Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2002

• Christina E. Metz, 2002, "Private and Public Information in Self-fulfilling Currency Crises," Journal of Economics, Springer, volume 76, issue 1, pages 65-85, May, DOI: 10.1007/s712-002-8221-x.
• Naszódi, Anna, 2002, "A sávos árfolyamú deviza megközelítése opciók segítségével
  [The option-based description of the exchange rate in a target-zone system]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 25-44.
• Benczúr, Péter, 2002, "A nominálárfolyam viselkedése monetáris rezsimváltás után
  [The behaviour of the nominal exchange rate after a change of monetary regime]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 816-837.
• Hans Dewachter & Marco Lyrio, 2002, "The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number ces0203, Mar.
• Philippe Bacchetta & Eric van Wincoop, 2002, "Why Do Consumer Prices React less than Import Prices to Exchange Rates ?," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 02.18, Nov.
• David Fielding & Anja Shortland, 2002, "How does Political Violence Affect Currency Substitution? Evidence from Egypt," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 02/6, Apr.
• Heinemann, Frank & Illing, Gerhard, 2002, "Speculative Attacks," Munich Reprints in Economics, University of Munich, Department of Economics, number 13070.
• Komlos, John & Flandreau, Marc, 2002, "Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market," Discussion Papers in Economics, University of Munich, Department of Economics, number 8, Mar.
• John T. Harvey, 2002, "The determinants of currency market forecasts: an empirical study," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 25, issue 1, pages 33-49, DOI: 10.1080/01603477.2002.11051346.
• Winston T. Lin & Hong-Jen Lin & Yueh H. Chen, 2002, "The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 3-4, pages 167-195, September.
• Carmen M. Reinhart & Vincent Raymond Reinhart, 2002, "What Hurts Emerging Markets Most? G3 Exchange Rate or Interest Rate Volatility?," NBER Chapters, National Bureau of Economic Research, Inc, "Preventing Currency Crises in Emerging Markets".
• Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 2002, "The Role of Large Players in Currency Crises," NBER Chapters, National Bureau of Economic Research, Inc, "Preventing Currency Crises in Emerging Markets".
• Robert Dekle & Kenneth Kletzer, 2002, "Domestic Bank Regulation and Financial Crises: Theory and Empirical Evidence from East Asia," NBER Chapters, National Bureau of Economic Research, Inc, "Preventing Currency Crises in Emerging Markets".
• Roberto Rigobon, 2002, "Disinflation and Fiscal Reform: A Neoclassical Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 8706, Jan.
• Carmen M. Reinhart, 2002, "Default, Currency Crises and Sovereign Credit Ratings," NBER Working Papers, National Bureau of Economic Research, Inc, number 8738, Jan.
• Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2002, "Why Are Rates of Inflation So Low After Large Devaluations?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8748, Jan.
• Ron Alquist & Menzie D. Chinn, 2002, "Productivity and the Euro-Dollar Exchange Rate Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 8824, Mar.
• Jeffrey A. Frankel & Sergio L. Schmukler & Luis Serven, 2002, "Global Transmission of Interest Rates: Monetary Independence and Currency Regime," NBER Working Papers, National Bureau of Economic Research, Inc, number 8828, Mar.
• Alejandro Reynoso, 2002, "Can Subsidiaries of Foreign Banks Contribute to the Stability of the Forex Market in Emerging Economies? A Look at Some Evidence from the Mexican..," NBER Working Papers, National Bureau of Economic Research, Inc, number 8864, Mar.
• Takatoshi Ito, 2002, "Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s," NBER Working Papers, National Bureau of Economic Research, Inc, number 8914, Apr.
• Carmen M. Reinhart & Kenneth S. Rogoff, 2002, "The Modern History of Exchange Rate Arrangements: A Reinterpretation," NBER Working Papers, National Bureau of Economic Research, Inc, number 8963, May.
• Michael D. Bordo & Antu Panini Murshid, 2002, "Globalization and Changing Patterns in the International Transmission of Shocks in Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 9019, Jun.
• Sergio L. Schmukler & Luis Serven, 2002, "Pricing Currency Risk: Facts and Puzzles from Currency Boards," NBER Working Papers, National Bureau of Economic Research, Inc, number 9047, Jul.
• Maurice Obstfeld, 2002, "Exchange Rates and Adjustment: Perspectives from the New Open Economy Macroeconomics," NBER Working Papers, National Bureau of Economic Research, Inc, number 9118, Aug.
• Joshua Aizenman & Nancy Marion, 2002, "The High Demand for International Reserves in the Far East: What's Going On?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9266, Oct.
• V. V. Chari & Patrick J. Kehoe, 2002, "Time Consistency and Free-Riding in a Monetary Union," NBER Working Papers, National Bureau of Economic Research, Inc, number 9370, Dec.
• Takatoshi Ito & Yuko Hashimoto, 2002, "High Frequency Contagion of Currency Crises in Asia," NBER Working Papers, National Bureau of Economic Research, Inc, number 9376, Dec.
• Pierre-Olivier Gourinchas & Aaron Tornell, 2002, "Exchange Rate Dynamics, Learning and Misperception," NBER Working Papers, National Bureau of Economic Research, Inc, number 9391, Dec.
• Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia Pascual, 2002, "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9393, Dec.
• Harald Hau & Helene Rey, 2002, "Exchange Rate, Equity Prices and Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 9398, Dec.
• Andrew Blake, 1999, "An Artificial Neural Network System of Leading Indicators," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 144, Jan.
• Aron Gereben, 2002, "Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2002/04, Apr.
• Christie Smith, 2002, "Currency unions and gravity models revisited," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2002/07, Nov.
• Peter Brandner & Harald Grech, 2002, "Why did Central Banks Intervene in the EMS? The Post 1993 Experience," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 77, Oct.
• Helmut Stix, 2002, "Does Central Bank Intervention Influence the Probability of a Speculative Attack? Evidence from the EMS," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 80, Nov.
• Charles Goodhart & Ryan Love & Richard Payne & Dagfinn Rime, 2002, "Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 17, issue 35, pages 535-552.
• Guillermo A. Calvo & Carmen M. Reinhart, 2002, "Fear of Floating," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 117, issue 2, pages 379-408.
• Carmen M. Reinhart, 2002, "Default, Currency Crises, and Sovereign Credit Ratings," The World Bank Economic Review, World Bank, volume 16, issue 2, pages 151-170, August.
• David Vines & Gordon Douglas Menzies & Economic Research Department & Reserve Bank of Australia., 2002, "Debt Overhang and Real Exchange Rate Overshooting in the Asian Crisis," Economics Series Working Papers, University of Oxford, Department of Economics, number 122, Oct.
• Lucio Sarno & Mark P. Taylor, 2002, "Purchasing Power Parity and the Real Exchange Rate," IMF Staff Papers, Palgrave Macmillan, volume 49, issue 1, pages 1-5.
• Valerie Cerra & Sweta Chaman Saxena, 2002, "What Caused the 1991 Currency Crisis in India?," IMF Staff Papers, Palgrave Macmillan, volume 49, issue 3, pages 1-5.
• Reinhart, Carmen, 2002, "A Modern History of Exchange Rate Arrangements: The Country Histories, 1946-2001," MPRA Paper, University Library of Munich, Germany, number 13191, May.
• Reinhart, Carmen, 2002, "A Modern History of Exchange Rate Arrangements: Chartbook, 1946-2001," MPRA Paper, University Library of Munich, Germany, number 13192, May.
• Reinhart, Carmen, 2002, "A Modern History of Exchange Rate Arrangements: Parallel Markets and Dual and Multiple Exchange Rates," MPRA Paper, University Library of Munich, Germany, number 13194, May.
• Reinhart, Carmen & Kaminsky, Graciela & Vegh, Carlos, 2002, "Two Hundred Years of Contagion," MPRA Paper, University Library of Munich, Germany, number 13229.
• Reinhart, Carmen & Smith, R Todd, 2002, "Temporary controls on capital inflows," MPRA Paper, University Library of Munich, Germany, number 13863, Aug.
• Reinhart, Carmen & Calvo, Guillermo, 2002, "Fear of floating," MPRA Paper, University Library of Munich, Germany, number 14000, May.
• Hernandez-Verme, Paula, 2002, "Inflation, Growth and Exchange Rate Regimes in Small Open Economies," MPRA Paper, University Library of Munich, Germany, number 16699, Aug, revised Aug 2009.
• Mercik, Szymon & Weron, Rafal, 2002, "Origins of scaling in FX markets," MPRA Paper, University Library of Munich, Germany, number 2294, Jul.
• Haefliger, Thomas & Waelchli, Urs & Wydler, Daniel, 2002, "Hedging currency risk: Does it have to be so complicated?," MPRA Paper, University Library of Munich, Germany, number 26451.
• Leon, Jorge & Laverde, Bernal & Duran, Rodolfo, 2002, "Pass Through del Tipo de Cambio en los Precios de Bienes Transables y No Transables en Costa Rica
  [Exchange Rate Pass Through into the Prices of Tradable and Non Tradable Goods in Costa Rica]," MPRA Paper, University Library of Munich, Germany, number 44527, revised 2002.
• Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Lau, Sie-Hoe, 2002, "Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions," MPRA Paper, University Library of Munich, Germany, number 511, Sep.
• Taguchi, Hiroyuki, 2002, "Exchange rate management and trade balance in selected East Asian countries," MPRA Paper, University Library of Munich, Germany, number 63638.
• Taguchi, Hiroyuki, 2002, "Exchange rate management in selected East Asian countries after the financial crisis," MPRA Paper, University Library of Munich, Germany, number 63785.
• Byrne, Joseph P & Davis, E Philip, 2002, "Investment and Uncertainty in the G7," MPRA Paper, University Library of Munich, Germany, number 78956, Jul.
• Ahec Šonje, Amina & Babić, Ante, 2002, "Measuring and predicting currency disturbances in Croatia: the “signals” approach," MPRA Paper, University Library of Munich, Germany, number 83137, Feb, revised Apr 2002.
• Alexis Derviz, 2002, "The uncovered parity properties of the czech koruna," Prague Economic Papers, Prague University of Economics and Business, volume 2002, issue 1, pages 17-37, DOI: 10.18267/j.pep.186.
• Jean-Pierre Patat, 2002, "Quel rôle international pour l'euro ?," Revue d'Économie Financière, Programme National Persée, volume 65, issue 1, pages 229-242, DOI: 10.3406/ecofi.2002.3775.
• Jean-Olivier Hairault & Lise Patureau & Thepthida Sopraseuth, 2002, "Le surajustement du taux de change. Une évaluation quantitative en équilibre général," Revue Économique, Programme National Persée, volume 53, issue 3, pages 689-697, DOI: 10.3406/reco.2002.410438.
• Martijn A. Schrijvers, 2002, "M&A flows and the foreign exchange markets:practical experiences," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 55, issue 220, pages 39-54.
• Martijn A. Schrijvers, 2002, "M&A flows and the foreign exchange markets:practical experiences," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 55, issue 220, pages 39-54.
• Gianluca Bison & Loriana Pellizzon & Domenico Sartore, 2002, "La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati," Moneta e Credito, Economia civile, volume 55, issue 217, pages 55-75.
• Pompeo Della Posta, 2002, "Modelli di crisi valutarie e misure di politica economica," Moneta e Credito, Economia civile, volume 55, issue 219, pages 237-262.
• Martin Kazaks & Duo Qin, 2002, "Short-run Lats Rate Movements: Impact of Foreign Currency Shocks via Trade and Financial Markets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 457, Jun.
• George Kapetanios & Yongcheol Shin, 2002, "GLS Detrending for Nonlinear Unit Root Tests," Working Papers, Queen Mary University of London, School of Economics and Finance, number 472, Nov.
• George Kapetanios, 2002, "Testing for Neglected Nonlinearity in Long Memory Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 474, Nov.
• Srinivasa Madhur, 2002, "Costs and Benefits of a Common Currency for ASEAN," ADB Economics Working Paper Series, Asian Development Bank, number 12, May.
• Ji-Seon Kim, 2002, "Foreign Exchange Exposure of Korean Firms," East Asian Economic Review, Korea Institute for International Economic Policy, volume 6, issue 2, pages 35-67, DOI: 10.11644/KIEP.JEAI.2002.6.2.95.
• Tae-Joon Kim & Jai-Won Ryou, 2002, "Capital Liberalization and Imperfect Substitutability between Bonds and Stocks: Reexamination of the Mundell-Fleming Model," East Asian Economic Review, Korea Institute for International Economic Policy, volume 6, issue 1, pages 3-28, DOI: 10.11644/KIEP.JEAI.2002.6.1.88.
• Seungho Lee, 2002, "Asymmetric Effects of Won Exchange Rate Changes," East Asian Economic Review, Korea Institute for International Economic Policy, volume 6, issue 1, pages 31-50, DOI: 10.11644/KIEP.JEAI.2002.6.1.89.
• Han Geun Moon, 2002, "De Facto Exchange Rate Regime in Korea: Is It Still A Dollar Peg?," East Asian Economic Review, Korea Institute for International Economic Policy, volume 6, issue 1, pages 53-86, DOI: 10.11644/KIEP.JEAI.2002.6.1.90.
• Pompeo Della Posta, 2002, "Non-Credible Intervention Commitments in a Fixed Exchange Rate System and the 1992-1993 EMS Crisis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 55, issue 4, pages 479-499.
• Imad A. Moosa, 2002, "Exchange Rates and Fundamentals: A Microeconomic Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 55, issue 4, pages 551-571.
• Charalambos Pattichis, 2002, "Exchange Rate Behaviour in Target Zones: A Note on the Euro/Cyprus Pound Exchange Rate," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 55, issue 3, pages 365-370.
• Marco Tronzano, 2002, "Foreign Exchange Market Efficiency: Did The Ems Make a Difference? A Cointegration-Based Empirical Investigation," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 55, issue 1, pages 69-103.
• M.J. Artis & W. Zhang, 2002, "Membership of EMU: A Fuzzy Clustering Analysis of Alternative Criteria," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 17, pages 54-79.
• Serge Rey & Pascal Varachaud, 2002, "European Real Exchange Rates after Bretton Woods: A Re-examination," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 17, pages 185-221.
• Manuchehr Irandoust & Boo Sjöö, 2002, "Productivity and Real Exchange Rates:Some Empirical Examples," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 17, pages 527-553.
• Rukmani Gounder & Kunal Sen, 2002, "How Integrated Were Foreign Exchange Markets in the Asia-Pacific Region in the Past?: Evidence from the Parallel Market," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 17, pages 724-744.
• Jose R. Sanchez-Fung, 2002, "Non-linear modeling of daily exchange rate returns, volatility, and 'news' in a small developing economy," Economics Discussion Papers, School of Economics, Kingston University London, number 2002-4, Jan.
• Srikanta Chatterjee & Vince Daly & Subrata Ghatak, 2002, "Prices, Exchange Rates and Export Competitiveness of New Zealand: an assessment using Divisia Indices," Economics Discussion Papers, School of Economics, Kingston University London, number 2002-9, Jan.
• Ariel Burstein & Martin Eichenbaum & Sergio T. Rebelo, 2002, "Why Are Rates of Inflation So Low After Large Devaluations?," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 486, Jan.
• Fabrizio Coricelli & Bostjan Jazbec, 2002, "Accession to the European Union: Real Exchange Rate Dynamics for Candidate Countries," Rivista di Politica Economica, SIPI Spa, volume 92, issue 1, pages 109-138, January-F.
• Cinzia Alcidi & Stefano Manzocchi & Gianmarco I.P. Ottaviano, 2002, "On the Welfare Costs of Exclusion: the Case of Central Eastern Europe," Rivista di Politica Economica, SIPI Spa, volume 92, issue 1, pages 179-208, January-F.
• Eleonora Cavallaro & Marcella Mulino, 2002, "External debt in emerging economies: a macrodynamical model of financial fragility," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 68, Feb.
• Jerry Coakley & Ana-Maria Fuertes, 2002, "Exchange Rate Overshooting and the Forward Premium Puzzle," Computing in Economics and Finance 2002, Society for Computational Economics, number 145, Jul.
• Pierre Mella-Barral & Paolo Vitale, 2002, "Equilibrium Exchange Rate Policies: Complicit Renegotiation-Proof Outcomes," Computing in Economics and Finance 2002, Society for Computational Economics, number 181, Jul.
• Marcelo Castelo Branco & Marcio Garcia & Marcelo C. Medeiros, 2002, "Currency Risk in Brazil under Two Different Exchange Rate Regimes," Computing in Economics and Finance 2002, Society for Computational Economics, number 188, Jul.
• Thomas Lux & Sascha Schornstein, 2002, "Genetic Learning and the Stylized Facts of Foreign Exchange Markets," Computing in Economics and Finance 2002, Society for Computational Economics, number 22, Jul.
• Sarno, Lucio & Valente, Giorgio, 2002, "Comparing the Accuracy of Density Forecasts from Competing Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 223, Jul.
• Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2002, "Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach," Computing in Economics and Finance 2002, Society for Computational Economics, number 233, Jul.
• Jorge Belaire-Franch, & Dulce Contreras & Lorena Tordera-Lledo, 2002, "Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies," Computing in Economics and Finance 2002, Society for Computational Economics, number 239, Jul.
• Lise Patureau, 2002, "Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle," Computing in Economics and Finance 2002, Society for Computational Economics, number 299, Jul.
• Andrew Hughes Hallett & Christian R Richter, 2002, "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," Computing in Economics and Finance 2002, Society for Computational Economics, number 3, Jul.
• Lynne Evans & Nathan Joseph & Turalay Kenc, 2002, "Foreign Exchange Risk Premia," Computing in Economics and Finance 2002, Society for Computational Economics, number 310, Jul.
• Frank Westerhoff, 2002, "Heterogeneous Traders and the Tobin Tax," Computing in Economics and Finance 2002, Society for Computational Economics, number 51, Jul.
• Martins Kazaks & Duo Qin, 2002, "Short-run lats rate movements: impact of foreign currency shocks via trade and financial markets," UCL SSEES Economics and Business working paper series, UCL School of Slavonic and East European Studies (SSEES), number 26, Aug.
• Peter Bernholz, 2002, "Advantages and Disadvantages of the Holding of Gold Reserves by Central Banks - With Special Reference to the Swiss National Bank," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 138, issue II, pages 99-113, June.
• Franc Klaassen, 2002, "Improving GARCH volatility forecasts with regime-switching GARCH," Empirical Economics, Springer, volume 27, issue 2, pages 363-394.
• Erik Schlögl, 2002, "A multicurrency extension of the lognormal interest rate Market Models," Finance and Stochastics, Springer, volume 6, issue 2, pages 173-196.
• Imad Moosa, 2002, "A test of the news model of exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 138, issue 4, pages 694-710, December, DOI: 10.1007/BF02707658.
• Hilde Christiane Bjørnland & Håvard Hungnes, 2002, "Fundamental determinants of the long run real exchange rate: The case of Norway," Discussion Papers, Statistics Norway, Research Department, number 326, Aug.
• Philippe Bacchetta & Eric van Wincoop, 2002, "Why Do Consumer Prices React less than Import Prices to Exchange Rates?," Working Papers, Swiss National Bank, Study Center Gerzensee, number 02.05, Nov.
• Mansoorian Arman & Neaime Simon, 2002, "Habits And Durability In Consumption And The Effects Of Exchange Rate Policies," International Economic Journal, Taylor & Francis Journals, volume 16, issue 2, pages 97-114, DOI: 10.1080/10168730200000016.
• Giovanni Ganelli, 2002, "The New Open Economy Macroeconomics of Government Debt," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number 200214.
• Allen Head & Shouyong Shi, 2002, "A Fundamental Theory of Exchange Rates and Direct Currency Trades," Working Papers, University of Toronto, Department of Economics, number shouyong-03-01, Dec.
• Martin D. D. Evans & Richard K. Lyons, 2002, "Order Flow and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, volume 110, issue 1, pages 170-180, February, DOI: 10.1086/324391.
• Francis W. Ahking, 2002, "Is the Bayesian Approach Necessarily Better than the Classical Approach in Unit-Root Test?," Working papers, University of Connecticut, Department of Economics, number 2002-18.
• , 2002, "L'EURO : Vecteur d'identit? européenne," Bulletin de l'Observatoire des politiques économiques en Europe, Observatoire des Politiques Économiques en Europe (OPEE), volume 1, Juin.
• Gilbert Koenig, 2002, "L’acceptation de l’euro et le sentiment d’identit? européenne," Bulletin de l'Observatoire des politiques économiques en Europe, Observatoire des Politiques Économiques en Europe (OPEE), volume 1, pages 1-87?111, Juin.
• Meixing Dai, 2002, "L’euro fort et l’identit? européenne," Bulletin de l'Observatoire des politiques économiques en Europe, Observatoire des Politiques Économiques en Europe (OPEE), volume 1, pages 113?136-113, Juin.
• Stéphane Seel, 2002, "L’euro fort et l’identit? européenne," Bulletin de l'Observatoire des politiques économiques en Europe, Observatoire des Politiques Économiques en Europe (OPEE), volume 1, pages 137-177, Juin.
• Michel Dévoluy, 2002, "La BCE comme vecteur d'identit? européenne," Bulletin de l'Observatoire des politiques économiques en Europe, Observatoire des Politiques Économiques en Europe (OPEE), volume 1, pages 181-218, Juin.
• Gilbert Koenig, 2002, "L'organisation des politiques macroéconomiques dans l'UEM comme vecteur d'identités multiples," Bulletin de l'Observatoire des politiques économiques en Europe, Observatoire des Politiques Économiques en Europe (OPEE), volume 1, pages 219-243, Juin.
• Erik Schlögl, 1999, "A Multicurrency Extension of the Lognormal Interest Rate Market Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 20, Aug.
• Mototsugu Shintani, 2002, "A Nonparametric Measure of Convergence Toward Purchasing Power Parity," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0219, Aug, revised Jul 2004.
• Mario J. Crucini & Mototsugu Shintani, 2002, "Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0222, Dec, revised Jul 2004.
• Campa, Jose M. & Chang, P. H. Kevin & Refalo, James F., 2002, "An options-based analysis of emerging market exchange rate expectations: Brazil's Real Plan, 1994-1999," Journal of Development Economics, Elsevier, volume 69, issue 1, pages 227-253, October.
• Kaminsky, Graciela L. & Reinhart, Carmen M., 2002, "Financial markets in times of stress," Journal of Development Economics, Elsevier, volume 69, issue 2, pages 451-470, December.
• Lane, Philip R. & Milesi-Ferretti, Gian Maria, 2002, "External wealth, the trade balance, and the real exchange rate," European Economic Review, Elsevier, volume 46, issue 6, pages 1049-1071, June.
• Pastine, Ivan, 2002, "Speculation and the decision to abandon a fixed exchange rate regime," Journal of International Economics, Elsevier, volume 57, issue 1, pages 197-229, June.
• Osakwe, Patrick N. & Schembri, Lawrence L., 2002, "Real effects of collapsing exchange rate regimes: an application to Mexico," Journal of International Economics, Elsevier, volume 57, issue 2, pages 299-325, August.
• Reinhart, Carmen M. & Smith, R. Todd, 2002, "Temporary controls on capital inflows," Journal of International Economics, Elsevier, volume 57, issue 2, pages 327-351, August.
• Rigobon, Roberto, 2002, "Disinflation and fiscal reform: a neoclassical perspective," Journal of International Economics, Elsevier, volume 58, issue 2, pages 265-297, December.
• Moore, Michael J. & Roche, Maurice J., 2002, "Less of a puzzle: a new look at the forward forex market," Journal of International Economics, Elsevier, volume 58, issue 2, pages 387-411, December.
• Herwartz, Helmut & Reimers, Hans-Eggert, 2002, "Testing the purchasing power parity in pooled systems of error correction models," Japan and the World Economy, Elsevier, volume 14, issue 1, pages 45-62, January.
• Schnabl, Gunther & Baur, Dirk, 2002, "Purchasing power parity: Granger causality tests for the yen-dollar exchange rate," Japan and the World Economy, Elsevier, volume 14, issue 4, pages 425-444, December.
• Rahmatsyah, Teuku & Rajaguru, Gulasekaran & Siregar, Reza Y., 2002, "Exchange-rate volatility, trade and "fixing for life" in Thailand," Japan and the World Economy, Elsevier, volume 14, issue 4, pages 445-470, December.
• Danielsson, J. & Payne, R., 2002, "Real trading patterns and prices in spot foreign exchange markets," Journal of International Money and Finance, Elsevier, volume 21, issue 2, pages 203-222, April.
• Evans, Martin D. D. & Lyons, Richard K., 2002, "Informational integration and FX trading," Journal of International Money and Finance, Elsevier, volume 21, issue 6, pages 807-831, November.
• Koedijk, Kees G. & Kool, Clemens J. M. & Schotman, Peter C. & van Dijk, Mathijs A., 2002, "The cost of capital in international financial markets: local or global?," Journal of International Money and Finance, Elsevier, volume 21, issue 6, pages 905-929, November.
• Ogawa, Eiji & Ito, Takatoshi, 2002, "On the Desirability of a Regional Basket Currency Arrangement," Journal of the Japanese and International Economies, Elsevier, volume 16, issue 3, pages 317-334, September.
• Camarero, Mariam & Tamarit, Cecilio, 2002, "A panel cointegration approach to the estimation of the peseta real exchange rate," Journal of Macroeconomics, Elsevier, volume 24, issue 3, pages 371-393, September.
• Evans, Martin D. D. & Lyons, Richard K., 2002, "Time-varying liquidity in foreign exchange," Journal of Monetary Economics, Elsevier, volume 49, issue 5, pages 1025-1051, July.
• Cavallo, Michele & Ghironi, Fabio, 2002, "Net foreign assets and the exchange rate: Redux revived," Journal of Monetary Economics, Elsevier, volume 49, issue 5, pages 1057-1097, July.
• Peter Kenen, 2002, "Currencies, Crises, and Crashes," Eastern Economic Journal, Eastern Economic Association, volume 28, issue 1, pages 1-12, Winter.
• C. Paul Hallwood & Ronald MacDonald, 2002, "A Method for Indicating Economic Transition with an Application to Albania," Eastern Economic Journal, Eastern Economic Association, volume 28, issue 4, pages 465-480, Fall.
• Andryakov Alexander & Gurvich Evsey, 2002, "A Model of the Russian Crisis Development," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 02-03e, Nov.
• Mann, Catherine L. & Meade, Ellen E., 2002, "Home bias, transactions costs, and prospects for the Euro: a more detailed analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 20076, Jun.
• Goodhart, Charles & Love, Ryan & Payne, Richard & Rime, Dagfinn, 2002, "Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24958, Feb.
• Hartmut Elsenhans, 2002, "Productivity, wages, profits, and exchange rates in an era of globalization," Brazilian Journal of Political Economy, Center of Political Economy, volume 22, issue 1, pages 55-81.
• João Sicsú, 2002, "Currency Fluctuation and Interest Rate in Brazil," Brazilian Journal of Political Economy, Center of Political Economy, volume 22, issue 3, pages 518-523.
• A. Bénassy-Quéré & B. Cœuré, 2002, "The Survival of Intermediate Exchange rate Regimes," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2002-11.
• M. Beine & A. Bénassy-Quéré & E. Dauchy & R. MacDonald, 2002, "The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2002-22.
• G. Dufrenot & L. Mathieu & V. Mignon, & A. Peguin-Feissolle, 2002, "Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2002-29.
• Koedijk, C.G. & van Dijk, M.A., 2002, "Do Global Risk Factors Matter for International Cost of Capital Computations?," 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-2002-100-F&A, Oct.
• Koedijk, C.G. & van Dijk, M.A., 2002, "The Cost of Capital of Cross-Listed Firms," 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-2002-99-F&A, Oct.
• de Jong, A. & Ligterink, J. & Macrae, V., 2002, "A Firm-Specific Analysis of the Exchange-Rate Exposure of Dutch Firms," 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-2002-109-F&A, Dec.
• Georgoutsos D. & Kouretas G., 2002, "Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 7-22, January -.
• Andrew Hughes Hallett & Christian R. Richter, 2002, "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," The Economic and Social Review, Economic and Social Studies, volume 33, issue 3, pages 333-356.
• Mojmír Helísek, 2002, "K pøíèinám mìnových krizí - empirie a teorie," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 52, issue 9, pages 458-477, September.
• Joshua Aizenman & Nancy P. Marion, 2002, "The high demand for international reserves in the Far East: what's going on?," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco, number 2002-08.
• Rasmus Fatum & Michael M. Hutchison, 2002, "Effectiveness of official daily foreign exchange market intervention operations in Japan," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco, number 2003-01.
• Joshua Aizenman & Nancy P. Marion, 2002, "The high demand for international reserves in the Far East: what's going on?," Proceedings, Federal Reserve Bank of San Francisco, issue sep.
• Philippe Bacchetta & Eric Van Wincoop, 2002, "A theory of the currency denomination of international trade," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 747.
• Simon Gilchrist & Jean-Olivier Hairault & Hubert Kempf, 2002, "Monetary policy and the financial accelerator in a monetary union," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 750.
• Luca Dedola & Sylvain Leduc, 2002, "Why are business cycles alike across exchange-rate regimes?," Working Papers, Federal Reserve Bank of Philadelphia, number 02-11.
• Richard Payne & Charles Goodhart & Dagfinn Rime, 2002, "Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets," FMG Discussion Papers, Financial Markets Group, number dp467, Feb.
• Schmukler, Sergio L. & Serven, Luis, 2002, "Pricing currency risk : facts and puzzles from currency boards," Policy Research Working Paper Series, The World Bank, number 2815, Mar.
• Bal??zs ??gert, 2002, "Equilibrium Real Exchange Rates in Central Europe's Transition Economies: Knocking on Heaven's Door," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 480, Jul.
• Bo??tjan Jazbec, 2002, "Real Exchange Rates in Transition Economies," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 482, Jul.
• Bal??zs ??gert & Imed Drine & Kirsten Lommatzsch & Christophe Rault, 2002, "The Balassa-Samuelson effect in Central and Eastern Europe: Myth or reality?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 483, Jul.
• Imed Drine & Christophe Rault, 2002, "Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 504, Aug.
• Bo??tjan Jazbec, 2002, "Balassa-Samuelson Effect in Transition Economies: The Case of Slovenia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 507, Oct.
• Helmut Herwartz & Hans‐Eggert Reimers, 2002, "Empirical modelling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH‐models and their implications," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 18, issue 1, pages 3-22, January, DOI: 10.1002/asmb.451.
• Rasmus Fatum, 2002, "Post–Plaza intervention in the DEM/USD exchange rate," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 35, issue 3, pages 556-567, August, DOI: 10.1111/1540-5982.00145.
• David Backus & Silverio Foresi & Liuren Wu, 2002, "Accouting for Biases in Black-Scholes," Finance, University Library of Munich, Germany, number 0207008, Aug.
• Peter Carr & Liuren Wu, 2002, "The Finite Moment Log Stable Process and Option Pricing," Finance, University Library of Munich, Germany, number 0207012, Aug.
• Gautam Goswami & Milind Shrikhande & Liuren Wu, 2002, "A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs," Finance, University Library of Munich, Germany, number 0207016, Aug.
• Kari Heimonen, 2002, "Substituting a Substitute Currency – The Case of Estonia," International Finance, University Library of Munich, Germany, number 0209003, Sep.
• David Parsley, 2002, "Accounting for Real Exchange Rate Changes in East Asia," International Finance, University Library of Munich, Germany, number 0211003, Nov.
• Ralph Sueppel, 2002, "Russias financial markets boom, crisis and recovery 1995-2001, Lessons for Emerging Markets Investors," Macroeconomics, University Library of Munich, Germany, number 0206002, Jun.
• Byung-Yeon Kim & Iikka Korhonen, 2002, "Equilibrium Exchange Rates in Transition Countries: Evidence from Dynamic Heterogeneous Panel Models," Macroeconomics, University Library of Munich, Germany, number 0212014, Dec.
• Obiyathulla Ismath Bacha, 2002, "Asia's Recovery: A Comparative Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Augustine H H Tan, "Monetary And Financial Management In Asia In The 21st Century".
• Ronald I. McKinnon, 2002, "After the Crisis, the East Asian Dollar Standard Resurrected: An Interpretation of High-Frequency Exchange Rate Pegging," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Augustine H H Tan, "Monetary And Financial Management In Asia In The 21st Century".
• Ronald I. McKinnon, 2002, "On the Periphery of the International Dollar Standard: Canada Versus Latin America Versus East Asia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Augustine H H Tan, "Monetary And Financial Management In Asia In The 21st Century".
• John Williamson, 2002, "Intermediate Exchange Rate Regimes for East Asia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Augustine H H Tan, "Monetary And Financial Management In Asia In The 21st Century".
• John Williamson, 2002, "Curbing the Boom–Bust Cycle: How Can the Industrial Countries Help?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Augustine H H Tan, "Monetary And Financial Management In Asia In The 21st Century".
• Hermanto Siregar & Bert D. Ward, 2002, "Can Monetary Policy/Shocks Stabilize Indonesian Macroeconomic Fluctuations?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Augustine H H Tan, "Monetary And Financial Management In Asia In The 21st Century".
• Donghyun Park & Junggun Oh, 2002, "Inflation Targeting: New Directions for Monetary Policy in Postcrisis Korea," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Augustine H H Tan, "Monetary And Financial Management In Asia In The 21st Century".
• Goh Soo Khoon & Mohammad Haji Alias, 2002, "Malaysian Financial Liberalization and Crisis: Reflections on National Responses," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Augustine H H Tan, "Monetary And Financial Management In Asia In The 21st Century".
• Mario B. Lamberte, 2002, "Recent Developments in Financial and Corporate Governance in the Philippines," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Augustine H H Tan, "Monetary And Financial Management In Asia In The 21st Century".
• Dante B. Canlas, 2002, "Monetary Policy and the Exchange Rate in the Philippines," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Augustine H H Tan, "Monetary And Financial Management In Asia In The 21st Century".