Research classified by Journal of Economic Literature (JEL) codes

2011

• Chalamandaris, Georgios & Tsekrekos, Andrianos E., 2011, "How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options," Journal of International Money and Finance, Elsevier, volume 30, issue 4, pages 623-640, June.
• Onishchenko Kateryna, 2011, "Can a pure real business cycle model explain the real exchange rate: the case of Ukraine," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 11/04e, Nov.
• Germán Alarco Tosoni, 2011, "Necessary Levels, Costs and Policies for International Reserves in Latin America," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 1, pages 145-180, January-J.
• Stelios Bekiros, 2011, "Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics," Economics Working Papers, European University Institute, number ECO2011/21.
• Renatas Kizys & Christian Pierdzioch, 2011, "The Financial Crisis and the Stock Markets of the CEE Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 2, pages 153-172, June.
• Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011, "Can oil prices forecast exchange rates?," Working Papers, Federal Reserve Bank of Philadelphia, number 11-34.
• Larisa G. Chuvakhina, 2011, "The IMF: the Lessons to Be Learnt from the Crisis," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 73-82, January.
• Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R., 2011, "Financial Crises and Macro-Prudential Policies," IDB Publications (Working Papers), Inter-American Development Bank, number 3096, Feb.
• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric Young, 2011, "Financial Crises and Macro-Prudential Policies," Research Department Publications, Inter-American Development Bank, Research Department, number 4710, Feb.
• Mohammad R. Jahan-Parvar (bio) & Hassan Mohammadi (bio), 2011, "Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 45, issue 1, pages 313-322, July-Dece.
• Benjamas Jirasakuldech & Donna Dudney & Thomas Zorn & John Geppert, 2011, "Financial disclosure, investor protection and stock market behavior: an international comparison," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 2, pages 181-205, August, DOI: 10.1007/s11156-010-0200-5.
• Philippe Bacchetta & Eric van Wincoop, 2011, "Modeling Exchange Rates with Incomplete Information," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 11.03, May.
• Michael Hudson, 2011, "Trade and Payments Theory in a Financialized Economy," Economics Working Paper Archive, Levy Economics Institute, number wp_699, Dec.
• Biljana Jovanovic & Rilind Kabashi, 2011, "Потенцијален Производ И Производен Јаз За Македонија Според Неколку Методи На Пресметка," Working Papers, National Bank of the Republic of North Macedonia, number 2011-04, Mar.
• Danica Unevska Andonova & Branimir Jovanovic, 2011, "Sustainability of the Macedonian Current Account," Working Papers, National Bank of the Republic of North Macedonia, number 2011-06, Jun.
• Tanya Molodtsova & Alex Nikolsko-Rzhevskyy & David H. Papell, 2011, "Taylor Rules and the Euro," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue , pages 535-552, March.
• Przemyslaw Kowalski & Molly Lesher, 2011, "Global Imbalances: Trade Effects and Policy Challenges," OECD Trade Policy Papers, OECD Publishing, number 120, Nov, DOI: 10.1787/5kg22x55618n-en.
• Juravle, Daniel, 2011, "Structura balanţei serviciilor şi tendinţele evolutive ale acesteia," MPRA Paper, University Library of Munich, Germany, number 28281, Jun.
• Carfì, David, 2011, "Financial Lie groups," MPRA Paper, University Library of Munich, Germany, number 31303.
• Josef Taušer & Petr Buryan, 2011, "Exchange Rate Predictions in International Financial Management by Enhanced GMDH Algorithm," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 3, pages 232-249, DOI: 10.18267/j.pep.398.
• Hyungmin Jung & Hoe Yun Jeong, 2011, "Early Warning Systems in the Republic of Korea: Experiences, Lessons, and Future Steps," Working Papers on Regional Economic Integration, Asian Development Bank, number 77, Mar.
• Seongman Moon & Carlos Velasco, 2011, "Tests for m-dependence Based on Sample Splitting Methods," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1108, Aug.
• Martin Brown & Karolin Kirschenmann & Steven Ongena, 2011, "Foreign Currency Loans - Demand or Supply Driven?," Working Papers, Swiss National Bank, number 2011-02.
• Victoria Galsband & Thomas Nitschka, 2011, "Foreign currency returns and systematic risks," Working Papers, Swiss National Bank, number 2011-03.
• Balázs Égert & Evžen Kočenda, 2011, "Time-varying synchronization of European stock markets," Empirical Economics, Springer, volume 40, issue 2, pages 393-407, April, DOI: 10.1007/s00181-010-0341-3.
• Brown, M. & Ongena, S. & Yesin, P., 2011, "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-099.
• Brown, M. & Ongena, S. & Yesin, P., 2011, "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Other publications TiSEM, Tilburg University, School of Economics and Management, number 08c5de21-1bff-41eb-929f-5.
• Brown, M. & Ongena, S. & Yesin, P., 2011, "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Other publications TiSEM, Tilburg University, School of Economics and Management, number ebc0da7f-1886-4209-a528-d.
• Travis Berge & Òscar Jordà & Alan M. Taylor, 2011, "Currency Carry Trades," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 7, issue 1, pages 357-388, DOI: 10.1086/658309.
• Fernando Borraz & Alejandro Fried & Diego Gianelli, 2011, "Análisis de las calificaciones de riesgo soberano: el caso uruguayo," Documentos de Trabajo (working papers), Department of Economics - dECON, number 2111, Aug.
• Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011, "Can oil prices forecast exchange rates?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1461, May, revised Jan 2015.
• Tanya Molodtsova & Alex Nikolsko‐Rzhevskyy & David H. Papell, 2011, "Taylor Rules and the Euro," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 2‐3, pages 535-552, March, DOI: 10.1111/j.1538-4616.2011.00384.x.
• Lo Luca, Marco & Peltonen, Tuomas, 2011, "Macro-financial vulnerabilities and future financial stress: Assessing systemic risks and predicting systemic events," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 2/2011.
• Dick, Christian D. & MacDonald, Ronald & Menkhoff, Lukas, 2011, "Individual exchange rate forecasts and expected fundamentals," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 11-062.

2010

• Leonidas Tsiaras, 2010, "Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-35, Jan.
• Jaqueson K. Galimberti & Marcelo L. Moura, 2010, "Taylor Rules and Exchange Rate Predictability in Emerging Economies," Business and Economics Working Papers, Unidade de Negocios e Economia, Insper, number 103.
• Prof. Ph.D Maria Caracota Dimitriu & Ph.D Student Sorina Cristina Oaca, 2010, "Managing Liquidity Risk In Banking Sector," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 13-20, April.
• VALDIVIA, Fernando Zarzosa, 2010, "Determinants of the structural real exchange rates and economic structures in Argentina, Chile and Mexico," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2010025, Nov.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2010, "Private information, stock markets, and exchange rates," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "The international financial crisis and policy challenges in Asia and the Pacific".
• Sergio Cerezo Aguirre, 2010, "Un Modelo de Equilibrio General Dinámico Estocástico para el análisis de la política monetaria en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 13, issue 1, pages 49-89, December.
• Oscar Jorda, 2010, "Carry Trade," Working Papers, University of California, Davis, Department of Economics, number 196, Nov.
• Gianluca Benigno & Huigang Chen & Chris Otrok & Alessandro Rebucci & Eric Young, 2010, "Revisiting Overborrowing and Its Policy Implications," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1020, Oct.
• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric R. Young, 2010, "Financial Crises and Macro-Prudential Policies," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1032, Dec.
• Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2010, "Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model," CESifo Working Paper Series, CESifo, number 3081.
• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric R. Young, 2010, "Revisiting Overborrowing and its Policy Implications," Working Papers Central Bank of Chile, Central Bank of Chile, number 582, Jun.
• Raúl Quejada Pérez & Ronny Sibaja Morales & Sandra Patricia Molina Palencia, 2010, "Importancia De La Restricción Presupuestria Intertemporal En Una Economía Abierta: Caso Colombiano," Revista Jornadas de Investigación, Universidad de Cartagena.
• Robinson Castro Ávila & Uriel Munoz Guerrero, 2010, "Determinates De Las Muertes Por Homicidio En Colombia En El Periodo De 1970-2008," Revista Jornadas de Investigación, Universidad de Cartagena.
• Amalfi Padilla & Juan De La Pena & Diana Herrera & Maria Padilla, 2010, "Bench Marking," Revista Jornadas de Investigación, Universidad de Cartagena.
• Emperatriz Londono Aldana & Yurainy Villero Fortich & Arlyn Cervantes Alonso & Katiana Pérez González, 2010, "Asepsia En Los Supermercados De La Ciudad De Cartagena," Revista Jornadas de Investigación, Universidad de Cartagena.
• de Vries, Casper & von Hagen, Jurgen & Bernoth, Kerstin, 2010, "The Forward Premium Puzzle and Latent Factors Day by Day," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7772, Apr.
• Rebucci, Alessandro & Benigno, Gianluca & Otrok, Christopher & Chen, Huigang & Young, Eric, 2010, "Revisiting Overborrowing and its Policy Implications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7872, Jun.
• Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2010, "Spot and Forward Volatility in Foreign Exchange," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7893, Jun.
• Ongena, Steven & Brown, Martin & Kirschenmann, Karolin, 2010, "Foreign Currency Loans - Demand or Supply Driven?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7952, Aug.
• Sarno, Lucio & Della Corte, Pasquale & Sestieri, Giulia, 2010, "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8045, Oct.
• Gerrit Reher & Bernd Wilfling, 2010, "An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1010, Jan.
• Nicola Jentzsch & Caterina Giannetti & Giancarlo Spagnolo, 2010, "Zugang zu Kreditinformationen fördert Markteintritte europäischer Banken," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 77, issue 22, pages 20-25.
• Caterina Giannetti & Nicola Jentzsch & Giancarlo Spagnolo, 2010, "Information Sharing and Cross-border Entry in European Banking," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 980.
• Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2010, "The Forward Premium Puzzle and Latent Factors Day by Day," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 989.
• Nicola Jentzsch & Caterina Giannetti & Giancarlo Spagnolo, 2010, "Access to Credit Information Promotes Market Entries of European Banks," Weekly Report, DIW Berlin, German Institute for Economic Research, volume 6, issue 21, pages 159-164.
• Riadh Aloui & Mohamed Safouane Ben Aissa & Khuong Nguyen Duc, 2010, "Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 89.
• Oxelheim, Lars, 2010, "Globalization, transparency and economic growth: The vulnerability of Chinese firms to macroeconomic shocks," Journal of Asian Economics, Elsevier, volume 21, issue 1, pages 66-75, February.
• Bunda, Irina & Ca' Zorzi, Michele, 2010, "Signals from housing and lending booms," Emerging Markets Review, Elsevier, volume 11, issue 1, pages 1-20, March.
• Devereux, Michael B. & Sutherland, Alan, 2010, "Valuation effects and the dynamics of net external assets," Journal of International Economics, Elsevier, volume 80, issue 1, pages 129-143, January.
• Becker, Sascha O. & Hoffmann, Mathias, 2010, "Equity fund ownership and the cross-regional diversification of household risk," Journal of Banking & Finance, Elsevier, volume 34, issue 1, pages 90-102, January.
• Beer, Christian & Ongena, Steven & Peter, Marcel, 2010, "Borrowing in foreign currency: Austrian households as carry traders," Journal of Banking & Finance, Elsevier, volume 34, issue 9, pages 2198-2211, September.
• Terra, Cristina & Valladares, Frederico, 2010, "Real exchange rate misalignments," International Review of Economics & Finance, Elsevier, volume 19, issue 1, pages 119-144, January.
• Ibragimov Marat & Khamidov Rufat, 2010, "Heavy-Tailedness and Volatility in Emerging Foreign Exchange Markets: Theory and Empirics," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 10/06e, Nov.
• Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R., 2010, "Financial crises and macro-prudential policies," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121705, Dec.
• Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R., 2010, "Revisiting overborrowing and its policy implications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121730, Oct.
• Capistrán, Carlos & López-Moctezuma, Gabriel, 2010, "Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 306, pages 275-312, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Mark Weisbrot & Juan Antonio Montecino, 2010, "Alternatives to Fiscal Austerity in Spain," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2010-18, Jul.
• Mark Weisbrot & Juan Antonio Montecino, 2010, "The IMF and Economic Recovery: Is Fund Policy Contributing to Downside Risks?," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2010-24, Oct.
• Giannetti, Caterina & Jentzsch, Nicola & Spagnolo, Giancarlo, 2010, "Information Sharing and Cross-Border Entry in European Banking," ECRI Papers, Centre for European Policy Studies, number 2990, Feb.
• Morten Balling, Jan Marc Berk and Marc-Olivier Strauss-Kahn (ed.), 2010, "The Quest for Stability: the view of financial institutions," SUERF Studies, SUERF - The European Money and Finance Forum, number 2010/3, ISBN: ARRAY(0x8249c250), May.
• Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík, 2010, "Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/24, Sep, revised Sep 2010.
• Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman, 2010, "Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2010-34, Nov.
• Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman, 2010, "Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets," Post-Print, HAL, number halshs-00952114.
• Galimberti, Jaqueson K. & Moura, Marcelo L., 2010, "Taylor Rules and Exchange Rate Predictability in Emerging Economies," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_214, Oct.
• Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R., 2010, "Revisiting Overborrowing and Its Policy Implications," IDB Publications (Working Papers), Inter-American Development Bank, number 1965, Jul.
• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric Young, 2010, "Revisiting Overborrowing and its Policy Implications," Research Department Publications, Inter-American Development Bank, Research Department, number 4676, Jul.
• Roberto A. De Santis, 2010, "The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 2, pages 147-197, June.
• Oliver Hossfeld, 2010, "Equilibrium Real Effective Exchange Rates and Real Exchange Rate Misalignments: Time Series vs. Panel Estimates," Working Papers, International Network for Economic Research - INFER, number 2010.3.
• Christian Pierdzioch & Renatas Kizys, 2010, "Sources of time-varying exchange rate exposure," International Economics and Economic Policy, Springer, volume 7, issue 4, pages 371-390, December, DOI: 10.1007/s10368-010-0147-y.
• Marcelo Moura, 2010, "Testing the Taylor Model Predictability for Exchange Rates in Latin America," Open Economies Review, Springer, volume 21, issue 4, pages 547-564, September, DOI: 10.1007/s11079-008-9098-0.
• Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN, 2010, "Currency Crises Early Warning Systems: why they should be Dynamic," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 399.
• Abhijit Sen Gupta, 2010, "Prospects for a Single Asian Currency," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 6, issue 5, pages 873-892, June.
• Philippe Bacchetta & Eric van Wincoop & Toni Beutler, 2010, "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2009".
• Travis Berge & Òscar Jordà & Alan M. Taylor, 2010, "Currency Carry Trades," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2010".
• Travis J. Berge & Òscar Jordà & Alan M. Taylor, 2010, "Currency Carry Trades," NBER Working Papers, National Bureau of Economic Research, Inc, number 16491, Oct.
• Jesús Crespo Cuaresma & Tomáš Slacík, 2010, "Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 32-48.
• Jesús Crespo Cuaresma & Anna Orthofer, 2010, "Modeling and Predicting the EUR/USD Exchange Rate: The Role of Nonlinear Adjustments to Purchasing Power Parity," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 64-76.
• Rainer Haselmann & Katharina Pistor & Vikrant Vig, 2010, "How Law Affects Lending," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 2, pages 549-580, February.
• Sukhomlin, Nikolay & Santana Jiménez, Lisette Josefina, 2010, "Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox = Market Calibration Problem and the Implied Structure of the Black-Cox Bond Model," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 10, issue 1, pages 73-98, December.
• Christian Thimann, 2010, "Global Roles of Currencies," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Wensheng Peng & Chang Shu, "Currency Internationalization: Global Experiences and Implications for the Renminbi", DOI: 10.1057/9780230245785_1.
• Alasrag, Hussien, 2010, "Global Financial crisis and Islamic finance," MPRA Paper, University Library of Munich, Germany, number 22167, Apr.
• Bera, Soumitra Kumar, 2010, "Financial crisis: The incrediable hulk in Indian economic growth and external sector," MPRA Paper, University Library of Munich, Germany, number 27750, Apr.
• Vasco Salazar Soares & Antonieta Lima, 2010, "Exchange Market Versus Oil And Gold Prices: An European Approach," Working Papers, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE), number 13/2010, Sep.
• Dedu, Vasile & Mihai, Irina & Neagu, Florian, 2010, "Trends of the Contagion Risk in Sovereign Spreads for Emerging European Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 265-279, July.
• Cristian PAUN & Stefan UNGUREANU, 2010, "Managerial Approach of International Initial Public Offerings Valuation," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 11, issue 5, pages 905-915, December.
• Caterina Giannetti & Nicola Jentzsch & Giancarlo Spagnolo, 2010, "Information Sharing and Cross-border Entry in European Banking," CEIS Research Paper, Tor Vergata University, CEIS, number 178, Dec, revised 21 Dec 2010.
• Mahfuzul Haque & Oscar Varela, 2010, "US-Thailand Bilateral Safety-first Portfolio Optimisation around the 1997 Asian Financial Crisis," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 2, pages 171-197, August, DOI: 10.1177/097265271000900203.
• Manish Kumar, 2010, "Modelling Exchange Rate Returns Using Non-linear Models," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 4, issue 1, pages 101-125, January, DOI: 10.1177/097380100900400105.
• Thomas Nitschka, 2010, "Momentum in stock market returns: Implications for risk premia on foreign currencies," Working Papers, Swiss National Bank, number 2010-11.
• Enrique Martínez-García & Jens Søndergaard, 2010, "Investment and Trade Patterns in a Sticky-Price, Open-Economy Model," Contributions to Economics, Springer, chapter 0, in: Giorgio Calcagnini & Enrico Saltari, "The Economics of Imperfect Markets", DOI: 10.1007/978-3-7908-2131-4_10.
• Lieven Baele & Pilar Soriano, 2010, "The determinants of increasing equity market comovement: economic or financial integration?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 146, issue 3, pages 573-589, September, DOI: 10.1007/s10290-010-0060-z.
• Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2010, "The comovements in international stock markets: new evidence from Latin American emerging countries," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 13, pages 1323-1328, DOI: 10.1080/13504850902967449.
• Philippe Bacchetta & Eric van Wincoop & Toni Beutler, 2010, "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 6, issue 1, pages 125-173, DOI: 10.1086/648702.
• Candelon, B. & Dumitrescu, E-I. & Hurlin, C., 2010, "Currency crises early warning systems: why they should be dynamic," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 047, Jan, DOI: 10.26481/umamet.2010047.
• Canuto, Otaviano & Liu, Lili, 2010, "Subnational Debt Finance and the Global Financial Crisis," World Bank - Economic Premise, The World Bank, issue 13, pages 1-7, May.
• Lili Liu & Otaviano Canuto, 2010, "Subnational Debt Finance and the Global Financial Crisis," World Bank Publications - Reports, The World Bank Group, number 10186, May.
• Oliver Hossfeld, 2010, "Equilibrium Real Effective Exchange Rates and Real Exchange Rate Misalignments: Time Series vs. Panel Estimates," FIW Working Paper series, FIW, number 065, Dec.
• Brown, Martin & Kirschenmann, Karolin & Ongena, Steven, 2010, "Foreign Currency Loans - Demand or Supply Driven?," Proceedings of the German Development Economics Conference, Hannover 2010, Verein für Socialpolitik, Research Committee Development Economics, number 8.
• Utlaut, Johannes Friederich & van Roye, Björn, 2010, "The effects of external shocks to business cycles in emerging Asia: A Bayesian VAR approach," Kiel Working Papers, Kiel Institute for the World Economy, number 1668.

2009

• Devereux, Michael B. & Smith, Gregor W. & Yetman, James, 2009, "Consumption and Real Exchange Rates in Professional Forecasts," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273681, Jan, DOI: 10.22004/ag.econ.273681.
• De Gooijer, J. & Diks, C.G.H. & Gatarek, L., 2009, "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 09-13.
• Elisabetta Gualandri & Andrea Landi & Valeria Venturelli, 2009, "Financial crisis and new dimensions of liquidity risk: rethinking prudential regulation and supervision," BANCARIA, Bancaria Editrice, volume 7, pages 24-42, July.
• Flavio Bazzana & Marco Palmieri, 2009, "Increasing the efficiency of bond covenants: a proposal for the Italian market," BANCARIA, Bancaria Editrice, volume 9, pages 39-58, September.
• Nicolas Berman & Antoine Berthou, 2009, "Financial Market Imperfections and the Impact of Exchange Rate Movements on Exports," Review of International Economics, Wiley Blackwell, volume 17, issue 1, pages 103-120, February, DOI: 10.1111/j.1467-9396.2008.00781.x.
• Mirko Licchetta, 2009, "Common determinants of currency crises: role of external balance sheet variables," Bank of England working papers, Bank of England, number 366, Apr.
• Dimitris A. Georgoutsos & Petros M. Migiakis, 2009, "Benchmark bonds interactions under regime shifts," Working Papers, Bank of Greece, number 103, Sep.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009, "Private information, stock markets, and exchange rates," Working Papers, Monetary Policy Group, Bank of Thailand, number 2009-07, Jul.
• Ken Coutts & Bob Rowthorn, 2009, "Prospects for the UK Balance of Payments," Working Papers, Centre for Business Research, University of Cambridge, number wp394, Dec.
• Kosuke Aoki & Gianluca Benigno & Nobuhiro Kiyotaki, 2009, "Capital Flows and Asset Prices," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0921, Apr.
• Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008, "Identification of New Keynesian Phillips Curves from a Global Perspective," CESifo Working Paper Series, CESifo, number 2219.
• Mathias Hoffmann & Thomas Nitschka, 2009, "Securitization of Mortgage Debt, Asset Prices and International Risk Sharing," CESifo Working Paper Series, CESifo, number 2527.
• André Lemelin, 2009, "Commerce et flux financiers internationaux : MIRAGE-D," Working Papers, CEPII research center, number 2009-27, Nov.
• Jaime Villamil, 2009, "Aproximación no lineal al modelo de overshooting usando redes neuronales multicapa para el tipo de cambio dólar-peso," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Sutherland, Alan & Devereux, Michael B, 2009, "Valuation Effects and the Dynamics of Net External Assets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7273, Apr.
• Bacchetta, Philippe & van Wincoop, Eric, 2009, "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7309, May.
• Bacchetta, Philippe & van Wincoop, Eric & Beutler, Toni, 2009, "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7383, Jul.
• Weder di Mauro, Beatrice & Haselmann, Rainer & Marsch, Katharina, 2009, "Real Effects of Bank Governance: Bank Ownership and Corporate Innovation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7488, Oct.
• Ongena, Steven & Brown, Martin & YeÅŸin, Pınar, 2009, "Foreign Currency Borrowing by Small Firms," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7540, Nov.
• Taylor, Alan M. & Jordà , Ã’scar, 2009, "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7568, Nov.
• Prabhath Jayasinghe & Albert K. Tsui, 2009, "Time-Varying Currency Betas : Evidence from Developed and Emerging Markets," Finance Working Papers, East Asian Bureau of Economic Research, number 22761, Jan.
• Feltenstein, Andrew & Rochon, Céline, 2009, "Can good events lead to bad outcomes? Endogenous banking crises and fiscal policy responses," Journal of Asian Economics, Elsevier, volume 20, issue 4, pages 396-409, September.
• Chalamandaris, Georgios & Tsekrekos, Andrianos E., 2009, "Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market," The Journal of Economic Asymmetries, Elsevier, volume 6, issue 1, pages 49-74, DOI: 10.1016/j.jeca.2009.01.005.
• Aoki, Kosuke & Benigno, Gianluca & Kiyotaki, Nobuhiro, 2009, "Capital flows and asset prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25487, Apr.
• Cristina Terra & Frederico Valladares, 2009, "Real Exchange Rate Misalignments," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2009-03.
• Enrique G. Mendoza & P. Marcelo Oviedo, 2009, "Public Debt, Fiscal Solvency and Macroeconomic Uncertainty in Latin America The Cases of Brazil, Colombia, Costa Rica and Mexico," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 2, pages 133-173, July-Dece.
• Mark Weisbrot & Jose Cordero & Luis Sandoval, 2009, "Empowering the IMF: Should Reform be a Requirement for Increasing the Fund's Resources?," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2009-15, Apr.
• David Rosnick, 2009, "Troubled Assets: The IMF's Latest Projections for Economic Growth in the Western Hemisphere," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2009-16, Apr.
• Mark Weisbrot & David Rosnick, 2009, "Estimating the Cost of Contributions to the IMF," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2009-18, May.
• Jose Antonio Cordero, 2009, "The IMF’s Stand-by Arrangements and the Economic Downturn in Eastern Europe: The Cases of Hungary, Latvia, and Ukraine," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2009-31, Sep.
• Mark Weisbrot & Rebecca Ray & Jake Johnston & Jose Antonio Cordero, 2009, "IMF-Supported Macroeconomic Policies and the World Recession: A Look at Forty-One Borrowing Countries," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2009-37, Oct.
• Mark Weisbrot, 2009, "CEPR Responds to the IMF’s Reply and Defense of Its Policies During the World Recession," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2009-41, Oct.
• Michael Pomerleano, 2009, "What Is the Impact of the Global Financial Crisis on the Banking System in East Asia?," Working Papers, eSocialSciences, number id:2204.
• Enrique Martínez García & Jens Sondergaard, 2009, "Investment and trade patterns in a sticky-price, open-economy model," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 28.
• Morris Goldstein & Daniel Xie, 2009, "The impact of the financial crisis on emerging Asia," Proceedings, Federal Reserve Bank of San Francisco, pages 27-80.
• Nicolas Berman & Antoine Berthou, 2009, "Financial Market Imperfections and the Impact of Exchange Rate Movements on Exports," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00650665, Feb, DOI: 10.1111/j.1467-9396.2008.00781.x.
• Eleni Iliopulos, 2009, "External imbalances and collateral constraints in a two-country world," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00429600, Oct.
• Nicolas Berman & Antoine Berthou, 2009, "Financial Market Imperfections and the Impact of Exchange Rate Movements on Exports," Post-Print, HAL, number hal-00650665, Feb, DOI: 10.1111/j.1467-9396.2008.00781.x.
• Eleni Iliopulos, 2009, "External imbalances and collateral constraints in a two-country world," Post-Print, HAL, number halshs-00429600, Oct.
• Hiller, Sanne & Yalcin, Erdal, 2009, "Switching between Domestic Market Activity, Export and FDI," Working Papers, University of Aarhus, Aarhus School of Business, Department of Economics, number 09-13, Aug.
• Philippe Bacchetta & Eric van Wincoop, 2009, "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," Working Papers, Hong Kong Institute for Monetary Research, number 272009, Aug.
• Ana Maria Čeh & Ivo Krznar, 2009, "Optimal International Reserves of the CNB with Endogenous Probability of Crisis," Working Papers, The Croatian National Bank, Croatia, number 21, Oct.
• Fernández-Arias, Eduardo & Powell, Andrew & Rebucci, Alessandro, 2009, "The Multilateral Response to the Global Crisis: Rationale, Modalities, and Feasibility," IDB Publications (Working Papers), Inter-American Development Bank, number 1653, Jun.
• Peijie Wang, 2009, "Reverse Shooting of Exchange Rates," Working Papers, IESEG School of Management, number 2009-FIN-02, Apr.
• Morris Goldstein & Daniel Xie, 2009, "The Impact of the Financial Crisis on Emerging Asia," Working Paper Series, Peterson Institute for International Economics, number WP09-11, Nov.
• Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2009, "A New Method for Identifying the Effects of Foreign Exchange Interventions," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-06, Feb.
• Alex Luiz Ferreira., 2009, "Is it Risk? An Automated Approach to Explain the ex ante UIP Deviations of Brazil," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 46, issue 133, pages 51-66.
• Jose Olmo & Keith Pilbeam, 2009, "The profitability of carry trades," Annals of Finance, Springer, volume 5, issue 2, pages 231-241, March, DOI: 10.1007/s10436-008-0098-2.
• Donald Larson & Gunnar Breustedt, 2009, "Will Markets Direct Investments Under the Kyoto Protocol? Lessons from the Activities Implemented Jointly Pilots," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 43, issue 3, pages 433-456, July, DOI: 10.1007/s10640-009-9272-x.
• Philippe Bacchetta & Eric van Wincoop, 2009, "Tacit On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 09.07, May.
• Philippe Bacchetta & Eric van Wincoop & Toni Beutler, 2009, "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 09.08, Jul.
• Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009, "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 7, pages 1481-1502, October.
• Anusha Chari & Wenjie Chen & Kathryn M.E. Dominguez, 2009, "Foreign Ownership and Corporate Restructuring: Direct Investment by Emerging-Market Firms in the United States," Working Papers, Research Seminar in International Economics, University of Michigan, number 601, Nov.
• Elisabetta Gualandri & Andrea Landi & Valeria Venturelli, 2009, "Financial Crisis And New Dimensions Of Liquidity Risk: Rethinking Prudential Regulation And Supervision," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0013, Jan.
• Eleni Iliopulos, 2009, "External imbalances and collateral constraints in a two-country world," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09065, Oct.
• Kosuke Aoki & Gianluca Benigno & Nobuhiro Kiyotaki, 2009, "Capital Flows and Asset Prices," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2007".
• Ricardo J. Caballero & Arvind Krishnamurthy, 2009, "Global Imbalances and Financial Fragility," NBER Working Papers, National Bureau of Economic Research, Inc, number 14688, Jan.
• Michael B. Devereux & Alan Sutherland, 2009, "Valuation Effects and the Dynamics of Net External Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14794, Mar.
• Michael B. Devereux & Gregor W. Smith & James Yetman, 2009, "Consumption and Real Exchange Rates in Professional Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 14795, Mar.
• Philippe Bacchetta & Eric van Wincoop, 2009, "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," NBER Working Papers, National Bureau of Economic Research, Inc, number 15008, May.
• Òscar Jordà & Alan M. Taylor, 2009, "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," NBER Working Papers, National Bureau of Economic Research, Inc, number 15518, Nov.
• Peter Backé & Franz Schardax, 2009, "European and Non-European Emerging Market Currencies: Forward Premium Puzzle and Fundamentals," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 56-66.
• Claus Puhr & Markus Schwaiger & Michael Sigmund, 2009, "Direct Cross-Border Lending by Austrian Banks to Eastern Europe," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 17, pages 102-122.
• Zeljko Maric, 2009, "The Foreign Direct Investments Entrance and its Impact into Countries in Transition (Case of Bosnia and Herzegovina)," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 5, pages 427-437.