Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2004

• 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.
• 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.
• Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004, "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," Economic Inquiry, Western Economic Association International, volume 42, issue 2, pages 179-193, April.
• Carmen M. Reinhart & Kenneth S. Rogoff, 2004, "The Modern History of Exchange Rate Arrangements: A Reinterpretation," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 119, issue 1, pages 1-48.
• Giancarlo Corsetti & Amil Dasgupta & Stephen Morris & Hyun Song Shin, 2004, "Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders," The Review of Economic Studies, Review of Economic Studies Ltd, volume 71, issue 1, pages 87-113.
• Gordon  Menzies & Daniel John Zizzo, 2004, "Inferential Expectations," Economics Series Working Papers, University of Oxford, Department of Economics, number 187, Mar.
• Mark P. Taylor & Elena Tchernykh Branson, 2004, "Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets," IMF Staff Papers, Palgrave Macmillan, volume 51, issue 2, pages 1-3.
• Menzie D. Chinn & Guy Meredith, 2004, "Monetary Policy and Long-Horizon Uncovered Interest Parity," IMF Staff Papers, Palgrave Macmillan, volume 51, issue 3, pages 409-430, November.
• Edward Buffie & Christopher Adam & Stephen O'Connell & Catherine Pattillo, 2004, "Exchange Rate Policy and the Management of Official and Private Capital Flows in Africa," IMF Staff Papers, Palgrave Macmillan, volume 51, issue s1, pages 126-160, June.
• Jorge Braga Macedo & Luís Catela Nunes & Francisco Covas, 2004, "Moving the Escudo into the Euro," Palgrave Macmillan Books, Palgrave Macmillan, chapter 9, in: Michael A Landesmann & Dariusz K Rosati, "Shaping the New Europe", DOI: 10.1057/9780230523692_10.
• Abdul Qayyum & Muhammad Arshad Khan & Khair-U-Zaman, 2004, "Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 43, issue 4, pages 721-735.
• Khalid Mustafa & Mohammed Nishat, 2004, "Volatility of Exchange Rate and Export Growth in Pakistan: The Structure and Interdependence in Regional Markets," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 43, issue 4, pages 813-828.
• M. Ali Kemal & Rana Murad Haider, 2004, "Exchange Rate Behaviour after Recent Float: The Experience of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 43, issue 4, pages 829-852.
• Reinhart, Carmen & Rogoff, Kenneth, 2004, "The modern history of exchange rate arrangements: A reinterpretation," MPRA Paper, University Library of Munich, Germany, number 14070, Feb.
• Barumshah, Ahmad Zubaidi & Chan, Tze-Haw & Fountas, Stilianos, 2004, "Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002," MPRA Paper, University Library of Munich, Germany, number 2025, revised 2006.
• Das, Rituparna & Daga, U R, 2004, "Conflict of Exchange Rates," MPRA Paper, University Library of Munich, Germany, number 22702.
• Quader, Syed Manzur, 2004, "Floating Exchange Rate Regime," MPRA Paper, University Library of Munich, Germany, number 26163.
• Boschi, Melisso, 2004, "International Financial Contagion: Evidence from the Argentine Crisis of 2001-2002," MPRA Paper, University Library of Munich, Germany, number 28546.
• Bhattacharyya, Ranajoy, 2004, "From fixed to flexible exchange rates: the case of india," MPRA Paper, University Library of Munich, Germany, number 30831, Jul, revised 18 May 2011.
• Cotter, John, 2004, "Tail Behaviour of the Euro," MPRA Paper, University Library of Munich, Germany, number 3531, revised 2005.
• Pedauga, Luis Enrique & Pineda, Julio & Dorta, Miguel, 2004, "Rivalidad por clientes en el mercado cambiario venezolano
  [Rivalry for customers in the Venezuelan exchange marke]," MPRA Paper, University Library of Munich, Germany, number 62446, Dec.
• Didier, Marcel, 2004, "The French Franc and European Monetary Crisis," MPRA Paper, University Library of Munich, Germany, number 90504, Jul.
• Michal Pazour, 2004, "Nové metodologické přístupy k tvorbě empirických modelů měnových krizí
  [New methodological approaches to the construction of currency crashes models]," Politická ekonomie, Prague University of Economics and Business, volume 2004, issue 3, pages 375-388, DOI: 10.18267/j.polek.466.
• Angus Deaton & Jed Friedman & Vivi Alatas, 2004, "Purchasing power parity exchange rates from household survey data: India and Indonesia," Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies., number 173, Feb.
• Olivier Davanne, 2004, "Volatilité des marchés financiers et allocation d’actifs," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 177-201, DOI: 10.3406/ecofi.2004.5038.
• Romain Veyrune, 2004, "Les caisses d’émission modernes sont-elles orthodoxes ?," Revue d'Économie Financière, Programme National Persée, volume 75, issue 2, pages 71-84, DOI: 10.3406/ecofi.2004.4894.
• Guergana Stanoeva, 2004, "Les caisses d’émission des Pays Baltes et de la Bulgarie : la recherche d’une crédibilité renforcée," Revue d'Économie Financière, Programme National Persée, volume 75, issue 2, pages 85-112, DOI: 10.3406/ecofi.2004.4895.
• Jérôme Blanc & Jean-François Ponsot, 2004, "Crédibilité et currency board : le cas lituanien," Revue d'Économie Financière, Programme National Persée, volume 75, issue 2, pages 113-127, DOI: 10.3406/ecofi.2004.4896.
• Jérôme Sgard, 2004, "Ce qu’on en dit après : le « currency board » argentin et sa fin tragique," Revue d'Économie Financière, Programme National Persée, volume 75, issue 2, pages 129-151, DOI: 10.3406/ecofi.2004.4897.
• Jong-Wha Lee & Warwick J. Mc Kibbin & Yung Chul Park, 2004, "Les déséquilibres transpacifiques vus d’Asie de l’Est," Revue d'Économie Financière, Programme National Persée, volume 77, issue 4, pages 81-109, DOI: 10.3406/ecofi.2004.4173.
• Patrick Artus, 2004, "La Chine comme bouc émissaire de la dégradation de l’industrie américaine," Revue d'Économie Financière, Programme National Persée, volume 77, issue 4, pages 111-114, DOI: 10.3406/ecofi.2004.4174.
• Agnès Bénassy-Quéré & Amina Lahrèche-Révil & Valérie Mignon, 2004, "Le yuan et le G20," Revue d'Économie Financière, Programme National Persée, volume 77, issue 4, pages 127-146, DOI: 10.3406/ecofi.2004.4177.
• Michel Aglietta & Bronka Rzepkowski, 2004, "Le dollar et la formation d’un pôle monétaire en Asie," Revue d'Économie Financière, Programme National Persée, volume 77, issue 4, pages 147-161, DOI: 10.3406/ecofi.2004.4178.
• Oner Guncavdi & Benan Zeki Orbay, 2004, "The Effects of Foreign Exchange Rate Movements on Domestic Prices in the Turkish Manufacturing Industry," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 1, issue 1, pages 41-56, Julio-Dic.
• Ricardo J Caballero & Kevin Cowan & Jonathan Kearns, 2004, "Fear of Sudden Stops: Lessons from Australia and Chile," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2004-03, May.
• Chris Becker & Michael Sinclair, 2004, "Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After the Float," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2004-06, Sep.
• Jonathan Kearns & Phil Manners, 2004, "The Profitability of Speculators in Currency Futures Markets," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2004-07, Sep.
• Irasema Alonso, 2004, "Persistent, Nonfundamental Exchange Rate Fluctuations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 7, issue 3, pages 687-706, July, DOI: 10.1016/j.red.2003.12.003.
• Hanno Lustig & Adrien Verdelhan, 2004, "The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk," 2004 Meeting Papers, Society for Economic Dynamics, number 136c.
• Vicente Tuesta & Jorge Selaive, 2004, "Net Foreing Assets and Imperfect Pass-through: The Consumption-Real Exchange Rate Anomaly," 2004 Meeting Papers, Society for Economic Dynamics, number 203.
• Fernando A. Broner, 2004, "Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises," 2004 Meeting Papers, Society for Economic Dynamics, number 264.
• Juan Sole, 2004, "Interest-rate Defenses of Currency Pegs," 2004 Meeting Papers, Society for Economic Dynamics, number 306.
• Nooman Rebei & Steven Ambler & Ali Dib, 2004, "Taylor Rules in an Estimated Model of a Small Open Economy," 2004 Meeting Papers, Society for Economic Dynamics, number 378.
• Sylvain Leduc & Diego Valderrama, 2004, "Financial Frictions, Distribution Costs, and Current Account Crises," 2004 Meeting Papers, Society for Economic Dynamics, number 628.
• Nouriel Roubini & Michele Cavallo & Kate Kisselev, 2004, "Exchange rate overshooting and the costs of floating," 2004 Meeting Papers, Society for Economic Dynamics, number 766.
• Soyoung Kim & Nouriel Roubini, 2004, "Twin Deficit or Twin Divergence? Fiscal Policy, Real Exchange Rate, and the Current Account in the U.S," 2004 Meeting Papers, Society for Economic Dynamics, number 792.
• Sangho Yi, 2004, "Estimation of the Exchange Rate Pass-Through: Evidence from Korean Domestic Prices," East Asian Economic Review, Korea Institute for International Economic Policy, volume 8, issue 2, pages 195-221, DOI: 10.11644/KIEP.JEAI.2004.8.2.128.
• Sang-Kuck Chung & Bong-Han Kim, 2004, "Nonlinear Dynamics and Out¡-of¡-sample Forecasts of Real Exchange Rates," East Asian Economic Review, Korea Institute for International Economic Policy, volume 8, issue 2, pages 223-255, DOI: 10.11644/KIEP.JEAI.2004.8.2.129.
• Saang Joon Baak, 2004, "Exchange Rate Volatility and Trade among the Asia Pacific Countries," East Asian Economic Review, Korea Institute for International Economic Policy, volume 8, issue 1, pages 93-115, DOI: 10.11644/KIEP.JEAI.2004.8.1.116.
• Mete Feridun, 2004, "A Probit Model Towards the Prediction of Financial Crises," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 4, pages 429-440.
• Imad A. Moosa, 2004, "Exchange Rate Regime Choice under Hyperinflationary Conditions in a Post-War Situation: The Case of Iraq," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 4, pages 495-510.
• Dimitris G. Kirikos, 2004, "A Reconsideration of Uncovered Interest Rate Parity under Switching Policy Regimes," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 2, pages 125-144.
• Per-Ola Maneschiöld, 2004, "Modelling Exchange Rate Volatility: Evidence from Sweden," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 2, pages 145-172.
• Imad A. Moosa, 2004, "Is Covered Interest Parity an Arbitrage or a Hedging Condition?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 2, pages 189-194.
• Hui-Kuan Tseng, 2004, "Technological Gap and the Currency Crisis in a Small Developing Economy," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 2, pages 195-212.
• Abdulnasser Hatemi-J & Per-Ola Maneschiöld, 2004, "The Risk-Adjusted Interest Rate Parity: Panel Data Evidence," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 1, pages 1-10.
• Franco Praussello, 2004, "Assessing the Impact of Enlargement on the Eurozone," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 1, pages 11-39.
• Saleheen Khan, 2004, "Contagious Asian Crisis: Bank Lending and Capital Inflows," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 19, pages 519-535.
• Frederique Bec & Melika Ben Salem & Marine Carrasco, 2004, "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 509, Sep.
• Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2004, "Large Devaluations and the Real Exchange Rate," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 513, Nov.
• John Cotter, 2004, "Tail behaviour of the Euro," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1140.
• Donal Bredin & John Cotter, 2004, "Volatility and Irish exports," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1165, Oct.
• Markus Haas & Stefan Mittnik & Bruce Mizrach, 2004, "Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts," Departmental Working Papers, Rutgers University, Department of Economics, number 200424, Oct.
• Gianluca Benigno & Christoph Thoenissen, 2004, "Consumption and Real Exchange Rates with Incomplete Markets and Non-traded Goods," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0405, Sep, revised Dec 2006.
• Zulfiqar Hyder & Sardar Shah, 2004, "Exchange Rate Pass-Through to Domestic Prices in Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 05, Jun.
• Stefan Reitz & Frank Westerhoff, 2004, "Target Zone Interventions and Coordination of Expectations," Computing in Economics and Finance 2004, Society for Computational Economics, number 11, Aug.
• Nooman Rebei & Steve Ambler & Ali Dib, 2004, "Optimal Taylor Rules in an Estimated Model of a Small Open Economy," Computing in Economics and Finance 2004, Society for Computational Economics, number 125, Aug.
• Eiji Fuji & Jeannine Bailliu, 2004, "Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation," Computing in Economics and Finance 2004, Society for Computational Economics, number 135, Aug.
• Aaron Smallwood, 2004, "Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity," Computing in Economics and Finance 2004, Society for Computational Economics, number 23, Aug.
• Stuart Snaith & Jerry Coakley, 2004, "The overvaluation of PPP in Europe?," Computing in Economics and Finance 2004, Society for Computational Economics, number 285, Aug.
• Philippe Protin & Luc Neuberg & Christine Louargant, 2004, "From Heterogeneous expectations to exchange rate dynamic:," Computing in Economics and Finance 2004, Society for Computational Economics, number 310, Aug.
• Philip Marey, 2004, "Uncovered interest parity tests and exchange rate expectations," Computing in Economics and Finance 2004, Society for Computational Economics, number 54, Aug.
• Nouriel Roubini & Michele Cavallo & Kate Kisselev, 2004, "Exchange rate overshooting and the costs of floating," Computing in Economics and Finance 2004, Society for Computational Economics, number 62, Aug.
• Christian Pierdzioch & Georg Stadtmann, 2004, "The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 140, issue 2, pages 229-244, June.
• Takuji Kinkyo, 2004, "Transmission channels of capital flow shocks: why Korean crisis was so severe," Working Papers, Department of Economics, SOAS University of London, UK, number 139, Aug.
• Takuji Kinkyo, 2004, "Disorderly adjustments to exchange rate misalignments: The experience of Korea," Working Papers, Department of Economics, SOAS University of London, UK, number 140, Aug.
• Takuji Kinkyo, 2004, "The case for regional exchange rate arrangement in East Asia," Working Papers, Department of Economics, SOAS University of London, UK, number 141, Aug.
• Tatsuyoshi Miyakoshi, 2004, "A testing of the purchasing power parity hypothesis using a vector autoregressive model," Empirical Economics, Springer, volume 29, issue 3, pages 541-552, September, DOI: 10.1007/s00181-003-0183-3.
• Paula Hernandez-Verme, 2004, "Inflation, growth and exchange rate regimes in small open economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 24, issue 4, pages 839-856, November, DOI: 10.1007/s00199-002-0338-z.
• Christoph Fischer, 2004, "Real currency appreciation in accession countries: Balassa-Samuelson and investment demand," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 140, issue 2, pages 179-210, June, DOI: 10.1007/BF02663645.
• Juan Berganza & Roberto Chang & Alicia Herrero, 2004, "Balance sheet effects and the country risk premium: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 140, issue 4, pages 592-612, December, DOI: 10.1007/BF02659616.
• Geir Høidal Bjønnes & Dagfinn Rime & Haakon O. Aa. Solheim, 2004, "Liquidity provision in the overnight foreign exchange market," Discussion Papers, Statistics Norway, Research Department, number 391, Sep.
• Syed Abul Basher & Mohammed Mohsin, 2004, "PPP tests in cointegrated panels: evidence from Asian developing countries," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 3, pages 163-166, DOI: 10.1080/1350485042000203788.
• Dimitris Georgoutsos & Georgios Kouretas, 2004, "A Multivariate I(2) cointegration analysis of German hyperinflation," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 1, pages 29-41, DOI: 10.1080/0960310042000164202.
• 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.

2003

• Martin D. D. Evans & Richard K. Lyons, 2003, "How is Macro News Transmitted to Exchange Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9433, Jan.
• Menzie D. Chinn, 2003, "Doomed to Deficits? Aggregate U.S. Trade Flows Re-Examined," NBER Working Papers, National Bureau of Economic Research, Inc, number 9521, Mar.
• Rasmus Fatum & Michael Hutchison, 2003, "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," NBER Working Papers, National Bureau of Economic Research, Inc, number 9648, Apr.
• Carmen M. Reinhart & Vincent R. Reinhart, 2003, "Twin Fallacies About Exchange Rate Policy in Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 9670, May.
• Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2003, "Government Finance in the Wake of Currency Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 9786, Jun.
• Sebastian Edwards & I. Igal Magendzo, 2003, "Strict Dollarization and Economic Performance: An Empirical Investigation," NBER Working Papers, National Bureau of Economic Research, Inc, number 9820, Jul.
• Anna Pavlova & Roberto Rigobon, 2003, "Asset Prices and Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 9834, Jul.
• Kathryn M.E. Dominguez, 2003, "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9875, Jul.