Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2002

• 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, "Produtividade, salários, lucros e taxa de cambio em uma era de globalização," Brazilian Journal of Political Economy, FGV EAESP, volume 22, issue 1, pages 55-81, January, DOI: 10.1590/0101-31572002-1276.
• João Sicsú, 2002, "Flutuação Cambial e Taxa de Juros no Brasil," Brazilian Journal of Political Economy, FGV EAESP, volume 22, issue 3, pages 518-523, July, DOI: 10.1590/0101-31572002-1364.
• 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.
• 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.
• 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".
• Yoonbai Kim & Hwee Kwan Chow, 2002, "Exchange Rate Policy in Singapore: Current Issues and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Augustine H H Tan, "Monetary And Financial Management In Asia In The 21st Century".
• Pang Yang Hoong & Leong Kwong Sin, 2002, "Recent Developments in Corporate Governance in Singapore," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Augustine H H Tan, "Monetary And Financial Management In Asia In The 21st Century".
• Guan Hua Lim, 2002, "Against the Tide? Liberalization of the Singapore Financial Sector 1997–2000," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Augustine H H Tan, "Monetary And Financial Management In Asia In The 21st Century".
• Arman Mansoorian & Mohammed Mohsin, 2002, "The Employment, Investment and Current Account Effects of Exchange Rate Policies in a Cash-in-Advance Economy," Working Papers, York University, Department of Economics, number 2002_04, Apr.
• Syed Abul Basher & Mohammed Mohsin, 2002, "Ppp Tests In Cointegrated Panels: Evidence From Asian Developing Countries," Working Papers, York University, Department of Economics, number 2002_05, May.
• Yasuyuki Sawada & Pan A. Yotopoulos, 2002, "On the Missing Link between Currency Substitution and Crises," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 5, issue 2, pages 83-99, November.
• Brüggemann, Axel & Linne, Thomas, 2002, "Are the Central and Eastern European transition countries still vulnerable to a financial crisis? Results from the signals approach," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 5/2002.
• Fischer, Christoph, 2002, "Real currency appreciation in accession countries: Balassa-Samuelson and investment demand," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 8/2002.
• Kim, Byung-Yeon & Korhonen, Iikka, 2002, "Equilibrium exchange rates in transition countries: Evidence from dynamic heterogenous panel models," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 15/2002.
• Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2002, "Return-volatility linkages in the international equity and currency markets," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2002.
• Keller, Joachim G. & Craig, Ben R., 2002, "The Empirical Performance of Option Based Densities of Foreign Exchange," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2002,07.
• Reitz, Stefan, 2002, "Central Bank Intervention and Exchange Rate Expectations: Evidence from the Daily DM/US-Dollar Exchange Rate," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2002,17.
• Fischer, Christoph, 2002, "Real currency appreciation in accession countries: Balassa-Samuelson and investment demand," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2002,19.
• Lux, Thomas & Schornstein, Sascha, 2002, "Genetic learning as an explanation of stylized facts of foreign exchange markets," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2002,29.
• Adam-Müller, Axel F. A. & Wong, Kit Pong, 2002, "Restricted Export Flexibility and Risk Management with Options and Futures," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 02/07.
• Entorf, Horst & Jamin, Gösta, 2002, "Dance with the Dollar: Exchange Rate Exposure on the German Stock Market," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 117.
• Mann, Catherine L. & Meade, Ellen E., 2002, "Home bias, transactions costs, and prospects for the Euro: A more detailed analysis," Research Notes, Deutsche Bank Research, number 6.
• Chen, Yu-Fu & Funke, Michael, 2002, "Exchange rate uncertainty and labour market adjustment under fixed and flexible exchange rates," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 196.
• Strauß, Hubert, 2002, "Multivariate Cointegration Analysis of Aggregate Exports: Empirical Evidence for the United States, Canada, and Germany," Kiel Working Papers, Kiel Institute for the World Economy, number 1101.
• Thiele, Rainer, 2002, "The bias against agriculture in Sub-Saharan Africa: Has it survived 20 years of structural adjustment programs?," Kiel Working Papers, Kiel Institute for the World Economy, number 1102.
• Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2002, "The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan," Kiel Working Papers, Kiel Institute for the World Economy, number 1108.
• Pierdzioch, Christian, 2002, "Exchange Rate Expectations Redux and Monetary Policy," Kiel Working Papers, Kiel Institute for the World Economy, number 1109.
• Schweickert, Rainer, 2002, "Die Entwicklungschancen Lateinamerikas: Ein Blick über die Argentinien-Krise hinaus," Kiel Working Papers, Kiel Institute for the World Economy, number 1113.
• Brüggemann, Axel & Linne, Thomas, 2002, "Are the Central and Eastern European Transition Countries still vullnerable to an Financial Crisis? Results from the Signals Approach," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 157/2002.
• von Hagen, Jürgen & Zhou, Jizhong, 2002, "The choice of exchange rate regimes: An empirical analysis for transition economies," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 03-2002.
• Zhou, Su & Kutan, Ali M., 2002, "Is there asymmetry in forward exchange rate bias? Multi-country evidence," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 06-2002.
• Schröder, Michael & Hüfner, Felix P., 2002, "Exchange rate pass-through to consumer prices: a European perspective," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-20.

2001

• Maurice Obstfeld., 2001, "International Macroeconomics: Beyond the Mundell-Fleming Model," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley, number C01-121, Jul.
• Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2001, "Prospective Deficits and the Asian Currency Crisis," Journal of Political Economy, University of Chicago Press, volume 109, issue 6, pages 1155-1197, December, DOI: 10.1086/323271.
• Mark Aguiar & Fernando Broner, 2001, "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 863, Aug, revised Aug 2004.
• Jeff M. Rogers & Pierre Siklos, 2001, "Foreign Exchange Market Intervention in Two Small Open Economies: The Canadian and Australian Experience," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 57, Jun.
• Peter Brandner & Harald Grech & Helmut Stix, 2001, "The Effectiveness of Central Bank Intervention in the EMS. The Post 1993 Experience," WIFO Working Papers, WIFO, number 168, Nov.
• Kazimierz Laski, 2001, "External Constraints on Sustainable Growth in Transition Countries," wiiw Research Reports, The Vienna Institute for International Economic Studies, wiiw, number 281, Oct.
• Keir G. Armstrong, 2001, "What impact does the choice of formula have on international comparisons?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 34, issue 3, pages 697-718, August, DOI: 10.1111/0008-4085.00095.
• Gregor W. Smith, 2001, "Speculative attacks with unpredictable or unknown foreign exchange reserves," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 34, issue 4, pages 882-902, November, DOI: 10.1111/0008-4085.00104.
• Söhnke M. Bartram & Gunter Dufey, 2001, "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 10, issue 3, pages 85-155, August, DOI: 10.1111/1468-0416.00043.
• Thomas M. Fullerton & Roberto Coronado, 2001, "Restaurant Prices and the Mexican Peso," Southern Economic Journal, John Wiley & Sons, volume 68, issue 1, pages 145-155, July, DOI: 10.1002/j.2325-8012.2001.tb00403.x.
• Evzen Kocenda, 2001, "Detecting Structural Breaks: Exchange Rates in Transition Economies," Development and Comp Systems, University Library of Munich, Germany, number 0012009, Feb.
• Sohnke M. Bartram & Gunter Dufey, 2001, "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Finance, University Library of Munich, Germany, number 0107001, Jul.
• Y. Malevergne & D. Sornette, 2001, "Testing the Gaussian Copula Hypothesis for Financial Assets Dependences," Finance, University Library of Munich, Germany, number 0111003, Nov.
• Evzen Kocenda, 2001, "Disparities of Exchange Rates in CEE Countries," International Finance, University Library of Munich, Germany, number 0012004, Feb.
• Roger Craine, 2001, "Dollarization: An Irreversible Decision," International Finance, University Library of Munich, Germany, number 0103003, Apr.
• Bengi Kibritcioglu & Bulent Kose & Gamze Ugur, 2001, "A Leading Indicators Approach to the Predictability of Currency," International Finance, University Library of Munich, Germany, number 0108001, Sep, revised 06 Sep 2001.
• Francisco Maeso-Fernandez & Chiara Osbat & Bernd Schnatz, 2001, "Determinants of the euro real effective exchange rate: a BEER/PEER approach," International Finance, University Library of Munich, Germany, number 0111003, Nov.
• Frait , Jan & Komárek, Luboš, 2001, "REAL Exchange rate trends in transitional countries," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 596.
• Komárek Luboš & Melecký Martin, 2001, "Currency Substitution in the Transition Economy : A Case of the Czech Republic 1993-2001," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 613.
• Komárek Luboš & Melecký Martin, 2001, "Demand for Money in the Transition Economy : The Case of the Czech Republic 1993–2001," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 614.
• Shabtai Donnenfeld & Alfred A. Haug, 2001, "Currency Invoicing of U.S. Imports," Working Papers, York University, Department of Economics, number 2002_11, Nov, revised Apr 2002.
• Kaltenhäuser, Bernd, 2001, "Explaining the Dollar-Euro rate: Do stock market returns mater?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2001/06.
• Eliasson, Ann-Charlotte & Kreuter, Christof, 2001, "On crisis models: An alternative crisis definition," Research Notes, Deutsche Bank Research, number 01-1.
• Frenkel, Michael & Stadtmann, Georg & Pierdzioch, Christian, 2001, "The interventions of the European Central Bank: Effects, effectiveness, and policy implications," Research Notes, Deutsche Bank Research, number 01-2.
• Wilfling, Bernd, 2001, "Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 118.
• Wilfling, Bernd, 2001, "The convergence of international interest rates prior to Monetary Union," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 127.
• Wilfling, Bernd, 2001, "Interest rate volatility prior to monetary union under alternative pre-switch regimes," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 143.
• Gottschalk, Jan & Döpke, Jörg & Kamps, Christophe, 2001, "Sources of Euro Real Exchange Rate Fluctuations: What Is Behind the Euro Weakness in 1999-2000?," Kiel Working Papers, Kiel Institute for the World Economy, number 1050.
• Strauß, Hubert, 2001, "Cointegration Analysis in an Inflationary Environment: What Can We Learn from Ukraine's Nominal Exports?," Kiel Working Papers, Kiel Institute for the World Economy, number 1084.
• Herwartz, Helmut & Reimers, Hans-Eggert, 2001, "Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,83.
• Schnabl, Gunther & Baur, Dirk, 2001, "Purchasing power parity: Granger causality tests for the yen-dollar exchange rate," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 213.
• Schnabl, Gunther, 2001, "Weak economy and strong currency: The origins of the strong yen in the 1990's," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 218.
• Bofinger, Peter & Wollmershäuser, Timo, 2001, "Managed floating: Understanding the new international monetary order," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 30.
• Martin D. D. Evans, 2001, "FX Trading and Exchange Rate Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 8116, Feb.
• Kathryn M.E. Dominguez & Linda L. Tesar, 2001, "A Re-Examination of Exchange Rate Exposure," NBER Working Papers, National Bureau of Economic Research, Inc, number 8128, Feb.
• Ricardo J. Caballero & Arvind Krishnamurthy, 2001, "International Liquidity Illusion: On the Risks of Sterilization," NBER Working Papers, National Bureau of Economic Research, Inc, number 8141, Feb.
• Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2001, "On the Fiscal Implications of Twin Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 8277, May.
• Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 2001, "The Role of Large Players in Currency Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 8303, May.
• Robert Dekle & Kenneth M. Kletzer, 2001, "Domestic Bank Regulation and Financial Crises: Theory and Empirical Evidence from East Asia," NBER Working Papers, National Bureau of Economic Research, Inc, number 8322, Jun.
• Hans-Werner Sinn & Frank Westermann, 2001, "Why Has the Euro Been Falling? An Investigation into the Determinants of the Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 8352, Jul.
• Martin D. D. Evans & Richard K. Lyons, 2001, "Portfolio Balance, Price Impact, and Secret Intervention," NBER Working Papers, National Bureau of Economic Research, Inc, number 8356, Jul.
• Maurice Obstfeld, 2001, "International Macroeconomics: Beyond the Mundell-Fleming Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 8369, Jul.
• Michael D. Bordo & Ronald MacDonald, 2001, "The Inter-War Gold Exchange Standard: Credibility and Monetary Independence," NBER Working Papers, National Bureau of Economic Research, Inc, number 8429, Aug.
• Kathryn M.E. Dominguez & Linda L. Tesar, 2001, "Exchange Rate Exposure," NBER Working Papers, National Bureau of Economic Research, Inc, number 8453, Sep.
• William P. Killeen & Richard K. Lyons & Michael J. Moore, 2001, "Fixed versus Flexible: Lessons from EMS Order Flow," NBER Working Papers, National Bureau of Economic Research, Inc, number 8491, Sep.
• Graciela L. Kaminsky & Carmen M. Reinhart, 2001, "Financial Markets in Times of Stress," NBER Working Papers, National Bureau of Economic Research, Inc, number 8569, Oct.
• Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001, "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," NBER Working Papers, National Bureau of Economic Research, Inc, number 8601, Nov.
• Richard Clarida, 2001, "The Empirics of Monetary Policy Rules in Open Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 8603, Nov.
• Richard Clarida & Jordi Gali & Mark Gertler, 2001, "Optimal Monetary Policy in Closed versus Open Economies: An Integrated Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 8604, Nov.
• Anne-Marie Brook & David Hargreaves, 2001, "PPP-based analysis of New Zealand's equilibrium exchange rate," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2001/01, Jul.
• Dean Scrimgeour, 2001, "Exchange rate volatility and Currency Union: Some theory and New Zealand evidence," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2001/04, Aug.
• Ronald MacDonald, 2001, "Modelling the long-run real effective exchange rate of the New Zealand Dollar," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2002/02, Oct.
• Vincent Koen & Laurence Boone & Alain de Serres & Nicola Fuchs, 2001, "Tracking the Euro," OECD Economics Department Working Papers, OECD Publishing, number 298, Jun, DOI: 10.1787/536702025320.
• Luca Dedola & Sylvain Leduc, 2001, "Why Is the Business-Cycle Behavior of Fundamentals Alike Across Exchange-Rate Regimes?," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 53, Oct.
• Peter Brandner & Harald Grech & Helmut Stix, 2001, "The Effectiveness of Central Bank Intervention in the EMS: The Post 1993 Experience," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 55, Dec.
• Michael Bleaney, 2001, "Exchange Rate Regimes and Inflation Persistence," IMF Staff Papers, Palgrave Macmillan, volume 47, issue 3, pages 1-5.
• By Christoph B. Rosenberg & Maarten de Zeeuw, 2001, "Welfare Effects of Uzbekistanís Foreign Exchange Regime," IMF Staff Papers, Palgrave Macmillan, volume 48, issue 1, pages 1-6.
• Reinhart, Carmen, 2001, "Fear of Floating: Exchange Rate Flexibility Indices," MPRA Paper, University Library of Munich, Germany, number 13196, Oct.
• Reinhart, Carmen & Edison, Hali, 2001, "Stopping hot money," MPRA Paper, University Library of Munich, Germany, number 13862, Dec.
• Nabi, Mahmoud Sami, 2001, "Banking Performance and Speculative Attacks Under Asymmetric Information," MPRA Paper, University Library of Munich, Germany, number 24515, Mar.
• Laborde, David & Rey, Serge, 2001, "Transmission internationale de la volatilité des prix d’actifs financiers : les relations entre les marchés français et américains de 1997 à 2000
  [Volatility and cross correlation across asset markets: Evidence from the French and US markets over ," MPRA Paper, University Library of Munich, Germany, number 30284, Jun.
• Harding, Don, 2001, "Assessing the adequacy of measures of Australia’s price competitiveness and structural change," MPRA Paper, University Library of Munich, Germany, number 3383, Sep.
• Ghassan, Hassan B., 2001, "Estimation Robuste des Equations d’Importation à Contamination Ponctuelle
  [Robust estimation of the Equations of Punctual contaminated Imports]," MPRA Paper, University Library of Munich, Germany, number 56429, Mar, revised 28 Sep 2001.
• Willem Buiter & Clemens Grafe, 2001, "Banque centrale et choix de régimes de change pour les pays candidats à l’adhésion," Revue d'Économie Financière, Programme National Persée, volume 6, issue 1, pages 315-347, DOI: 10.3406/ecofi.2001.3913.
• David Begg & Charles Wyplosz, 2001, "Il est toujours préférable d’avoir les mains libres," Revue d'Économie Financière, Programme National Persée, volume 6, issue 1, pages 349-380, DOI: 10.3406/ecofi.2001.3914.
• Virginie Coudert & Jean-Patrick Yanitch, 2001, "Les stratégies de change des pays d'Europe Centrale et Orientale candidats à l'Union européenne," Revue d'Économie Financière, Programme National Persée, volume 6, issue 1, pages 381-397, DOI: 10.3406/ecofi.2001.3915.
• Balàzs Égert, 2001, "Régime de change et désinflation dans la transition : l'expérience du système de parité à crémaillère pré-annoncée en Hongrie," Revue d'Économie Financière, Programme National Persée, volume 6, issue 1, pages 399-418, DOI: 10.3406/ecofi.2001.3916.
• Edmond Alphandéry, 2001, "L'euro sur la scène internationale," Revue d'Économie Financière, Programme National Persée, volume 62, issue 2, pages 69-77, DOI: 10.3406/ecofi.2001.3110.
• David Begg & Charles Wyplosz, 2001, "Untied Hands are Fundamentally Better," Revue d'Économie Financière, Programme National Persée, volume 6, issue 1, pages 319-344, DOI: 10.3406/ecofi.2001.4565.
• Virginie Coudert & Jean-Patrick Yanitch, 2001, "The Exchange Rate Strategies Adopted by the EU Accession Countries of Central and Eastern Europe," Revue d'Économie Financière, Programme National Persée, volume 6, issue 1, pages 345-360, DOI: 10.3406/ecofi.2001.4566.
• Balàzs Égert, 2001, "Exchange Rate Regime and Disinflation in the Transition: the Experience of the Pre-announced Crawling Peg in Hungary," Revue d'Économie Financière, Programme National Persée, volume 6, issue 1, pages 361-379, DOI: 10.3406/ecofi.2001.4567.
• Edmond Alphandéry, 2001, "The Euro in the International Arena," Revue d'Économie Financière, Programme National Persée, volume 62, issue 2, pages 63-70, DOI: 10.3406/ecofi.2001.4461.
• Sébastien Laurent & Aurélie Boubel & Christelle Lecourt, 2001, "L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar," Revue Économique, Programme National Persée, volume 52, issue 2, pages 353-370, DOI: 10.3406/reco.2001.410321.
• Karine Gente, 2001, "Taux de change réel et démographie dans une petite économie ouverte," Revue Économique, Programme National Persée, volume 52, issue 3, pages 531-539.
• Éric Girardin & Virginie Boinet, 2001, "La faiblesse de l'euro. Une explication monétaire," Revue Économique, Programme National Persée, volume 52, issue 3, pages 563-572, DOI: 10.3406/reco.2001.410337.
• Jozef M. Van Brabant, 2001, "Exchange-rate policy in eastern Europe and EU integration," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 54, issue 218, pages 219-248.
• M. Frenkel & C. Pierdzionc & G. Stadtmann, 2001, "The foreign exchange market interventions of the European Central Bank," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 54, issue 218, pages 249-287.
• Aerdt C.F.J. Houben, 2001, "What central banks have learned: lessons from pre-EMU Europe," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 54, issue 218, pages 289-311.
• Jozef M. Van Brabant, 2001, "Exchange-rate policy in eastern Europe and EU integration," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 54, issue 218, pages 219-248.
• M. Frenkel & C. Pierdzionc & G. Stadtmann, 2001, "The foreign exchange market interventions of the European Central Bank," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 54, issue 218, pages 249-287.
• Aerdt C.F.J. Houben, 2001, "What central banks have learned: lessons from pre-EMU Europe," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 54, issue 218, pages 289-311.
• Bernardino Adão & Fátima Silva, 2001, "A New Representation for the Foreign Currency Risk Premium," Working Papers, Banco de Portugal, Economics and Research Department, number w200103.
• Luci Ellis, 2001, "Measuring the Real Exchange Rate: Pitfalls and Practicalities," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2001-04, Aug.
• Chris Brooks & Melvin J. Hinich, 2001, "A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2001-04, Jul.
• Woosik Moon, 2001, "Effects of Current Forward Market Intervention in the Korean Currency Crisis," East Asian Economic Review, Korea Institute for International Economic Policy, volume 5, issue 1, pages 3-30, DOI: 10.11644/KIEP.JEAI.2001.5.1.75.
• Peter Nunnenkamp, 2001, "Too Much, Too Little, or Too Volatile? International Capital Flows to Developing Countries in the 1990s," East Asian Economic Review, Korea Institute for International Economic Policy, volume 5, issue 1, pages 119-147, DOI: 10.11644/KIEP.JEAI.2001.5.1.79.
• Yunjong Wang & Doo Yong Yang, 2001, "Searching for an Appropriate Exchange Rate Regime," East Asian Economic Review, Korea Institute for International Economic Policy, volume 5, issue 1, pages 149-194, DOI: 10.11644/KIEP.JEAI.2001.5.1.80.
• Angelos Kanas, 2001, "Hedging Exchange Rate Economic Exposure: Real Options Or Currency Options?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 54, issue 1, pages 1-14.
• Marco Tronzano, 2001, "Alternative Approaches to Evaluate Exchange Rate Credibility: A Selective Survey of the Literature and Some Policy Implications for the European Monetary," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 54, issue 1, pages 57-88.
• Craig Burnside & Martin Eichenbaum & Sergio T. Rebelo, 2001, "On the Fiscal Implications of Twin Crises," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 482, May.