Research classified by Journal of Economic Literature (JEL) codes

2017

• Beckmann, Joscha & Czudaj, Robert, 2017, "The impact of uncertainty on professional exchange rate forecasts," Journal of International Money and Finance, Elsevier, volume 73, issue PB, pages 296-316, DOI: 10.1016/j.jimonfin.2017.02.009.
• Liu, Zheng & Spiegel, Mark M. & Tai, Andrew, 2017, "Measuring the effects of dollar appreciation on Asia: A FAVAR approach," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 353-370, DOI: 10.1016/j.jimonfin.2017.02.025.
• Jäger, Jannik & Grigoriadis, Theocharis, 2017, "The effectiveness of the ECB’s unconventional monetary policy: Comparative evidence from crisis and non-crisis Euro-area countries," Journal of International Money and Finance, Elsevier, volume 78, issue C, pages 21-43, DOI: 10.1016/j.jimonfin.2017.07.021.
• Suh, Sangwon, 2017, "Sudden stops of capital flows to emerging markets: A new prediction approach," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 289-308, DOI: 10.1016/j.iref.2016.12.013.
• Caraiani, Petre, 2017, "Evaluating exchange rate forecasts along time and frequency," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 60-81, DOI: 10.1016/j.iref.2017.05.002.
• Mensah, Jones Odei & Premaratne, Gamini, 2017, "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 516-546, DOI: 10.1016/j.ribaf.2017.05.001.
• Kremens, Lukas & Martin, Ian, 2017, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118945, Nov.
• Kremens, Lukas & Martin, Ian, 2017, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118961, Aug.
• Iman Gunadi & Apsari Dharmesti & Aghnia Yurizkanti, 2017, "An Analytical Tool for Forex Transaction," EcoMod2017, EcoMod, number 10403, Jul.
• Levan Efremidze & Sungsoo Kim & Ozan Sula & Thomas D. Willett, 2017, "The relationships among capital flow surges, reversals and sudden stops," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 9, issue 4, pages 393-413, November, DOI: 10.1108/JFEP-03-2017-0021.
• Thomas Walther, 2017, "Expected shortfall in the presence of asymmetry and long memory," Pacific Accounting Review, Emerald Group Publishing Limited, volume 29, issue 2, pages 132-151, April, DOI: 10.1108/PAR-06-2016-0063.
• Patricia Jackson (ed.), 2017, "Brexit and the implications for financial services," SUERF Studies, SUERF - The European Money and Finance Forum, number 2017/1, ISBN: ARRAY(0x828ecd58), May.
• Ernest Gnan and Donato Masciandaro (ed.), 2017, "New Challenges in Central Banking:Monetary Policy Governance and Macroprudential Issues," SUERF Studies, SUERF - The European Money and Finance Forum, number 2017/2, ISBN: ARRAY(0x822bb620), May.
• K. Karno, 2017, "Gravity Modeling Approach for Indonesia's Exports with ten Asian Countries," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 3, pages 3-20.
• Jonathan Benchimol & Makram El-Shagi, 2017, "Forecast Performance in Times of Terrorism," CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China, number 2017/1, Dec.
• Makram El-Shagi & Yizhuang Zheng, 2017, "Money Demand in China: A Meta-Study," CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China, number 2017/3, Dec.
• Mark M. Spiegel & Andrew Tai, 2017, "International Transmission of Japanese Monetary Shocks Under Low and Negative Interest Rates: A Global Favar Approach," Working Paper Series, Federal Reserve Bank of San Francisco, number 2017-8, Feb, DOI: 10.24148/wp2017-08.
• Sri Andaiyani & Telisa Aulia Falianty, 2017, "Asean Credit Growth And Asset Price Response To Global Financial Cycle," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 2, pages 203-228, October, DOI: https://doi.org/10.21098/bemp.v20i2.
• Fabian Ackermann & Walt Pohl & Karl Schmedders, 2017, "Optimal and Naive Diversification in Currency Markets," Management Science, INFORMS, volume 63, issue 10, pages 3347-3360, October, DOI: 10.1287/mnsc.2016.2497.
• Mariusz Prochniak & Katarzyna Wasiak, 2017, "The impact of the financial system on economic growth in the context of the global crisis: empirical evidence for the EU and OECD countries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 2, pages 295-337, May, DOI: 10.1007/s10663-016-9323-9.
• Dimitris A. Georgoutsos & Georgios P. Kouretas, 2017, "The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective," Open Economies Review, Springer, volume 28, issue 5, pages 989-1010, November, DOI: 10.1007/s11079-017-9468-6.
• Ahmed KHATTAB & Abid IHADIYAN, 2017, "Financial gradualism and banking crises in North Africa region: an investigation by a panel logit model," Journal of Economics and Political Economy, KSP Journals, volume 4, issue 4, pages 343-355, December.
• Christopher E.S. Warburton, 2017, "A Theory of Currency Unions and Equity Price Shocks," Journal of Reviews on Global Economics, Lifescience Global, volume 6, pages 68-86.
• Antoine Kornprobst, 2017, "Winning Investment Strategies Based on Financial Crisis Indicators," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17039, Sep.
• Ryan Greenaway-McGrevy & Donggyu Sul & Nelson Mark & Jyh-Lin Wu, 2017, "Identifying Exchange Rate Common Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 23726, Aug.
• Mihai Berinde & Liana Mester & Dana Petrica, 2017, "International Legal Regulation On Foreigne Direct Investments," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 294-299, December.
• Coble, David & Pincheira, Pablo, 2017, "Nowcasting Building Permits with Google Trends," MPRA Paper, University Library of Munich, Germany, number 76514, Feb.
• Pincheira, Pablo, 2017, "A Power Booster Factor for Out-of-Sample Tests of Predictability," MPRA Paper, University Library of Munich, Germany, number 77027, Feb.
• Works, Richard & Haan, Perry, 2017, "An Empirical Study of Japanese and South Korean Exchange Rates Using the Sticky-Price Monetary Theory," MPRA Paper, University Library of Munich, Germany, number 77235, Mar.
• Keskinsoy, Bilal, 2017, "Taxi, Takeoff and Landing: Behavioural Patterns of Capital Flows to Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 78129, Mar.
• Ratnasari, Anggraeni & Widodo, Tri, 2017, "Exchange Market Pressure and Monetary Policies in ASEAN5," MPRA Paper, University Library of Munich, Germany, number 81543, Sep.
• Hegadekatti, Kartik & S G, Yatish, 2017, "The Programmable Economy: Envisaging an Entire Planned Economic System as a Single Computer through Blockchain Networks," MPRA Paper, University Library of Munich, Germany, number 82831, Mar, revised 16 May 2017.
• Cifarelli, Giulio & Paesani, Paolo, 2017, "On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016," MPRA Paper, University Library of Munich, Germany, number 84009, Oct.
• Di Filippo, Gabriele, 2017, "What Drives Gross Flows in Equity and Investment Fund Shares in Luxembourg?," MPRA Paper, University Library of Munich, Germany, number 84200, Mar, revised 26 Jan 2018.
• Ganbold, Batzorig & Akram, Iqra & Fahrozi Lubis, Raisal, 2017, "Exchange rate volatility: A forecasting approach of using the ARCH family along with ARIMA SARIMA and semi-structural-SVAR in Turkey," MPRA Paper, University Library of Munich, Germany, number 84447, revised 2017.
• Martin Mandel & Tran Van Quang, 2017, "Empirická verifikace exportní funkce s akcentem na vliv kurzu české koruny k euru
  [An Empirical Verification of Export Function Focused on the Impact of EUR/CZK Exchange Rate]," Politická ekonomie, Prague University of Economics and Business, volume 2017, issue 6, pages 649-668, DOI: 10.18267/j.polek.1168.
• Oğuz Tümtürk, 2017, "Exchange Rates and Monetary Fundamentals: Evidence from Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 3, pages 379-394.
• Rimona Palas & Amos Baranes, 2017, "The Prediction of Earnings Movement Using Mandated XBRL data ? Industry Analysis," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4507381, Apr.
• Michał Chojnowski & Piotr Dybka, 2017, "Is Exchange Rate Moody? Forecasting Exchange Rate with Google Trends Data," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 2, issue 1, pages 1-21, June, DOI: 10.33119/ERFIN.2017.2.1.1.
• Andrzej Wojtyna, 2017, "Nowa faza dyskusji o kontroli międzynarodowych przepływów kapitału," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 5-29.
• Ihsan Erdem Kayral & Semra Karacaer, 2017, "Research of the Causalities US Stock Market Returns and G-7 Countries’ Stock Market Volatilities from Pre-Crisis to Post-Crisis of 2008," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 7, issue 4, pages 1-3.
• Andreas Hadjixenophontos & Christos Christodoulou-Volos, 2017, "Predictability of Foreign Exchange Rates with the AR(1) Model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 4, pages 1-3.
• Ihsan Erdem Kayral & Semra Karacaer, 2017, "Analysis of the Effects of the US Stock Market Returns and Exchange Rate Changes on Emerging Market Economies’ Stock Market Volatilities," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 5, pages 1-5.
• Viktor Shevchuk, 2017, "The Impact of Anticipated and Unanticipated Exchange Rate Variability in Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 241, pages 34-47, DOI: 10.26531/vnbu2017.241.033.
• Amat Adarov, 2017, "Financial Cycles in Credit, Housing and Capital Markets: Evidence from Systemic Economies," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 140, Dec.
• Mark Joy & Marek Rusnák & Kateřina Šmídková & Bořek Vašíček, 2017, "Banking and Currency Crises: Differential Diagnostics for Developed Countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 44-67, January.
• Morris Goldstein & Graciela Kaminsky & Carmen Reinhart, 2017, "Methodology and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "TRADE CURRENCIES AND FINANCE".
• Funke, Michael & Loermann, Julius & Tsang, Andrew, 2017, "The information content in the offshore Renminbi foreign-exchange option market: Analytics and implied USD/CNH densities," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 15/2017.
• Caballero, Julián & Fernández, Andrés, 2017, "On corporate borrowing, credit spreads and economic activity in emerging economies: An empirical investigation," Bank of Finland Research Discussion Papers, Bank of Finland, number 31/2017.
• Kunze, Frederik, 2017, "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 326.
• Heidorn, Thomas & Maier, F. & Winker, M., 2017, "The effectiveness of seasonal investments in European Share Portfolios," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 224.
• Haskamp, Ulrich, 2017, "Forecasting exchange rates: The time-varying relationship between exchange rates and Taylor rule fundamentals," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 704, DOI: 10.4419/86788818.
• Haselmann, Rainer & Schoenherr, David & Vig, Vikrant, 2017, "Rent-seeking in elite networks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 132, revised 2017, DOI: 10.2139/ssrn.2911062.

2016

• Christian Nsiah, 2016, "Purchasing Power Parity for African Countries: The Impact of the 2007-2008 "Great Recession"," Journal of African Development, African Finance and Economic Association (AFEA), volume 18, issue 2, pages 91-108.
• Olani, Adugna, 2016, "Dynamic Capital inflow transmission of monetary policy to emerging markets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274684, Mar, DOI: 10.22004/ag.econ.274684.
• Davide Romelli & Cristina Terra & Enrico Vasconcelos, 2016, "Current Account and Real Exchange Rate changes: the impact of trade openness," Working Papers Series, Central Bank of Brazil, Research Department, number 437, May.
• Rudan Wang & Bruce Morley & Javier Ordóñez, 2016, "The Taylor Rule, Wealth Effects and the Exchange Rate," Review of International Economics, Wiley Blackwell, volume 24, issue 2, pages 282-301, May.
• Sangwon Suh & Byung-Soo Koo, 2016, "Spillovers from U.S. Unconventional Monetary Policy and Its Normalization to Emerging Markets: A Capital Flow Perspective," Working Papers, Economic Research Institute, Bank of Korea, number 2016-4, Mar.
• Julian P. Veley & Brian C. Payne & Jiri Tresl & Wilfredo Toledo, 2016, "Implied Volatility Around the World : Geographical Markets and Asset Classes," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp562, Apr.
• Shiu-Sheng Chen, 2016, "Commodity prices and related equity prices," Canadian Journal of Economics, Canadian Economics Association, volume 49, issue 3, pages 949-967, August, DOI: 10.1111/caje.12220.
• Marcellino, Massimiliano & Abbate, Angela, 2016, "Point, interval and density forecasts of exchange rates with time-varying parameter models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11559, Oct.
• Issam BOUSALAM, 2016, "Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation," Turkish Economic Review, EconSciences Journals, volume 3, issue 1, pages 160-169, March.
• Betãœl Gãœr, 2016, "An Analysis of the Relationship Between Foreign Direct Investment and Sociopolitical Factors via the Use of Panel Regression," Eurasian Eononometrics, Statistics and Emprical Economics Journal, Eurasian Academy Of Sciences, volume 3, issue 3, pages 43-55, February, DOI: 10.17740/eas.stat.2016�V3ââ.
• Ca' Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2016, "Exchange rate forecasting with DSGE models," Working Paper Series, European Central Bank, number 1905, May.
• Mustafa Mete & Mehmet Akif Destek, 2016, "An Empirical Research on Fragile Eight Countries," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 782-785.
• Laitinen, Erkki K. & Suvas, Arto, 2016, "Financial distress prediction in an international context: Moderating effects of Hofstede’s original cultural dimensions," Journal of Behavioral and Experimental Finance, Elsevier, volume 9, issue C, pages 98-118, DOI: 10.1016/j.jbef.2015.11.003.
• Duyvesteyn, Johan & Martens, Martin & Verwijmeren, Patrick, 2016, "Political risk and expected government bond returns," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 498-512, DOI: 10.1016/j.jempfin.2016.01.016.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2016, "A melting pot — Gold price forecasts under model and parameter uncertainty," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 282-291, DOI: 10.1016/j.irfa.2016.10.010.
• Kang, Sang Hoon & Yoon, Seong-Min, 2016, "Dynamic spillovers between Shanghai and London nonferrous metal futures markets," Finance Research Letters, Elsevier, volume 19, issue C, pages 181-188, DOI: 10.1016/j.frl.2016.07.010.
• Sarlin, Peter, 2016, "Macroprudential oversight, risk communication and visualization," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 160-179, DOI: 10.1016/j.jfs.2015.12.005.
• Tsuchiya, Yoichi, 2016, "Asymmetric loss and rationality of Chinese renminbi forecasts: An implication for the trade between China and the US," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 44, issue C, pages 116-127, DOI: 10.1016/j.intfin.2016.05.001.
• Ahmed, Shamim & Tsvetanov, Daniel, 2016, "The predictive performance of commodity futures risk factors," Journal of Banking & Finance, Elsevier, volume 71, issue C, pages 20-36, DOI: 10.1016/j.jbankfin.2016.06.011.
• Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio, 2016, "Volatility risk premia and exchange rate predictability," Journal of Financial Economics, Elsevier, volume 120, issue 1, pages 21-40, DOI: 10.1016/j.jfineco.2016.02.015.
• Jacobs, Heiko, 2016, "Market maturity and mispricing," Journal of Financial Economics, Elsevier, volume 122, issue 2, pages 270-287, DOI: 10.1016/j.jfineco.2016.01.030.
• Beckmann, Joscha & Schüssler, Rainer, 2016, "Forecasting exchange rates under parameter and model uncertainty," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 267-288, DOI: 10.1016/j.jimonfin.2015.07.001.
• Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016, "Exchange rate predictability in a changing world," Journal of International Money and Finance, Elsevier, volume 62, issue C, pages 1-24, DOI: 10.1016/j.jimonfin.2015.12.001.
• Daude, Christian & Levy Yeyati, Eduardo & Nagengast, Arne J., 2016, "On the effectiveness of exchange rate interventions in emerging markets," Journal of International Money and Finance, Elsevier, volume 64, issue C, pages 239-261, DOI: 10.1016/j.jimonfin.2016.01.004.
• Elias, Christopher J., 2016, "A heterogeneous agent exchange rate model with speculators and non-speculators," Journal of Macroeconomics, Elsevier, volume 49, issue C, pages 203-223, DOI: 10.1016/j.jmacro.2016.07.006.
• Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R., 2016, "Optimal capital controls and real exchange rate policies: A pecuniary externality perspective," Journal of Monetary Economics, Elsevier, volume 84, issue C, pages 147-165, DOI: 10.1016/j.jmoneco.2016.10.004.
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016, "Gold, oil, and stocks: Dynamic correlations," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 186-201, DOI: 10.1016/j.iref.2015.08.006.
• Stocker, Marshall L., 2016, "The price of freedom: Idiosyncratic currency devaluations," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 312-325, DOI: 10.1016/j.ribaf.2016.03.016.
• Lin, Yatang, 2016, "Where does the wind blow? Green preferences and spatial misallocation in renewable energy sector," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66442, Apr.
• Anh Tuan Bui & Lance A. Fisher, 2016, "The relative term structure and the Australian-US exchange rate," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 3, pages 417-436, August, DOI: 10.1108/SEF-05-2014-0089.
• Michael Flaherty & Arkady Gevorkyan & Siavash Radpour & Willi Semmler, 2016, "Financing Climate Policies Through Climate Bonds," SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School, number 2016-03, Mar.
• Enrique Martínez García, 2016, "Quantitative assessment of the role of incomplete asset markets on the dynamics of the real exchange rate," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 262, Jan, DOI: 10.24149/gwp262.
• Zheng Liu & Mark M. Spiegel & Andrew Tai, 2016, "Measuring the Effects of Dollar Appreciation on Asia: A Favar Approach," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-30, Nov, DOI: 10.24148/wp2016-30.
• Anna V. Valkova, 2016, "Asian Infrastructure Investment Bank: New Financial Initiatives in the Asia-Pacific Region," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 23-32, February.
• Andrey S. Kizimov & Nadezhda A. Kuzmina & Milyausha R. Pinskaya, 2016, "Tax Control of Transfer Pricing on Intangible Assets," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 7-15, June.
• Yuxuan Huang, 2016, "Forecasting the USD/CNY Exchange Rate under Different Policy Regimes," Working Papers, The George Washington University, The Center for Economic Research, number 2016-001, Jan.
• Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2016, "Interest rates, Eurobonds and intra-European exchange rate misalignments: The challenge of sustainable adjustments in the Eurozone," Working Papers, HAL, number hal-01295438, Mar.
• Eichler, Stefan & Roevekamp, Ingmar, 2016, "A market-based indicator of currency risk: Evidence from American Depositary Receipts," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-572, Feb.
• Anwar Al-Gasaymeh & John Kasem, 2016, "Long-Run Purchasing Power Parity And Exchange Rates: Evidence From The Middle East," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 2, pages 41-53.
• Gokcen Ogruk, 2016, "Carry Trade Strategies With Factor Augmented Macro Fundamentals: A Dynamic Markov-Switching Factor Model," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 3, pages 11-28.
• Caballero, Julián & Fernandez, Andres & Park, Jongho, 2016, "On Corporate Borrowing, Credit Spreads and Economic Activity in Emerging Economies: An Empirical Investigation," IDB Publications (Working Papers), Inter-American Development Bank, number 7793, Aug, DOI: http://dx.doi.org/10.18235/0011756.
• Natasia Engeline S & Salomo Posmauli Matondang, 2016, "Early Warning System And Currency Volatility Management In Emerging Market," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 19, issue 2, pages 129-152, October, DOI: https://doi.org/10.21098/bemp.v19i2.
• Yunjung Kim & Cheolbeom Park, 2016, "Are Exchange Rates Disconnected from Macroeconomic Variables? Evidence from the Factor Approach," Discussion Paper Series, Institute of Economic Research, Korea University, number 1606.
• Christian Grisse & Thomas Nitschka, 2016, "Exchange Rate Returns and External Adjustment: Evidence from Switzerland," Open Economies Review, Springer, volume 27, issue 2, pages 317-339, April, DOI: 10.1007/s11079-015-9376-6.
• Michele Ca’ Zorzi & Jakub Muck & Michal Rubaszek, 2016, "Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses," Open Economies Review, Springer, volume 27, issue 3, pages 585-609, July, DOI: 10.1007/s11079-015-9386-4.
• Enrique Martínez-García, 2016, "A Quantitative Assessment of the Role of Incomplete Asset Markets on the Dynamics of the Real Exchange Rate," Open Economies Review, Springer, volume 27, issue 5, pages 945-967, November, DOI: 10.1007/s11079-016-9402-3.
• Issam BOUSALAM, 2016, "Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation," Turkish Economic Review, KSP Journals, volume 3, issue 1, pages 160-169, March.
• Pantelis Promponas & David Alan Peel, 2016, "Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K," Working Papers, Lancaster University Management School, Economics Department, number 144439514.
• Kelly Burns, 2016, "A Reconsideration of the Meese-Rogoff Puzzle: An Alternative Approach to Model Estimation and Forecast Evaluation," Multinational Finance Journal, Multinational Finance Journal, volume 20, issue 1, pages 41-83, March.
• Mihai Berinde & Dana Petrica & Liana Mester, 2016, "Influences On The Quantum Of Damages Awarded At Icsid," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 94-102, July.
• Bugnar Nicoleta Georgeta & Fora Andreea Florina, 2016, "The Impact Of The National Strategy For Research And Innovation On The Economic Development Of A Country," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 27-34, December.
• Bugnar Nicoleta Georgeta & Mester Liana Eugenia & Fora Andreea Florina, 2016, "Innovation And International Competitiveness Of A Country," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 35-43, December.
• Pasquale Della Corte & Steven J. Riddiough & Lucio Sarno, 2016, "Currency Premia and Global Imbalances," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 8, pages 2161-2193.
• Monika Hadas-Dyduch, 2016, "Econometric-wavelet prediction in spatial aspect," Working Papers, Institute of Economic Research, number 30/2016, Jun, revised Jun 2016.
• BOUSALAM, Issam & HAMZAOUI, Moustapha & ZOUHAYR, Otman, 2016, "Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation," MPRA Paper, University Library of Munich, Germany, number 69636, Jan.
• luo, yinghao, 2016, "Nonlinear Trend and Purchasing Power Parity," MPRA Paper, University Library of Munich, Germany, number 73817, Sep.
• Bua, Giovanna & Trecroci, Carmine, 2016, "International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?," MPRA Paper, University Library of Munich, Germany, number 74771, Oct.
• Works, Richard Floyd, 2016, "Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory," MPRA Paper, University Library of Munich, Germany, number 76382, Dec.
• Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2016, "The Depreciation of the Pound Post-Brexit: Could it have been Predicted?," Working Papers, University of Pretoria, Department of Economics, number 201670, Sep.
• Tomáš Bunčák, 2016, "Exchange Rates Forecasting: Can Jump Models Combined with Macroeconomic Fundamentals Help?," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 5, pages 527-546, DOI: 10.18267/j.pep.581.
• Jan Hanousek & Evžen Kočenda & Jan Novotný, 2016, "Shluková analýza skoků na kapitálových trzích
  [Cluster Analysis of Jumps on Capital Markets]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 2, pages 127-144, DOI: 10.18267/j.polek.1059.
• Jan Hanousek & Anastasiya Shamshur & Jiří Trešl, 2016, "Vliv korupčního prostředí na efektivitu firem v nových zemích Evropské unie
  [Corruption and Firm Efficiency in New EU Countries]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 8, pages 905-921, DOI: 10.18267/j.polek.1117.
• Nasha Ananchotikul & Longmei Zhang, 2016, "Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 36, Jul.
• Adugna Olani, 2016, "Dynamic Capital Inflow Transmission Of Monetary Policy To Emerging Markets," Working Paper, Economics Department, Queen's University, number 1358, Mar.
• Mohebalah Motahari & Mohammad Reza Lotfali Pour & Mohammad Taher Ahmadi Shadmehri, 2016, "Introducing an Early Warning System of Exchange Rate Volatility in Iranian Exchange Market: Markov Switching GARCH Method," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 2, issue 4, pages 71-92.
• Jing-Tung WU, 2016, "The Markov-switching Granger Causality of Asia-Pacific Exchange Rates," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 94-115, September.
• Achim BACKHAUS & Aliya ZHAKANOVA ISIKSAL, 2016, "The Impact of Momentum Factors on Multi Asset Portfolio," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 146-169, December.
• Mariusz Próchniak & Katarzyna Wasiak, 2016, "The impact of macroeconomic performance on the stability of financial system in the EU countries," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 41, pages 145-160.
• Fabio Comelli, 2016, "Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 6, pages 5-22, June, DOI: 10.7172/2353-6845.jbfe.2016.2.1.
• Bradley A. Jones, 2016, "Spotting Bubbles: A Two-Pillar Framework for Policy Makers," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 6, pages 90-112, June, DOI: 10.7172/2353-6845.jbfe.2016.2.5.
• Pinar Yesin, 2016, "Exchange Rate Predictability and State-of-the-Art Models," Working Papers, Swiss National Bank, number 2016-02.
• Hsiu-Hsin Ko, 2016, "Exchange Rate Predictability in Finite Samples," The Japanese Economic Review, Springer, volume 67, issue 3, pages 361-378, September, DOI: 10.1111/jere.12097.
• Juan Jose Echavarria & Mauricio Villamizar-Villegas, 2016, "Great expectations? evidence from Colombia’s exchange rate survey," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 25, issue 1, pages 1-27, December, DOI: 10.1007/s40503-016-0033-2.
• Pinar Yesin, 2016, "Exchange Rate Predictability and State-of-the-Art Models," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.03, Mar.
• Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2016, "Interest rates, Eurobonds and intra-European exchange rate misalignments: The challenge of sustainable adjustments in the Eurozone," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2016-19.
• Shiu‐Sheng Chen, 2016, "Commodity prices and related equity prices," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 49, issue 3, pages 949-967, August, DOI: 10.1111/caje.12220.
• Abbate, Angela & Marcellino, Massimiliano, 2016, "Point, interval and density forecasts of exchange rates with time-varying parameter models," Discussion Papers, Deutsche Bundesbank, number 19/2016.
• Jäger, Jannik & Grigoriadis, Theocharis, 2016, "Soft budget constraints, European Central Banking and the financial crisis," Discussion Papers, Free University Berlin, School of Business & Economics, number 2016/7.
• Eichler, Stefan & Roevekamp, Ingmar, 2016, "A Market-based Indicator of Currency Risk: Evidence from American Depositary Receipts," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 4/2016.
• Beckmann, Joscha & Czudaj, Robert, 2016, "The impact of uncertainty on professional exchange rate forecasts," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 637, DOI: 10.4419/86788741.
• Rövekamp, Ingmar & Eichler, Stefan, 2016, "A market-based indicator of currency risk: Evidence from American Depositary Receipts," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145791.

2015

• Gábor Kutasi, 2015, "Banking contagion under different exchange rate regimes in CEE," Society and Economy, Akadémiai Kiadó, Hungary, volume 37, issue 1, pages 109-127, March.
• Mohsen Bahmani-Oskooee & Hanafiah Harvey, 2015, "Impact of Exchange Rate Volatility and Commodity Trade between U.S. and Singapore," Review of Economics & Finance, Better Advances Press, Canada, volume 5, pages 22-40, February.
• Javier G. Gómez-Pineda & Dominique Guillaume & Kadir Tanyeri, 2015, "Systemic Risk, Aggregate Demand, and Commodity Prices," Borradores de Economia, Banco de la Republica de Colombia, number 897, Jul, DOI: 10.32468/be.897.
• Emir Zildžović, 2015, "The Sustainability Of Serbia`S External Position: The Impact Of Fiscal Adjustment And External Shocks," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 60, issue 204, pages 31-60, January –.
• Kenneth Rogoff & Domenico Ferraro & Barbara Rossi, 2015, "Can Oil Prices Forecast Exchange Rates?," Working Papers, Barcelona School of Economics, number 803, Sep.
• Jamal Ibrahim Haidar, 2015, "Can the Euro Survive?," The World Economy, Wiley Blackwell, volume 38, issue 3, pages 553-567, March.
• Claudia Foroni & Francesco Ravazzolo & Pinho J. Ribeiro, 2015, "Forecasting commodity currencies: the role of fundamentals with short-lived predictive content," Working Paper, Norges Bank, number 2015/14, Oct.
• Kei Imakubo & Koichiro Kamada & Kazutoshi Kan, 2015, "A new technique for estimating currency premiums," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-9, Jul.
• Korhonen Marko, 2015, "The Relation between National Stock Prices and Effective Exchange Rates: Does It Affect Exchange Rate Exposure?," Global Economy Journal, De Gruyter, volume 15, issue 2, pages 241-256, July, DOI: 10.1515/gej-2014-0057.
• Vincent Duwicquet & Jacques Mazier, 2015, "Crise de la zone euro, intégration financière et rationnement bancaire," Revue économique, Presses de Sciences-Po, volume 66, issue 4, pages 783-803.
• Jozef Baruník & Evžen Kocenda & Lukáš Vácha & Evžen Kočenda, 2015, "Gold, Oil, and Stocks: Dynamic Correlations," CESifo Working Paper Series, CESifo, number 5333.
• Didier Sornette & Guilherme Demos & Qun Zhang & Peter Cauwels & Vladimir Filimonov & Qunzhi Zhang, 2015, "Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-31, Aug.
• Didier SORNETTE & Guilherme DEMOS & Zhang QUN & Peter CAUWELS & Vladimir FILIMONOV & Qunzhi ZHANG, 2015, "Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-32, Aug.
• Elena Makrevska – Disovska & Marija Trpkova - Nestorovska, 2015, "Factors Affecting Current Account In The Republic Of Macedonia," Journal Articles, Center For Economic Analyses, pages 45-56, December.
• Javier G. G�mez-Pineda & Dominique Guillaume & Kadir Tanyeri, 2015, "Systemic Risk, Aggregate Demand, and Commodity Prices," Borradores de Economia, Banco de la Republica, number 13327, Jul.
• Iván Romero & Felipe Guerra, 2015, "Factores de riesgo en un mandato de inversión activo de renta fija," Documentos FOGAFIN, Fondo de Garantías de Instituciones Financieras - FOGAFIN, number 14244, Dec.
• Manuel A. Zambrano-Monserrate & Daniel A. Sanchez-Loor, 2015, "Factores determinantes del salario del sector privado en el Ecuador para el año 2014: un caso de estudio en la ciudad de Guayaquil," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 38, issue 108, pages 139-151, Septiembr.
• David Chinarro & Eduardo Martínez & Simón J. Sosvilla, 2015, "Analysis of the evolution of sovereign bond yields by wavelet techniques," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 38, issue 108, pages 152-162, Septiembr.
• Atanasov, Victoria & Nitschka, Thomas, 2015, "Foreign Currency Returns and Systematic Risks," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 50, issue 1-2, pages 231-250, April.
• Kutasi, Gábor, 2015, "Banking Contagion under Different Exchange Rate Regimes in CEE," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2015/11.
• Sarlin, Peter, 2015, "Macroprudential oversight, risk communication and visualization," Working Paper Series, European Central Bank, number 1768, Mar.
• Šmídková, Kateřina & Joy, Mark & Rusnák, Marek & Vašíček, Bořek, 2015, "Banking and currency crises: differential diagnostics for developed countries," Working Paper Series, European Central Bank, number 1810, Jun.
• Heinz, Frigyes Ferdinand & Rusinova, Desislava, 2015, "An alternative view of exchange market pressure episodes in emerging Europe: an analysis using Extreme Value Theory (EVT)," Working Paper Series, European Central Bank, number 1818, Jun.
• Kasilingam Lingaraja & Murugesan Selvam & Vinayagamoorthi Vasanth & Ramachandran Rajesh Ramkumar, 2015, "Long-run Overseas Portfolio Diversification Benefits and Opportunities of Asian Emerging Stock Markets and Developed Markets," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 324-333.
• Chen, Kan & Zhang, Shage, 2015, "What’s news in exchange rate dynamics: A DSGE approach," Economics Letters, Elsevier, volume 134, issue C, pages 133-137, DOI: 10.1016/j.econlet.2015.06.020.
• Avdulaj, Krenar & Barunik, Jozef, 2015, "Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data," Energy Economics, Elsevier, volume 51, issue C, pages 31-44, DOI: 10.1016/j.eneco.2015.05.018.
• Wan, Jer-Yuh & Kao, Chung-Wei, 2015, "Interactions between oil and financial markets — Do conditions of financial stress matter?," Energy Economics, Elsevier, volume 52, issue PA, pages 160-175, DOI: 10.1016/j.eneco.2015.10.003.
• Galariotis, Emilios & Giouvris, Evangelos, 2015, "On the stock market liquidity and the business cycle: A multi country approach," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 44-69, DOI: 10.1016/j.irfa.2015.01.009.
• Aye, Goodness & Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong, 2015, "Forecasting the price of gold using dynamic model averaging," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 257-266, DOI: 10.1016/j.irfa.2015.03.010.
• Berg, Kimberly A. & Mark, Nelson C., 2015, "Third-country effects on the exchange rate," Journal of International Economics, Elsevier, volume 96, issue 2, pages 227-243, DOI: 10.1016/j.jinteco.2015.03.003.
• Li, Jing & Miller, Norman C., 2015, "Foreign exchange market inefficiency and exchange rate anomalies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 311-320, DOI: 10.1016/j.intfin.2014.12.001.
• Paltalidis, Nikos & Gounopoulos, Dimitrios & Kizys, Renatas & Koutelidakis, Yiannis, 2015, "Transmission channels of systemic risk and contagion in the European financial network," Journal of Banking & Finance, Elsevier, volume 61, issue S1, pages 36-52, DOI: 10.1016/j.jbankfin.2015.03.021.
• Amihud, Yakov & Hameed, Allaudeen & Kang, Wenjin & Zhang, Huiping, 2015, "The illiquidity premium: International evidence," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 350-368, DOI: 10.1016/j.jfineco.2015.04.005.
• Dick, Christian D. & MacDonald, Ronald & Menkhoff, Lukas, 2015, "Exchange rate forecasts and expected fundamentals," Journal of International Money and Finance, Elsevier, volume 53, issue C, pages 235-256, DOI: 10.1016/j.jimonfin.2015.02.002.
• Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara, 2015, "Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates," Journal of International Money and Finance, Elsevier, volume 54, issue C, pages 116-141, DOI: 10.1016/j.jimonfin.2015.03.001.
• Temesvary, Judit, 2015, "Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times," Journal of International Money and Finance, Elsevier, volume 56, issue C, pages 202-222, DOI: 10.1016/j.jimonfin.2014.09.008.
• Lee, Inkoo & Park, Sangsoo, 2015, "The law of one price revisited: How do goods market frictions generate large and volatile price deviations?," Journal of Macroeconomics, Elsevier, volume 46, issue C, pages 71-80, DOI: 10.1016/j.jmacro.2015.08.001.
• Gurvich, Evsey & Prilepskiy, Ilya, 2015, "The impact of financial sanctions on the Russian economy," Russian Journal of Economics, Elsevier, volume 1, issue 4, pages 359-385, DOI: 10.1016/j.ruje.2016.02.002.
• Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R., 2015, "Optimal capital controls and real exchange rate policies: A pecuniary externality perspective," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86312, Feb.
• Jacques Mazier & Sebastian Valdecantos, 2015, "A multi-speed Europe: is it viable? A stock-flow consistent approach," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 12, issue 1, pages 93-112, April.
• Aadil Nakhoda, 2015, "The Influence of Industry Financial Composition on the Exports from Pakistan," Working Papers, eSocialSciences, number id:7656, Oct.