Research classified by Journal of Economic Literature (JEL) codes

2009

• Pasquale Della Corte & Lucio Sarno & Ilias Tsiakas, 2009, "An Economic Evaluation of Empirical Exchange Rate Models," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 9, pages 3491-3530, September.
• Gianluca Mattarocci, 2009, "Market Characteristics and Chaos Dynamics in Stock Markets: an International Comparison," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 6, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci, "New Drivers of Performance in a Changing Financial World", DOI: 10.1057/9780230594814_6.
• Schroeder, Gerhard, 2009, "Volatility Indexes seem to point to the Past," MPRA Paper, University Library of Munich, Germany, number 18025, Oct.
• Estrada, Fernando, 2009, "Tamaño y Riesgo en los Mercados Financieros
  [Size and Risk in the Finanzal Markets]," MPRA Paper, University Library of Munich, Germany, number 19267, Dec.
• Torre-Gallegos, Antonio de la & Bellini, Edith, 2009, "Las crisis bursátiles en España y su comparación con otros mercados internacionales: Análisis de sus principales características
  [Stock market crisis in Spain and their comparison with other international market:Analysis of the principal character," MPRA Paper, University Library of Munich, Germany, number 26547, Oct.
• Jomadar, Dinesh, 2009, "Litigations, Damages And Solutions In Residential Mortgage-Backed Securities," MPRA Paper, University Library of Munich, Germany, number 29253, Mar, revised 30 Jun 2009.
• Belhadj, ARAM & Bouguezzi, WAJDI & Jedlane, NABIL, 2009, "A Common Monetary Policy For The Maghreb: The Winners and The Losers?," MPRA Paper, University Library of Munich, Germany, number 29701, Mar.
• Tomáš Meluzín & Marek Zinecker, 2009, "Analyses of Partial Decision Models for IPO Realization," Ekonomika a Management, Prague University of Economics and Business, volume 2009, issue 2.
• James Yetman & Gregor W. Smith, 2009, "Consumption And Real Exchange Rates In Professional Forecasts," Working Paper, Economics Department, Queen's University, number 1195, Jan.
• Rokon Bhuiyan, 2009, "Identifying a Forward-Looking Monetary Policy in an Open Economy," Working Paper, Economics Department, Queen's University, number 1214, Sep.
• Michael Pomerleano, 2009, "What Is the Impact of the Global Financial Crisis on the Banking System in East Asia?," ADBI Working Papers, Asian Development Bank Institute, number 146, Aug.
• Dumitru, Ionut & Dumitru, Ionela, 2009, "An Assessment of the Current Account Sustainability in Romania – An Inter-temporal Perspective," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 23-41, June.
• Martin Brown & Steven Ongena & Pinar Yesin, 2009, "Foreign Currency Borrowing by Small Firms," Working Papers, Swiss National Bank, number 2009-02.
• Michael Arghyrou, 2009, "Monetary policy before and after the euro: evidence from Greece," Empirical Economics, Springer, volume 36, issue 3, pages 621-643, June, DOI: 10.1007/s00181-008-0216-z.
• Enrico Geretto & Rubens Pauluzzo, 2009, "The Chinese Banking System: Economic Performance and Prospects for Future Development," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 16, issue 1, pages 92-113, May, DOI: 10.1007/s11300-009-0055-4.
• Kenneth Rogoff, 2009, "Exchange rates in the modern floating era: what do we really know?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 145, issue 1, pages 1-12, April, DOI: 10.1007/s10290-009-0006-5.
• Jan G. de Gooijer & Cees G.H. Diks & Lukasz T. Gatarek, 2009, "Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-107/4, Nov.
• Brown, M. & Kirschenmann, K. & Ongena, S., 2009, "Foreign Currency Loans - Demand or Supply Driven?," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-78.
• Brown, M. & Kirschenmann, K. & Ongena, S., 2009, "Foreign Currency Loans - Demand or Supply Driven?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 348b5baa-3378-42ad-a661-e.
• Brown, M. & Kirschenmann, K. & Ongena, S., 2009, "Foreign Currency Loans - Demand or Supply Driven?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 75ee4df5-492e-4e1f-8dc4-3.
• Dimitris Christopoulos & Miguel A. León-Ledesma, 2009, "On causal Relationships Between Exchange Rates and Fundamentals: Better Than You Think," Studies in Economics, School of Economics, University of Kent, number 0909, Jul.
• Dimitris Christopoulos & Miguel León-Ledesma, 2009, "Efficiency and frontier technology in the aftermath of recessions: international evidence," Studies in Economics, School of Economics, University of Kent, number 0922, Nov.
• Hadj Amor Thouraya & El Araj Rita, 2009, "Dynamique a long terme du taux de change réel, Libéralisation Commerciale et Intégration Financiere: Cas des Pays du Sud et de l’Est Méditerranéen," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 56, issue 1, pages 73-93.
• Ralf Fendel & Eliza M. Lis & Jan-Christoph Rülke, 2009, "Do Euro Area Forecasters (Still) Have Faith in Macroeconomic Building Blocks? – Expectation Formation when Economics is in Crisis," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 09-03, Oct.
• Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu, 2009, "Financial contagion: evolutionary optimization of a multinational agent‐based model," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., volume 16, issue 1‐2, pages 111-125, January, DOI: 10.1002/isaf.296.
• 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, DOI: 10.1111/j.1538-4616.2009.00264.x.
• Thijs ten Raa, 2009, "Input–Output Economics: Theory and Applications:Featuring Asian Economies," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6968, ISBN: ARRAY(0x5eec5500), September.
• Pieter Kop Jansen & Thijs ten Raa, 2009, "The Choice of Model in the Construction of Input–Output Coefficients Matrices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Input–Output Economics: Theory And Applications Featuring Asian Economies".
• Thijs ten Raa & José Manuel Rueda-Cantuche, 2009, "The Construction of Input–Output Coefficients Matrices in an Axiomatic Context: Some Further Considerations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Input–Output Economics: Theory And Applications Featuring Asian Economies".
• Thijs ten Raa & José Manuel Rueda-Cantuche, 2009, "A Generalized Expression for the Commodity and the Industry Technology Models in Input–Output Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Input–Output Economics: Theory And Applications Featuring Asian Economies".
• Thijs ten Raa & Pierre Mohnen, 2009, "Neoclassical Input–Output Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Input–Output Economics: Theory And Applications Featuring Asian Economies".
• Thijs ten Raa & Debesh Chakraborty & Tuhin Das, 2009, "Working Capital in an Input–Output Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Input–Output Economics: Theory And Applications Featuring Asian Economies".
• Joe Mattey & Thijs ten Raa, 2009, "Primary Versus Secondary Production Techniques in U.S. Manufacturing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Input–Output Economics: Theory And Applications Featuring Asian Economies".
• Thijs ten Raa & José Manuel Rueda-Cantuche, 2009, "Stochastic Analysis of Input–Output Multipliers on the Basis of Use and Make Tables," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Input–Output Economics: Theory And Applications Featuring Asian Economies".
• Thijs ten Raa & Pierre Mohnen, 2009, "Neoclassical Growth Accounting and Frontier Analysis: A Synthesis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Input–Output Economics: Theory And Applications Featuring Asian Economies".
• Thijs ten Raa & Pierre Mohnen, 2009, "Competition and Performance: The Different Roles of Capital and Labor," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Input–Output Economics: Theory And Applications Featuring Asian Economies".
• Pierre Mohnen & Thijs ten Raa, 2009, "A General Equilibrium Analysis of the Evolution of Canadian Service Productivity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "Input–Output Economics: Theory And Applications Featuring Asian Economies".
• Pierre Mohnen & Thijs ten Raa, 2009, "Productivity Trends and Employment Across Industries in Canada," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "Input–Output Economics: Theory And Applications Featuring Asian Economies".
• Thijs ten Raa & Pierre Mohnen, 2009, "The Location of Comparative Advantages on the Basis of Fundamentals Only," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "Input–Output Economics: Theory And Applications Featuring Asian Economies".
• Thijs ten Raa & Haoran Pan, 2009, "Competitive Pressures on China: Income Inequality and Migration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "Input–Output Economics: Theory And Applications Featuring Asian Economies".
• Chandrima Sikdar & Thijs ten Raa & Pierre Mohnen & Debesh Chakraborty, 2009, "Bilateral Trade between India and Bangladesh: A General Equilibrium Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "Input–Output Economics: Theory And Applications Featuring Asian Economies".
• Thijs ten Raa & Amarendra Sahoo, 2009, "Competitive Pressure on the Indian Households: A General Equilibrium Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, "Input–Output Economics: Theory And Applications Featuring Asian Economies".
• Domagoj Sajter & Tomislav Ćorić, 2009, "(I)rationality of Investors on Croatian Stock Market – Explaining the Impact of American Indices on Croatian Stock Market," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 0901, Jan.
• Domagoj Sajter Tomislav Æoriæ, 2009, "(I)rationality of Investors on Croatian Stock Market: Explaining the Impact of American Indices on Croatian Stock Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 12, issue 2, pages 57-72, November.
• Schulz, Alexander & Stapf, Jelena, 2009, "Price discovery on traded inflation expectations: does the financial crisis matter?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,25.
• Sucarrat, Genaro, 2009, "Forecast Evaluation of Explanatory Models of Financial Variability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-33, DOI: 10.5018/economics-ejournal.ja.2009-.
• Tovar, Camilo Ernesto, 2009, "DSGE Models and Central Banks," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-31, DOI: 10.5018/economics-ejournal.ja.2009-.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2009, "On economic evaluation of directional forecasts," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-052.
• Wahl, Jack E. & Broll, Udo, 2009, "Güterwirtschaftliches Risikomanagement: Ein Entscheidungsmodell zur Lagerpolitik bei Unsicherheit," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 14/09.
• Thomas Nitschka, 2009, "Momentum in stock market returns, risk premia on foreign currencies and international financial integration," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 405, Mar.

2008

• Frait, Jan & Komarek, Lubos, 2008, "The Debt-adjusted Real Exchange Rate for China," Economic Research Papers, University of Warwick - Department of Economics, number 269848, DOI: 10.22004/ag.econ.269848.
• Capistrán Carlos & López Moctezuma Gabriel, 2008, "Experts' Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts," Working Papers, Banco de México, number 2008-11, Aug.
• Reyna Cerecero Mario & Salazar Cavazos Diana & Salgado Banda Héctor, 2008, "The Yield Curve and its Relation with Economic Activity: The Mexican Case," Working Papers, Banco de México, number 2008-15, Dec.
• Christian Thimann, 2008, "Global Roles of Currencies," International Finance, Wiley Blackwell, volume 11, issue 3, pages 211-245, December, DOI: 10.1111/j.1468-2362.2008.01226.x.
• Michael Funke & Marc Gronwald, 2008, "The Undisclosed Renminbi Basket: Are the Markets Telling Us Something about Where the Renminbi–US Dollar Exchange Rate is Going?," The World Economy, Wiley Blackwell, volume 31, issue 12, pages 1581-1598, December, DOI: 10.1111/j.1467-9701.2008.01141.x.
• Alon Binyamini & Assaf Razin, 2008, "Inflation-Output Tradeoff As Equilibrium Outcome of Globalization," Israel Economic Review, Bank of Israel, volume 6, issue 1, pages 109-134.
• Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008, "Identification of New Keynesian Phillips Curves from a Global Perspective," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0803, Jan.
• Arghyrou, Michael G & Gadea, Maria Dolores, 2008, "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/23, Oct.
• M. Hashem Pesaran & Ron P. Smith, 2006, "Macroeconometric Modelling with a Global Perspective," CESifo Working Paper Series, CESifo, number 1659.
• Mathias Hoffmann, 2006, "Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns," CESifo Working Paper Series, CESifo, number 1712.
• Sascha Becker & Mathias Hoffmann & Sascha O. Becker, 2008, "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," CESifo Working Paper Series, CESifo, number 2205.
• Michael Funke & Marc Gronwald, 2008, "The Undisclosed Renminbi Basket: Are the Markets Telling us something about where the Renminbi – US Dollar Exchange Rate is Going?," CESifo Working Paper Series, CESifo, number 2272.
• Steven Brakman & Gus Garita & Harry Garretsen & Charles van Marrewijk & Charles van Marrewijk, 2008, "Unlocking the Value of Cross-Border Mergers and Acquisitions," CESifo Working Paper Series, CESifo, number 2294.
• Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu, 2008, "Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model," CESifo Working Paper Series, CESifo, number 2444.
• Ramzi Issa & Robert Lafrance & John Murray, 2008, "The turning black tide: energy prices and the Canadian dollar," Canadian Journal of Economics, Canadian Economics Association, volume 41, issue 3, pages 737-759, August, DOI: 10.1111/j.1540-5982.2008.00483.x.
• Flood, Robert P & Rose, Andrew, 2008, "Why so Glum? The Meese-Rogoff Methodology Meets the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6714, Feb.
• Rey, Hélène & Hau, Harald, 2008, "Home Bias at the Fund Level," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6721, Mar.
• JALIL, Abdul & BOKHARI, Sheharyar, 2008, "The Optimal Demand For Foreign Exchange Reserves In Pakistan," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 5, issue 1, pages 33-48.
• Josef T. Yap, 2008, "Managing Capital Flows : The Case of the Philippines," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22703, Jan.
• Ramgopal Agarwala, 2008, "Towards An Asian “Bretton Woods†for Restructuring of the Regional Financial Architecture," Finance Working Papers, East Asian Bureau of Economic Research, number 22079, Jan.
• Abhijit Sen Gupta, 2008, "Cost of Holding Excess Reserves - The Indian Experience," Finance Working Papers, East Asian Bureau of Economic Research, number 22165, Jan.
• Yongding Yu, 2008, "Managing Capital Flows : The Case of the People’s Republic of China," Finance Working Papers, East Asian Bureau of Economic Research, number 22833, Jan.
• Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2008, "Identification of new Keynesian Phillips Curves from a global perspective," Working Paper Series, European Central Bank, number 892, Apr.
• Cappiello, Lorenzo & Maddaloni, Angela & Lo Duca, Marco, 2008, "Country and industry equity risk premia in the euro area: an intertemporal approach," Working Paper Series, European Central Bank, number 913, Jun.
• van den Berg, Jeroen & Candelon, Bertrand & Urbain, Jean-Pierre, 2008, "A cautious note on the use of panel models to predict financial crises," Economics Letters, Elsevier, volume 101, issue 1, pages 80-83, October.
• Coudert, Virginie & Gex, Mathieu, 2008, "Does risk aversion drive financial crises? Testing the predictive power of empirical indicators," Journal of Empirical Finance, Elsevier, volume 15, issue 2, pages 167-184, March.
• Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2008, "Quantile forecasts of daily exchange rate returns from forecasts of realized volatility," Journal of Empirical Finance, Elsevier, volume 15, issue 4, pages 729-750, September.
• Fioramanti, Marco, 2008, "Predicting sovereign debt crises using artificial neural networks: A comparative approach," Journal of Financial Stability, Elsevier, volume 4, issue 2, pages 149-164, June.
• Lehner, Maria & Schnitzer, Monika, 2008, "Entry of foreign banks and their impact on host countries," Journal of Comparative Economics, Elsevier, volume 36, issue 3, pages 430-452, September.
• ten Raa, Thijs & Mohnen, Pierre, 2008, "Competition and performance: The different roles of capital and labor," Journal of Economic Behavior & Organization, Elsevier, volume 65, issue 3-4, pages 573-584, March.
• Batavia, Bala & Nandakumar, P. & Wague, Cheick, 2008, "Prospects for the Euro: Will Reserve Holdings Shift in Its Favour?," The Journal of Economic Asymmetries, Elsevier, volume 5, issue 1, pages 79-91, DOI: 10.1016/j.jeca.2008.01.007.
• da Veiga, Bernardo & Chan, Felix & McAleer, Michael, 2008, "Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 78, issue 2, pages 155-171, DOI: 10.1016/j.matcom.2008.01.031.
• Dušan Zbašnik, 2008, "Kamatna stopa kao element nesigurnosti prilikom financijskih odluka," Ekonomija Economics, Rifin d.o.o., volume 15, issue 1, pages 155-172.
• Guntram B. Wolff & Alexander Schulz, 2008, "Sovereign bond market integration: the euro, trading platforms and globalisation," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 332, Jun.
• Lieven Baele & Koen Inghelbrecht, 2008, "Time-varying integration, the euro and international diversification strategy," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 333, Jul.
• Eleni Iliopulos, 2008, "Collateral constraints, external imbalances and heterogeneous agents in a two-country world," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 08-12.
• Enrique Martínez García & Jens Sondergaard, 2008, "The real exchange rate in sticky price models: does investment matter?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 17.
• Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi, 2008, "A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2008_09, Jun.
• Michael H. Grote & Florian Kube & Michael Küchen, 2008, "„Home, sweet home“ – Die Entwicklung des Handelsvolumens deutscher Aktien im Ausland," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 172.
• Mohamed El Hedi Arouri & M. Bellalah & D. Nguyen, 2008, "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Post-Print, HAL, number halshs-00207719.
• V. Coudert & M. Gex, 2008, "Does risk aversion drive financial crises? Testing the predictive power of empirical indicators," Post-Print, HAL, number halshs-00321667.
• Mohamed El Hedi Arouri & Nguyen Duc & Bellalah Mondher, 2008, "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Post-Print, HAL, number halshs-00324262, Jun.
• Nicolas Coeurdacier & Stéphane Guibaud, 2008, "A dynamic equilibrium of imperfectly integrated financial markets," Working Papers, HAL, number hal-03602487, Oct.
• Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2008, "The Comovements In International Stock Markets: New Evidence From Latin American Emerging Countries," Working Papers, HAL, number halshs-00202943, Jan.
• Marc Gronwald & Michael Funke, 2008, "The undisclosed Renminbi Basket: are the markets telling us something about where the Renminbi - US Dollar Exchange Rate is going?," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20804, Apr.
• Michael Funke & Marc Gronwald, 2008, "The undisclosed Renminbi Basket: are the markets telling us something about where the Renminbi - US Dollar Exchange Rate is going?," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20812b, Dec.
• Oxelheim, Lars, 2008, "Globalization, Transparency and Economic Growth: The Vulnerability of Chinese Firms to Macroeconomic Shocks," Working Paper Series, Research Institute of Industrial Economics, number 768, Sep.
• Olga Bohachova, 2008, "The Impact of Macroeconomic Factors on Risks in the Banking Sector: A Cross-Country Empirical Assessment," IAW Discussion Papers, Institut für Angewandte Wirtschaftsforschung (IAW), number 44, Sep.
• Moura, Marcelo, 2008, "Testing the Taylor Model Predictability for Exchange Rates in Latin America," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_119, Oct.
• Powell, Andrew & Martínez, Juan Francisco, 2008, "On Emerging Economy Sovereign Spreads and Ratings," IDB Publications (Working Papers), Inter-American Development Bank, number 1611, Jan.
• Cavallo, Eduardo A. & Powell, Andrew & Rigobón, Roberto, 2008, "Do Credit Rating Agencies Add Value?: Evidence from the Sovereign Rating Business Institutions," IDB Publications (Working Papers), Inter-American Development Bank, number 1634, Nov.
• Andrew Powell & Juan F. Martinez S., 2008, "On Emerging Economy Sovereign Spreads and Ratings," Research Department Publications, Inter-American Development Bank, Research Department, number 4565, Jan.
• Eduardo Cavallo & Andrew Powell & Roberto Rigobon, 2008, "Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions," Research Department Publications, Inter-American Development Bank, Research Department, number 4601, Nov.
• Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2008, "The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 13, issue 1, pages 40-52, DOI: 10.1002/ijfe.356.
• Abhijit Sen Gupta, 2008, "Cost of Holding Excess Reserves: The Indian Experience," Indian Council for Research on International Economic Relations, New Delhi Working Papers, Indian Council for Research on International Economic Relations, New Delhi, India, number 206, Mar.
• Lucía de las Nieves Morales, 2008, "Volatility Spillovers between Equity and Currency Markets: Evidence from Major Latin American Countries," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 132, pages 185-215.
• Raimundo Soto, 2008, "Unemployment and Real Exchange Rate Dynamics in Latin American Economies," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 337.
• Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P., 2008, "Identification of New Keynesian Phillips Curves from a Global Perspective," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3298, Jan.
• M. Thamas Paul* & G. R. Motlaleng*, 2008, "The pula-dollar exchange rate and the purchasing power parity in Botswana," Journal of Developing Areas, Tennessee State University, College of Business, volume 41, issue 2, pages 205-231, January-M.
• David Hudgins & C. Chan, 2008, "Optimal Exchange Rate Policy Under Unknown Pass-through and Learning With Applications to Korea," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 3, pages 279-293, October, DOI: 10.1007/s10614-008-9139-1.
• Hideki Izawa, 2008, "An Empirical Test of the Efficiency Hypothesis on the Renminbi NDF in Hong Kong Market," Kobe Economic & Business Review, Research Institute for Economics & Business Administration, Kobe University, volume 52, pages 1-6, February.
• Mohamed AROURI & Makram BELLALAH & D.-K. NGUYEN, 2008, "The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 1562.
• Muhammad Arshad Khan & Abdul Qayyum, 2008, "Long-Run and Short-Run Dynamics of the Exchange Rate in Pakistan: Evidence FromUnrestricted Purchasing Power Parity Theory," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 13, issue 1, pages 29-56, Jan-Jun.
• Lehner, Maria & Schnitzer, Monika, 2008, "Entry of foreign banks and their impact on host countries," Munich Reprints in Economics, University of Munich, Department of Economics, number 19238.
• Lehner, Maria, 2008, "Group versus Individual Lending in Microfinance," Discussion Papers in Economics, University of Munich, Department of Economics, number 7486, Nov.
• Lehner, Maria, 2008, "Entry Mode Choice of Multinational Banks," Discussion Papers in Economics, University of Munich, Department of Economics, number 8222, Dec.
• André Lemelin, 2008, "Trade and the External Wealth of Nations," Cahiers de recherche, CIRPEE, number 0814.
• Atsushi Inoue & Barbara Rossi, 2008, "Monitoring and Forecasting Currency Crises," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 2-3, pages 523-534, March.
• Costas Karfakis, 2008, "What Determines the Forward Exchange Rate of the Euro?," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_02, Feb, revised Feb 2008.
• Alon Binyamini & Assaf Razin, 2008, "Inflation-Output Tradeoff as Equilibrium Outcome of Globalization," NBER Working Papers, National Bureau of Economic Research, Inc, number 14379, Oct.
• Nelson Mark, 2008, "Factor Model Forecasts of Exchange Rates," Working Papers, University of Notre Dame, Department of Economics, number 012, Nov, revised Jan 2012.
• Christian Beer & Steven Ongena & Marcel Peter, 2008, "The Austrian Carry Trade: What Are the Characteristics of Households Borrowing in Foreign Currency?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 16, pages 108-121.
• Andrew Feltenstein & Celine Rochon, 2008, "Can Good Events Lead to Bad Outcomes? Endogenous Banking Crises and Fiscal Policy Responses," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe03, Jan.
• Maria Kasch & Massimiliano Caporin, 2008, "Volatility Threshold Dynamic Conditional Correlations: An International Analysis," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0065.
• Adnan Haider Bukhari & Safdar Ullah Khan, 2008, "A Small Open Economy DSGE Model for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 47, issue 4, pages 963-1008.
• Tanya, Molodtsova & Nikolsko-Rzhevskyy, Alex & Papell, David, 2008, "Taylor Rules and the Euro," MPRA Paper, University Library of Munich, Germany, number 11348, Sep.
• Haider, Adnan & Khan, Safdar Ullah, 2008, "A Small Open Economy DSGE Model for Pakistan," MPRA Paper, University Library of Munich, Germany, number 12977, Nov, revised 17 Jan 2009.
• Jahan-Parvar, Mohammad R. & Mohammadi, Hassan, 2008, "Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach," MPRA Paper, University Library of Munich, Germany, number 13435, Dec.
• Dai, Meixing, 2008, "Public debt and currency crisis: how central bank opacity can make things bad?," MPRA Paper, University Library of Munich, Germany, number 13867, Dec.
• Gutierrez Girault, Matias Alfredo, 2008, "Modeling extreme but plausible losses for credit risk: a stress testing framework for the Argentine Financial System," MPRA Paper, University Library of Munich, Germany, number 16378, Jun.
• Nwaobi, Godwin, 2008, "Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting," MPRA Paper, University Library of Munich, Germany, number 6958, Feb.
• Rokon Bhuiyan, 2008, "Monetary Transmission Mechanism In A Small Open Economy: A Bayesian Structural Var Approach," Working Paper, Economics Department, Queen's University, number 1183, Oct.
• Mardi Dungey & George Milunovich & Susan Thorp, 2008, "Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH," NCER Working Paper Series, National Centre for Econometric Research, number 22, Feb.
• Radu Lupu & Cristiana Tudor, 2008, "Direction of Change at the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 11, issue 27, pages 165-185, January.
• Andrew Feltenstein & Céline Rochon, 2008, "Can Good Events Lead to Bad Outcomes? Endogenous Banking Crises and Fiscal Policy Responses," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe03.
• Christian Beer & Steven Ongena & Marcel Peter, 2008, "Borrowing in Foreign Currency: Austrian Households as Carry Traders," Working Papers, Swiss National Bank, number 2008-19.
• Ayla Ogus & Niloufer Sohrabji, 2008, "On the optimality and sustainability of Turkey’s current account," Empirical Economics, Springer, volume 35, issue 3, pages 543-568, November, DOI: 10.1007/s00181-007-0178-6.
• Nikiforos Laopodis, 2008, "Noise trading and autocorrelation interactions in the foreign exchange market: Evidence from developed and emerging economies," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 3, pages 271-293, July, DOI: 10.1007/s12197-007-9018-y.
• Becker, Sascha & Hoffmann, Mathias, 2008, "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2008-25, Nov.
• Brown, M. & Ongena, S. & Yesin, P., 2008, "Currency Denomination of Bank Loans : Evidence from Small Firms in Transition Countries," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-16.
• Chunming Yuan, 2008, "The Exchange Rate and Macroeconomic Determinants: Time-Varying Transitional Dynamics," UMBC Economics Department Working Papers, UMBC Department of Economics, number 09-114, May, revised 01 Nov 2009.
• José Soares da Fonseca, 2008, "The Co-integration of European Stock Markets after the Launch of the Euro," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 55, issue 3, pages 309-324.
• Fatma Marrakchi Charfi, 2008, "Taux de change réel d’équilibre et mésalignements: Enseignements d’un modèle VAR-ECM pour le cas de la Tunisie," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 55, issue 4, pages 439-464.
• Atsushi Inoue & Barbara Rossi, 2008, "Monitoring and Forecasting Currency Crises," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 2‐3, pages 523-534, March, DOI: 10.1111/j.1538-4616.2008.00125.x.
• Frait, Jan & Komárek, Luboš, 2008, "The Debt-adjusted Real Exchange Rate for China," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 850.
• Michael G. Arghyrou & Maria Dolores Gadea, 2008, "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2008-05, May.
• Wolff, Guntram B. & Schulz, Alexander, 2008, "Sovereign bond market integration: the euro, trading platforms and globalization," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,12.
• Weistroffer, Christian & Vallés, Veronica, 2008, "Monitoring banking sector risks: An applied approach," Research Notes, Deutsche Bank Research, number 29.
• Sucarrat, Genaro, 2008, "Forecast Evaluation of Explanatory Models of Financial Return Variability," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-18.
• Tovar, Camilo Ernesto, 2008, "DSGE Models and Central Banks," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-30.
• Siebert, Horst, 2008, "An international rule system to avoid financial instability," Kiel Working Papers, Kiel Institute for the World Economy, number 1461.
• Chen, Shiyi & Jeong, Kiho & Härdle, Wolfgang Karl, 2008, "Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-051.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008, "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-073.
• Mathias Hoffmann & Thomas Nitschka, 2008, "Securitization of Mortgage Debt, Asset Prices and International Risk Sharing," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 376, Dec.

2007

• Thijs Ten Raa & José Manuel Rueda‐Cantuche, 2007, "Stochastic Analysis Of Input–Output Multipliers On The Basis Of Use And Make Tables," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 53, issue 2, pages 318-334, June, DOI: 10.1111/j.1475-4991.2007.00227.x.
• Mohamed El Hedi Arouri & Fredj Jawadi, 2007, "Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ?," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 50, issue 3, pages 315-333.
• Guido Sandleris & Filippo Taddei, 2007, "Indexed Sovereign Debt: a Survey and a Framework of Analysis," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 66.
• Michael Binder & Christian J. Offermanns, 2007, "International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis," CESifo Working Paper Series, CESifo, number 2095.
• David Goldsbrough & Ben Elberger, 2007, "What Have IMF Programs With Low-Income Countries Assumed About Aid Flows?," Working Papers, Center for Global Development, number 116, Apr.
• Virginie Coudert & Mathieu Gex, 2007, "Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators," Working Papers, CEPII research center, number 2007-02, Jan.
• Agnes Benassy-Quere & Valerie Mignon, 2007, "Monetary and Financial Integration in Asia: Introduction," Economie Internationale, CEPII research center, issue 111, pages 5-8.
• Saoussen Ben Gamra & Dominique Plihon, 2007, "Politiques de liberalisation financiere et crises bancaires," Economie Internationale, CEPII research center, issue 112, pages 5-28.
• Elbar Ramírez & Margot Cajigas Romero & Fanor Lozano Reyes, 2007, "La Tasa De Cambio: ¿Es Gerenciable?," Estudios Gerenciales, Universidad Icesi.
• Luis Berggrun Preciado & Julián Esteban García & Amalia Andrea Grande & Paola Andrea Torres, 2007, "Sociedad Colombiana De Juegos Y Apuestas S.A. Burkenroad Report," Estudios Gerenciales, Universidad Icesi.
• Buiter, Willem, 2007, "Lessons from the 2007 Financial Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6596, Dec.
• Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2007, "An Economic Evaluation of Empirical Exchange Rate Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6598, Dec.
• Flandreau, Marc & Flores, Juan-Huitzi, 2007, "Bonds and Brands : intermediaries and reputation in sovereign debt markets 1820-1830," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number wp07-12, Jul.
• Flores, Juan-Huitzi, 2007, "Information asymmetries and financial intermediation during the Baring crisis : 1880-1890," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number wp07-16, Oct.
• Hiroya Akiba & Yonghui Jia, 2007, "Reassessment Of Currency Index By Fundamentals," Annals of Economics and Finance, Society for AEF, volume 8, issue 1, pages 65-93, May.
• Christian Dreger & Eric Girardin, 2007, "Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 746.
• Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2007, "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 05.
• Derviz, Alexis & Podpiera, Jiří, 2007, "Cross-border lending contagion in multinational banks," Working Paper Series, European Central Bank, number 807, Sep.
• Abhay Abhyankar & Angelica Gonzalez, 2007, "What Drives Corporate Bond Market Betas?," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 157, Jul.
• Iwatsubo, Kentaro & Inagaki, Kazuyuki, 2007, "Measuring financial market contagion using dually-traded stocks of Asian firms," Journal of Asian Economics, Elsevier, volume 18, issue 1, pages 217-236, February.
• Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J., 2007, "Half-life estimation based on the bias-corrected bootstrap: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3418-3432, April.
• Clark, Todd E. & West, Kenneth D., 2007, "Approximately normal tests for equal predictive accuracy in nested models," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 291-311, May.
• Herrero, Alicia Garcia & Martinez Peria, Maria Soledad, 2007, "The mix of international banks' foreign claims: Determinants and implications," Journal of Banking & Finance, Elsevier, volume 31, issue 6, pages 1613-1631, June.
• Alexis Derviz, 2007, "Cross-Border Risk Transmission by a Multinational Bank," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 1, issue 1, pages 87-111, March.
• Enrique Martínez García, 2007, "A monetary model of the exchange rate with informational frictions," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 02.
• Agnès Bénassy-Quéré & Valérie Mignon, 2007, "Monetary and financial integration in Asia: introduction," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00687470.
• Agnès Bénassy-Quéré & Valérie Mignon, 2007, "Monetary and financial integration in Asia: introduction," Post-Print, HAL, number hal-00687470.