeconomic Stability in Central and Eastern Europe," International Finance, University Library of Munich, Germany, number 0404011, Apr.
• Jorge Selaive & Vicente Tuesta, 2004, "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," International Finance, University Library of Munich, Germany, number 0404014, Apr.
• Edgar L. Feige & James M. Johannes, 2004, "Testing The Causal Relationship Between Domestic Credit And Reserve Components Of A Country'S Monetary Base," International Finance, University Library of Munich, Germany, number 0404016, Apr.
• Gunther Schnabl, 2004, "Weak Economy and Strong Currency - The Origins of the Strong Yen in the 1990s," International Finance, University Library of Munich, Germany, number 0404017, Apr.
• Johanna Lukkarila, 2004, "Comparison between Asian, Russian and Turkish financial crises," International Finance, University Library of Munich, Germany, number 0405001, May.
• Rui Albuquerque, 2004, "The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence," International Finance, University Library of Munich, Germany, number 0405007, May.
• Huzaimi Hussain & Venus Khim-Sen Liew, 2004, "Causal Relationships Between Exchange Rates And Stock Prices In Malaysia And Thailand During The 1997 Currency Crisis Turmoil," International Finance, University Library of Munich, Germany, number 0405015, May.
• Thomas M Fullerton Jr & Miwa Hattori & Cuauhtemoc Calderon, 2004, "Error Correction Exchange Rate Modeling Evidence for Mexico," International Finance, University Library of Munich, Germany, number 0406001, Jun.
• Guneratne Banda Wickremasinghe, 2004, "Efficiency Of Foreign Exchange Markets: A Developing Country Perspective," International Finance, University Library of Munich, Germany, number 0406004, Jun.
• Guneratne Banda Wickremasinghe, 2004, "Purchasing Power Parity Hypothesis in Developing Economies:Some Empirical Evidence from Sri Lanka," International Finance, University Library of Munich, Germany, number 0406005, Jun.
• Guneratne Banda Wickremasinghe & Param Silvapulle, 2004, "Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan," International Finance, University Library of Munich, Germany, number 0406006, Jun.
• Ronald McKinnon & Gunther Schnabl, 2004, "The Return to Soft Dollar Pegging in East Asia. Mitigating Conflicted Virtue," International Finance, University Library of Munich, Germany, number 0406007, Jun, revised 07 Jul 2004.
• Alicia Garcia Herrero & Juan Carlos Berganza, 2004, "What Makes Balance Sheet Effects Detrimental For The Country Risk Premium?," International Finance, University Library of Munich, Germany, number 0408002, Aug.
• Tokhir Mirzoev, 2004, "A Dynamic Model of Endogenous Exchange Rate Pass-Through," International Finance, University Library of Munich, Germany, number 0409002, Sep.
• Lestano & Jan Jacobs & Gerard H. Kuper, 2004, "Indicators of financial crises do work! An early-warning system for six Asian countries," International Finance, University Library of Munich, Germany, number 0409004, Sep.
• Jan P.A.M. Jacobs & Gerard H. Kuper & Lestano, 2004, "Currency crises in Asia: A multivariate logit approach," International Finance, University Library of Munich, Germany, number 0409005, Sep.
• Jong-Wha Lee & Kwanho Shin, 2004, "Exchange Rate Regimes and Economic Linkages," International Finance, University Library of Munich, Germany, number 0409006, Sep.
• Eric Hillebrand & Gunther Schnabl, 2004, "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," International Finance, University Library of Munich, Germany, number 0410008, Oct.
• Gunther Schnabl, 2004, "International Capital Markets, Macroeconomic Stability, and Exchange Rate Stabilization in the CIS and East Asia," International Finance, University Library of Munich, Germany, number 0410009, Oct, revised 01 Mar 2005.
• Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim, 2004, "On Singaporean Dollar and Purchasing Power Parity," International Finance, University Library of Munich, Germany, number 0411001, Nov.
• Guneratne Banda Wickremasinghe, 2004, "The Sri Lankan Rupee and Purchasing Power Parity during the Current Floating Period," International Trade, University Library of Munich, Germany, number 0406005, Jun.
• Guneratne Banda Wickremasinghe & Param Silvapulle, 2004, "Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan," International Trade, University Library of Munich, Germany, number 0406006, Jun.
• Guneratne Banda Wickremasinghe, 2004, "Efficiency of the Foreign Exchange Market of Papua New Guinea During the Recent Float," International Trade, University Library of Munich, Germany, number 0406007, Jun.
• Jean-Philippe Gervais & Bruno Larue & Olivier Bonroy, 2004, "Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Agricultural Trade," International Trade, University Library of Munich, Germany, number 0407004, Jul.
• Aykut Kibritcioglu, 2004, "Economic Crises and Governments in Turkey, 1969-2001 (Turkiye'de Ekonomik Krizler ve Hukumetler, 1969-2001)," Macroeconomics, University Library of Munich, Germany, number 0401008, Jan.
• Jörg Rahn, 2004, "Bilaterial equilibrium exchange rates of EU accession countries against the euro," Macroeconomics, University Library of Munich, Germany, number 0401010, Jan.
• Jesús Crespo-Cuaresma & Jarko Fidrmuc & Ronald McDonald, 2004, "The monetary approach to exchange rates in the CEECs," Macroeconomics, University Library of Munich, Germany, number 0401013, Jan.
• Mark Zbaracki & Mark Ritson & Daniel Levy & Shantanu Dutta & Mark Bergen, 2004, "Managerial and Customer Costs of Price Adjustment: Direct Evidence from Industrial Markets," Macroeconomics, University Library of Munich, Germany, number 0402020, Feb.
• Aykut Kibritcioglu & Bengi Kibritcioglu, 2004, "Real Exchange Rate Misalignment in Turkey, 1987-2003 (in Turkish)," Macroeconomics, University Library of Munich, Germany, number 0403006, Mar, revised 22 Apr 2004.
• Jean-Olivier Hairault & Lise Patureau & Thepthida Sopraseuth, 2004, "Overshooting and Exchange Rate Disconnect Puzzle: A Reappraisal," Macroeconomics, University Library of Munich, Germany, number 0410001, Oct.
• Cornelis A. Los, 2004, "The Fed’s Consistent Monetary Policy: A Long Term Perspective," Macroeconomics, University Library of Munich, Germany, number 0411011, Nov.
• Fotios Siokis & Chris Christodoulou, 2004, "Long Memory And Persistence In Dollar-Based Real Exchange Rates," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 01, pages 31-44, DOI: 10.1142/S0219024904002311.
• Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim, 2004, "On Singapore Dollar–U.S. Dollar And Purchasing Power Parity," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 49, issue 01, pages 71-84, DOI: 10.1142/S0217590804000809.
• Peter G. Zhang, 2004, "Chinese Yuan Revaluation and Derivative Products," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Open-Door Policy and a Quarter-Century Reform," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "The Chinese Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Banking System in China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "The Chinese Capital Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Foreign Exchange Administration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Foreign Exchange Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Foreign Exchange Forwards and Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Non-Deliverable Forwards and Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Foreign Exchange Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Foreign Exchange Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "The Asian Financial Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "FX Forwards and Futures during the Asian Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "NDFs during the Asian Financial Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Options, Structured Notes, and Other Products," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "CNY Forwards," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "CNY NDFs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Uses of CNY NDFs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Chinese Yuan Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "CNY Nondeliverable Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Structured Deposits Related to CNY," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "CNY Structured Notes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Onshore Products and Offshore Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "Chinese Yuan (Renminbi) Derivative Products".
• Peter G. Zhang, 2004, "Future Development of CNY Derivatives in China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "Chinese Yuan (Renminbi) Derivative Products".
• Égert, Balázs & Lommatzsch, Kirsten, 2004, "Equilibrium exchange rates in the transition: the tradable price-based real appreciation and estimation uncertainty," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 9/2004.
• Funke, Michael & Rahn, Jörg, 2004, "Just how undervalued is the Chinese renminbi," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 14/2004.
• Fidrmuc, Jarko & Korhonen, Iikka, 2004, "A meta-analysis of business cycle correlation between the euro area and CEECs: What do we know - and who cares?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 20/2004.
• Fischer, Christoph, 2004, "PPP: a Disaggregated View," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,07.
• Broll, Udo & Hansen, Sabine, 2004, "Labour Demand and Exchange Rate Volatility," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 28.
• Wallner, Christian & Wystup, Uwe, 2004, "Efficient computation of option price sensitivities for options of American style," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 1.
• Röthig, Andreas, 2004, "Currency Futures and Currency Crises," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 136.
• Holub, Tomáš, 2004, "Foreign exchange interventions under inflation targeting: the Czech Experience," Research Notes, Deutsche Bank Research, number 17.
• Zbaracki, Mark J. & Ritson, Mark & Levy, Daniel & Dutta, Shantanu & Bergen, Mark, 2004, "Managerial and Customer Costs of Price Adjustment: Direct Evidence from Industrial Markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 86, issue 2, pages 514-533.
• Heun, Michael & Schlink, Torsten, 2004, "Early warning systems of financial crises: implementation of a currency crisis model for Uganda," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 59.
• Volckart, Oliver & Wolf, Nikolaus, 2004, "Estimating medieval market integration: Evidence from exchange rates," Discussion Papers, Free University Berlin, School of Business & Economics, number 2004/21.
• Wilfling, Bernd & Trede, Mark, 2004, "Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 267.
• Pierdzioch, Christian, 2004, "Productivity Shocks and Delayed Exchange-Rate Overshooting," Kiel Working Papers, Kiel Institute for the World Economy, number 1199.
• Pierdzioch, Christian & Yener, Serkan, 2004, "On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy," Kiel Working Papers, Kiel Institute for the World Economy, number 1214.
• Bannier, Christina E., 2004, "Big elephants in small ponds: Do large traders make financial markets more aggressive?," Volkswirtschaftliche Diskussionsbeiträge, University of Kassel, Faculty of Economics and Management, number 77.
• Pitterle, Ingo & Steffen, Dirk, 2004, "Welfare Effects of Fiscal Policy under Alternative Exchange Rate Regimes : The Role of the Scale Variable of Money Demand," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 284.
• Schmidt, Robert & Leitner, Johannes, 2004, "A systematic comparison of professional exchange rate forecasts with judgmental forecasts of novices: Are there substantial differences?," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 49.
• Schmidt, Robert & Wollmershäuser, Timo, 2004, "Sterilized Foreign Exchange Market Interventions in a Chartist-Fundamentalist Exchange Rate Model," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 50.
• Bofinger, Peter & Mayer, Eric, 2004, "The Stability and Growth Pact Time to Rebuild!," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 56.
• Togan, Sübidey & Ersel, Hasan, 2004, "Foreign exchange regime, the real exchange rate and current account sustainability: The case of Turkey," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 17-2004.
• Jamin, Gösta & Entorf, Horst, 2004, "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-03.
• Polasek, Matt, 2004, "Commodity Currencies: A Macroeconomic Interpretation," Economic Analysis and Policy, Elsevier, volume 34, issue 1, pages 63-78, March.
• Hallwood, C. Paul & Marsh, Ian W., 2004, "Exchange market pressure on the pound-dollar exchange rate: 1925-1931," The North American Journal of Economics and Finance, Elsevier, volume 15, issue 2, pages 249-264, August.
• Liew, Venus Khim-sen & Baharumshah, Ahmad Zubaidi & Chong, Terence Tai-leung, 2004, "Are Asian real exchange rates stationary?," Economics Letters, Elsevier, volume 83, issue 3, pages 313-316, June.
• Campa, Jose Manuel, 2004, "Exchange rates and trade: How important is hysteresis in trade?," European Economic Review, Elsevier, volume 48, issue 3, pages 527-548, June.
• Chen, Natalie, 2004, "The behaviour of relative prices in the European Union: A sectoral analysis," European Economic Review, Elsevier, volume 48, issue 6, pages 1257-1286, December.
• Cheung, Yin-Wong & Lai, Kon S. & Bergman, Michael, 2004, "Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments," Journal of International Economics, Elsevier, volume 64, issue 1, pages 135-150, October.
• Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2004, "The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 14, issue 1, pages 25-36, February.
• Sarno, Lucio & Taylor, Mark P. & Chowdhury, Ibrahim, 2004, "Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study," Journal of International Money and Finance, Elsevier, volume 23, issue 1, pages 1-25, February.
• Agenor, Pierre-Richard & Aizenman, Joshua & Hoffmaister, Alexander W., 2004, "The credit crunch in East Asia: what can bank excess liquid assets tell us?," Journal of International Money and Finance, Elsevier, volume 23, issue 1, pages 27-49, February.
• MacDonald, Ronald & Marsh, Ian W., 2004, "Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen," Journal of International Money and Finance, Elsevier, volume 23, issue 1, pages 99-111, February.
• Bams, Dennis & Walkowiak, Kim & Wolff, Christian C. P., 2004, "More evidence on the dollar risk premium in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 23, issue 2, pages 271-282, March.
• Apte, Prakash & Sercu, Piet & Uppal, Raman, 2004, "The exchange rate and purchasing power parity: extending the theory and tests," Journal of International Money and Finance, Elsevier, volume 23, issue 4, pages 553-571, June.
• Gehrig, Thomas & Menkhoff, Lukas, 2004, "The use of flow analysis in foreign exchange: exploratory evidence," Journal of International Money and Finance, Elsevier, volume 23, issue 4, pages 573-594, June.
• Hairault, Jean-Olivier & Patureau, Lise & Sopraseuth, Thepthida, 2004, "Overshooting and the exchange rate disconnect puzzle: a reappraisal," Journal of International Money and Finance, Elsevier, volume 23, issue 4, pages 615-643, June.
• Ravn, Morten O. & Mazzenga, Elisabetta, 2004, "International business cycles: the quantitative role of transportation costs," Journal of International Money and Finance, Elsevier, volume 23, issue 4, pages 645-671, June.
• Frankel, Jeffrey & Schmukler, Sergio L. & Serven, Luis, 2004, "Global transmission of interest rates: monetary independence and currency regime," Journal of International Money and Finance, Elsevier, volume 23, issue 5, pages 701-733, September.
• Klaassen, Franc, 2004, "Why is it so difficult to find an effect of exchange rate risk on trade?," Journal of International Money and Finance, Elsevier, volume 23, issue 5, pages 817-839, September.
• Kletzer, Kenneth & Spiegel, Mark M., 2004, "Sterilization costs and exchange rate targeting," Journal of International Money and Finance, Elsevier, volume 23, issue 6, pages 897-915, October.
• Koedijk, Kees G. & Tims, Ben & van Dijk, Mathijs A., 2004, "Purchasing power parity and the euro area," Journal of International Money and Finance, Elsevier, volume 23, issue 7-8, pages 1081-1107.
• Alvarez-Plata, Patricia & Schrooten, Mechthild, 2004, "Misleading indicators? The Argentinean currency crisis," Journal of Policy Modeling, Elsevier, volume 26, issue 5, pages 587-603, July.
• Hall, George J., 2004, "Exchange rates and casualties during the first world war," Journal of Monetary Economics, Elsevier, volume 51, issue 8, pages 1711-1742, November.
• Coricelli, Fabrizio & Jazbec, Bostjan, 2004, "Real exchange rate dynamics in transition economies," Structural Change and Economic Dynamics, Elsevier, volume 15, issue 1, pages 83-100, March.
• Tapia, Matías & Tokman, Andrea, 2004, "Effects of foreign exchange intervention under public information: the Chilean case," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123134, Apr.
• Guidotti, Pablo E. & Sturzenegger, Federico & Villar, Agustín, 2004, "On the consequences of sudden stops," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123171, Apr.
• Lane, Philip R. & Milesi-Ferretti, Gian Maria, 2004, "Financial globalization and exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19926, Dec.
• Koedijk, C.G. & Tims, B. & van Dijk, M.A., 2004, "Purchasing Power Parity and the Euro Area," 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-2004-025-F&A, Aug.
• Roberta De Santis, 2004, "Has Trade any Importance in the Transmission of Currency Shocks?," Economics Working Papers, European Network of Economic Policy Research Institutes, number 028, Jul.
• Subidey Togan & Hasan Ersel, 2004, "Foreign Exchange Regime, the Real Exchange Rate and Current Account Sustainability: The Case of Turkey," Working Papers, Economic Research Forum, number 0422, 10, revised 10 2004.
• Kristien Smedts, 2004, "International Dynamic Asset Allocation and the Effect of the Exchange Rate," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0404, Mar.
• Vivien Lewis, 2004, "Productivity and the Real Euro-Dollar Exchange Rate," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0406, Mar.
• Kyoji FUKAO & Tangjun YUAN, 2012, "China's Economic Growth, Structural Change and the Lewisian Turning Point," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 12056, Sep.
• Eleonora Cavallaro & Marcella Mulino, 2004, "External Debt in Emerging Economies: A Macrodynamical Model of Financial Fragility," STUDI ECONOMICI, FrancoAngeli Editore, volume 2004, issue 84.
• Adam Geršl, 2004, "Foreign Exchange Intervention: The Theoretical Debate and the Czech Koruna Episode," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 3-4, pages 94-116, March.
• Kateřina Šmídková & Aleš Bulíř, 2004, "Would Fast Sailing towards the Euro Be Smooth? What Fundamental Real Exchange Rates Tells Us about Acceding Economies," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 64, revised 2004.
• Ben R. Craig & Joachim G. Keller, 2004, "The forecast ability of risk-neutral densities of foreign exchange," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0409, DOI: 10.26509/frbc-wp-200409.
• Michele Cavallo & Kate Kisselev & Fabrizio Perri & Nouriel Roubini, 2004, "Exchange rate overshooting and the costs of floating," Proceedings, Federal Reserve Bank of San Francisco, issue jun.
• Guillermo A. Calvo & Alejandro Izquierdo, 2004, "On the empirics of Sudden Stops: the relevance of balance-sheet effects," Proceedings, Federal Reserve Bank of San Francisco, issue jun.
• Kevin X. D. Huang & Zheng Liu, 2004, "Production interdependence and welfare," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 04-04.
• Reza Siregar & Ramkishen Rajan & Tony Cavoli, 2004, "A Survey of Financial Integration in East Asia; How Far? How Much Further to Go?," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2004-01, Jan.
• Reza Siregar & Victor Pontines, 2004, "Successful and Unsuccessful Attacks: Evaluating the Stability of the East Asian Currencies," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2004-04, Aug.
• Reza Siregar & Victor Pontines, 2004, "The Yen, The US dollar and The Speculative Attacks Against The Thailand Baht," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2004-06, Oct.
• Harald Hau & Hélène Rey, 2004, "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?," American Economic Review, American Economic Association, volume 94, issue 2, pages 126-133, May, DOI: 10.1257/0002828041302389.
• Alan M. Taylor & Mark P. Taylor, 2004, "The Purchasing Power Parity Debate," Journal of Economic Perspectives, American Economic Association, volume 18, issue 4, pages 135-158, Fall.
• Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, 2004, "An empirical examination of exchange-rate credibility determinants in the EMS," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 04-01, Mar.
• Walter A. de Wet & Tewodros G. Gebreselasie, 2004, "The Exchange Rate Exposure of Major Commercial Banks in South Africa," The African Finance Journal, Africagrowth Institute, volume 6, issue 2, pages 21-35.
• Gianluca LAGANA', 2004, "Monetary Models of Exchange Rate and the Random Walk: the Italian Case Over the Recent Float," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 210, May.
• Cristiano Silveira Freixo & Fernando de Holanda Barbosa, 2004, "Paridade do Poder de Compra: O Modelo de Reversão Não Linear para o Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 5, issue 3, pages 75-116.
• Cristiano Silveira Freixo & Fernando de Holanda Barbosa, 2004, "Paridade Do Poder De Compra: O Modelo De Reversão Não Linear Para O Brasil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 065.
• Flávio Vilela Vieira & Márcio Holland, 2004, "Exchange Rate Dynamics In Brazil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 066.
• Cristiano Prado Martins Barbosa, 2004, "Fatores Políticos E Institucionais: Impactos Sobre Paradas Bruscas De Financiamento Externo," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 070.
• Carlos de Almeida Cardoso & Flávio Vilela Vieira, 2004, "Câmbio, Inflação E Juros Na Transição Do Regime Cambial Brasileiro: Uma Análise De Vetores Auto-Regressivos E Causalidade," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 080.
• André Luiz Correa, 2004, "A Internacionalização Da Indústria Brasileira E Seus Impactos Sobre Os Coeficientes De Pass-Through No Brasil No Período 1996-2001," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 105.
• Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004, "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0403, May.
• Walter Beckert, 2004, "Dynamic Monopolies with Stochastic Demand," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0404, Nov.
• Florian Pelgrin & Sebastian Schich, 2004, "National Saving-Investment Dynamics and International Capital Mobility," Staff Working Papers, Bank of Canada, number 04-14, DOI: 10.34989/swp-2004-14.
• Jeannine Bailliu & Eiji Fujii, 2004, "Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation," Staff Working Papers, Bank of Canada, number 04-21, DOI: 10.34989/swp-2004-21.
• Steve Ambler & Ali Dib & Nooman Rebei, 2004, "Optimal Taylor Rules in an Estimated Model of a Small Open Economy," Staff Working Papers, Bank of Canada, number 04-36, DOI: 10.34989/swp-2004-36.
• Enrique Alberola & Humberto López & Luis Servén, 2004, "Tango with the gringo: the hard peg and real misalign ment in Argentina," Working Papers, Banco de España, number 0405, Feb.
• Juan Carlos Berganza & Alicia García-Herrero, 2004, "What makes balance sheet effects detrimental for the country risk premium?," Working Papers, Banco de España, number 0423, Dec.
• Díaz de León Carrillo Alejandro & Casanova Martha, 2004, "Market Expectations Implicit in Derivative Prices: Applications to Exchange and Oil Markets," Working Papers, Banco de México, number 2004-01, Jul.
• Peter Rowland, 2004, "Exchange Rate Pass-Through to Domestic Prices: the Case of Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 22, issue 47, pages 106-125, December, DOI: 10.32468/Espe.4703.
• Fernando Broner, 2015, "Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises," Working Papers, Barcelona School of Economics, number 186, Sep.
• Guonan Ma & Corrinne Ho & Robert N McCauley, 2004, "The markets for non-deliverable forwards in Asian currencies," BIS Quarterly Review, Bank for International Settlements, June.
• Gabriele Galati & Michael Melvin, 2004, "Why has FX trading surged?," BIS Quarterly Review, Bank for International Settlements, December.
• Nikola A. Tarashev, 2004, "Are speculative attacks triggered by sunspots? A new test," BIS Working Papers, Bank for International Settlements, number 166, Dec.
• Kit Pong Wong & Ho Yin Yick, 2004, "Currency Options and Export‐Flexible Firms," Bulletin of Economic Research, Wiley Blackwell, volume 56, issue 4, pages 379-394, October, DOI: 10.1111/j.1467-8586.2004.00211.x.
• Debabrata Bagchi & Georgios E. Chortareas & Stephen M. Miller, 2004, "The Real Exchange Rate in Small, Open, Developed Economies: Evidence from Cointegration Analysis," The Economic Record, The Economic Society of Australia, volume 80, issue 248, pages 76-88, March, DOI: 10.1111/j.1475-4932.2004.00126.x.
• Kees G. Koedijk & Mathijs A. Van Dijk, 2004, "The Cost of Capital of Cross‐listed Firms," European Financial Management, European Financial Management Association, volume 10, issue 3, pages 465-486, September, DOI: 10.1111/j.1354-7798.2004.00259.x.
• Frank H. Westerhoff & Cristian Wieland, 2004, "Spillover Dynamics of Central Bank Interventions," German Economic Review, Verein für Socialpolitik, volume 5, issue 4, pages 435-450, November, DOI: 10.1111/j.1465-6485.2004.00116.x.
• Ronald McKinnon & Gunther Schnabl, 2004, "The Return to Soft Dollar Pegging in East Asia: Mitigating Conflicted Virtue," International Finance, Wiley Blackwell, volume 7, issue 2, pages 169-201, July, DOI: 10.1111/j.1367-0271.2004.00135.x.
• Òscar Jordà & Massimiliano Marcellino, 2004, "Time‐scale transformations of discrete time processes," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 6, pages 873-894, November, DOI: 10.1111/j.1467-9892.2004.00383.x.
• Georgios Chortareas & George Kapetanios, 2004, "The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 66, issue 1, pages 113-131, February, DOI: 10.1046/j.0305-9049.2003.00080.x.
• Ronald McKinnon & Gunther Schnabl, 2004, "The East Asian Dollar Standard, Fear of Floating, and Original Sin," Review of Development Economics, Wiley Blackwell, volume 8, issue 3, pages 331-360, August, DOI: 10.1111/j.1467-9361.2004.00237.x.
• Mark Crosby, 2004, "Exchange Rate Volatility and Macroeconomic Performance in Hong Kong," Review of Development Economics, Wiley Blackwell, volume 8, issue 4, pages 606-623, November, DOI: 10.1111/j.1467-9361.2004.00256.x.
• Geir Høidal Bjønnes & Dagfinn Rime & Haakon O. Aa. Solheim, 2004, "Liquidity provision in the overnight foreign exchange market," Working Paper, Norges Bank, number 2004/13, Nov.
• Q. Farooq Akram, 2004, "Oil wealth and real exchange rates: The FEER for Norway," Working Paper, Norges Bank, number 2004/16, Nov.
• Sophocles N. Brissimis & Dimitris A. Sideris & Fragiska K. Voumvaki, 2004, "Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting," Working Papers, Bank of Greece, number 15, Jul.
• Dimitrios Sideris, 2004, "Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan," Working Papers, Bank of Greece, number 19, Nov.
• Westerhoff Frank H. & Wieland Cristian, 2004, "Spillover Dynamics of Central Bank Interventions," German Economic Review, De Gruyter, volume 5, issue 4, pages 435-450, December, DOI: 10.1111/j.1465-6485.2004.00116.x.
• Joe Akira Yoshino & Silvio Ricardo Micheloto, 2004, "The Uncovered Interest Parity in the Foreign Exchange (FX) Markets," Brazilian Review of Finance, Brazilian Society of Finance, volume 2, issue 2, pages 137-157.
• Fernando de Aquino Fonseca Neto & Joanílio Rodolpho Teixeira, 2004, "Movimentos Especulativos de Capitais e Comportamento da Taxa de Câmbio no Brasil," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia, Departamento de Economia da Universidade de Brasilia, number 321, Nov.
• Guglielmo Maria Caporale & Mario Cerrato, 2004, "Panel Data Tests Of Ppp: A Critical Overview," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-18, Oct.
• Guglielmo Maria Caporale & Mario Cerrato, 2004, "Panel Data Tests Of Ppp: A Critical Overview," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-18, Oct.
• Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Péguin-Feissolle, 2004, "Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ?," Revue économique, Presses de Sciences-Po, volume 55, issue 3, pages 449-458.
• Jérôme Creel & Sandrine Levasseur, 2004, "How would a fixed-exchange-rate regime fit the transition economies?. The cases of the Czech Republic, Hungary and Poland," Revue de l'OFCE, Presses de Sciences-Po, volume 91, issue 5, pages 83-120.
• Jérôme Creel & Günes Kamber, 2004, "Debt, deficits and inflation on the road to the EU: the case of Turkey," Revue de l'OFCE, Presses de Sciences-Po, volume 91, issue 5, pages 157-174.
• Alan M. Taylor & Mark Taylor, 2004, "The Purchasing Power Parity Debate," Working Papers, University of California, Davis, Department of Economics, number 133, May.
• Cheung, Yin-Wong & Chinn, Menzie & Fujii, Eiji, 2003, "China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt01g0h0q2, Jun.
• Cheung, Yin-Wong & Chinn, Menzie David & Garcia Pascual, Antonio, 2003, "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt12z9x4c5, Jun.
• Cheung, Yin-Wong & Chinn, Menzie David & Fujii, Eiji, 2003, "China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt13d9m8jv, Oct.
• Cheung, Yin-Wong & Chinn, Menzie David & Fujii, Eiji, 2003, "The Chinese Economies in Global Context: The Integration Process and Its Determinants," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt26x5h54t, Jun.
• Fatum, Rasmus & Hutchison, Michael M., 2003, "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt2883n7z5, Nov.
• Fatum, Rasmus & Hutchison, Michael M., 2003, "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt3rg5p5j2, Nov.
• Fatum, Rasmus & Scholnick, Barry, 2003, "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt4cc3291n, May.
• Cheung, Yin-Wong & Chinn, Menzie & Garcia Pascual, Antonio, 2003, "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt5fc508pt, Jun.
• Cheung, Yin-Wong & Chinn, Menzie & Fujii, Eiji, 2003, "The Chinese Economies in Global Context: The Integration Process and Its Determinants," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt89s3z523, Jun.
• Julio López Laborda & Jorge Onrubia Fernández, 2004, "Personal Income Tax Decentralization, Inequality and Social Welfare," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/17.
• Amalia Morales Zumaquero., 2004, "Explaining Real Exchange Rates Fluctuations," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/23.
• José L. Torres, 2004, "A Non-parametric analysis of ERM exchange rate fundamentals," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/25.
• José Vicente Blanes Cristóbal, 2004, "Does Immigration Help to Explain Intra-Industry Trade? Evidence for Spain," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/29.
• Rosa Romay López & Daniel Santín González & Enrique González Arangüena, 2004, "Las Prestaciones por Incapacidad Temporal: Una Evaluación mediante Modelos ARIMA," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/36.
• Consuelo Gámez Amián & José L. Torres, 2004, "A Non-parametric reassessment of target zone nonlinearities: The Spanish Peseta/Deutsche Mark exchange rate," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/73.
• Philip R. Lane & G Milesi-Feretti, 2004, "Financial Globalization and Exchange Rates," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0662, Dec.
• Evzen Kocenda & Lubos Briatka, 2004, "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp235, Sep.
• Paul De Grauwe & Gunther Schnabl, 2004, "Exchange Rate Regimes and Macroeconomic Stability in Central and Eastern Europe," CESifo Working Paper Series, CESifo, number 1182.
• Paul De Grauwe & Marianna Grimaldi, 2004, "Bubbles and Crashes in a Behavioural Finance Model," CESifo Working Paper Series, CESifo, number 1194.
• Camille Cornand & Frank Heinemann, 2004, "Optimal Degree of Public Information Dissemination," CESifo Working Paper Series, CESifo, number 1353.
• Marc Flandreau & John Komlos, 2001, "How to Run a Target Zone? Age Old Lessons from an Austro-Hungarian Experiment," CESifo Working Paper Series, CESifo, number 556.
• Hjalmar Böhm & Michael Funke, 2001, "Does the Nominal Exchange Rate Regime Matter for Investment?," CESifo Working Paper Series, CESifo, number 578.