Research classified by Journal of Economic Literature (JEL) codes

2013

• Aloui, Riadh & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2013, "A time-varying copula approach to oil and stock market dependence: The case of transition economies," Energy Economics, Elsevier, volume 39, issue C, pages 208-221, DOI: 10.1016/j.eneco.2013.04.012.
• Madhavan, Vinodh, 2013, "Nonlinearity in investment grade Credit Default Swap (CDS) Indices of US and Europe: Evidence from BDS and close-returns tests," Global Finance Journal, Elsevier, volume 24, issue 3, pages 266-279, DOI: 10.1016/j.gfj.2013.10.006.
• Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R., 2013, "Financial crises and macro-prudential policies," Journal of International Economics, Elsevier, volume 89, issue 2, pages 453-470, DOI: 10.1016/j.jinteco.2012.06.002.
• Bacchetta, Philippe & van Wincoop, Eric, 2013, "On the unstable relationship between exchange rates and macroeconomic fundamentals," Journal of International Economics, Elsevier, volume 91, issue 1, pages 18-26, DOI: 10.1016/j.jinteco.2013.06.001.
• Sarlin, Peter & Peltonen, Tuomas A., 2013, "Mapping the state of financial stability," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 46-76, DOI: 10.1016/j.intfin.2013.05.002.
• Camarero, Mariam & Carrion-i-Silvestre, Josep Lluís & Tamarit, Cecilio, 2013, "Global imbalances and the intertemporal external budget constraint: A multicointegration approach," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5357-5372, DOI: 10.1016/j.jbankfin.2013.01.008.
• Eichler, Stefan & Maltritz, Dominik, 2013, "The term structure of sovereign default risk in EMU member countries and its determinants," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 1810-1816, DOI: 10.1016/j.jbankfin.2012.02.002.
• Ibragimov, Marat & Ibragimov, Rustam & Kattuman, Paul, 2013, "Emerging markets and heavy tails," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2546-2559, DOI: 10.1016/j.jbankfin.2013.02.019.
• Du, Du, 2013, "General equilibrium pricing of currency and currency options," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 730-751, DOI: 10.1016/j.jfineco.2013.08.006.
• Galimberti, Jaqueson K. & Moura, Marcelo L., 2013, "Taylor rules and exchange rate predictability in emerging economies," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 1008-1031, DOI: 10.1016/j.jimonfin.2012.08.006.
• De Grauwe, Paul & Markiewicz, Agnieszka, 2013, "Learning to forecast the exchange rate: Two competing approaches," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 42-76, DOI: 10.1016/j.jimonfin.2012.03.001.
• Aloui, Riadh & Ben Aïssa, Mohamed Safouane & Nguyen, Duc Khuong, 2013, "Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 719-738, DOI: 10.1016/j.jimonfin.2012.06.006.
• Nucera, Federico & Valente, Giorgio, 2013, "Carry trades and the performance of currency hedge funds," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 407-425, DOI: 10.1016/j.jimonfin.2012.12.001.
• Cumperayot, Phornchanok & Kouwenberg, Roy, 2013, "Early warning systems for currency crises: A multivariate extreme value approach," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 151-171, DOI: 10.1016/j.jimonfin.2013.03.008.
• Kawakami, Kei, 2013, "Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate," Journal of the Japanese and International Economies, Elsevier, volume 28, issue C, pages 1-18, DOI: 10.1016/j.jjie.2013.01.006.
• Singh, Manohar & Nejadmalayeri, Ali & Lucey, Brian, 2013, "Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 4, pages 476-485, DOI: 10.1016/j.qref.2013.05.002.
• Wu, Jay, 2013, "Accumulated choices, cultural triangle and economic growth," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 47, issue C, pages 158-169, DOI: 10.1016/j.socec.2013.02.007.
• Robert Kollmann, 2013, "Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-30, May.
• Michele Polline Veríssimo & Clesio Lourenço Xavier, 2013, "Exchange rate, xports and growth: an investigation on the hypothesis of Dutch disease in Brazil," Brazilian Journal of Political Economy, Center of Political Economy, volume 33, issue 1, pages 82-101.
• Alejandro Iván Aguirre Salado & Humberto Vaquera Huerta & Martha Elva Ramírez Guzmán & José René Valdez Lazalde & Carlos Arturo Aguirre Salado, 2013, "Value-at-Risk-Estimation in the Mexican Stock Exchange Using Conditional Heteroscedasticity Models and Theory of Extreme Values," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 1, pages 177-205., January-J.
• Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin & Franz C. Palm, 2013, "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031011.
• McAleer, M.J. & Chan, F. & Oxley, L., 2013, "Modelling and Simulation: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2013-19, May.
• Krenar AVDULAJ & Jozef BARUNIK, 2013, "Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 5, pages 425-442, November.
• Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2013, "Désajustements de change, fédéralisme budgétaire et redistribution : comment s’ajuster en union monétaire?," Post-Print, HAL, number hal-01397604, May, DOI: 10.3917/reof.127.0057.
• Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin & Franz Palm, 2013, "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Post-Print, HAL, number hal-01449943.
• Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwaric, 2013, "Revisiting The Financial Volatility – Derivative Products Relationship On Euronext. Liffe Using A Frequency Domain Analysis," Post-Print, HAL, number halshs-01368488.
• Federico Nucera & Giorgio Valente, 2013, "Carry Trades and the Performance of Currency Hedge Funds," Working Papers, Hong Kong Institute for Monetary Research, number 032013, Mar.
• Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R., 2013, "Capital Controls or Real Exchange Rate Policy?: A Pecuniary Externality Perspective," IDB Publications (Working Papers), Inter-American Development Bank, number 4246, Mar.
• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric Young, 2013, "Capital Controls or Real Exchange Rate Policy? A Pecuniary Externality Perspective," Research Department Publications, Inter-American Development Bank, Research Department, number IDB-WP-393, Mar.
• Shabbir Ahmed, 2013, "Monetary policy and exchange market pressure in Pakistan," Journal of Developing Areas, Tennessee State University, College of Business, volume 47, issue 1, pages 339-353, January-J.
• Leonard MacLean & Yonggan Zhao & William Ziemba, 2013, "Currency returns, market regimes and behavioral biases," Annals of Finance, Springer, volume 9, issue 2, pages 249-269, May, DOI: 10.1007/s10436-012-0220-3.
• Paul Chiou & Cheng-Few Lee, 2013, "Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 341-381, February, DOI: 10.1007/s11156-011-0257-9.
• Michael McAleer & Felix Chan & Les Oxley, 2013, "Modelling and Simulation: An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 865, May.
• Udaibir S. Das & Yinqiu Lu & Michael G. Papaioannou & Iva Petrova, 2013, "Sovereign Risk and Asset and Liability Management—Conceptual Issues," Journal of Reviews on Global Economics, Lifescience Global, volume 2, pages 330-355.
• Abdul Jalil Khan & Parvez Azim, 2013, "One-Step-Ahead Forecastability of GARCH (1,1): A Comparative Analysis of USD- and PKR-Based Exchange Rate Volatilities," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 18, issue 1, pages 1-38, Jan-June.
• Maltritz Dominik, 2013, "A Structural Approach to Estimate Short-Term and Long-Term Country Default Risk from Market Data: The Case of Argentina 2000/2001," Review of Economics, De Gruyter, volume 64, issue 1, pages 29-50, April, DOI: 10.1515/roe-2013-0103.
• Robert Kollmann, 2013, "Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue s2, pages 159-195, December.
• Christopher M. Gunn & Alok Johri, 2013, "Fear of Sovereign Default, Banks, and Expectations-driven Business Cycles," Department of Economics Working Papers, McMaster University, number 2013-08, Jun.
• Kei Kawakami, 2013, "Conditional Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate," Department of Economics - Working Papers Series, The University of Melbourne, number 1167.
• Valerian SĂLĂVĂSTRU, 2013, "Specific Principles Of Foreign Investments In Romania," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 4, pages 159-166.
• Martin Feldkircher & Roman Horvath & Marek Rusnak, 2013, "Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 332, Jul.
• Maria Kasch & Massimiliano Caporin, 2013, "Volatility Threshold Dynamic Conditional Correlations: An International Analysis," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 4, pages 706-742, September.
• Sinha, Pankaj & Kohli, Deepti, 2013, "Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables," MPRA Paper, University Library of Munich, Germany, number 45816, Jan.
• Ramirez, Francisco A. & Torres, Francisco A., 2013, "Modelo de equilibrio general dinámico y estocástico con rigideces nominales para el análisis de política y proyecciones en la República Dominicana
  [A stochastic and dynamic general equilibrium model with nominal rigidities for policy analysis and ," MPRA Paper, University Library of Munich, Germany, number 51802, Nov.
• Wright, Nicholas Anthony, 2013, "Examining measures of the equilibrium Real Exchange Rate: Macroeconomic Balance and the Natural Real Exchange Rate Approaches," MPRA Paper, University Library of Munich, Germany, number 61170, Aug.
• Riane de Bruyn & Rangan Gupta & Renee van Eyden, 2013, "Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 201307, Jan.
• Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne, 2013, "Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201338, Aug.
• Nelson Mark & Kimberly Berg, 2013, "Third-Country Effects on the Exchange Rate," 2013 Meeting Papers, Society for Economic Dynamics, number 1050.
• Huigang Chen & Eric Young & Christopher Otrok & Alessandro Rebucci & Gianluca Benigno, 2013, "Optimal Policy for Macro-Financial Stability," 2013 Meeting Papers, Society for Economic Dynamics, number 636.
• Eric Young & Alessandro Rebucci & Christopher Otrok, 2013, "Capital Controls or Real Exchange Rate Policy? A Pecuniary Externality Perspective," 2013 Meeting Papers, Society for Economic Dynamics, number 641.
• Suni, Paavo & Vihriälä, Vesa, 2013, "Euro – How Big a Difference: Finland and Sweden in Search of Macro Stability," ETLA Reports, The Research Institute of the Finnish Economy, number 7, Apr.
• Margarita Debuque-Gonzales & Maria Socorro Gochoco-Bautista, 2013, "Financial Conditions Indexes for Asian Economies," ADB Economics Working Paper Series, Asian Development Bank, number 333, Jan.
• Pincheira, Pablo, 2013, "A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 26-43, October.
• Markus Behn & Rainer Haselmann & Jonas Sobott & Rüdiger Weber & Dorje Wulf, 2013, "Welche Aussagekraft haben Länderratings? Eine empirische Modellierung der Ratingvergabe während der europäischen Staatsschuldenkrise," Schmalenbach Journal of Business Research, Springer, volume 65, issue 1, pages 2-31, February, DOI: 10.1007/BF03373707.
• Rubens Pauluzzo & Enrico Geretto, 2013, "Stock Exchange Markets in Hong Kong: Structure and Main Problems," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 20, issue 1, pages 33-48, April, DOI: 10.1007/s11300-013-0268-4.
• Thomas Nitschka, 2013, "Momentum in stock market returns: implications for risk premia on foreign currencies," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 7, pages 551-560, April, DOI: 10.1080/09603107.2012.732686.
• 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, Taylor & Francis Journals, volume 16, issue 1, pages 71-99, May, DOI: 10.1016/S1514-0326(13)60004-5.
• Michael McAleer & Felix Chan & Les Oxley, 2013, "Modelling and Simulation: An Overview," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-069/III, May.
• Michael McAleer & Les Oxley & Felix Chan, 2013, "Modelling and Simulation: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-16.
• Alesia Kalbaska, 2013, "From Sovereigns to Banks: Evidence on Cross-border Contagion (2006-2011)," Department of Economics University of Siena, Department of Economics, University of Siena, number 680, Aug.
• Fatma Marrakchi Charfi, 2013, "Capital Flows, Real Exchange Rates, and Capital Controls: What Is the Scope of Liberalization for Tunisia?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 4, pages 515-540.
• Jan Novotn?? & Jan Hanousek & Ev??en Ko??enda, 2013, "Price Jump Indicators: Stock Market Empirics During the Crisis," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1050, Jun.
• Jan Hanousek & Ev??en Ko??enda & Jan Novotn??, 2013, "Price Jumps on European Stock Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1059, Sep.
• Robert Kollmann, 2013, "Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue s2, pages 159-195, December, DOI: 10.1111/jmcb.12074.
• Omar Al Farooque & Subba Reddy Yarram, 2013, "Evidence On Two-Way Relationships Between Foreign Direct Investment Inflows And Country-Level Individual Governance Indicators," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 58, issue 02, pages 1-26, DOI: 10.1142/S0217590813500136.
• Feldkircher, Martin & Horvath, Roman & Rusnak, Marek, 2013, "Exchange market pressures during the financial crisis: A Bayesian model averaging evidence," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 11/2013.
• Dovern, Jonas & van Roye, Björn, 2013, "International transmission of financial stress: Evidence from a GVAR," Kiel Working Papers, Kiel Institute for the World Economy, number 1844.
• Segnon, Mawuli & Lux, Thomas, 2013, "Multifractal models in finance: Their origin, properties, and applications," Kiel Working Papers, Kiel Institute for the World Economy, number 1860.

2012

• Cosmin Durac, 2012, "The Reformof The Financialmonetary System In The Context Of Creation Of Anewglobal Order," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 40, pages 178-183.
• Maximo Camacho & Marcos Dal Bianco & Gabriel Perez Quiros, 2012, "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers, BBVA Bank, Economic Research Department, number 1201, Jan.
• Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros, 2012, "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers, Banco de España, number 1203, Feb.
• Juan José Echavarría & Mauricio Villamizar, 2012, "Great expectations? Evidence from Colombia’s exchange rate survey," Borradores de Economia, Banco de la Republica de Colombia, number 735, Oct, DOI: 10.32468/be.735.
• Srđan Boljanović, 2012, "A Sustainability Analysis Of Serbia’S Current Account Deficit," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 57, issue 195, pages 139-172, October -.
• Dong He & Lillian Cheung & Wenlang Zhang & Tommy Wu, 2012, "How would Capital Account Liberalization Affect China's Capital Flows and the Renminbi Real Exchange Rates?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, volume 20, issue 6, pages 29-54, November, DOI: j.1749-124X.2012.12001.x.
• Rokon Bhuiyan, 2012, "Identifying a Forward-looking Monetary Policy in an Open Economy," Economica, London School of Economics and Political Science, volume 79, issue 315, pages 576-599, July.
• Dimitris A. Georgoutsos & Petros M. Migiakis, 2012, "Benchmark Bonds Interactions under Regime Shifts," European Financial Management, European Financial Management Association, volume 18, issue 3, pages 389-409, June, DOI: 10.1111/j.1468-036X.2009.00535.x.
• Hanousek Jan & Kočenda Evžen & Novotný Jan, 2012, "The identification of price jumps," Monte Carlo Methods and Applications, De Gruyter, volume 18, issue 1, pages 53-77, January, DOI: 10.1515/mcma-2011-0019.
• Katia Rocha & Ajax Moreira, 2012, "The Impact of Fiscal Policy on Emerging Markets Sovereign Spreads," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 1, pages 31-48.
• Marcelo Brutti Righi & Paulo Sergio Ceretta, 2012, "Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 4, pages 529-550.
• Milan Gylánik, 2012, "Equilibrium real effective exchange rate estimation for the Slovak economy," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 1, issue 2, pages 97-132.
• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric R. Young, 2012, "Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1160, Aug.
• Gianluca Benigno & Huigang Chen & Chris Otrok & Alessandro Rebucci & Eric Young, 2012, "Optimal Policy for Macro-Financial Stability," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1172, Oct.
• Rokon Bhuiyan, 2012, "Monetary transmission mechanisms in a small open economy: a Bayesian structural VAR approach," Canadian Journal of Economics, Canadian Economics Association, volume 45, issue 3, pages 1037-1061, August, DOI: 10.1111/j.1540-5982.2012.01726.x.
• A. Khalifa & S. Hammoudeh & E. Otranto & S. Ramchander, 2012, "Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201214.
• Juan Jos� Echavarr�a & Mauricio Villamizar, 2012, "Great expectations? Evidence from Colombia�s exchange rate survey," Borradores de Economia, Banco de la Republica, number 9999, Sep.
• Viviana María Oquendo Patino, 2012, "Redes neuronales artificiales en las ciencias económicas," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 9938, Mar.
• Kollmann, Robert, 2012, "Global Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8985, May.
• Rebucci, Alessandro & Benigno, Gianluca & Otrok, Christopher & Chen, Huigang & Young, Eric, 2012, "Optimal Policy for Macro-Financial Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9223, Nov.
• Aymen BEN REJEB & Ousama BEN SALHA & Jaleleddine BEN REJEB, 2012, "Value-at-Risk Analysis for the Tunisian Currency Market: A Comparative Study," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 2, pages 110-125.
• Federici, Daniela & Gandolfo, Giancarlo, 2012, "The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 4, pages 670-681, DOI: 10.1016/j.jedc.2011.11.008.
• West, Kenneth D., 2012, "Econometric analysis of present value models when the discount factor is near one," Journal of Econometrics, Elsevier, volume 171, issue 1, pages 86-97, DOI: 10.1016/j.jeconom.2012.07.002.
• Comelli, Fabio, 2012, "Emerging market sovereign bond spreads: Estimation and back-testing," Emerging Markets Review, Elsevier, volume 13, issue 4, pages 598-625, DOI: 10.1016/j.ememar.2012.09.002.
• Chao, Hsiao-Ying & Collver, Charles & Limthanakom, Natcha, 2012, "Global style momentum," Journal of Empirical Finance, Elsevier, volume 19, issue 3, pages 319-333, DOI: 10.1016/j.jempfin.2012.02.001.
• Smith, Geoffrey Peter, 2012, "Google Internet search activity and volatility prediction in the market for foreign currency," Finance Research Letters, Elsevier, volume 9, issue 2, pages 103-110, DOI: 10.1016/j.frl.2012.03.003.
• Devereux, Michael B. & Smith, Gregor W. & Yetman, James, 2012, "Consumption and real exchange rates in professional forecasts," Journal of International Economics, Elsevier, volume 86, issue 1, pages 33-42, DOI: 10.1016/j.jinteco.2011.08.014.
• Jordà, Òscar & Taylor, Alan M., 2012, "The carry trade and fundamentals: Nothing to fear but FEER itself," Journal of International Economics, Elsevier, volume 88, issue 1, pages 74-90, DOI: 10.1016/j.jinteco.2012.03.001.
• Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong, 2012, "Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 738-757, DOI: 10.1016/j.intfin.2012.04.009.
• Rülke, Jan-Christoph, 2012, "Do professional forecasters apply the Phillips curve and Okun's law? Evidence from six Asian-Pacific countries," Japan and the World Economy, Elsevier, volume 24, issue 4, pages 317-324, DOI: 10.1016/j.japwor.2012.05.002.
• Aggarwal, Raj & Kearney, Colm & Lucey, Brian, 2012, "Gravity and culture in foreign portfolio investment," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 525-538, DOI: 10.1016/j.jbankfin.2011.08.007.
• Moskowitz, Tobias J. & Ooi, Yao Hua & Pedersen, Lasse Heje, 2012, "Time series momentum," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 228-250, DOI: 10.1016/j.jfineco.2011.11.003.
• Banti, Chiara & Phylaktis, Kate & Sarno, Lucio, 2012, "Global liquidity risk in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 267-291, DOI: 10.1016/j.jimonfin.2011.11.010.
• Dal Bianco, Marcos & Camacho, Maximo & Perez Quiros, Gabriel, 2012, "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 377-396, DOI: 10.1016/j.jimonfin.2011.11.018.
• Eichler, Stefan & Hielscher, Kai, 2012, "Does the ECB act as a lender of last resort during the subprime lending crisis?: Evidence from monetary policy reaction models," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 552-568, DOI: 10.1016/j.jimonfin.2011.11.009.
• Arghyrou, Michael G. & Gadea, Maria Dolores, 2012, "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Journal of Policy Modeling, Elsevier, volume 34, issue 1, pages 16-34, DOI: 10.1016/j.jpolmod.2011.09.002.
• Eichler, Stefan, 2012, "Financial crisis risk, ECB “non-standard” measures, and the external value of the euro," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 3, pages 257-265, DOI: 10.1016/j.qref.2012.06.001.
• Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R., 2012, "Capital controls or exchange rate policy? A pecuniary externality perspective," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 51505.
• Benigno, Gianluca & Chen, Huigang & Otrok, Chris & Rebucci, Alessandro & Young, Eric, 2012, "Optimal policy for macro-financial stability," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 51519.
• Robert Kollmann, 2012, "Global banks, financial shocks and international business cycles: evidence from an estimated model," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 120.
• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric Young, 2012, "Capital controls or exchange rate policy? a pecuniary externality perspective," Working Papers, Federal Reserve Bank of St. Louis, number 2012-025, DOI: 10.20955/wp.2012.025.
• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric Young, 2012, "Optimal policy for macro-financial stability," Working Papers, Federal Reserve Bank of St. Louis, number 2012-041, DOI: 10.20955/wp.2012.041.
• José Soares da Fonseca, 2013, "The International Integration of the Eastern Europe and two Middle East Stock Markets," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2013-01, Jan.
• Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2012, "Exchange Rate Misalignments, Fiscal Federalism and Redistribution: How to Adjust in a Monetary Union," Post-Print, HAL, number halshs-00848886, Jun.
• Elena-Ivona Dumitrescu & Bertrand Candelon & Christophe Hurlin & Franz C. Palm, 2012, "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Working Papers, HAL, number halshs-00630036, Jun.
• Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2012, "Désajustements de change, fédéralisme budgétaire et redistribution : comment s'ajuster en union monétaire," Working Papers, HAL, number halshs-00735142, Sep.
• Dong He & Lillian Cheung & Wenlang Zhang & Tommy Wu, 2012, "How would Capital Account Liberalisation Affect China's Capital Flows and the Renminbi Real Exchange Rates?," Working Papers, Hong Kong Institute for Monetary Research, number 092012, Apr.
• Ryan Greenaway-McGrevy & Nelson C. Mark & Donggyu Sul & Jyh-Lin Wu, 2012, "Exchange Rates as Exchange Rate Common Factors," Working Papers, Hong Kong Institute for Monetary Research, number 212012, Aug.
• Ayachi Feith & Bhar Youssef, 2012, "Intolerable Surges, Exchange Rate Regimes and Sudden Stops of Capital Inflows," Book Chapters, Institute of Economic Sciences, chapter 9, in: Paulino Teixeira & António Portugal Duarte & Srdjan Redzepagic & Dejan Eric, "European Integration Process in Western Balkan Countries".
• Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R., 2012, "Optimal Policy for Macro-Financial Stability," IDB Publications (Working Papers), Inter-American Development Bank, number 4202, Dec.
• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric Young, 2012, "Optimal Policy for Macro-Financial Stability," Research Department Publications, Inter-American Development Bank, Research Department, number 4818, Dec.
• Kateryna Onishchenko, 2012, "Can a pure real business cycle model explain the real exchange rate: the case of Ukraine," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 4, issue 2, pages 111-135.
• Mr. Jacob Gyntelberg & Mr. Subhanij Tientip & Mr. Mico Loretan, 2012, "Private Information, Capital Flows, and Exchange Rates," IMF Working Papers, International Monetary Fund, number 2012/213, Aug.
• Arturo Lorenzo Valdés & Rocío Durán Vázquez & Leticia Armenta Fraire, 2012, "Conditional Correlation Between Oil and Stock Market Returns: The Case of Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 7, issue 1, pages 49-63, Enero-Jun.
• Chih-Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012, "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 8, pages 1507-1533, December, DOI: j.1538-4616.2012.00542.x.
• Michele Ca’ Zorzi & Michal Rubaszek, 2012, "Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk," NBP Working Papers, Narodowy Bank Polski, number 123.
• Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012, "Can Oil Prices Forecast Exchange Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17998, Apr.
• Kenneth D. West, 2012, "Econometric Analysis of Present Value Models When the Discount Factor Is near One," NBER Working Papers, National Bureau of Economic Research, Inc, number 18247, Jul.
• Charles Engel & Nelson C. Mark & Kenneth D. West, 2012, "Factor Model Forecasts of Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 18382, Sep.
• Nelson Mark, 2012, "Exchange Rates as Exchange Rate Common Factors," Working Papers, University of Notre Dame, Department of Economics, number 011, Mar, revised Mar 2012.
• Stolbov, Mikhail, 2012, "International credit cycles: a regional perspective," MPRA Paper, University Library of Munich, Germany, number 37773, Mar.
• Aouad Hadjer, Soumia & Taouli, Mustapha Kamel & Benbouziane, Mohamed, 2012, "Modélisation du Comportement du Taux de Change du Dinar Algérien: Une Investigation Empirique par la Méthode ARFIMA
  [Modeling of the Algerian Dinar Exchange Rate: An empirical investigation using the ARFIMA techniques]," MPRA Paper, University Library of Munich, Germany, number 38605.
• Bentes, Sonia R & Menezes, Rui, 2012, "On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility," MPRA Paper, University Library of Munich, Germany, number 42193, Oct.
• Nakhoda, Aadil, 2012, "The influence of industry financial composition on export flow: A case study of a developing financial market," MPRA Paper, University Library of Munich, Germany, number 43792, Jan.
• Huang, Huichou & MacDonald, Ronald, 2012, "Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia," MPRA Paper, University Library of Munich, Germany, number 47987, Jan, revised 28 Jan 2013.
• Duwicquet, Vincent & Mazier, Jacques & Saadaoui, Jamel, 2012, "Exchange Rate Misalignments, Fiscal Federalism and Redistribution: How to Adjust in a Monetary Union," MPRA Paper, University Library of Munich, Germany, number 48697, Jun.
• Huang, Huichou & MacDonald, Ronald & Zhao, Yang, 2012, "Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs," MPRA Paper, University Library of Munich, Germany, number 53745, Jul, revised 18 Nov 2013.
• Jan G. De Gooijer & Cees G. H. Diks & Łukasz T. Gątarek, 2012, "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 1, pages 23-44, March.
• Robert Kollmann, 2012, "Global Banks, Financial Shocks and International Business Cycles: Evidence from Estimated Models," 2012 Meeting Papers, Society for Economic Dynamics, number 840.
• Dirk J. Bezemer, 2012, "Modelos contables y comprensión de la crisis financiera," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 14, issue 26, pages 47-76, January-J.
• Syed Muhammad Aamir Shah & Muhammad Husnain & Ashraf Ali, 2012, "Is Pakistani Equity Market Integrated to the Equity Markets of Group of Eight (G8) Countries? An Empirical Analysis of Karachi Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 45, pages 289-324, September.
• Ruslan Grigoryev & Shabbar Jaffry & German Marchenko, 2012, "Investigation of the consequences of ignoring daily data non-synchronism in cross-market linkages: BRIC and developed countries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 26, issue 2, pages 92-112.
• Ruslan Grigoryev & Shabbar Jaffry & German Marchenko, 2012, "The role of the timeline in Granger causality test in the presence of daily data non-synchronism," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 27, issue 3, pages 3-19.
• EImad A. Moosa & Kelly Burns, 2012, "Can exchange rate models outperform the random walk? Magnitude, direction and profitability as criteria - I modelli di tasso cambio possono battere la “random walk”? Grandezza, direzione e profittabil," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 65, issue 3, pages 473-490.
• In Huh & Inkoo Lee, 2012, "Real Frictions and Real Exchange Rate Dynamics: The Roles of Distribution Service and Transaction Cost," Working Papers, Korea Institute for International Economic Policy, number 12-6, Dec, DOI: 10.2139/ssrn.2319721.
• Nabamita Dutta, 2012, "Effect of the Political Regime on Asset Returns in Emerging Markets: An Empirical Investigation," South Asian Journal of Macroeconomics and Public Finance, , volume 1, issue 1, pages 135-156, June, DOI: 10.1177/227797871200100107.
• Martin Brown & Steven Ongena & Pinar Yesin, 2012, "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Working Papers, Swiss National Bank, number 2012-05.
• Hassan Mohammadi & Mohammad Jahan-Parvar, 2012, "Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 3, pages 766-779, July, DOI: 10.1007/s12197-010-9156-5.
• Enrico Geretto & Rubens Pauluzzo, 2012, "Stock Exchange Markets in China: Structure and Main Problems," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 1, pages 89-106, September, DOI: 10.1007/s11300-012-0232-8.
• Pasquale Della Corte & Lucio Sarno & Giulia Sestieri, 2012, "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," The Review of Economics and Statistics, MIT Press, volume 94, issue 1, pages 100-115, February.
• Giancarlo Gandolfo, 2012, "The Tobin Tax in a Continuous-time Non-linear Dynamic Model of the Exchange rate," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit, number 1221.
• Müller-Plantenberg, Nikolas, 2012, "Balance of payments flows and exchange rate prediction in Japan," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2012/09, Mar.
• Christopher Otrok & Gianluca Benigno & Huigang Chen & Alessandro Rebucci & Eric R. Young, 2012, "Monetary and Macro-Prudential Policies: An Integrated Analysis," Working Papers, Department of Economics, University of Missouri, number 1208, Jul.
• Christopher Otrok & Gianluca Benigno & Huigang Chen & Alessandro Rebucci & Eric R. Young, 2012, "Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective," Working Papers, Department of Economics, University of Missouri, number 1209, Aug.
• Aaron Tornell & Chunming Yuan, 2012, "Speculation and hedging in the currency futures markets: Are they informative to the spot exchange rates," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 32, issue 2, pages 122-151, February.
• Chih‐Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012, "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 8, pages 1507-1533, December, DOI: 10.1111/j.1538-4616.2012.00542.x.
• Diana DEZSI & Emil SCARLAT, 2012, "A Multifractal Model of Asset Returns in the Context of the New Economy Paradigm," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 5, issue 17, pages 23-32.
• Qin, Duo & He, Xinhua, 2012, "Modelling the impact of aggregate financial shocks external to the Chinese economy," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 25/2012.
• Bernoth, Kerstin & von Hagen, Jürgen & de Vries, Casper, 2012, "The forward premium puzzle and latent factors day by day," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62017.

2011

• Emil Panusheff, 2011, "The effect of the milieu and the financial crisis on the economic stability of the EU Member States," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 64-80.
• Emil Panusheff, 2011, "Influence of the Foreign Environment and the Financial Crisis on the Economic Stability of the New Member States of the European Union," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 124-138.
• Della Corte, P. & Sarno, L. & Sestieri, G., 2011, "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," Working papers, Banque de France, number 313.
• Marco Lo Duca & Tuomas Peltonen, 2011, "Macrofinancial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Macroprudential regulation and policy".
• Fernando Borraz & Alejandro Fried & Diego Gianelli, 2011, "Análisis de las calificaciones de riesgos soberano. El caso uruguayo," Documentos de trabajo, Banco Central del Uruguay, number 2011003, Aug.
• Onishchenko, Kateryna, 2011, "Can a pure real business cycle model explain the real exchange rate: the case of Ukraine," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/17, Jun.
• Jan Hanousek & Evzen Kocenda & Jan Novotny, 2011, "The Identification of Price Jumps," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp434, Mar.
• Daniela Federici & Giancarlo Gandolfo, 2011, "The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?," CESifo Working Paper Series, CESifo, number 3420.
• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric R. Young, 2011, "Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective," Discussion Papers, Centre for Macroeconomics (CFM), number 1512, Jul, revised Feb 2015.
• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric R. Young, 2011, "Revisiting Overborrowing and its Policy Implications," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 6, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia, "Monetary Policy under Financial Turbulence".
• Pablo Pincheira, 2011, "A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability," Working Papers Central Bank of Chile, Central Bank of Chile, number 607, Jan.
• Rebucci, Alessandro & Benigno, Gianluca & Otrok, Christopher & Chen, Huigang & Young, Eric, 2011, "Financial Crisis and Macro-Prudential Policies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8175, Jan.
• Albuquerque, Rui & Watugala, Sumudu, 2011, "Trade Credit and International Return Comovement," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8222, Feb.
• Rogoff, Kenneth & Rossi, Barbara & Ferraro, Domenico, 2011, "Can Oil Prices Forecast Exchange Rates?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8635, Nov.
• Sterdyniak, Henri (ed.), 2011, "Essais sur la modélisation de la dynamique du taux de change à travers les enseignements de la finance comportementale," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/13211.
• Daniela Federici & Giancarlo Gandolfo, 2011, "The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c016_035, Sep.
• Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011, "Can Oil Prices Forecast Exchange Rates?," Working Papers, Duke University, Department of Economics, number 11-05.
• Yuan, Chunming, 2011, "The exchange rate and macroeconomic determinants: Time-varying transitional dynamics," The North American Journal of Economics and Finance, Elsevier, volume 22, issue 2, pages 197-220, August.
• Blaskowitz, Oliver & Herwartz, Helmut, 2011, "On economic evaluation of directional forecasts," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1058-1065, October.
• Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Nguyen, Duc Khuong, 2011, "Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?," Journal of Banking & Finance, Elsevier, volume 35, issue 1, pages 130-141, January.
• Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011, "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, volume 100, issue 3, pages 496-513, June.