Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

1997

• Soller, E.V. & Waller, C., 1997, "A Search Theoretic Model of Legal and Illegal Currency," Papers, Indiana - Center for Econometric Model Research, number 97-003.
• Macho, J.F. & Castro, M.J.R., 1997, "Testing for Convergence: the Punt-Sterling Relationship in the Context of the EMS," ASSET - Instituto De Economia Publica, ASSET (Association of Southern European Economic Theorists), number 164.
• Chinn, M.D., 1997, "The Usual Suspects? Productivity and Demand Shocks and Asia-Pacific Real Exchange Rates," Papers, Economisch Institut voor het Midden en Kleinbedrijf-, number 97-06.
• Chinn, M.D., 1997, "ON the Won: And Other East Asian Currencies," Papers, Economisch Institut voor het Midden en Kleinbedrijf-, number 97-07.
• Monadjemi, M. S., 1997, "Interest Rates and the Exchange Rate: Some international Evidence," Papers, New South Wales - School of Economics, number 97/9.
• Carlson, J.A. & Olser, C.L., 1997, "Rational Speculators and Exchange Rate Volatility," Papers, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER), number 97-005.
• Milesi-Ferreti, G-M & Razin, A, 1997, "Current Account Deficits and Capital Flows in East Asia and Latin America : Are the Nineties Different from the Early Eighties?," Papers, Tel Aviv, number 11-97.
• Eicher, T-S & Turnovsky, S-J, 1997, "Risk and Financial Development. A Comparative Case Study of Mexico and Indonesia," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 97-02.
• Joyce, J.P. & Kamas, L., 1997, "Real and Nominal Determinants of Real Exchange Rates in Latin America: Short-Run Dynamics and Long-Run Equilibrium," Papers, Wellesley College - Department of Economics, number 97-05.
• Kolodko, G-W & Nuti, D-M, 1997, "The Polish Alternative. Old Myths, Hard Facts and New Strategies in the Successful Transformation of the Polish Economy," Research Paper, World Institute for Development Economics Research, number 33.
• Lipumba, N-H-I, 1997, "The Liberalization of Foreign Exchange Markets and Economic Growth in Sub-Saharan Africa," Research Paper, World Institute for Development Economics Research, number 35.
• Michael Rockinger & Eric Jondeau, 1997, "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," Working Papers, HAL, number hal-00601591.
• Alexius, Annika & Sellin, Peter, 1997, "A Latent Factor Model of European Exchange Rate Risk Premia," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 156, Jan.
• Yotopoulos, Pan A., 1997, "Financial Crises and the Benefits of Mildly Repressed Exchange Rates," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 202, Oct.
• Bask , Mikael, 1997, "Deterministic Chaos in Exchange Rates?," Umeå Economic Studies, Umeå University, Department of Economics, number 453, Dec.
• C. Emre ALPER, 1997, "Türkiye''de Sermaye Hareketleri Ve Risk Primi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 12, issue 136, pages 53-63.
• Robert Miguel W. K. Kollman, 1997, "The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: A Quantitative Investigation," IMF Working Papers, International Monetary Fund, number 1997/007, Jan.
• Mr. Gian M Milesi-Ferretti & Mr. Lorenzo Giorgianni, 1997, "Determinants of Korean Trade Flows and their Geographical Destination," IMF Working Papers, International Monetary Fund, number 1997/054, Apr.
• Mr. Pietro Garibaldi, 1997, "The Asymmetric Effects of Monetary Policy on Job Creation and Destruction," IMF Working Papers, International Monetary Fund, number 1997/057, Apr.
• Ms. Louis Dorrance Johnston & Menzie David Chinn, 1997, "Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries," IMF Working Papers, International Monetary Fund, number 1997/066, May.
• Mr. Luca A Ricci, 1997, "A Model of an Optimum Currency Area," IMF Working Papers, International Monetary Fund, number 1997/076, Jun.
• Thorsten Hens, 1997, "Exchange rates and perfect competition," Journal of Economics, Springer, volume 65, issue 2, pages 151-161, June, DOI: 10.1007/BF01226932.
• Csermely, Ágnes, 1997, "Az inflációs célkitűzés rendszere
  [Inflation targeting]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 233-253.
• Halm, Tamás, 1997, "Lőrincné Istvánffy Hajna: Európai pénzügyek. Múlt, jelen, jövő (Közgazdasági és Jogi Könyvkiadó, Budapest, 1996. 510 oldal)
  [Hajna Lőrinc Istvánffy: European finances: Past - present - future]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 264-267.
• Dunavölgyi, Mária, 1997, "A külső és a belső államadósság egységes kormányzati kezelésének nemzetközi tapasztalatai és magyarországi kezdetei
  [International experiences of the uniform government treatment of external and domestic state debt and the Hungarian outset]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 509-520.
• Barabás, Gyula & Hamecz, István, 1997, "Tőkebeáramlás, sterilizáció és pénzmennyiség, I. rész
  [Capital inflow, sterilization and money supply]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 653-672.
• Barabás, Gyula & Hamecz, István, 1997, "Tőkebeáramlás, sterilizáció és pénzmennyiség, II. rész
  [Capital inflow, sterilization and money supply. Part II]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 757-781.
• Lőrincné Istvánffy, Hajna, 1997, "Az EMU működésének néhány gyakorlati problémájáról - elméleti megközelítésben
  [Theoretical background of some practical problems: The EMU at work]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 878-895.
• Carsten Krabbe Nielsen, 1997, "Floating Exchange Rates Versus a Monetary Union Under Rational Beliefs: The Role of Endogenous Uncertainty," Discussion Papers, University of Copenhagen. Department of Economics, number 97-22, Dec.
• Margaret Huley, 1997, "The Scope for Monetary Independence in Exchange Rate Target Zones Broad and Narrow," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n680897, Aug.
• Kilian, L., 1997, "Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?," Working Papers, Research Seminar in International Economics, University of Michigan, number 401.
• Dominguez & K., 1997, "The Market Microstructure of Central Bank Intervention," Working Papers, Research Seminar in International Economics, University of Michigan, number 412.
• Dominguez, K., 1997, "The Dollar Exposure of Japanese Companies," Working Papers, Research Seminar in International Economics, University of Michigan, number 414.
• AKITOBY, Bernardin, 1997, "Étude de l'efficacité de la dévaluation du franc CFA au Bénin," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9706.
• Ronald I. McKinnon & Kenichi Ohno, 1997, "Dollar and Yen: Resolving Economic Conflict between the United States and Japan," MIT Press Books, The MIT Press, number 0262133350, edition 1, ISBN: ARRAY(0x69178840), December.
• V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 1997, "Monetary Shocks and Real Exchange Rates in Sticky Price Models of International Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 5876, Jan.
• Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1997, "Is There Private Information in the FX Market? The Tokyo Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 5936, Feb.
• Jose M. Campa & P. H. Kevin Chang, 1997, "The Forecasting Ability of Correlations Implied in Foreign Exchange Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 5974, Mar.
• Sebastian Edwards & Carlos A. Vegh, 1997, "Banks and Macroeconomics Disturbances under Predetermined Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 5977, Mar.
• Takatoshi Ito & Peter Isard & Steven Symansky, 1997, "Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia," NBER Working Papers, National Bureau of Economic Research, Inc, number 5979, Mar.
• Menzie David Chinn, 1997, "Sectoral Productivity, Government Spending and Real Exchange Rates: Empirical Evidence for OECD Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 6017, Apr.
• Maurice Obstfeld & Alan M. Taylor, 1997, "Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 6053, Jun.
• Paul G. J. O'Connell & Shang-Jin Wei, 1997, ""The Bigger They Are, The Harder They Fall": How Price Differences Across U.S. Cities Are Arbitraged," NBER Working Papers, National Bureau of Economic Research, Inc, number 6089, Jul.
• Menzie David Chinn, 1997, "The Usual Suspects? Productivity and Demand Shocks and Asia-Pacific Real Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 6108, Jul.
• Michael D. Bordo & Ronald MacDonald, 1997, "Violations of the `Rules of the Game' and the Credibility of the Classical Gold Standard, 1880-1914," NBER Working Papers, National Bureau of Economic Research, Inc, number 6115, Jul.
• Shang-Jin Wei & Jungshik Kim, 1997, "The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?," NBER Working Papers, National Bureau of Economic Research, Inc, number 6256, Nov.
• Willem H. Buiter & Anne C. Sibert, 1997, "Transition Issues for the European Monetary Union," NBER Working Papers, National Bureau of Economic Research, Inc, number 6292, Nov.
• Betty C. Daniel, 1997, "Seigniorage, Fiscal Constraints, and the Viability of a Fixed Exchange Rate," Discussion Papers, University at Albany, SUNY, Department of Economics, number 97-05.
• László Halpern & Charles Wyplosz, 1997, "Equilibrium Exchange Rates in Transition Economies," IMF Staff Papers, Palgrave Macmillan, volume 44, issue 4, pages 430-461, December.
• Pietro Garibaldi, 1997, "The Asymmetric Effects of Monetary Policy on Job Creation and Destruction," IMF Staff Papers, Palgrave Macmillan, volume 44, issue 4, pages 557-584, December.
• Erlat, Güzin & Arslaner, Ferhat, 1997, "Measuring Annual Real Exchange Rates: Series for Turkey," MPRA Paper, University Library of Munich, Germany, number 45996, May.
• Erlat, Güzin & Arslaner, Ferhat, 1997, "Measuring the Real Exchange Rate: Annual Series for Turkey," MPRA Paper, University Library of Munich, Germany, number 45999, May.
• Erlat, Güzin & Arslaner, Ferhat, 1997, "Measuring Annual Real Exchange Rate Series for Turkey," MPRA Paper, University Library of Munich, Germany, number 56396, Dec.
• Garcia, Isabella, 1997, "Spain and EMU," MPRA Paper, University Library of Munich, Germany, number 89494.
• C.A.E. Goodhart, 1997, "Whither now?," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 50, issue 203, pages 385-430.
• C.A.E. Goodhart, 1997, "Whither now?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 50, issue 203, pages 385-430.
• Maurice Obstfeld, 1997, "Open-economy Macroeconomics: Developments In Theory And Policy," Working Paper, Economics Department, Queen's University, number 958, Sep.
• Melanie Cao, 1997, "Equilibrium Valuation Of Currency Options In A Small Open Economy," Working Paper, Economics Department, Queen's University, number 960, May.
• Marilena Giannetti, 1997, "Teoria delle Target Zones: un’analisi formale dei contributi recenti - Target Zones Theory: a Formal Analysis of the Most Recent Contributions," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 50, issue 4, pages 535-559.
• John M. Paleologos & Spyros E. Georgantelis, 1997, "Exchange Rate Movements and the Trade Balance Deficit: A Multivariate Cointegration Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 50, issue 3, pages 459-470.
• Hiroya Akiba, 1997, "The Forward Exchange Rate and the Interest Rate within a Production Economy," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 12, pages 227-241.
• Razzaque H. Bhatti, 1997, "On Single- and Multi-Market Unbiasedness of F o rw a rd Exchange Rates: Some Evidence from Four Asian Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 12, pages 402-417.
• Sergio, R., 1997, "What Happens When Countries Peg Their Exchange Rates? (The Real Side of Monetary Reforms," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 441.
• Bruce Mizrach, 1997, "The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options," Departmental Working Papers, Rutgers University, Department of Economics, number 199522, Apr.
• Richard B. Olsen & Ulrich A. Müller & Michel M. Dacorogna & Olivier V. Pictet & Rakhal R. Davé & Dominique M. Guillaume, 1997, "From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (*)," Finance and Stochastics, Springer, volume 1, issue 2, pages 95-129.
• Hans Dewachter, 1997, "Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 133, issue 1, pages 39-55, March, DOI: 10.1007/BF02707675.
• Yangru Wu, 1997, "The trend behavior of real exchange rates: Evidence from OECD countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 133, issue 2, pages 282-296, June, DOI: 10.1007/BF02707464.
• Carsten-Patrick Meier, 1997, "Assessing convergence to purchasing power parity: A panel study for ten OECD countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 133, issue 2, pages 297-312, June, DOI: 10.1007/BF02707465.
• Jesper Rangvid, 1997, "Deviations from long-run equilibria and probabilities of devaluations: An empirical analysis of Danish realignments," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 133, issue 3, pages 497-522, September, DOI: 10.1007/BF02707500.
• John Barkoulas & Christopher Baum, 1997, "A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 6, pages 635-643, DOI: 10.1080/758533855.
• Eijffinger, S.C.W. & Verhagen, W.H., 1997, "The Advantage of Hiding Both Hands : Foreign Exchange Intervention, Ambiguity and Private Information," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-30.
• de Jong, F.C.J.M. & Drost, F.C. & Werker, B.J.M., 1997, "Exchange rate target zones : A new approach," Discussion Paper, Tilburg University, Center for Economic Research, number 97.04.
• Eijffinger, S.C.W. & Verhagen, W.H., 1997, "The Advantage of Hiding Both Hands : Foreign Exchange Intervention, Ambiguity and Private Information," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6dd7bba6-cffe-4777-a6fe-b.
• Maurice Obstfeld and Alan M. Taylor., 1997, "Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley, number C97-088, May.
• Takatoshi Ito Richard K. Lyons and Michael T. Melvin., 1997, "Is There Private Information in the FX Market? The Tokyo Experiment," Research Program in Finance Working Papers, University of California at Berkeley, number RPF-270, Jan.
• Habib Ahmed & C. Paul Hallwood & Stephen M. Miller, 1997, "Monetary Policy in a Portfolio Balance Model with Endogenous Physical Capital," Working papers, University of Connecticut, Department of Economics, number 1997-08, Jul.
• Eicher, T-S & Turnovsky, S-J, 1997, "Risk and Financial Development. A Comparative Case Study of Mexico and Indonesia," Working Papers, University of Washington, Department of Economics, number 97-02.
• Klein, Michael W. & Marion, Nancy P., 1997, "Explaining the duration of exchange-rate pegs," Journal of Development Economics, Elsevier, volume 54, issue 2, pages 387-404, December.
• Feenstra, Robert C. & Kendall, Jon D., 1997, "Pass-through of exchange rates and purchasing power parity," Journal of International Economics, Elsevier, volume 43, issue 1-2, pages 237-261, August.
• Srinivasan, T. N., 1997, "The common external tariff of a customs union: Alternative approaches," Japan and the World Economy, Elsevier, volume 9, issue 4, pages 447-465, December.
• Chamberlain, Sandra & Howe, John S. & Popper, Helen, 1997, "The exchange rate exposure of U.S. and Japanese banking institutions," Journal of Banking & Finance, Elsevier, volume 21, issue 6, pages 871-892, June.
• Obstfeld, Maurice & Taylor, Alan M., 1997, "Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited," Journal of the Japanese and International Economies, Elsevier, volume 11, issue 4, pages 441-479, December.
• Bhattacharya, Utpal & Weller, Paul, 1997, "The advantage to hiding one's hand: Speculation and central bank intervention in the foreign exchange market," Journal of Monetary Economics, Elsevier, volume 39, issue 2, pages 251-277, July.
• Edwards, Sebastian & Vegh, Carlos A., 1997, "Banks and macroeconomic disturbances under predetermined exchange rates," Journal of Monetary Economics, Elsevier, volume 40, issue 2, pages 239-278, October.
• Alvarez, Fernando & Atkeson, Andrew, 1997, "Money and exchange rates in the Grossman-Weiss-Rotemberg model," Journal of Monetary Economics, Elsevier, volume 40, issue 3, pages 619-640, December.
• Hartmann, Philipp, 1997, "Do Reuters spreads reflect currencies' differences in global trading activity?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119148, Apr.
• Henry, Marc & Payne, Richard, 1997, "An investigation of long range dependence in intra-day foreign exchange rate volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119151, Mar.
• Almeida, Alvaro & Goodhart, Charles & Payne, Richard, 1997, "The effects of macroeconomic 'news' on high frequency exchange rate behaviour," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119153, Feb.
• Luiz Carlos Bresser-Pereira, 1997, "As três formas de desvalorização cambial," Brazilian Journal of Political Economy, Center of Political Economy, volume 17, issue 1, pages 156-160.
• A. Bénassy-Quéré, 1997, "Optimal pegs for asian currencies," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 97-07.
• Sideris, D., 1997, "Multilateral Versus Bilateral Testing for Long Run Purchasing Power Parity: A Cointegration Analysis for the Greek Drachma," Economics Working Papers, European University Institute, number eco97/18.
• Malin Adolfson, 1997, "Exchange rate pass-through to Swedish import prices," Finnish Economic Papers, Finnish Economic Association, volume 10, issue 2, pages 81-98, Autumn.
• Annika Alexius, 1997, "Import prices and nominal exchange rates in Sweden," Finnish Economic Papers, Finnish Economic Association, volume 10, issue 2, pages 99-107, Autumn.
• Nathan S. Balke & Mark E. Wohar, 1997, "Nonlinear dynamics and covered interest rate parity," Working Papers, Federal Reserve Bank of Dallas, number 9701.
• Takatoshi Ito & Richard K. Lyons & Michael Melvin, 1997, "Is there private information in the FX market? the Tokyo experiment," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco, number 97-04.
• Menzie D. Chinn, 1997, "The usual suspects? productivity and demand shocks and Asia-Pacific real exchange rates," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco, number 97-06.
• Menzie D. Chinn, 1997, "On the won and other East Asian currencies," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco, number 97-07.
• Robert Dittmar & Christopher J. Neely & Paul A. Weller, 1997, "Is technical analysis in the foreign exchange market profitable? a genetic programming approach," Working Papers, Federal Reserve Bank of St. Louis, number 1996-006, DOI: 10.20955/wp.1996.006.
• Enrique G. Mendoza & Martin Uribe, 1997, "The syndrome of exchange-rate-based stabilizations and the uncertain duration of currency pegs," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 121.
• Jose A. Lopez & Christian Walter, 1997, "Is implied correlation worth calculating? Evidence from foreign exchange options and historical data," Research Paper, Federal Reserve Bank of New York, number 9730.
• Dordunoo, C & Odubogun, K & Ssemogerere, G & Kasekende, L, 1997, "A Comparative Study of Foreign Exchange Policy Management in Ghana, Nigeria and Uganda," Papers, African Economic Research Consortium, number 27s.
• M'Bet, A & Madeleine, N-A, 1997, "European Economic Integration and the Franc Zone : The Future of the CFA Franc after 1999 Part II," Papers, African Economic Research Consortium, number 53.
• Ndung'U, N-S, 1997, "Price and Exchange Rate Dynamics in Kenya : An Empirical Investigation," Papers, African Economic Research Consortium, number 58.
• Barungi, B-M, 1997, "Exchange Rate Policy and Inflation : The Case of Uganda," Papers, African Economic Research Consortium, number 59.
• Nyoni, T-S, 1997, "Foreign Aid and ECONOMIC PERFORMANCE IN TANZANIA," Papers, African Economic Research Consortium, number 61.
• von Furstenberg, G-M & Hofer, B, 1997, "Financial Integration in North America and in Europe Among Neighboring Countries at Different Stages of Development," Papers, American Institute for Contemporary German Studies-, number 25.
• Dungey, M., 1997, "A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates," Papers, Australian National University - Department of Economics, number 320.
• Dungey, M & Gower, L, 1997, "Credit Limits and Long-Term Covered Interest Arbitrage," Papers, Australian National University - Department of Economics, number 325.
• Pansard, F., 1997, "La Determination du Taux de Change enZones Cibles: Une Sunthese des Theories," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 97-12/ei.
• Kaminsky, Graciela & Lizondo, Saul & Reinhart, Carmen M., 1997, "Leading indicators of currency crises," Policy Research Working Paper Series, The World Bank, number 1852, Nov.
• Jan Hanousek & Evzen Kocenda, 1997, "Czech Money Market: Emerging Links Among Interest Rates," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 95, Nov.
• Schweickert, Rainer, 1997, "The challenges of monetary convergence in Europe," Kiel Working Papers, Kiel Institute for the World Economy, number 814.
• Broll, Udo & Wong, Kit-Pong, 1997, "Hedging of exchange rate risk and regression dependence," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 355.

1996

• Christopher F. Baum & John Barkoulas, 1996, "Time‐varying risk premia in the foreign currency futures basis," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 16, issue 7, pages 735-755, October.
• Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1996, "Is There Private Information in the FX Market? The Tokyo Experiment," Working Papers, University of California at Berkeley, Haas School of Business, number _005, Jul.
• Sandra L. Chamberlain & John S. Howe & Helen Popper, 1996, "The Exchange Rate Exposure of U.S. and Japanese Banking Institutions," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 96-55, Jul.
• Mongiardino, A., 1996, "A Model of the Currency Crisis of 1992: the Case of the British Pound and the Italian Lira," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 463.
• Arman Mansoorian & Simon Neaime, 1996, "Habits and Durability in Consumption, and the Effects of Exchange Rate Policies," Working Papers, York University, Department of Economics, number 1996_06, Jun.
• Gurdip S. Bakshi & Zhiwu Chen, 1996, "Equilibrium Valuation of Foreign Exchange Claims," Yale School of Management Working Papers, Yale School of Management, number ysm79, Feb.
• Broll, Udo & Eckwert, Bernhard, 1996, "The equilibrium risk premium on the forward market for foreign currency," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 299.
• Roy, Santanu & Viaene, Jean-Marie, 1996, "Strategic vertical foreign investment under exchange rate uncertainty," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 303.
• Ricci, Luca Antonio, 1996, "A model of an optimum currency area," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 305.
• Broll, Udo, 1996, "Cross hedging in currency forward markets," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 308.
• Asea, Patrick K & Reinhart, Carmen M, 1996, "Economic Growth and Economic Consequences of External Shocks in Sub-Saharan Africa: Introduction," Journal of African Economies, Centre for the Study of African Economies, volume 5, issue 3, pages 1-6, October.
• Asea, Patrick K & Reinhart, Carmen M, 1996, "Le Prix de l'Argent: How (Not) to Deal with Capital Inflows," Journal of African Economies, Centre for the Study of African Economies, volume 5, issue 3, pages 231-271, October.
• Leonardo Bartolini & Gordon M. Bodnar, 1996, "Are Exchange Rates Excessively Volatile? And What Does "Excessively Volatile" Mean, Anyway?," IMF Staff Papers, Palgrave Macmillan, volume 43, issue 1, pages 72-96, March.
• Garofalo, Giuseppe & Barbato, Fabio, 1996, "The Credibility of the Exchange Rate Regime: An Analysis trough “Derivatives” of the September 1992 Crisis," MPRA Paper, University Library of Munich, Germany, number 13360, Sep.
• Kocenda, Evzen, 1996, "An Alternative to the BDS Test: Integration Across the Correlation Integral," MPRA Paper, University Library of Munich, Germany, number 70510, Sep.
• Carlos D. Winograd & Guillermo Larrain R, 1996, "Privatisation massive, finances publiques et macroéconomie. Le cas de l'Argentine et du Chili," Revue Économique, Programme National Persée, volume 47, issue 6, pages 1373-1408, DOI: 10.3406/reco.1996.409855.
• P. Gray, 1996, "The ongoing weakening of the international financial system," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 49, issue 197, pages 165-186.
• P. Gray, 1996, "The ongoing weakening of the international financial system," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 49, issue 197, pages 165-186.
• David Gruen & Tro Kortian, 1996, "Why Does the Australian Dollar Move so Closely with the Terms of Trade?," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9601, May.
• Alison Tarditi, 1996, "Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9608, Nov.
• Bruce Mizrach, 1996, "Mean Reversion in EMS Exchange Rates," Departmental Working Papers, Rutgers University, Department of Economics, number 199525, Jul.
• Bruce Mizrach, 1996, "Learning and Conditional Heteroscedasticity in Asset Returns," Departmental Working Papers, Rutgers University, Department of Economics, number 199526, Jul.
• Bruce Mizrach, 1996, "Did Option Prices Predict the ERM Crises?," Departmental Working Papers, Rutgers University, Department of Economics, number 199610, Aug.
• Annamaria Simonazzi & Fernando Vianello, 1996, "Credibility or exit speed? Reflections prompted by the 1992 EMS crisis," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 11, Feb.
• Fabio Barbato & Giuseppe Garofalo, 1996, "The credibility of the exchange rate regime: An analisys through derivatives of the September 1992 Crisis," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 16, Sep.
• Ghosh, A.R. & Wolf, H.C., 1996, "On the Mark(s) Optimim Currency Areas in Germany," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 96-02.
• Karfakis, Costas & Phipps, Anthony, 1996, "Modelling the US$/A$ Exchange Rate Using Cointegration Techniques," Working Papers, University of Sydney, School of Economics, number 238, Sep.
• Kumah, F.Y., 1996, "The Effect of Monetary Policy on Exchange Rates : How to Solve the Puzzles," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-70.
• Kollmann, R., 1996, "The Exchange rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities : A Quantitative Investigation," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-67.
• Kollmann, R., 1996, "The Exchange rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities : A Quantitative Investigation," Other publications TiSEM, Tilburg University, School of Economics and Management, number c9241581-7b87-4f50-ab98-a.
• Flood, Robert P & Rose, Andrew K, 1996, "Fixes: Of the Forward Discount Puzzle," The Review of Economics and Statistics, MIT Press, volume 78, issue 4, pages 748-752, November.
• Jeffrey A. Frankel., 1996, "Recent Exchange Rate Experience and Proposals for Reform," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley, number C96-060, Jan.
• Jeffrey A. Frankel and Andrew K. Rose., 1996, "Economic Structure and the Decision to Adopt a Common Currency," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley, number C96-073, Aug.
• Engel, C., 1996, "Accounting for U.S. Real Exchange Rate Changes," Working Papers, University of Washington, Department of Economics, number 96-02.
• Engel, C., 1996, "A Model of Foreign Exchange Rate Indetermination," Working Papers, University of Washington, Department of Economics, number 96-13.
• Engel, C. & Kim, C.J., 1996, "The Long-Run U.S./U.K. real Exchange Rate," Working Papers, University of Washington, Department of Economics, number 96-14.
• Frankel, Jeffrey A, 1996, "Recent Exchange-Rate Experience and Proposals for Reform," American Economic Review, American Economic Association, volume 86, issue 2, pages 153-158, May.
• Campa, Jose Manuel & Chang, P H Kevin, 1996, "Arbitrage-Based Tests of Target-Zone Credibility: Evidence from ERM Cross-Rate Options," American Economic Review, American Economic Association, volume 86, issue 4, pages 726-740, September.
• Frankel, Jeffrey A., 1996, "Recent Exchange Rate Experience and Proposals for Reform," Center for International and Development Economics Research (CIDER) Working Papers, University of California-Berkeley, Department of Economics, number 233422, Jan, DOI: 10.22004/ag.econ.233422.
• Frankel, Jeffrey A. & Rose, Andrew K., 1996, "Economic Structure and the Decision to Adopt a Common Currency," Center for International and Development Economics Research (CIDER) Working Papers, University of California-Berkeley, Department of Economics, number 233436, Aug, DOI: 10.22004/ag.econ.233436.
• Srinivasan, T.N., 1996, "Regionalism and the World Trade Organization: Is Non-Discrimination Passe?," Center Discussion Papers, Yale University, Economic Growth Center, number 28462, DOI: 10.22004/ag.econ.28462.
• LeBaron, B., 1996, "Technical Trading Rule Profitability and Foreing Exchange Intervention," Working papers, Wisconsin Madison - Social Systems, number 9445r.
• Malte Krüger, 1996, "Speculation, Hedging and Intermediation in the Foreign Exchange Market," Working Papers, Banco de España, number 9606.
• Matthew B. Canzoneri & Behzad Diba & Gwen Eudey, 1996, "Trends in European Productivity and Real Exchange Rates," Working Papers, Banco de España, number 9610.
• Juan Ayuso & Juan L. Vega, 1996, "An Empirical Analysis of the Peseta's Exchange Rate Dynamics," Working Papers, Banco de España, number 9613.
• Enrique Alberola Ila, 1996, "Optimal Exchange Rate Targets and Macroeconomic Stabilization," Working Papers, Banco de España, number 9615.
• Matthew B. Canzoneri & Javier Vallés & José Viñals, 1996, "Do Exchange Rate Move to Address International Macroeconomic Imbalances?," Working Papers, Banco de España, number 9626.
• Umberto Della Mea, 1996, "Riesgo cambiario y riesgo tasa de interés en la banda de flotación," Documentos de trabajo, Banco Central del Uruguay, number 1996004, Aug.
• John Barkoulas & Christopher F. Baum, 1996, "Time-Varying Risk Premia in the Foreign Currency Futures Basis," Boston College Working Papers in Economics, Boston College Department of Economics, number 281., Jan.
• John Barkoulas & Christopher F. Baum, 1996, "A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency," Boston College Working Papers in Economics, Boston College Department of Economics, number 311., Feb.
• Keir Armstrong, 1996, "A Restricted-Domain Multilateral Test Approach to the Theory of International Comparisons," Carleton Economic Papers, Carleton University, Department of Economics, number 96-03, Jul.
• Tony Latter, 1996, "The Choice of Exchange Rate Regime," Handbooks, Centre for Central Banking Studies, Bank of England, number 2, ISBN: ARRAY(0x758483e8), April.
• Frankel, Jeffrey A. & Rose, Andrew K., 1996, "Economic Structure and the Decision to Adopt a Common Currency," Center for International and Development Economics Research, Working Paper Series, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley, number qt0bw0h379, Aug.
• Frankel, Jeffrey A., 1996, "REcent Exchange Rate Experience and Proposals for Reform," Center for International and Development Economics Research, Working Paper Series, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley, number qt62f2p0w1, Jan.
• C Grafe & C Wyplosz, 1998, "The Real Exchange Rate in Transition Economies," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0395, Jul.
• Agnès Bénassy-Quéré, 1996, "Exchange Rate Regimes and Policies in Asia," Working Papers, CEPII research center, number 1996-07, Jul.
• Laurence Nayman & Jean Pisani-Ferry, 1996, "Élus et exclus de la monnaie unique," La Lettre du CEPII, CEPII research center, issue 143.
• Roberto Steiner, 1996, "La reciente afluencia de capital extranjero a Colombia," Coyuntura Económica, Fedesarrollo.
• Jayant Menon, 1996, "How Reliable are Intra-Industry Trade Measures as Indicators of Adjustment Costs?," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-119, Mar.
• Darvas, Zsolt, 1996, "Exchange Rate Premia and the Credibility of the Crawling Target Zone in Hungary," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1307, Jan.
• Sutherland, Alan, 1996, "Exchange Rate Dynamics and Financial Market Integration," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1337, Jan.
• Giovannetti, Giorgia & Samiei, Hossein, 1996, "Hysteresis in Exports," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1352, Feb.
• Spaventa, Luigi, 1996, "Out in the Cold? Outsiders and Insiders in 1999: Feasible and Unfeasible Options," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1379, Apr.
• Bayoumi, Tamim & Bordo, Michael D, 1996, "Getting Pegged: Comparing the 1879 and 1925 Gold Resumptions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1390, Apr.
• Eichengreen, Barry & Rose, Andrew K & Wyplosz, Charles, 1996, "Contagious Currency Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1453, Aug.
• Buiter, Willem H. & Corsetti, Giancarlo & Pesenti, Paolo, 1996, "Interpreting the ERM Crisis: Country-Specific and Systemic Issues," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1466, Oct.
• Buiter, Willem H. & Lago, Ricardo & Stern, Nicholas, 1996, "Promoting an Effective Market Economy in a Changing World," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1468, Oct.
• Dittmar, Robert & Neely, Christopher J & Weller, Paul, 1996, "Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1480, Sep.
• Flandreau, Marc, 1996, "The Burden of Intervention: Externalities in Multilateral Exchange Rates Arrangements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1504, Nov.
• Christian Zimmermann, 1996, "Business Cycles and Exchange Rate Regimes," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 45, Nov.
• Sachs, J. & Tornell, A. & Velasco, A., 1996, "The Mexican Peso Crisis: Sudden Death or Death Foretold?," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 96-20.
• Velasco, A., 1996, "When Are Fixed Exchange Rates Really Fixed?," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 96-42.
• Larrain R, G. & Winograd, C. D., 1996, "Privatisation massive, finances publiques et macroéconomie : le cas de l'Argentine et du Chili," DELTA Working Papers, DELTA (Ecole normale supérieure), number 96-26.
• Swarna D. Dutt, 1996, "Consistency and Exchange Rate Expectations," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 31, issue 2, pages 205-222, July.