Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2004

• Mr. Mohsin S. Khan & Ehsan U. Choudhri, 2004, "Real Exchange Rates In Developing Countries: Are Balassa-Samuelson Effects Present?," IMF Working Papers, International Monetary Fund, number 2004/188, Oct.
• Miss Zhanwei Z. Yue & Mr. Samir Jahjah, 2004, "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," IMF Working Papers, International Monetary Fund, number 2004/210, Nov.
• Humberto Banda Ortiz, 2004, "Modelos De Crisis De Tipo De Cambio Y Su Aplicacion A La Crisis Mexicana De 1994," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 2, pages 127-143, Junio 200.
• Noé Arón Fuentes & Alberto Godínez Plascencia, 2004, "Tests Of Purchasing Power Parity With Structural Break In The Mexican Economy," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 3, pages 277-301, Septiembr.
• Roberta De Santis, 2004, "Has Trade Structure Any Importance in the Trasmission of Currency Shocks? An Empirical Application for Central and Eastern European Acceding Countries to Eu," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 43, Apr.
• Yuqing Xing, 2004, "Why is China so Attractive for FDI The Role of Exchange Rates," Working Papers, Research Institute, International University of Japan, number EMS_2004_04, Mar.
• Ivan Paya & David A. Peel, 2004, "Nonlinear Ppp Under The Gold Standard," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-24, Jun.
• Ivan Paya & David A. Peel, 2004, "Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-25, Jun.
• Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004, "Nonlinear effects of exchange rate volatility on the volume of bilateral exports," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 19, issue 1, pages 1-23, DOI: 10.1002/jae.725.
• Simmons, Walter & Aggarwal, Raj, 2004, "Purchasing power parity in the eastern Caribbean currency union," Journal of Developing Areas, Tennessee State University, College of Business, volume 38, issue 2, pages 155-169, January-M.
• Andre Varella Mollick & Margot Quijano, 2004, "The Mexican Peso And The Korean Won Real Exchange Rates: Evidence From Productivity Models," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 29, issue 1, pages 189-208, June.
• Frenkel Michael & Stadtmann Georg, 2004, "Trading Rule Profitability and Central Bank Interventions in the Dollar-Deutsch mark Market / Der Zusammenhang zwischen der Profitabilität einer technischen Handelsstrategie und Zentralbankinterventionen im D-Mark/US-Dollar-Markt," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 6, pages 653-672, December, DOI: 10.1515/jbnst-2004-0603.
• Giorgio Valente & Lucio Sarno, 2004, "Comparing the accuracy of density forecasts from competing models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 8, pages 541-557, DOI: 10.1002/for.930.
• William Barnett, 2004, "Multilateral Aggregation-Theoretic Monetary Aggregation over Heterogeneous Countries," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200413, Nov, revised Nov 2004.
• Chae-Shick Chung & Se-Jik Kim, 2004, "Monetary Stabilization Policy during Economic Crisis: Case of Korea," Korean Economic Review, Korean Economic Association, volume 20, pages 157-174.
• Sammo Kang & Yunjong Wang, 2004, "Fear of Inflation: Exchange Rate Pass-Through in East Asia," Korean Economic Review, Korean Economic Association, volume 20, pages 193-211.
• Ibrahim Chowdhury, 2004, "Purchasing Power Parity and the Real Exchange Rate in Bangladesh: A Nonlinear Analysis," Working Paper Series in Economics, University of Cologne, Department of Economics, number 14, Oct.
• Naszódi, Anna, 2004, "A sáveltolás árfolyamhatásának vizsgálata opciós modell keretei között
  [Target-zone rearrangement and exchange-rate behaviour in an options-based model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 638-658.
• Rasmus Fatum & Michael M. Hutchison, 2004, "Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 05-05, Oct, revised Jan 2005.
• Helena Marques & Sushanta Mallick, 2004, "Sectoral Exchange Rate Pass-through: A Tale of Two Policy Regimes in India," Discussion Paper Series, Department of Economics, Loughborough University, number 2004_12, Mar, revised Mar 2004.
• Tassos Anastasatos & Ian R. Davidson, 2004, "How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models," Discussion Paper Series, Department of Economics, Loughborough University, number 2004_23, Dec, revised Dec 2004.
• Tassos Anastasatos & Ian R. Davidson, 2004, "An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency," Discussion Paper Series, Department of Economics, Loughborough University, number 2004_8, Aug, revised Aug 2004.
• Viktors Ajevskis & Armands Pogulis & Gunars Berzins, 2004, "Foreign Exchange and Money Markets in the Context of the Exchange Rate Target Zone," Working Papers, Latvijas Banka, number 2004/01, Aug.
• D. Johannes Juttner & Wayne Leung, 2004, "Towards Decoding Currency Volatilities," Research Papers, Macquarie University, Department of Economics, number 0405, Aug.
• John T. Harvey, 2004, "Deviations from uncovered interest rate parity: a Post Keynesian explanation," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 27, issue 1, pages 19-35, DOI: 10.1080/01603477.2004.11051427.
• Fabrizio Carmignani & Emilio Colombo & Patrizio Tirelli, 2004, "Consistency versus credibility: how do countries choose their exchange rate regime?," Working Papers, University of Milano-Bicocca, Department of Economics, number 85, Oct, revised Feb 2005.
• Pavlova, Anna & Rigobon, Roberto, 2004, "Asset Prices and Exchange Rates," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 4322-03, Nov.
• Martin Cincibuch & David Vavra, 2004, "Testing for the uncovered interest parity using distributions implied by FX options," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 16, Sep.
• Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004, "The Feldstein-Horioka puzzle is not as bad as you think," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 17, Sep.
• Javier Coto-Martinez & Juan C. Reboredo, 2004, "The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 19, Sep.
• Michael Arghyrou & Virginie Boinet & Christopher Martin, 2004, "Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 2, Sep.
• Ana-Maria Fuertes & Jerry Coakley & Andrew Wood, 2004, "A new interpretation of the real exchange rate - yield differential nexus," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 32, Sep.
• Michael Funke & Yu-Fu Chen, 2004, "Exchange rate uncertainty and labour market adjustment under fixed and flexible exchange rates," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 33, Sep.
• Bettina Becker & Stephen Hall, 2004, "Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 4, Sep.
• Kostas Mouratidis & Nicola Spagnolo, 2004, "Evaluating currency crises: the case of the European Monetary System," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 69, Sep.
• Sofiane Sekioua, 2004, "The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 85, Sep.
• Georgios Chortareas & George Kapetanios, 2004, "Getting PPP Right: Identifying Mean Reverting Real Exchange Rates in Panels," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 32, Sep.
• Q. Farooq Akram, 2004, "Oil wealth and real exchange rates: The FEER for Norway," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 33, Sep.
• Eric Hillebrand & Gunther Schnabl, 2004, "The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 7, Sep.
• Norbert Kiss M., 2004, "The Effects of Macroeconomic News on Money Markets," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2004/30.
• Anna Naszódi, 2004, "Target zone rearrangements and exchange rate behavior in an options-based model," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2004/2.
• Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2004, "The determination of the equilibrium exchange rate in a simple general equilibrium model," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04060, May.
• Vincent Bouvatier, 2004, "Crise de change et politique monétaire optimale dans un modèle de troisième génération : le rôle de la prime de risque," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla04089, Sep.
• Ayse Ertugrul & Jérôme Héricourt & Julien Reynaud, 2004, "Politique monétaire sous contrainte : le cas de la crise turque de 2000/2001," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla04103, Nov.
• Charles Engel & Kenneth D. West, 2004, "Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One," NBER Working Papers, National Bureau of Economic Research, Inc, number 10267, Feb.
• Kenneth D. West, 2004, "Monetary Policy and the Volatility of Real Exchange Rates in New Zealand," NBER Working Papers, National Bureau of Economic Research, Inc, number 10280, Feb.
• Shiu-Sheng Chen & Charles Engel, 2004, "Does "Aggregation Bias" Explain the PPP Puzzle?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10304, Feb.
• Yuko Hashimoto & Takatoshi Ito, 2004, "High-Frequency Contagion Between the Exchange Rates and Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 10448, Apr.
• Takatoshi Ito & Tomoyoshi Yabu, 2004, "What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function," NBER Working Papers, National Bureau of Economic Research, Inc, number 10456, May.
• Harald Hau & Helene Rey, 2004, "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10476, May.
• Guillermo A. Calvo & Alejandro Izquierdo & Luis-Fernando Mejía, 2004, "On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 10520, May.
• Mihir A. Desai & C. Fritz Foley & Kristin J. Forbes, 2004, "Financial Constraints and Growth: Multinational and Local Firm Responses to Currency Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 10545, Jun.
• Alan M. Taylor & Mark P. Taylor, 2004, "The Purchasing Power Parity Debate," NBER Working Papers, National Bureau of Economic Research, Inc, number 10607, Jul.
• Chi-Young Choi & Nelson Mark & Donggyu Sul, 2004, "Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 10614, Jul.
• Olivier Jeanne & Lars E.O. Svensson, 2004, "Credible Commitment to Optimal Escape from a Liquidity Trap: The Role of the Balance Sheet of an Independent Central Bank," NBER Working Papers, National Bureau of Economic Research, Inc, number 10679, Aug.
• Charles Engel & Kenneth D. West, 2004, "Exchange Rates and Fundamentals," NBER Working Papers, National Bureau of Economic Research, Inc, number 10723, Aug.
• Ricardo Hausmann & Ugo Panizza & Roberto Rigobon, 2004, "The Long-Run Volatility Puzzle of the Real Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 10751, Sep.
• Takatoshi Ito & Yuko Hashimoto, 2004, "Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-day Activity Revealed in the Electronic Broking System," NBER Working Papers, National Bureau of Economic Research, Inc, number 10856, Oct.
• Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2004, "Large Devaluations and the Real Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 10986, Dec.
• Charles S. Bos & Neil Shephard, 2004, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-015/4, Jan.
• Chambers, M.J. & McCrorie, J.R., 2004, "Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-38.
• Chambers, M.J. & McCrorie, J.R., 2004, "Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals," Other publications TiSEM, Tilburg University, School of Economics and Management, number d4a7b8fe-e36b-49e2-afb2-c.
• Alexander Guembel & Oren Sussman, 2004, "Optimal Exchange Rates: A Market Microstructure Approach," Journal of the European Economic Association, MIT Press, volume 2, issue 6, pages 1242-1274, December.
• Mark J. Zbaracki & Mark Ritson & Daniel Levy & Shantanu Dutta & Mark Bergen, 2004, "Managerial and Customer Costs of Price Adjustment: Direct Evidence from Industrial Markets," The Review of Economics and Statistics, MIT Press, volume 86, issue 2, pages 514-533, May.
• Philip R. Lane & Gian Maria Milesi-Ferretti, 2004, "The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates," The Review of Economics and Statistics, MIT Press, volume 86, issue 4, pages 841-857, November.
• Phil Garton, 2004, "Foreign reserve accumulation in Asia: Can it be sustained?," Economic Roundup, The Treasury, Australian Government, issue 3, pages 1-21, November.
• Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos, 2004, "The Fit of Dynamic Equilibrium Models of Exchange Rate," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0411.
• Juan-Ángel Jiménez-Martín & Rodrigo Peruga Urrea, 2004, "Macroeconomic and policy uncertainty and Exchange rate risk Premium," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0412.
• Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos, 2004, "Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0413.
• Paul Hallwood & Ian W. Marsh & Joerg Scheibe, 2004, "An Assessment of the Case for Monetary Union or Official Dollarization in Argentina, Brazil, Chile, Uruguay and Venezuela," Working papers, University of Connecticut, Department of Economics, number 2004-13, Jul.
• Francis W. Ahking, 2004, "The Power of the "Objective" Bayesian Unit-Root Test," Working papers, University of Connecticut, Department of Economics, number 2004-14, Jul.
• WenShwo Fang & Stephen M. Miller, 2004, "Exchange rate depreciation and exports: The case of Singapore revisited," Working papers, University of Connecticut, Department of Economics, number 2004-45, Dec.
• Francis W. Ahking, 2004, "Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era," Working papers, University of Connecticut, Department of Economics, number 2004-05, Feb.
• Karine Gente & Miguel Leon-Ledesma, 2004, "Does the World Real Interest Rate Affect the Real Exchange Rate? The South East Asian Experience," Studies in Economics, School of Economics, University of Kent, number 0405, May.
• Alex Luiz Ferreira, 2004, "Leaning Against the Parity," Studies in Economics, School of Economics, University of Kent, number 0413, Oct.
• , 2004, "Les Politiques économiques européennes : Enjeux et défis," Bulletin de l'Observatoire des politiques économiques en Europe, Observatoire des Politiques Économiques en Europe (OPEE), volume 1, mai.
• Luis Carranza & José E. Galdón-Sánchez & Javier Gómez Biscarri, 2004, "Exchange Rate and Inflation Dynamics in Dollarized Economies," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/04, May.
• Rafael Torres Sánchez & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2004, "Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/04, Sep.
• Daal, Elton, 2004, "Quadratic term structure models with jumps in incomplete currency markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-04, Sep.
• Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2004, "Volatility clustering, leverage effects, and jumps dynamics in emerging Asian equity markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-05, Sep.
• Gunther Schnabl, 2004, "De jure versus de facto Exchange Rate Stabilization in Central and Eastern Europe," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 59, issue 02, pages 171-190, June.
• Kenneth P. Jameson, 2004, "Dollarization in Ecuador: A Post-Keynesian Analysis," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2004_05.
• David Burgess & Joel Fried, 2004, "The Foreign Property Rule: A Cost-Benefit Analysis," University of Western Ontario, Economic Policy Research Institute Working Papers, University of Western Ontario, Economic Policy Research Institute, number 20049.
• Carsten Krabbe NIELSEN, 2004, "Optimal Exchange Rate Regimes: Sunspots, Currency Crises, and Welfare," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 112, issue 2, pages 155-194.
• Alberola, Enrique & Lopez, Humberto & Serven, Luis, 2004, "Tango with the Gringo: the hard peg and real misalignment in Argentina," Policy Research Working Paper Series, The World Bank, number 3322, Jun.
• Martin Raiser & Alan Rousso & Franklin Steves, 2004, "Trust In Transition: Cross Country And Firm Evidence," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-640, Jan.
• Bal??zs ??gert & Kirsten Lommatzsch, 2004, "Equilibrium Exchange Rates in the Transition: The Tradable Price-Based Real Appreciation and Estimation Uncertainty," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-676, Apr.
• Pawel Kowalewski, 2004, "Lessons to be Learnt from the ERM and their Applicability to the Accession Economies Seeking to Join ERM2," wiiw Research Reports, The Vienna Institute for International Economic Studies, wiiw, number 302, Jan.
• Peter Pedroni, 2004, "Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis," Department of Economics Working Papers, Department of Economics, Williams College, number 2004-15.
• Matthew J. Kotchen & Michael R. Moore, 2004, "Conservation Behavior: From Voluntary Restraint to a Voluntary Price Premium," Department of Economics Working Papers, Department of Economics, Williams College, number 2004-16, Oct.
• Niklas Wagner & Terry A. Marsh, 2004, "Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes," Econometrics, University Library of Munich, Germany, number 0401008, Jan.
• Evzen Kocenda & Lubos Briatka, 2004, "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," Econometrics, University Library of Munich, Germany, number 0409001, Sep.
• Rui Albuquerque, 2004, "Optimal Currency Hedging," Finance, University Library of Munich, Germany, number 0405010, May.
• Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter, 2004, "Return-volatility linkages in the international equity and currency markets," Finance, University Library of Munich, Germany, number 0405022, May.
• Niclas Hagelin & Bengt Pramborg, 2004, "Empirical evidence on the incentives to hedge transaction and translation exposure," Finance, University Library of Munich, Germany, number 0407020, Jul.
• Cornelis A. Los & Jeyanthi Karuppiah, 2004, "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance, University Library of Munich, Germany, number 0409037, Sep.
• Cornelis A. Los, 2004, "Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets," Finance, University Library of Munich, Germany, number 0409040, Sep.
• Nyo Nyo A. Kyaw & Cornelis A. Los & Sijing Zong, 2004, "Persistence Characteristics of Latin American Financial Markets," Finance, University Library of Munich, Germany, number 0409048, Sep.
• Ahmed A. El-Masry, 2004, "The Exchange Rate Exposure of UK Nonfinancial Companies: Industry-Level Analysis," International Finance, University Library of Munich, Germany, number 0401001, Jan.
• Akash Gupta & Rahul Agarwal, 2004, "How should emerging economies manage their foreign exchange reserves?," International Finance, University Library of Munich, Germany, number 0401005, Jan.
• Marco Bonomo & Cristina Terra, 2004, "Elections and Exchange Rate Policy Cycles," International Finance, University Library of Munich, Germany, number 0402001, Feb.
• Thomas M Fullerton Jr & Roberto Coronado, 2004, "Restaurant Prices and the Mexican Peso," International Finance, University Library of Munich, Germany, number 0403004, Mar.
• 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".
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• 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.
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• 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.
• Michael Froemmel & Ronald Macdonald & Lukas Menkhoff, 2004, "Markov Switching Regimes In A Monetary Exchange Rate Model," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 119, Sep.
• Reza Siregar & Victor Pontines & Ramkishen Rajan,, 2004, "Extreme Value Theory and the Incidence of Currency Crises," Econometric Society 2004 Australasian Meetings, Econometric Society, number 181, Aug.
• Lestano & Mardi Dungey & Jan Jacobs, 2004, "On Synchronisation of Financial Crises," Econometric Society 2004 Australasian Meetings, Econometric Society, number 226, Aug.
• Guneratne B Wickremasinghe, 2004, "Purchasing Power Parity Hypothesis in Developing Economies: Some Empirical Evidence from Sri Lanka," Econometric Society 2004 Australasian Meetings, Econometric Society, number 236, Aug.
• Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004, "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Australasian Meetings, Econometric Society, number 243, Aug.
• Dirk Steffen & Ingo Pitterle, 2004, "Spillover Effects of Fiscal Policy Under Flexible Exchange Rates," Econometric Society 2004 Australasian Meetings, Econometric Society, number 286, Aug.
• Param Silvapulle & Titi Kanti Lestari & Jae Kim, 2004, "Nonlinear Modelling of Purchasing Power Parity in Indonesia," Econometric Society 2004 Australasian Meetings, Econometric Society, number 316, Aug.
• Li Guangzhong & Jan P Voon, 2004, "Impacts of Real exchange Rate Volatility and Real Exchange Rate Misalignment on China," Econometric Society 2004 Australasian Meetings, Econometric Society, number 5, Aug.
• Bryan W. Brown; Douglas J. Hodgson, 2004, "Models of foreign exchange intervention: Estimation and testing," Econometric Society 2004 Australasian Meetings, Econometric Society, number 96, Aug.