Research classified by Journal of Economic Literature (JEL) codes

2015

• Stanislav Anatolyev & Nikolay Gospodinov & Ibrahim Jamali & Xiaochun Liu, 2015, "Foreign exchange predictability during the financial crisis: implications for carry trade profitability," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-6, Aug.
• Michele Ca' Zorzi & Jakub Muck & Michal Rubaszek, 2015, "Real exchange rate forecasting and ppp: this time the random walk loses," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 229, Mar, DOI: 10.24149/gwp229.
• Emilios C. C Galariotis & Evangelos Giouvris, 2015, "On the stock market liquidity and the business cycle: A multi country approach," Post-Print, HAL, number hal-01119042, Mar, DOI: 10.1016/j.irfa.2015.01.009.
• Jacques Mazier & Vincent Duwicquet, 2015, "Crise de la zone euro, intégration financière et rationnement bancaire," Post-Print, HAL, number hal-01367462, DOI: 10.3917/reco.pr2.0047.
• Davide Romelli & Cristina Terra & Enrico Vasconcelos, 2015, "Current Account and Real Exchange Rate Changes: The Impact of Trade Openness," Working Papers, HAL, number hal-01247628, Sep, DOI: 10.2139/ssrn.2439832.
• Javier Gómez-Pineda & Mr. Dominique M. Guillaume & Kadir Tanyeri, 2015, "Systemic Risk, Aggregate Demand, and Commodity Prices," IMF Working Papers, International Monetary Fund, number 2015/165, Jul.
• Levent Bulut, 2015, "Google Arama Motoru ve Turk Lirasi-Dolar Kurunu Belirleyen Yapýsal Modeller," IPEK Working Papers, Ipek University, Department of Economics, number 1501, Jul.
• Levent Bulut, 2015, "Google Trends and Forecasting Performance of Exchange Rate Models," IPEK Working Papers, Ipek University, Department of Economics, number 1505, Aug.
• , , "," IPEK Working Papers, Ipek University, Department of Economics, number 1509.
• Rudan Wang & Bruce Morley & Javier Ordóñez, 2015, "The Taylor Rule, Wealth Effects and the Exchange Rate," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/08.
• Oliver Röhn & Aida Caldera Sánchez & Mikkel Hermansen & Morten Rasmussen, 2015, "Economic resilience: A new set of vulnerability indicators for OECD countries," OECD Economics Department Working Papers, OECD Publishing, number 1249, Jul, DOI: 10.1787/5jrxhgjw54r8-en.
• Nicolas Albacete & Peter Lindner, 2015, "Foreign currency borrowers in Austria – evidence from the Household Finance and Consumption Survey," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 29, pages 93-109.
• Mihai Berinde & Dana Petrica, 2015, "International Litigation Damages Including Intangible Assets Value," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 651-657, December.
• Giancarlo Gandolfo, 2015, "The Tobin tax in a continuous-time non-linear dynamic model of the exchange rate," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 39, issue 6, pages 1629-1643.
• Jiahan Li & Ilias Tsiakas & Wei Wang, 2015, "Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 293-341.
• Hafsa Hina & Abdul Qayyum, 2015, "Re-estimation of Keynesian Model by Considering Critical Events and Multiple Cointegrating Vectors," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 54, issue 2, pages 123-145.
• Bespalova, Olga, 2015, "The Good, the Bad, and the Ugly…signals of currency crises: Does signal approach work in ex-ante forecasting of currency crises?," MPRA Paper, University Library of Munich, Germany, number 117863, Apr, revised 15 Jul 2017.
• Haidar, Jamal, 2015, "Can the Euro Survive?," MPRA Paper, University Library of Munich, Germany, number 120054, Dec.
• Lee, Inkoo & Park, Sang Soo, 2015, "The law of one price revisited: How do goods market frictions generate large and volatile price deviations?," MPRA Paper, University Library of Munich, Germany, number 66470, Sep.
• DIAF, Sami, 2015, "Multifractal Random Walk Models: Application to the Algerian Dinar exchange rates," MPRA Paper, University Library of Munich, Germany, number 67619, Feb.
• Kuzmin, Anton, 2015, "Exchange Rate Modeling: The Case of Ruble," MPRA Paper, University Library of Munich, Germany, number 71012, Sep.
• Lubomír Skoupil, 2015, "Hedger Behaviour and Its Impact on Order Flow and Exchange Rate on Foreign Exchange Markets," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2015, issue 6, pages 3-20, DOI: 10.18267/j.aop.489.
• Steven Riddiough & Lucio Sarno & Pasquale Della Corte, 2015, "Currency Premia and Global Imbalances," 2015 Meeting Papers, Society for Economic Dynamics, number 1215.
• Seongman Moon, 2015, "Foreign Exchange Risk Premia and Goods Market Frictions," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 1, pages 3-38, DOI: 10.11644/KIEP.JEAI.2015.19.1.289.
• Raveen Ekanayake & Nipuni Perera, 2015, "Stimulating Intra-regional Investment in SAARC," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 16, issue 2_suppl, pages 75-101, September, DOI: 10.1177/1391561415594731.
• Resul Aydemir & Bulent Guloglu & Ercan Saridogan, 2015, "Volatility Spillovers And Dynamic Correlations Between Emerging Economies In Foreign Exchange And Bond Markets," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204248, Sep.
• Simona Mihai Yiannaki, 2015, "ETFs performance Europe- a good start or not?," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2205020, Sep.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij, 2015, "Private information, capital flows, and exchange rates," Working Papers, Swiss National Bank, number 2015-12.
• Shiyi Chen & Kiho Jeong & Wolfgang Härdle, 2015, "Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns," Computational Statistics, Springer, volume 30, issue 3, pages 821-843, September, DOI: 10.1007/s00180-014-0543-9.
• Francesco Aiello & Graziella Bonanno & Alessia Via, 2015, "Again on trade elasticities: evidence from a selected sample of countries," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 5, issue 2, pages 259-287, December, DOI: 10.1007/s40821-015-0026-0.
• M. Fatih Ekinci & F. Pinar Erdem & Zubeyir Kilinc, 2015, "Credit growth, current account and financial depth," Applied Economics, Taylor & Francis Journals, volume 47, issue 17, pages 1809-1821, April, DOI: 10.1080/00036846.2014.1002897.
• Charles Engel & Nelson C. Mark & Kenneth D. West, 2015, "Factor Model Forecasts of Exchange Rates," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 1-2, pages 32-55, February, DOI: 10.1080/07474938.2014.944467.
• Patricia Stupariu & Juan Rafael Ruiz & Ángel Vilariño, 2015, "Modelos VaR para calcular el capital mínimo regulatorio por riesgo de mercado
  [VaR models to calculate the minimum regulatory capital at market risk]," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), volume 28, issue 1, pages 27-59, DOI: 10.5209/rev_PADE.2015.v28.n1.50180.
• Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2015, "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 2015-03.
• Marko Korhonen, 2015, "The Relation between National Stock Prices and Effective Exchange Rates: Does It Affect Exchange Rate Exposure?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 2, pages 241-256, July, DOI: 10.1515/GEJ-2014-0057.
• Dominik Vuletić, 2015, "Next Global Crisis: Greatest Recession in the History of Capitalism is at the Doorstep," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1509, Oct.
• Avdulaj, Krenar & Barunik, Jozef, 2015, "Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 32.
• Park, Soo Kyung & Park, Choel Beom, 2015, "Time-varying Cointegration Models and Exchange Rate Predictability in Korea," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 37, issue 4, pages 1-20, DOI: 10.23895/kdijep.2015.37.4.1.

2014

• Vadim MACARI, 2014, "Ordering And Hierarchization Of Economic Competitiveness From Logical And Scientific Terms," Economy and Sociology, The Journal Economy and Sociology, issue 1, pages 73-78.
• Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014, "Exchange Rate Predictability in a Changing World," Papers, arXiv.org, number 1403.0627, Mar.
• Peter Sarlin, 2014, "Macroprudential oversight, risk communication and visualization," Papers, arXiv.org, number 1404.4550, Apr, revised Jun 2014.
• Mohsen Bahmani-Oskooee & Tsangyao Chang & Kuei-Chiu Lee, 2014, "Purchasing Power Parity in the BRICS and the MIST Countries: Sequential Panel Selection Method," Review of Economics & Finance, Better Advances Press, Canada, volume 4, pages 1-12, Feburary.
• Mikhail Stolbov, 2014, "International Credit Cycles: A Regional Perspective," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 21-47.
• Ian Christensen & Fuchun Li, 2014, "Predicting Financial Stress Events: A Signal Extraction Approach," Staff Working Papers, Bank of Canada, number 14-37, DOI: 10.34989/swp-2014-37.
• Emanuele Baldacci & Sanjeev Gupta & Carlos Mulas-Granados & Fabio Balboni & Mirko Licchetta & Alexander Klemm & Luca Agnello & Gilles Dufr�not & Ricardo M. Sousa & Raffaela Giordano & Marcello Peric, 2014, "Fiscal Policy and Macroeconomic Imbalances," Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area, number 16, Nov.
• Javier Guillermo Gómez-Pineda & Juan Manuel Julio-Román, 2014, "Systemic Risk, Aggregate Demand, and Commodity Prices:An Application to Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 859, Dec, DOI: 10.32468/be.859.
• Hwan-Koo Kang & Yang Su Park & Jinho Choi, 2014, "Recent Developments and Challenges in DSGE Modeling at Central Banks: A Survey (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 20, issue 1, pages 94-144, March.
• Jan Hanousek & Evzen Kocenda & Jan Novotny, 2014, "Price jumps on European stock markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 1, pages 10-22, March.
• Basnet Hem C. & Vatsa Puneet & Sharma Subhash, 2014, "Common Trends and Common Cycles in Oil Price and Real Exchange Rate," Global Economy Journal, De Gruyter, volume 14, issue 2, pages 249-263, April, DOI: 10.1515/gej-2013-0042.
• Cherry Muijsson, 2014, "Assessing Interbank Connectedness Using Transmission Decomposition Techniques: an Application to Eurozone SIFIs," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1438, Nov.
• Michael McAleer, 2014, "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/09, Feb.
• Christian Daude & Eduardo Levy Yeyati & Arne Nagengast, 2014, "On the Effectiveness of Exchange Rate Interventions in Emerging Markets," CID Working Papers, Center for International Development at Harvard University, number 288, Sep.
• Behrooz Gharleghi & Abu Hassan Shaari & Najla Shafighi, 2014, "Predicting exchange rates using a novel “cointegration based neuro-fuzzy system”," International Economics, CEPII research center, issue 137, pages 88-103.
• Francesco Aiello & Graziella Bonanno & Alessia Via, 2014, "Do Export Price Elasticities Support Tensions In Currency Markets? Evidence From China And Six Oecd Countries," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201405, Jun.
• Mark Joy & Marek Rusnak & Katerina Smidkova & Borek Vasicek, 2014, "Banking and Currency Crises: Differential Diagnostics for Developed Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2014/16, Dec.
• Javier Guillermo G�mez-Pineda & Juan Manuel Julio-Rom�n, 2014, "Systemic Risk, Aggregate Demand, and Commodity Prices: An Application to Colombia," Borradores de Economia, Banco de la Republica, number 12386, Dec.
• Rebucci, Alessandro & Benigno, Gianluca & Otrok, Christopher & Chen, Huigang & Young, Eric, 2014, "Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9936, Apr.
• Joscha Beckmann & Rainer Schüssler, 2014, "Forecasting Exchange Rates under Model and Parameter Uncertainty," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3214, Aug.
• Michalski , Tomasz & Amat , Christophe, 2014, "Fundamentals and Exchange Rate Forecastability with Machine Learning Methods," HEC Research Papers Series, HEC Paris, number 1049, Aug.
• El Mehdi Ferrouhi, 2014, "Moroccan Banks Analysis Using CAMEL Model," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 622-627.
• Gokcen Ogruk, 2014, "Is Implied Taylor Rule Interest Rate Applicable as a Carry Trade Strategy?," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 4, pages 909-919.
• Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014, "Exchange Rate Predictability in a Changing World," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2014-021, Feb.
• Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014, "On the Sources of Uncertainty in Exchange Rate Predictability," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-24, Sep.
• Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong, 2014, "Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market," Economic Modelling, Elsevier, volume 37, issue C, pages 89-102, DOI: 10.1016/j.econmod.2013.11.002.
• Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D., 2014, "Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 170-189, DOI: 10.1016/j.najef.2014.02.003.
• Lin, Chu-Hsiung & Changchien, Chang-Cheng & Kao, Tzu-Chuan & Kao, Wei-Shun, 2014, "High-order moments and extreme value approach for value-at-risk," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 421-434, DOI: 10.1016/j.jempfin.2014.10.001.
• Brahmasrene, Tantatape & Huang, Jui-Chi & Sissoko, Yaya, 2014, "Crude oil prices and exchange rates: Causality, variance decomposition and impulse response," Energy Economics, Elsevier, volume 44, issue C, pages 407-412, DOI: 10.1016/j.eneco.2014.05.011.
• Dovern, Jonas & van Roye, Björn, 2014, "International transmission and business-cycle effects of financial stress," Journal of Financial Stability, Elsevier, volume 13, issue C, pages 1-17, DOI: 10.1016/j.jfs.2014.02.006.
• Grossmann, Axel & Love, Inessa & Orlov, Alexei G., 2014, "The dynamics of exchange rate volatility: A panel VAR approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 1-27, DOI: 10.1016/j.intfin.2014.07.008.
• Candelon, Bertrand & Dumitrescu, Elena-Ivona & Hurlin, Christophe, 2014, "Currency crisis early warning systems: Why they should be dynamic," International Journal of Forecasting, Elsevier, volume 30, issue 4, pages 1016-1029, DOI: 10.1016/j.ijforecast.2014.03.015.
• Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong, 2014, "Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets," Japan and the World Economy, Elsevier, volume 30, issue C, pages 10-24, DOI: 10.1016/j.japwor.2014.02.001.
• Bekiros, Stelios D., 2014, "Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 117-134, DOI: 10.1016/j.jbankfin.2013.11.007.
• Temesvary, Judit, 2014, "The determinants of U.S. banks’ international activities," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 233-247, DOI: 10.1016/j.jbankfin.2014.04.014.
• Betz, Frank & Oprică, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2014, "Predicting distress in European banks," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 225-241, DOI: 10.1016/j.jbankfin.2013.11.041.
• Feldkircher, Martin & Horvath, Roman & Rusnak, Marek, 2014, "Exchange market pressures during the financial crisis: A Bayesian model averaging evidence," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 21-41, DOI: 10.1016/j.jimonfin.2013.08.021.
• Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2014, "Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 95-109, DOI: 10.1016/j.jimonfin.2013.11.001.
• Moosa, Imad & Burns, Kelly, 2014, "The unbeatable random walk in exchange rate forecasting: Reality or myth?," Journal of Macroeconomics, Elsevier, volume 40, issue C, pages 69-81, DOI: 10.1016/j.jmacro.2014.03.003.
• Abdul-Rahman, Aisyah & Abdul Latif, Radziah & Muda, Ruhaini & Abdullah, Muhammad Azmi, 2014, "Failure and potential of profit-loss sharing contracts: A perspective of New Institutional, Economic (NIE) Theory," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 136-151, DOI: 10.1016/j.pacfin.2014.01.004.
• Reher, Gerrit & Wilfling, Bernd, 2014, "The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 483-496, DOI: 10.1016/j.iref.2013.07.011.
• Apergis, Nicholas, 2014, "Can gold prices forecast the Australian dollar movements?," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 75-82, DOI: 10.1016/j.iref.2013.04.004.
• Sanidas, Elias, 2014, "Four harmonic cycles explain and predict commodity currencies' wide long term fluctuations," Technological Forecasting and Social Change, Elsevier, volume 87, issue C, pages 135-151, DOI: 10.1016/j.techfore.2013.11.008.
• Davide Romelli & Cristina Terra & Enrico Vasconcelos, 2014, "Current Account and Real Exchange Rate changes: the Impact of Trade Openness," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2014-10.
• McAleer, M.J., 2014, "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-06, Feb.
• Jerome Lahaye & Christopher J. Neely, 2014, "The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited," Working Papers, Federal Reserve Bank of St. Louis, number 2014-034, Oct, DOI: 10.20955/wp.2014.034.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014, "Exchange Rate Predictability in a Changing World," Working Papers, Business School - Economics, University of Glasgow, number 2014_03, Feb.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014, "On the Sources of Uncertainty in Exchange Rate Predictability," Working Papers, Business School - Economics, University of Glasgow, number 2014_16, Sep.
• Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin, 2014, "Currency Crises Early Warning Systems: Why They Should Be Dynamic," Post-Print, HAL, number hal-01385975.
• Christophe Amat & Tomasz Michalski & Gilles Stoltz, 2018, "Fundamentals and exchange rate forecastability with simple machine learning methods," Working Papers, HAL, number halshs-01003914, May.
• Eric J. Pentecost & Fernando Zarzosa Valdivia, 2014, "Structural Real Exchange Rate and Unemployment Interdependencies in Argentina," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 52, issue 1, pages 57-86, Diciembre, DOI: 10.55444/2451.7321.2014.v52.n1.1493.
• Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava, 2014, "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Economics Series, Institute for Advanced Studies, number 305, Sep.
• Bertrand Candelon & Christophe Hurlin & Elena Dumitnescu, 2014, "Currency Crisis Early Warning Systems: Why They should be Dynamic," Working Papers, Department of Research, Ipag Business School, number 2014-161, Jan.
• Krishna Reddy Chittedi*, 2014, "Global financial crisis and contagion: evidence for the Ebrici economies," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 4, pages 243-264, October-D.
• Chan R. Mang, 2014, "Uncertain Risk and Return in Bond Markets, I," 2014 Papers, Job Market Papers, number pma1706, Dec.
• Yanping Zhao & Jakob Haan & Bert Scholtens & Haizhen Yang, 2014, "Leading Indicators of Currency Crises: Are They the Same in Different Exchange Rate Regimes?," Open Economies Review, Springer, volume 25, issue 5, pages 937-957, November, DOI: 10.1007/s11079-014-9315-y.
• Vadim MACARI, 2014, "Ordering And Hierarchization Of Economic Competitiveness From Logical And Scientific Terms," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 1, pages 73-78.
• Christian Daude & Eduardo Levy Yeyati & Arne Nagengast, 2014, "On the Effectiveness of Exchange Rate Interventions in Emerging Markets," OECD Development Centre Working Papers, OECD Publishing, number 324, Sep, DOI: 10.1787/5jxwwfmxfdth-en.
• Martin Brown & Steven Ongena & Pinar Yeşin, 2014, "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 56, issue 1, pages 110-131, March.
• Inayat U. Mangla & Jamshed Y. Uppal, 2014, "Macro-economic Policies and Energy Security—Implications for a Chronic Energy Deficit Country," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 53, issue 3, pages 255-273.
• Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014, "Exchange Rate Predictability in a Changing World," MPRA Paper, University Library of Munich, Germany, number 53684, Feb.
• Chong, Terence Tai Leung & Yan, Isabel K., 2014, "Estimating and Testing Threshold Regression Models with Multiple Threshold Variables," MPRA Paper, University Library of Munich, Germany, number 54732, Mar.
• Saief Eddine, Ayouni & Fakhri, Issaoui & Salem, Brahim, 2014, "Financial liberalization, Foreign Direct investment (FDI) and Economic Growth: A Panel Dynamic Data Validation," MPRA Paper, University Library of Munich, Germany, number 56386, Jun.
• Aiello, Francesco & Bonanno, Graziella & Via, Alessia, 2014, "Do export price elasticities support tensions in currency markets? Evidence from China and six OECD countries," MPRA Paper, University Library of Munich, Germany, number 56727, Jun.
• Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014, "On the Sources of Uncertainty in Exchange Rate Predictability," MPRA Paper, University Library of Munich, Germany, number 58956, Sep.
• Aloosh, Arash, 2014, "Global Variance Risk Premium and Forex Return Predictability," MPRA Paper, University Library of Munich, Germany, number 59931, Nov.
• Giandomenico, Rossano, 2014, "Finance & Stochastic," MPRA Paper, University Library of Munich, Germany, number 71627, Oct.
• Muteba Mwamba, John Weirstrass & Webb, Daniel, 2014, "The predictability of asset returns in the BRICS countries: a nonparametric approach," MPRA Paper, University Library of Munich, Germany, number 72880, Jul, revised 15 Nov 2014.
• Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim, 2014, "Forecasting the Price of Gold Using Dynamic Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 201415, Apr.
• Jiahan Li & Ilias Tsiakas & Wei Wang, 2014, "Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?," Working Paper series, Rimini Centre for Economic Analysis, number 05_14, Feb.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014, "Exchange Rate Predictability in a Changing World," Working Paper series, Rimini Centre for Economic Analysis, number 06_14, Feb.
• Imad Moosa, 2014, "Direction Accuracy, Forecasting Error and the Profitability of Currency Trading: Simulation-Based Evidence - Accuratezza direzionale, errore previsionale e convenienza del currency trading: evidenze d," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 3, pages 413-423.
• Marcin Kozak & Olesia Iefremova, 2014, "Implementation Of The Delphi Technique In Finance," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 10, issue 4, pages 36-45, May.
• David M. Gould & Congyan Tan & Amir S. Sadeghi Emamgholi, 2014, "Attracting Foreign Direct Investment," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 15, issue 2, pages 133-174, September, DOI: 10.1177/1391561414548939.
• Kent Matthews, 2014, "Cost Inefficiency in the Pakistan Banking Sector 2002-2009," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 10, pages 1-20.
• Aadil Nakhoda, 2014, "The Influence of Industry Financial Composition on the Exports from Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 10, pages 21-49.
• Aadil Nakhoda, 2014, "The Influence of Industry Financial Composition on the Exports from Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 67, Mar.
• Marko Korhonen, 2014, "The relation between national stock prices and effective exchange rates: Does it affect exchange rate exposure?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0201346, Jun.
• Rukmani Gounder, 2014, "Does Remittances Finance Welfare Development?: Evidence from the South Pacific Island Nation of Fiji," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0401213, Jul.
• Christian Grisse & Thomas Nitschka, 2014, "Exchange rate returns and external adjustment: evidence from Switzerland," Working Papers, Swiss National Bank, number 2014-12.
• Paul Healy & George Serafeim & Suraj Srinivasan & Gwen Yu, 2014, "Market competition, earnings management, and persistence in accounting profitability around the world," Review of Accounting Studies, Springer, volume 19, issue 4, pages 1281-1308, December, DOI: 10.1007/s11142-014-9277-8.
• M. Fatih Ekinci & F. Pinar Erdem & Z�beyir Kilinc, 2014, "Credit Growth, Current Account and Financial Depth," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1421.
• Michael McAleer, 2014, "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-025/III, Feb.
• Michael McAleer, 2014, "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-18, Jun.
• Francisco López-Herrera & Roberto J. Santillán-Salgado & Edgar Ortiz, 2014, "Interdependence of NAFTA Capital Markets: A Minimum Variance Portfolio Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 6, pages 691-707.
• Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova, 2014, "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp176, Jun.
• Costantini, Mauro & Crespo Cuaresma, Jesus & Hlouskova, Jaroslava, 2014, "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 176, Jun.
• Hem C. Basnet & Puneet Vatsa & Subhash Sharma, 2014, "Common Trends and Common Cycles in Oil Price and Real Exchange Rate," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 2, pages 249-263, June, DOI: 10.1515/GEJ-2013-0042.
• Wong Hock Tsen, 2014, "The Real Exchange Rate Determination: Empirical Evidence From Malaysia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 02, pages 1-19, DOI: 10.1142/S0217590814500167.
• Paul De Grauwe & Isabel Vansteenkiste, 2014, "Exchange Rates and Fundamentals: A Non-Linear Relationship?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Exchange Rates and Global Financial Policies".
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014, "Gold, Oil, and Stocks," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 14.
• Binder, Michael & Offermanns, Christian J., 2014, "International investment positions and exchange rate dynamics," Discussion Papers, Free University Berlin, School of Business & Economics, number 2014/23.
• Dick, Christian D. & MacDonald, Ronald & Menkhoff, Lukas, 2014, "Exchange rate forecasts and expected fundamentals," Kiel Working Papers, Kiel Institute for the World Economy, number 1974.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2014, "Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 506, DOI: 10.4419/86788581.

2013

• Valerian SĂLĂVĂSTRU, 2013, "Specific Principles Of Foreign Investments In Romania," Economy and Sociology, The Journal Economy and Sociology, issue 4, pages 159-166.
• Barbara Rossi, 2013, "Exchange Rate Predictability," Journal of Economic Literature, American Economic Association, volume 51, issue 4, pages 1063-1119, December.
• Cagdas Hakan ALADAG & Miruna MAZURENCU MARINESCU, 2013, "Tl/Euro And Leu/Euro Exchange Rates Forecasting With Artificial Neural Network," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 2, issue 2, pages 1-6, DECEMBER.
• Krenar Avdulaj & Jozef Barunik, 2013, "Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data," Papers, arXiv.org, number 1307.5981, Jul, revised Feb 2015.
• Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013, "Gold, Oil, and Stocks," Papers, arXiv.org, number 1308.0210, Aug, revised Mar 2014.
• MARCU Nicu & TANASIE Anca, 2013, "A New Approach Of Romania'S Monetary Integration - An Adjusted Model," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 65, issue 1, pages 69-80.
• CLAUDIU TIBERIU ALBULESCU & Daniel Goyeau & AVIRAL KUMAR TIWARI, 2013, "Revisiting The Financial Volatility–Derivative Products Relationship On Euronext.Liffe Using A Frequency Domain Analysis," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 56, issue 3-4, pages 349-364.
• Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2013, "Désajustements de change, fédéralisme budgétaire et redistribution. Comment s'ajuster en union monétaire," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 57-96.
• Christopher M. Gunn & Alok Johri, 2013, "Fear of Sovereign Default, Banks, and Expectations-Driven Business Cycles," Carleton Economic Papers, Carleton University, Department of Economics, number 13-03, May.
• Michael McAleer & Felix Chan & Les Oxley, 2013, "Modeling and Simulation: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/18, May.
• Carlos Eduardo Castillo-Maldonado & Fidel Pérez-Macal, 2013, "Assessment of models to forecast exchange rates: The quetzal–U.S. dollar exchange rate," Journal of Applied Economics, Universidad del CEMA, volume 16, pages 71-99, May.
• Michael Melvin & John Prins & Duncan Shand, 2013, "Forecasting Exchange Rates: An Investor Perspective," CESifo Working Paper Series, CESifo, number 4238.
• Giulia Piccillo, 2013, "Exchange Rates and Asset Prices: Heterogeneous Agents at Work," CESifo Working Paper Series, CESifo, number 4257.
• Fabian Ackermann & Walt Pohl & Karl Schmedders, 2013, "Long-Run UIP Holds Even in the Short Run," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-31, May.
• Stephane Dees & Pedro Soares Brinca, 2013, "Consumer confidence as a predictor of consumption spending: Evidence for the United States and the Euro area," International Economics, CEPII research center, issue 134, pages 1-14.
• Wajih Khallouli & Mahmoud Sami Nab, 2013, "Banking soundness and financial crises' predictability: a case study of Turkey," International Economics, CEPII research center, issue 135-136, pages 62-78.
• Edmundo Lizarzaburu & Luis Berggrun, 2013, "Gestión del riesgo cambiario: aplicación a una empresa exportadora peruana," Estudios Gerenciales, Universidad Icesi.
• Herman Kamil & Kulwant Rai, 2013, "Global Deleveraging and Foreign Banks’ Lending to Latin American Countries," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 1-34.
• Sarno, Lucio & Della Corte, Pasquale, 2013, "Volatility Risk Premia and Exchange Rate Predictability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9549, Jul.
• Martínez-García, Enrique & Søndergaard, Jens, 2013, "Investment And Real Exchange Rates In Sticky Price Models," Macroeconomic Dynamics, Cambridge University Press, volume 17, issue 2, pages 195-234, March.
• Thimann, Christian, 2009, "Global roles of currencies," Working Paper Series, European Central Bank, number 1031, Mar.
• Bunda, Irina & Ca' Zorzi, Michele, 2009, "Signals from housing and lending booms," Working Paper Series, European Central Bank, number 1094, Sep.
• Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2010, "Supply, demand and monetary policy shocks in a multi-country New Keynesian Model," Working Paper Series, European Central Bank, number 1239, Sep.
• Peltonen, Tuomas A. & Lo Duca, Marco, 2011, "Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events," Working Paper Series, European Central Bank, number 1311, Mar.
• Fidora, Michael & Chudik, Alexander, 2011, "Using the global dimension to identify shocks with sign restrictions," Working Paper Series, European Central Bank, number 1318, Apr.
• Dées, Stéphane & Soares Brinca, Pedro, 2011, "Consumer confidence as a predictor of consumption spending: evidence for the United States and the euro area," Working Paper Series, European Central Bank, number 1349, Jun.
• di Mauro, Filippo & Fornari, Fabio & Mannucci, Dario, 2011, "Stock market firm-level information and real economic activity," Working Paper Series, European Central Bank, number 1366, Aug.
• Peltonen, Tuomas A. & Sarlin, Peter, 2011, "Mapping the state of financial stability," Working Paper Series, European Central Bank, number 1382, Sep.
• Sarlin, Peter, 2013, "On policymakers' loss function and the evaluation of early warning systems," Working Paper Series, European Central Bank, number 1509, Feb.
• Ca' Zorzi, Michele & Rubaszek, Michał & Muck, Jakub, 2013, "Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk," Working Paper Series, European Central Bank, number 1576, Aug.
• Betz, Frank & Oprica, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2013, "Predicting distress in European banks," Working Paper Series, European Central Bank, number 1597, Oct.
• Edouard T. Djeutem & Pierre E. Nguimkeu, 2013, "On the Sustainability of Current Account Deficits in Cameroon," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 486-495.
• Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2013, "Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1303, Jan.
• Narayan, Seema, 2013, "Foreign exchange markets and oil prices in Asia," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 41-50, DOI: 10.1016/j.asieco.2013.06.003.
• Korol, Tomasz, 2013, "Early warning models against bankruptcy risk for Central European and Latin American enterprises," Economic Modelling, Elsevier, volume 31, issue C, pages 22-30, DOI: 10.1016/j.econmod.2012.11.017.
• Lemelin, André & Robichaud, Véronique & Decaluwé, Bernard, 2013, "Endogenous current account balances in a world CGE model with international financial assets," Economic Modelling, Elsevier, volume 32, issue C, pages 146-160, DOI: 10.1016/j.econmod.2013.01.046.
• Wang, Peijie, 2013, "Reverse shooting of exchange rates," Economic Modelling, Elsevier, volume 33, issue C, pages 71-76, DOI: 10.1016/j.econmod.2013.03.024.
• Melvin, Michael & Prins, John & Shand, Duncan, 2013, "Forecasting Exchange Rates: an Investor Perspective," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-62731-5.00013-0.
• Sarlin, Peter, 2013, "On policymakers’ loss functions and the evaluation of early warning systems," Economics Letters, Elsevier, volume 119, issue 1, pages 1-7, DOI: 10.1016/j.econlet.2012.12.030.
• Moon, Seongman & Velasco, Carlos, 2013, "Tests for m-dependence based on sample splitting methods," Journal of Econometrics, Elsevier, volume 173, issue 2, pages 143-159, DOI: 10.1016/j.jeconom.2012.11.005.
• Sottile, Pedro, 2013, "On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina," Emerging Markets Review, Elsevier, volume 15, issue C, pages 160-185, DOI: 10.1016/j.ememar.2013.02.005.