Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2004

• 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.
• 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.
• Geir H. Bjønnes & Dagfinn Rime & Haakon O. Aa. Solheim, 2002, "Volume and Volatility in the FX-Market: Does it matter who you are?," CESifo Working Paper Series, CESifo, number 786.
• Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2003, "China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration," CESifo Working Paper Series, CESifo, number 851.
• Yin-Wong Cheung & Kon S. Lai & Michael Bergman, 2003, "Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment," CESifo Working Paper Series, CESifo, number 924.
• David-Jan Jansen & Jakob de Haan & Jakob de Haan, 2003, "Statements of ECB Officials and their Effect on the Level and Volatility of the Euro-Dollar Exchange Rate," CESifo Working Paper Series, CESifo, number 927.
• Matías Tapia & Andrea Tokman, 2004, "Effects of Foreign Exchange Intervention Under Public Information: the Chilean Case," Working Papers Central Bank of Chile, Central Bank of Chile, number 255, Jan.
• Balazs Egert & Amina Lahrèche-Révil & Kirsten Lommatzsch, 2004, "The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies," Working Papers, CEPII research center, number 2004-15, Nov.
• Andre Cartapanis, 2004, "Le declenchement des crises de change : qu'avons-nous appris depuis dix ans ?," Economie Internationale, CEPII research center, issue 97, pages 5-48.
• Imed Drine & Christophe Rault, 2004, "La PPA est-elle verifiee pour les pays developpes et en developpement ? Un re-examen par l'econometrie des panels non-stationnaires," Economie Internationale, CEPII research center, issue 97, pages 49-80.
• Jamal Bouoiyour & Velayoudom Marimoutou & Serge Rey, 2004, "Taux de change reel d'equilibre et politique de change au Maroc : une approche non parametrique," Economie Internationale, CEPII research center, issue 97, pages 81-104.
• John Williamson, 2004, "The Dollar/Euro Exchange Rate," Economie Internationale, CEPII research center, issue 100, pages 51-60.
• Michel Aglietta & Bronka Rzepkowski, 2004, "Les banques centrales asiatiques et le dollar," La Lettre du CEPII, CEPII research center, issue 230.
• Amina Lahrèche-Revil, 2004, "The Narrow Road to EMU Enlargement," La Lettre du CEPII, CEPII research center, issue 233.
• Bronka Rzepkowski, 2004, "Speculating on the Yuan," La Lettre du CEPII, CEPII research center, issue 234.
• Agnès Bénassy-Quéré & Amina Lahrèche-Révil & Valérie Mignon, 2004, "Le dollar dans le G20," La Lettre du CEPII, CEPII research center, issue 238.
• Tomas Holub, 2004, "Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2004/01, Jan.
• Ales Bulir & Katerina Smidkova, 2004, "Exchange Rates in the New EU Accession Countries: What Have We Learned from the Forerunners," Working Papers, Czech National Bank, Research and Statistics Department, number 2004/10, Dec.
• Peter Rowland, 2004, "Exchange Rate Pass-Through To Domestic Prices: The Case Of Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 22, issue 47, pages 106-125, DOI: 10.32468/Espe.4703.
• Luis Eduardo Arango & Luz Adriana Fl�rez, 2004, "Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 22, issue 47, pages 126-160, DOI: 10.32468/Espe.4704.
• Héctor Manuel Zarate, 2004, "Modeling the distribution of exchange rate time series and measuring the tail area: an empirical application of the colombian flexible exchange rate," Revista de Economía del Rosario, Universidad del Rosario.
• BEINE, Michel & LAURENT, Sébastien & PALM, Franz, 2004, "Central Bank forex interventions assessed using realized moments," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004001, Jan.
• LE VAN, Cuong & COUHARDE, Cecile & LUONG, Thai Bao, 2004, "The determination of the equilibrium exchange rate in a simple general equilibrium model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004026, May.
• BEN OMRANE, Walid & VAN OPPEN, Hervé, 2004, "The predictive success and profitability of chart patterns in the Euro/Dollar foreign exchange market," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004035, Jun.
• Wink Joosten, 2004, "The Asian Financial Crisis in Retrospect: What Happened? What Can We Conclude?," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 87, Mar.
• Bofinger, Peter & Schmidt, Robert & Leitner, Johannes, 2004, "Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices," CEPR Discussion Papers, Centre for Economic Policy Research, number 4230, Feb.
• Bofinger, Peter & Schmidt, Robert, 2004, "Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the ?/US$ Rate," CEPR Discussion Papers, Centre for Economic Policy Research, number 4235, Feb.
• Flandreau, Marc & Sussman, Nathan, 2004, "Old Sins: Exchange Rate Clauses and European Foreign Lending in the 19th Century," CEPR Discussion Papers, Centre for Economic Policy Research, number 4248, Feb.
• de Jong, Frank & Rindi, Barbara & Cheung, Yiu Chung, 2004, "Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms," CEPR Discussion Papers, Centre for Economic Policy Research, number 4285, Mar.
• de Vries, Casper & Hartmann, Philipp & Straetmans, Stefan, 2004, "Fundamentals and Joint Currency Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 4338, Mar.
• Fischer, Andreas, 2004, "Reuters News Reports versus Official Interventions: The Inaccuracy of Reuters Reports for Swiss Interventions," CEPR Discussion Papers, Centre for Economic Policy Research, number 4359, Apr.
• Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2004, "Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability," CEPR Discussion Papers, Centre for Economic Policy Research, number 4365, Apr.
• Eichengreen, Barry, 2004, "Chinese Currency Controversies," CEPR Discussion Papers, Centre for Economic Policy Research, number 4375, May.
• Sarno, Lucio & Valente, Giorgio, 2004, "Asset Prices and International Spillovers: An Empirical Investigation," CEPR Discussion Papers, Centre for Economic Policy Research, number 4380, May.
• Campa, José Manuel & González Mìnguez, Jose Manuel, 2004, "Differences in Exchange Rate Pass-Through in the Euro Area," CEPR Discussion Papers, Centre for Economic Policy Research, number 4389, May.
• Wei, Shang-Jin & Parsley, David, 2004, "A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 4486, Jul.
• Taylor, Mark & Taylor, Alan M., 2004, "The Purchasing Power Parity Debate," CEPR Discussion Papers, Centre for Economic Policy Research, number 4495, Jul.
• Koedijk, Kees & Tims, Ben & Van Dijk, Mathijs, 2004, "Purchasing Power Parity and the Euro Area," CEPR Discussion Papers, Centre for Economic Policy Research, number 4510, Jul.
• Rey, Hélène & Hau, Harald, 2004, "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates?," CEPR Discussion Papers, Centre for Economic Policy Research, number 4517, Aug.
• Nessén, Marianne & Söderström, Ulf & Linde, Jesper, 2004, "Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through," CEPR Discussion Papers, Centre for Economic Policy Research, number 4531, Aug.
• Svensson, Lars E.O. & Jeanne, Olivier, 2004, "Credible Commitment to Optimal Escape from a Liquidity Trap: The Role of the Balance Sheet of an Independent Central Bank," CEPR Discussion Papers, Centre for Economic Policy Research, number 4599, Sep.
• Milesi-Ferretti, Gian Maria & Lane, Philip, 2004, "Financial Globalization and Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 4745, Nov.
• Gehrig, Thomas & Menkhoff, Lukas, 2004, "The Rise of Fund Managers in Foreign Exchange," CEPR Discussion Papers, Centre for Economic Policy Research, number 4752, Oct.
• Dunne, Peter G & Hau, Harald & Moore, Michael, 2004, "Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 4806, Dec.
• Halpern, László & Égert, Balázs & MacDonald, Ronald, 2004, "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," CEPR Discussion Papers, Centre for Economic Policy Research, number 4809, Dec.
• Eichenbaum, Martin & Rebelo, Sérgio & Burstein, Ariel Tomas, 2004, "Large Devaluations and the Real Exchange Rate," CEPR Discussion Papers, Centre for Economic Policy Research, number 4810, Dec.
• Pedroni, Peter, 2004, "Panel Cointegration: Asymptotic And Finite Sample Properties Of Pooled Time Series Tests With An Application To The Ppp Hypothesis," Econometric Theory, Cambridge University Press, volume 20, issue 3, pages 597-625, June.
• Drine, I. & Rault, Ch., 2004, "Does the Balassa-Samuelson Hypothesis Hold for Asian Countries?. An Empirical Analysis using Panel Data and Cointegration Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 4.
• Derviz, Alexis, 2004, "Exchange rate risks and asset prices in a small open economy," Working Paper Series, European Central Bank, number 314, Mar.
• Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2004, "Fundamentals and joint currency crises," Working Paper Series, European Central Bank, number 324, Mar.
• Straub, Roland & Tchakarov, Ivan, 2004, "Non-fundamental exchange rate volatility and welfare," Working Paper Series, European Central Bank, number 328, Apr.
• Maeso-Fernandez, Francisco & Osbat, Chiara & Schnatz, Bernd, 2004, "Towards the estimation of equilibrium exchange rates for CEE acceding countries: methodological issues and a panel cointegration perspective," Working Paper Series, European Central Bank, number 353, Apr.
• Huang, Kevin X. D. & Liu, Zheng, 2004, "Production interdependence and welfare," Working Paper Series, European Central Bank, number 355, May.
• Fratzscher, Marcel, 2004, "Communication and exchange rate policy," Working Paper Series, European Central Bank, number 363, May.
• Ehrmann, Michael & Fratzscher, Marcel, 2004, "Exchange rates and fundamentals: new evidence from real-time data," Working Paper Series, European Central Bank, number 365, Jun.
• Castrén, Olli, 2004, "Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?," Working Paper Series, European Central Bank, number 379, Jul.
• Castrén, Olli, 2004, "Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?," Working Paper Series, European Central Bank, number 410, Nov.
• 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.
• Christophe Rault & Imed Drine, 2004, "On the long-run determinants of real exchange rates for developing countries : Evidence from Africa, Latin America and Asia," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 403, Aug.
• Muhammad S. Butt & Azhar Iqbal & Nuzhat Ahmad, 2004, "Monetary Exchange Rate Model Revisited: Cointegration And Forecasting In Heterogeneous Panel Data," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 502, Aug.
• Kenshi Taketa, 2004, "Contagion of Currency Crises across Unrelated Countries without Common Lender," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 509, Aug.
• Kenshi Taketa, 2004, "A Large Speculator in Contagious Currency Crises," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 510, Aug.
• Masao Ogaki & Jaebeom Kim, 2004, "Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 515, Aug.
• Joseph D. ALBA & Donghyun PARK, 2004, "Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 530, Aug.
• Martin, V. & Dungey & M., 2004, "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 574, Aug.
• Seongman Moon, 2004, "Risk Premium and Nominal Rigidities," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 588, Aug.
• Yuko Hashimoto, 2004, "The Impact of the Japanese Banking Crisis on the Intraday FX Market," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 679, Aug.
• Aykut Kibritçioğlu, 2004, "An Analysis of Early Warning Signals of Currency Crises in Turkey, 1986-2004," International Finance, Socionet, number kibritcioglu_aykut.62178-, Nov.
• Charles S. Bos & Neil Shephard, 2004, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W02, Feb.
• Dominick Stephens, 2004, "The equilibrium exchange rate according to PPP and UIP," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP 2004/03, Apr.
• Simon Wren-Lewis, 2004, "A model of Equilibrium Exchange Rates for the New Zealand and Australian dollar," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP 2004/07, Aug.
• Angela Huang, 2004, "Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP 2004/08, Oct.