Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

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• Mark David Witte, , "The Currency Denomination of Trade and Price Discrimination: The Euro after European Union Expansion," Working Papers, Department of Economics and Finance, College of Charleston, number 3.
• BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre, 2005, "News announcements, market activity and volatility in the euro/dollar foreign exchange market," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1787, Jan, DOI: 10.1016/j.jimonfin.2005.08.008.
• BAUWENS, Luc & RIME, Dagfinn & SUCARRAT, Genaro, 2006, "Exchange rate volatility and the mixture of distribution hypothesis," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1788, Jan, DOI: 10.1007/s00181-005-0005-x.
• PREMINGER, Arie & FRANCK, Raphael, 2007, "Forecasting exchange rates: a robust regression approach," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1917, Jan, DOI: 10.1016/j.ijforecast.2006.04.009.
• BEINE, Michel & BOS, Charles S. & LAURENT, Sébastien, 2006, "The impact of Central Bank FX interventions on currency components," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1980, Jan, DOI: 10.2139/ssrn.844704.
• BEINE, Michel & LAURENT, Sébastien & PALM, Franz C., 2009, "Central bank FOREX interventions assessed using realized moments," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2135, Jan, DOI: 10.1016/j.intfin.2007.09.001.
• BAUWENS, Luc & SUCARRAT, Genaro, 2010, "General-to-specific modelling of exchange rate volatility: a forecast evaluation," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2234, Jan, DOI: 10.1016/j.ijforecast.2010.07.001.
• Rasmas Fatum & Runjuan Liu & Jiadong Tong & Jiayun Xu, , "Beggar Thy Neighbor or Beggar Thy Domestic Firms? Evidence from 2000-2011 Chinese Customs Data," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_004.
• Joshua Aizenman & Mahir Binici, , "Exchange Market Pressure in OECD and Emerging Economies: Domestic vs. External Factors and Capital Flows in the Old and New Normal," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_005.
• Rasmas Fatum & Yohei Yamamoto & Guozhong Zhu, , "Is the Renminbi a safe haven?," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_018.
• Daniela Marconi, , "Currency Co-Movements In Asia-Pacific: The Regional Role Of The Renminbi," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_023.
• Kimberly A. Berg & Nelson Mark, 2017, "Measures of Global Uncertainty and Carry-Trade Excess Returns," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_002, Mar.
• Yin-Wong Cheung & Rasmus Fatum & Yohei Yamamoto, 2017, "The Exchange Rate Effects of Macro News after the Global Financial Crisis," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_007, May.
• Martin Berka & Michael B. Devereux & Charles Engel, 2017, "Real Exchange Rates and Sectoral Productivity in the Eurozone," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_009, May.
• Shuo Cao & Huichou Huang & Ruirui Liu & Ronald MacDonald, 2017, "The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_013, Jul.
• Ingomar Krohn & Vladyslav Sushko, 2017, "Liquidity in FX spot and forward markets," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_019, Dec.
• Woojin Choi & Alan M. Taylor, 2018, "Precaution Versus Mercantilism: Reserve Accumulation, Capital Controls, and the Real Exchange Rate," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_003, May.
• Youngjin Yun, 2018, "Reserve Accumulation and Bank Lending: Evidence from Korea," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_007, Jun.
• Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2018, "The RMB Central Parity Formation Mechanism: August 2015 to December 2016," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_010, Jun.
• Rasmus Fatum & Runjuan Liu & Jiadong Tong & Jiayun Xu, 2018, "Beggar Thy Neighbor or Beggar Thy Domestic Firms? Evidence from 2000-2011 Chinese Customs Data," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_021, Jul.
• Michele Ca' Zorzi & Micha􏰀l Rubaszek, 2018, "Exchange rate forecasting on a napkin," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_025, Dec.
• Joshua Aizenman & Ying-Wong Cheung & Hiro Ito, 2019, "The Interest Rate Effect on Private Saving: Alternative Perspectives," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_004, Jan.
• Christoph Fischer, 2019, "Equilibrium real exchange rate estimates across time and space," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_008, May.
• Yin-Wong Cheung & Sven Steinkamp & Frank Westermann, 2019, "A Tale of Two Surplus Countries: China and Germany," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_010, May.
• Yin-Wong Cheung & Robert N McCauley & Chang Shu, 2019, "Geographic spread of currency trading: The renminbi and other EM currencies," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_011, May.
• Zsolt DARVAS & Zoltán SCHEPP, 2008, "Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates," EcoMod2008, EcoMod, number 23800026, Jul.
• Michael KUEHL, 2008, "Strong Comovements of Exchange Rates: Theoretical and Empirical Cases when Currencies Become the Same Asset," EcoMod2008, EcoMod, number 23800071, Jul.
• Ferhan SALMAN & Tolga CASKURLU & Mustafa PINAR & Aslihan SALIH, 2008, "Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming," EcoMod2008, EcoMod, number 23800121, Jul.
• Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas Quising, 2007, "Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach: The Case of Developing Asia," EcoMod2007, EcoMod, number 23900071, Jul.
• Nicole GLANEMANN & Michael FUNKE & Yu-Fu CHEN, 2010, "Off-the-Record Target Zones: Theory with an Application to Hong Kong´s Currency Board," EcoMod2010, EcoMod, number 259600064, May.
• Timo WOLLMERSHAEUSER & Robert SCHMIDT, 2010, "Sterilized Foreign Exchange Market Interventions in a Chartist-Fundamentalist Exchange Rate Model," EcoMod2004, EcoMod, number 330600162, Jan.
• DRINE Imed & RAULT Christophe, 2010, "Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests," EcoMod2003, EcoMod, number 330700045, Jan.
• Richter Christian & Hallet Andrew Hughes, 2010, "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," EcoMod2002, EcoMod, number 330800057, Jan.
• Amalia Morales-Zumaquero & Simon Sosvilla-Rivero, , "Structural Breaks in Volatility: Evidence from the OECD Real Exchange Rates," Working Papers, FEDEA, number 2004-22.
• Simón Sosvilla-Rivero & Julián Andrada-Félix & Fernando Fernández-Rodríguez, , "Further evidence on technical analysis and profitability of foreign exchange intervention," Working Papers, FEDEA, number 99-01.
• Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, , "Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers on International Economics and Finance, FEDEA, number 00-02.
• Bernardo Moreno & José L. Torres, , "Uniform Output Subsidies in an Economic Union with Firms Heterogeneity," Working Papers on International Economics and Finance, FEDEA, number 00-06.
• Mariam Camarero & Cecilio Tamarit, , "A panel cointegration approach to the estimation of the peseta real exchange rate," Working Papers on International Economics and Finance, FEDEA, number 01-08.
• Simon Sosvilla-Rivero & Reyes Maroto Illera, , "Regimen Changes and Duration in the European Monetary System," Working Papers on International Economics and Finance, FEDEA, number 02-05.
• Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, , "An empirical examination of exchange-rate credibility determinants in the EMS," Working Papers on International Economics and Finance, FEDEA, number 04-01.
• José García Solanes & Fernando Torrejón Flores, , "Testing the BalassA-Samuelson hypothesis in two different groups of countries: OECD and Latin America," Working Papers on International Economics and Finance, FEDEA, number 05-02.
• Francisco J. Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge V. Pérez-Rodríguez & Simón Sosvilla-Rivero, , "Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998," Working Papers on International Economics and Finance, FEDEA, number 05-03.

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• Marina Tkalec, 2012, "The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 3, pages 278-296, July.
• Miguel Gouvêa & António Portugal Duarte, 2011, "Choice and Performance of Exchange Rate Regimes in Developing Countries: The Case of Chile," Book Chapters, Institute of Economic Sciences, chapter 19, in: Stefan Bogdan Salej & Dejan Eric & Srdjan Redzepagic & Ivan Stosic, "Contemporary Issues in the Integration Processes of Western Balkan Countries in the European Union".
• Hidehiko Matsumoto, 2022, "Foreign Reserve Accumulation, Foreign Direct Investment, and Economic Growth," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 43, pages 241-262, January, DOI: 10.1016/j.red.2021.02.002.
• Dąbrowski, Marek A., None, "Oddziaływanie akumulacji rezerw dewizowych na wzrost gospodarczy w krajach na średnim poziomie rozwoju," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2014, issue 5, DOI: 10.22004/ag.econ.358774.
• Dąbrowski, Marek A., None, "Jakość danych o rezerwach dewizowych a kryzysy finansowe w gospodarkach wschodzących," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2015, issue 3, DOI: 10.22004/ag.econ.359005.
• Martínez-García Enrique, 2010, "A Model of the Exchange Rate with Informational Frictions," The B.E. Journal of Macroeconomics, De Gruyter, volume 10, issue 1, pages 1-39, January, DOI: 10.2202/1935-1690.1969.
• Lewis Vivien & Markiewicz Agnieszka, 2009, "Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-24, April, DOI: 10.2202/1935-1690.1854.
• Menzies Gordon Douglas & Zizzo Daniel John, 2009, "Inferential Expectations," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-27, December, DOI: 10.2202/1935-1690.1710.
• Rodríguez-López Jesús & Rodriguez Mendizabal Hugo, 2006, "How Tight Should One's Hands be Tied? Fear of Floating and the Credibility of Exchange Rate Regimes," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 1, pages 1-25, March, DOI: 10.2202/1534-5998.1401.
• Papadopoulos Konstantinos G., 2008, "Purchasing Power Parity with Strategic Markets," The B.E. Journal of Theoretical Economics, De Gruyter, volume 8, issue 1, pages 1-32, June, DOI: 10.2202/1935-1704.1418.
• Banaian King & Lo Ming Chien, 2006, "Indexing Speculative Pressure on an Exchange Rate Regime: A Case Study of Macedonia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-21, March, DOI: 10.2202/1558-3708.1254.
• Kiliç Rehim, 2007, "Conditional Volatility and Distribution of Exchange Rates: GARCH and FIGARCH Models with NIG Distribution," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 3, pages 1-33, September, DOI: 10.2202/1558-3708.1430.
• Bowden Roger J. & Zhu Jennifer Z, 2007, "Which Are the World's Wobblier Currencies? Reference Exchange Rates and Their Variation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 3, pages 1-32, September, DOI: 10.2202/1558-3708.1432.
• Chan Wing Hong, 2008, "Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 2, pages 1-25, May, DOI: 10.2202/1558-3708.1571.
• Juvenal Luciana & Taylor Mark P., 2008, "Threshold Adjustment of Deviations from the Law of One Price," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 3, pages 1-46, September, DOI: 10.2202/1558-3708.1520.
• Chong Terence T. L. & He Qing & Hinich Melvin J, 2008, "The Nonlinear Dynamics of Foreign Reserves and Currency Crises," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 4, pages 1-18, December, DOI: 10.2202/1558-3708.1605.
• Lo Ming Chien, 2008, "Nonlinear PPP Deviations: A Monte Carlo Investigation of Their Unconditional Half-Life," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 4, pages 1-31, December, DOI: 10.2202/1558-3708.1482.
• Herwartz Helmut & Roestel Jan, 2009, "Monetary Independence under Floating Exchange Rates: Evidence Based on International Breakeven Inflation Rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 4, pages 1-25, September, DOI: 10.2202/1558-3708.1655.
• Laakkonen Helinä & Lanne Markku, 2009, "Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 1, pages 1-38, December, DOI: 10.2202/1558-3708.1637.
• Nicolau João, 2011, "Purchasing Power Parity Analyzed from a Continuous-Time Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 3, pages 1-26, May, DOI: 10.2202/1558-3708.1773.
• Westerhoff Frank H. & Reitz Stefan, 2003, "Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 4, pages 1-15, December, DOI: 10.2202/1558-3708.1125.
• Baghli Mustapha, 2005, "Nonlinear Error-Correction Models for the FF/DM Rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 1, pages 1-43, March, DOI: 10.2202/1558-3708.1085.
• Smallwood Aaron D, 2005, "Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 2, pages 1-30, June, DOI: 10.2202/1558-3708.1227.
• Jean Pisani-Ferry, 1994, "Union monétaire et convergence : qu'avons nous appris ?," Working Papers, CEPII research center, number 1994-14, Dec.
• Moussa Diaby & Hélène Ferrer & Fabrice Valognes, 2013, "A Social Choice Approach to Primary Resource Management: The rubber tree Case in Africa," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 201305, Jan.
• M. Hadzi-Vaskov & C.J.M. Kool, 2006, "The Importance of Interest Rate Volatility in Empirical Tests of Uncovered Interest Parity," Working Papers, Utrecht School of Economics, number 06-16.
• M. Hadzi-Vaskov, 2007, "Does the Nominal Exchange Rate Explain the Backus-Smith Puzzle? Evidence from the Eurozone," Working Papers, Utrecht School of Economics, number 07-32.
• M. Hadzi-Vaskov & C.J.M. Kool, 2007, "Stochastic Discount Factor Approach to International Risk-Sharing: Evidence from Fixed Exchange Rate Episodes," Working Papers, Utrecht School of Economics, number 07-33.
• M. Hadzi-Vaskov & C.J.M. Kool, 2007, "Stochastic Discount Factor Approach to International Risk-Sharing:A Robustness Check of the Bilateral Setting," Working Papers, Utrecht School of Economics, number 07-34.
• Prachi Mishra & Antonio Spilimbergo & Peter Montiel, 2010, "Monetary transmission in low income countries," Department of Economics Working Papers, Department of Economics, Williams College, number 2010-14, Jul.