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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ F: International Economics
/ / F3: International Finance
/ / / F37: International Finance Forecasting and Simulation: Models and Applications
This topic is covered by the following reading lists:
  1. Mondialisation
  2. SOEP based publications

Most recent items first, undated at the end.
  • 2015 Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data
    by Avdulaj, Krenar & Barunik, Jozef

  • 2015 Interest Rates, Eurobonds and Intra-European Exchange Rate Misalignments: the Challenge of Sustainable Adjustments in the Eurozone
    by Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui

  • 2015 Can Oil Prices Forecast Exchange Rates?
    by Domenico Ferraro & Ken Rogoff & Barbara Rossi

  • 2015 Foreign exchange market inefficiency and exchange rate anomalies
    by Li, Jing & Miller, Norman C.

  • 2015 Impact of Exchange Rate Volatility and Commodity Trade between U.S. and Singapore
    by Mohsen Bahmani-Oskooee & Hanafiah Harvey

  • 2014 Forecasting the Price of Gold Using Dynamic Model Averaging
    by Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim

  • 2014 Direction Accuracy, Forecasting Error and the Profitability of Currency Trading: Simulation-Based Evidence - Accuratezza direzionale, errore previsionale e convenienza del currency trading: evidenze dalle simulazioni
    by Moosa, Imad

  • 2014 International investment positions and exchange rate dynamics
    by Binder, Michael & Offermanns, Christian J.

  • 2014 Gold, Oil, and Stocks
    by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš

  • 2014 Can Macroeconomists Get Rich Forecasting Exchange Rates?
    by Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova

  • 2014 Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
    by Michael McAleer

  • 2014 Credit Growth, Current Account and Financial Depth
    by M. Fatih Ekinci & F. Pinar Erdem & Zübeyir Kilinc

  • 2014 Exchange rate returns and external adjustment: evidence from Switzerland
    by Christian Grisse & Thomas Nitschka

  • 2014 Does Remittances Finance Welfare Development?: Evidence from the South Pacific Island Nation of Fiji
    by Rukmani Gounder

  • 2014 The relation between national stock prices and effective exchange rates: Does it affect exchange rate exposure?
    by Marko Korhonen

  • 2014 Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?
    by Dirk G. Baur & Joscha Beckmann & Robert Czudaj

  • 2014 Exchange Rate Predictability in a Changing World
    by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro

  • 2014 Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?
    by Jiahan Li & Ilias Tsiakas & Wei Wang

  • 2014 Global Variance Risk Premium and Forex Return Predictability
    by Aloosh, Arash

  • 2014 On the Sources of Uncertainty in Exchange Rate Predictability
    by Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J

  • 2014 Do export price elasticities support tensions in currency markets? Evidence from China and six OECD countries
    by Aiello, Francesco & Bonanno, Graziella & Via, Alessia

  • 2014 Financial liberalization, Foreign Direct investment (FDI) and Economic Growth: A Panel Dynamic Data Validation
    by SAIEF EDDINE, AYOUNI & FAKHRI, ISSAOUI & SALEM, BRAHIM

  • 2014 Estimating and Testing Threshold Regression Models with Multiple Threshold Variables
    by Chong, Terence Tai Leung & Yan, Isabel K.

  • 2014 Exchange Rate Predictability in a Changing World
    by Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J

  • 2014 On the Effectiveness of Exchange Rate Interventions in Emerging Markets
    by Christian Daude & Eduardo Levy Yeyati & Arne Nagengast

  • 2014 Exchange Rate Forecasts and Expected Fundamentals
    by Christian D. Dick & Ronald MacDonald & Lukas Menkhoff

  • 2014 Uncertain Risk and Return in Bond Markets, I
    by Chan R. Mang

  • 2014 Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach
    by Riadh Aloui & Mohamed Safouane Ben Aïssa & Duc Khuong Nguyen

  • 2014 Forecasting the Price of Gold Using Dynamic Model Averaging
    by Goodness Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim

  • 2014 Currency Crisis Early Warning Systems: Why They should be Dynamic
    by Bertrand Candelon & Christophe Hurlin & Elena Dumitnescu

  • 2014 Can Macroeconomists Get Rich Forecasting Exchange Rates?
    by Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava

  • 2014 On the Sources of Uncertainty in Exchange Rate Predictability
    by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro

  • 2014 Exchange Rate Predictability in a Changing World
    by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro

  • 2014 The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited
    by Lahaye, Jerome & Neely, Christopher J.

  • 2014 Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
    by McAleer, M.J.

  • 2014 Current Account and Real Exchange Rate changes: the Impact of Trade Openness
    by Davide Romelli & Cristina Terra & Enrico Vasconcelos

  • 2014 Fundamentals and Exchange Rate Forecastability with Machine Learning Methods
    by Michalski , Tomasz & Amat , Christophe

  • 2014 Forecasting Exchange Rates under Model and Parameter Uncertainty
    by Joscha Beckmann & Rainer Schüssler

  • 2014 Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective
    by Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R

  • 2014 Risk, Aggregate Demand, and Commodity Prices: An Application to Colombia
    by Javier Guillermo Gómez-Pineda & Juan Manuel Julio-Román

  • 2014 Banking and Currency Crises: Differential Diagnostics for Developed Countries
    by Mark Joy & Marek Rusnak & Katerina Smidkova & Borek Vasicek

  • 2014 Do Export Price Elasticities Support Tensions In Currency Markets? Evidence From China And Six Oecd Countries
    by Francesco Aiello & Graziella Bonanno & Alessia Via

  • 2014 Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
    by Michael McAleer

  • 2014 Assessing Interbank Connectedness Using Transmission Decomposition Techniques: an Application to Eurozone SIFIs
    by Cherry Muijsson

  • 2014 Fiscal Policy and Macroeconomic Imbalances
    by Emanuele Baldacci & Sanjeev Gupta & Carlos Mulas-Granados & Fabio Balboni & Mirko Licchetta & Alexander Klemm & Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa & Raffaela Giordano & Marcello Pericoli & Pietro Tommasino & Panagiotis Chronis & George Palaiodimos & Christophe Kamps & Roberta De Stefani & Nadine Leiner-Killinger & Rasmus Rüffer & David Sondermann & Niels Gilbert & Jeroen Hessel & Jorge Cunha & Cláudia Braz & Antonio Bassanetti & Matteo Bugamelli & Sandro Momigliano & Roberto Sabbatini & Francesco Zollino & Karsten Staehr & Atri Mukherjee & Marialuz Moreno Badia & Alex Segura Ubiergo & Carlos Herrero & Pedro Hinojo & Anne-Marie Brook & Ana María Aguilar & Claudia Ramírez & Geert Langenus & Adi Brender & Carlos Cuerpo & Elena Deryugina & Francesco Di Comite & Kazuhiko Ejima & Jonas Fisher & Daniele Franco & Fuad Hasanov & Sebastian Hauptmeier & David Heald & Ida Hjortsoe & Alexandr Hobza & Ana Teresa Holanda De Albuquerque & Juan Jimeno & Christian Kastrop & Walpurga Koehler-Toeglhofer & Jean Le Pavec & Ignazio Lozano & Ranjana Madhusudan & Lucio Pench & Peter Pontuch & Ernesto Rezk & Livio Stracca & Teresa Ter-Minassian & Alessandro Turrini & Sergey Vlasov

  • 2014 Predicting Financial Stress Events: A Signal Extraction Approach
    by Ian Christensen & Fuchun Li

  • 2014 Interdependence of NAFTA Capital Markets: A Minimum Variance Portfolio Approach
    by Francisco López-Herrera & Roberto J. & Edgar Ortiz

  • 2014 Attracting Foreign Direct Investment
    by David M. Gould & Congyan Tan & Amir S. Sadeghi Emamgholi

  • 2014 Ordering And Hierarchization Of Economic Competitiveness From Logical And Scientific Terms
    by Vadim MACARI

  • 2014 Global financial crisis and contagion: evidence for the Ebrici economies
    by Krishna Reddy Chittedi*

  • 2014 Can gold prices forecast the Australian dollar movements?
    by Apergis, Nicholas

  • 2014 The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime
    by Reher, Gerrit & Wilfling, Bernd

  • 2014 Failure and potential of profit-loss sharing contracts: A perspective of New Institutional, Economic (NIE) Theory
    by Abdul-Rahman, Aisyah & Abdul Latif, Radziah & Muda, Ruhaini & Abdullah, Muhammad Azmi

  • 2014 The unbeatable random walk in exchange rate forecasting: Reality or myth?
    by Moosa, Imad & Burns, Kelly

  • 2014 Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market
    by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.

  • 2014 Exchange market pressures during the financial crisis: A Bayesian model averaging evidence
    by Feldkircher, Martin & Horvath, Roman & Rusnak, Marek

  • 2014 Predicting distress in European banks
    by Betz, Frank & Oprică, Silviu & Peltonen, Tuomas A. & Sarlin, Peter

  • 2014 The determinants of U.S. banks’ international activities
    by Temesvary, Judit

  • 2014 Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics
    by Bekiros, Stelios D.

  • 2014 Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets
    by Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong

  • 2014 The dynamics of exchange rate volatility: A panel VAR approach
    by Grossmann, Axel & Love, Inessa & Orlov, Alexei G.

  • 2014 International transmission and business-cycle effects of financial stress
    by Dovern, Jonas & van Roye, Björn

  • 2014 Crude oil prices and exchange rates: Causality, variance decomposition and impulse response
    by Brahmasrene, Tantatape & Huang, Jui-Chi & Sissoko, Yaya

  • 2014 High-order moments and extreme value approach for value-at-risk
    by Lin, Chu-Hsiung & Changchien, Chang-Cheng & Kao, Tzu-Chuan & Kao, Wei-Shun

  • 2014 Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty
    by Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D.

  • 2014 Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market
    by Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong

  • 2014 Predicting exchange rates using a novel "cointegration based neuro-fuzzy system"
    by Behrooz Gharleghi & Abu Hassan Shaari & Najla Shafighi

  • 2014 Price jumps on European stock markets
    by Jan Hanousek & Evzen Kocenda & Jan Novotny

  • 2014 International Credit Cycles: A Regional Perspective
    by Mikhail Stolbov

  • 2014 Purchasing Power Parity in the BRICS and the MIST Countries: Sequential Panel Selection Method
    by Mohsen Bahmani-Oskooee & Tsangyao Chang & Kuei-Chiu Lee

  • 2013 Financial Conditions Indexes for Asian Economies
    by Debuque-Gonzales , Margarita & Gochoco-Bautista, Maria Socorro

  • 2013 Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty
    by Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne

  • 2013 Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging
    by Riane de Bruyn & Rangan Gupta & Renee van Eyden

  • 2013 Price Jumps on European Stock Markets
    by Jan Hanousek & Evžen Kočenda & Jan Novotný

  • 2013 Price Jump Indicators: Stock Market Empirics During the Crisis
    by Jan Novotný & Jan Hanousek & Evžen Kočenda

  • 2013 From Sovereigns to Banks: Evidence on Cross-border Contagion (2006-2011)
    by Alesia Kalbaska

  • 2013 Modelling and Simulation: An Overview
    by Michael McAleer & Les Oxley & Felix Chan

  • 2013 Euro – How Big a Difference: Finland and Sweden in Search of Macro Stability
    by Suni, Paavo & Vihriälä, Vesa

  • 2013 Examining measures of the equilibrium Real Exchange Rate: Macroeconomic Balance and the Natural Real Exchange Rate Approaches
    by Wright, Nicholas Anthony

  • 2013 Modelo de equilibrio general dinámico y estocástico con rigideces nominales para el análisis de política y proyecciones en la República Dominicana
    by Ramirez, Francisco A. & Torres, Francisco A.

  • 2013 Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables
    by Sinha, Pankaj & Kohli, Deepti

  • 2013 Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence
    by Martin Feldkircher & Roman Horvath & Marek Rusnak

  • 2013 Conditiona l Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate
    by Kei Kawakami

  • 2013 Fear of Sovereign Default, Banks, and Expectations-driven Business Cycles
    by Christopher M. Gunn & Alok Johri

  • 2013 Modelling and Simulation: An Overview
    by Michael McAleer & Felix Chan & Les Oxley

  • 2013 Multifractal Models in Finance: Their Origin, Propterties, and Applications
    by Mawuli Segnon & Thomas Lux

  • 2013 International transmission of financial stress: evidence from a GVAR
    by Jonas Dovern & Björn van Roye

  • 2013 Capital Controls or Real Exchange Rate Policy? A Pecuniary Externality Perspective
    by Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric Young

  • 2013 Carry Trades and the Performance of Currency Hedge Funds
    by Federico Nucera & Giorgio Valente

  • 2013 Exchange market pressures during the financial crisis: A Bayesian model averaging evidence
    by Feldkircher, Martin & Horvath, Roman & Rusnak, Marek

  • 2013 Modelling and Simulation: An Overview
    by McAleer, M.J. & Chan, F. & Oxley, L.

  • 2013 Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model
    by Robert Kollmann

  • 2013 Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach
    by Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit

  • 2013 Volatility Risk Premia and Exchange Rate Predictability
    by Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio

  • 2013 Exchange Rates and Asset Prices: Heterogeneous Agents at Work
    by Giulia Piccillo

  • 2013 Forecasting Exchange Rates: An Investor Perspective
    by Michael Melvin & John Prins & Duncan Shand

  • 2013 Modeling and Simulation: An Overview
    by Michael McAleer & Felix Chan & Les Oxley

  • 2013 Fear of Sovereign Default, Banks, and Expectations-Driven Business Cycles
    by Christopher M. Gunn & Alok Johri

  • 2013 Capital Flows, Real Exchange Rates, and Capital Controls: What Is the Scope of Liberalization for Tunisia?
    by Fatma Marrakchi Charfi

  • 2013 A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability
    by Pincheira, Pablo

  • 2013 Specific Principles Of Foreign Investments In Romania
    by Valerian SĂLĂVĂSTRU

  • 2013 A Structural Approach to Estimate Short-Term and Long-Term Country Default Risk from Market Data: The Case of Argentina 2000/2001
    by Dominik Maltritz

  • 2013 One-Step-Ahead Forecastability of GARCH (1,1): A Comparative Analysis of USD- and PKR-Based Exchange Rate Volatilities
    by Abdul Jalil Khan & Parvez Azim

  • 2013 Sovereign Risk and Asset and Liability Management—Conceptual Issues
    by Udaibir S. Das & Yinqiu Lu & Michael G. Papaioannou & Iva Petrova

  • 2013 Monetary policy and exchange market pressure in Pakistan
    by Shabbir Ahmed

  • 2013 Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets
    by Krenar AVDULAJ & Jozef BARUNIK

  • 2013 Value-at-Risk-Estimation in the Mexican Stock Exchange Using Conditional Heteroscedasticity Models and Theory of Extreme Values
    by Alejandro Iván Aguirre Salado & Humberto Vaquera Huerta & Martha Elva Ramírez Guzmán & José René Valdez Lazalde & Carlos Arturo Aguirre Salado

  • 2013 Accumulated choices, cultural triangle and economic growth
    by Wu, Jay

  • 2013 Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies
    by Singh, Manohar & Nejadmalayeri, Ali & Lucey, Brian

  • 2013 Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate
    by Kawakami, Kei

  • 2013 Early warning systems for currency crises: A multivariate extreme value approach
    by Cumperayot, Phornchanok & Kouwenberg, Roy

  • 2013 Carry trades and the performance of currency hedge funds
    by Nucera, Federico & Valente, Giorgio

  • 2013 Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach
    by Aloui, Riadh & Ben Aïssa, Mohamed Safouane & Nguyen, Duc Khuong

  • 2013 Learning to forecast the exchange rate: Two competing approaches
    by De Grauwe, Paul & Markiewicz, Agnieszka

  • 2013 Taylor rules and exchange rate predictability in emerging economies
    by Galimberti, Jaqueson K. & Moura, Marcelo L.

  • 2013 General equilibrium pricing of currency and currency options
    by Du, Du

  • 2013 Emerging markets and heavy tails
    by Ibragimov, Marat & Ibragimov, Rustam & Kattuman, Paul

  • 2013 The term structure of sovereign default risk in EMU member countries and its determinants
    by Eichler, Stefan & Maltritz, Dominik

  • 2013 Global imbalances and the intertemporal external budget constraint: A multicointegration approach
    by Camarero, Mariam & Carrion-i-Silvestre, Josep Lluís & Tamarit, Cecilio

  • 2013 Mapping the state of financial stability
    by Sarlin, Peter & Peltonen, Tuomas A.

  • 2013 On the unstable relationship between exchange rates and macroeconomic fundamentals
    by Bacchetta, Philippe & van Wincoop, Eric

  • 2013 Financial crises and macro-prudential policies
    by Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R.

  • 2013 Nonlinearity in investment grade Credit Default Swap (CDS) Indices of US and Europe: Evidence from BDS and close-returns tests
    by Madhavan, Vinodh

  • 2013 A time-varying copula approach to oil and stock market dependence: The case of transition economies
    by Aloui, Riadh & Hammoudeh, Shawkat & Nguyen, Duc Khuong

  • 2013 On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina
    by Sottile, Pedro

  • 2013 Tests for m-dependence based on sample splitting methods
    by Moon, Seongman & Velasco, Carlos

  • 2013 On policymakers’ loss functions and the evaluation of early warning systems
    by Sarlin, Peter

  • 2013 Reverse shooting of exchange rates
    by Wang, Peijie

  • 2013 Endogenous current account balances in a world CGE model with international financial assets
    by Lemelin, André & Robichaud, Véronique & Decaluwé, Bernard

  • 2013 Early warning models against bankruptcy risk for Central European and Latin American enterprises
    by Korol, Tomasz

  • 2013 Foreign exchange markets and oil prices in Asia
    by Narayan, Seema

  • 2013 On the Sustainability of Current Account Deficits in Cameroon
    by Edouard T. Djeutem & Pierre E. Nguimkeu

  • 2013 Global Deleveraging and Foreign Banks’ Lending to Latin American Countries
    by Herman Kamil & Kulwant Rai

  • 2013 Gestión del riesgo cambiario: aplicación a una empresa exportadora peruana
    by Edmundo Lizarzaburu & Luis Berggrun

  • 2013 Banking soundness and financial crises' predictability: a case study of Turkey
    by Wajih Khallouli & Mahmoud Sami Nab

  • 2013 Consumer confidence as a predictor of consumption spending: Evidence for the United States and the Euro area
    by Stephane Dees & Pedro Soares Brinca

  • 2013 Assessment of models to forecast exchange rates: The quetzal–U.S. dollar exchange rate
    by Carlos Eduardo Castillo-Maldonado & Fidel Pérez-Macal

  • 2013 Désajustements de change, fédéralisme budgétaire et redistribution. Comment s'ajuster en union monétaire
    by Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui

  • 2013 Revisiting The Financial Volatility–Derivative Products Relationship On Euronext.Liffe Using A Frequency Domain Analysis
    by CLAUDIU TIBERIU ALBULESCU & Daniel Goyeau & AVIRAL KUMAR TIWARI

  • 2013 A New Approach Of Romania'S Monetary Integration - An Adjusted Model
    by MARCU Nicu & TANASIE Anca

  • 2013 Exchange Rate Predictability
    by Barbara Rossi

  • 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 profittabilità come criteri di comparazione
    by Moosa, EImad A. & Burns, Kelly

  • 2012 The forward premium puzzle and latent factors day by day
    by Bernoth, Kerstin & von Hagen, Jürgen & de Vries, Casper

  • 2012 Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective
    by Christopher Otrok & Gianluca Benigno & Huigang Chen & Alessandro Rebucci & Eric R. Young

  • 2012 Monetary and Macro-Prudential Policies: An Integrated Analysis
    by Christopher Otrok & Gianluca Benigno & Huigang Chen & Alessandro Rebucci & Eric R. Young

  • 2012 Balance of payments flows and exchange rate prediction in Japan
    by Müller-Plantenberg, Nikolas

  • 2012 The Tobin Tax in a Continuous-time Non-linear Dynamic Model of the Exchange rate
    by Giancarlo Gandolfo

  • 2012 Information Asymmetry and Foreign Currency Borrowing by Small Firms
    by Martin Brown & Steven Ongena & Pinar Yesin

  • 2012 Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs
    by Huang, Huichou & MacDonald, Ronald & Zhao, Yang

  • 2012 Exchange Rate Misalignments, Fiscal Federalism and Redistribution: How to Adjust in a Monetary Union
    by Duwicquet, Vincent & Mazier, Jacques & Saadaoui, Jamel

  • 2012 Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia
    by Huang, Huichou & MacDonald, Ronald

  • 2012 The influence of industry financial composition on export flow: A case study of a developing financial market
    by Nakhoda, Aadil

  • 2012 On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility
    by Bentes, Sonia R & Menezes, Rui

  • 2012 International credit cycles: a regional perspective
    by Stolbov, Mikhail

  • 2012 Exchange Rates as Exchange Rate Common Factors
    by Nelson Mark

  • 2012 Factor Model Forecasts of Exchange Rates
    by Charles Engel & Nelson C. Mark & Kenneth D. West

  • 2012 Econometric Analysis of Present Value Models When the Discount Factor Is near One
    by Kenneth D. West

  • 2012 Can Oil Prices Forecast Exchange Rates?
    by Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi

  • 2012 Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk
    by Michele Ca’ Zorzi & Michal Rubaszek

  • 2012 Optimal Policy for Macro-Financial Stability
    by Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric Young

  • 2012 Exchange Rates as Exchange Rate Common Factors
    by Ryan Greenaway-McGrevy & Nelson C. Mark & Donggyu Sul & Jyh-Lin Wu

  • 2012 How would Capital Account Liberalisation Affect China's Capital Flows and the Renminbi Real Exchange Rates?
    by Dong He & Lillian Cheung & Wenlang Zhang & Tommy Wu

  • 2012 Modelling the impact of aggregate financial shocks external to the Chinese economy
    by Qin, Duo & He, Xinhua

  • 2012 The International Integration of the Eastern Europe and two Middle East Stock Markets
    by José Soares da Fonseca

  • 2012 Optimal policy for macro-financial stability
    by Gianluca Benigno & Huigang Chen & Chris Otrok & Alessandro Rebucci & Eric Young

  • 2012 Capital controls or exchange rate policy? A pecuniary externality perspective
    by Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric R. Young

  • 2012 Optimal Policy for Macro-Financial Stability
    by Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R

  • 2012 Global Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model
    by Kollmann, Robert

  • 2012 Redes Neuronales Artificiales En Las Ciencias Económicas
    by Viviana María Oquendo Patiño

  • 2012 Great expectations? Evidence from Colombia´s exchange rate survey
    by Juan José Echavarría & Mauricio Villamizar

  • 2012 Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation
    by A. Khalifa & S. Hammoudeh & E. Otranto & S. Ramchander

  • 2012 Optimal Policy for Macro-Financial Stability
    by Gianluca Benigno & Huigang Chen & Chris Otrok & Alessandro Rebucci & Eric Young

  • 2012 Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective
    by Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric R. Young

  • 2012 Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
    by Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros

  • 2012 Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
    by Maximo Camacho & Marcos Dal Bianco & Gabriel Perez Quiros

  • 2012 Intolerable Surges, Exchange Rate Regimes and Sudden Stops of Capital Inflows
    by Ayachi Feith & Bhar Youssef

  • 2012 A Multifractal Model of Asset Returns in the Context of the New Economy Paradigm
    by Diana DEZSI & Emil SCARLAT

  • 2012 The role of the timeline in Granger causality test in the presence of daily data non-synchronism
    by Grigoryev, Ruslan & Jaffry, Shabbar & Marchenko, German

  • 2012 Investigation of the consequences of ignoring daily data non-synchronism in cross-market linkages: BRIC and developed countries
    by Grigoryev, Ruslan & Jaffry, Shabbar & Marchenko, German

  • 2012 Is Pakistani Equity Market Integrated to the Equity Markets of Group of Eight (G8) Countries? An Empirical Analysis of Karachi Stock Exchange
    by Syed Muhammad Aamir Shah & Muhammad Husnain & Ashraf Ali

  • 2012 Modelos contables y comprensión de la crisis financiera
    by Dirk J. Bezemer

  • 2012 Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns
    by Jan G. De Gooijer & Cees G. H. Diks & Łukasz T. Gątarek

  • 2012 Yin-yang volatility in scale space of price-time: a core structure of financial market risk
    by Heping Pan

  • 2012 Financial crisis risk, ECB “non-standard” measures, and the external value of the euro
    by Eichler, Stefan

  • 2012 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
    by Arghyrou, Michael G. & Gadea, Maria Dolores

  • 2012 Does the ECB act as a lender of last resort during the subprime lending crisis?: Evidence from monetary policy reaction models
    by Eichler, Stefan & Hielscher, Kai

  • 2012 Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
    by Dal Bianco, Marcos & Camacho, Maximo & Perez Quiros, Gabriel

  • 2012 Global liquidity risk in the foreign exchange market
    by Banti, Chiara & Phylaktis, Kate & Sarno, Lucio

  • 2012 Time series momentum
    by Moskowitz, Tobias J. & Ooi, Yao Hua & Pedersen, Lasse Heje

  • 2012 Gravity and culture in foreign portfolio investment
    by Aggarwal, Raj & Kearney, Colm & Lucey, Brian

  • 2012 Do professional forecasters apply the Phillips curve and Okun's law? Evidence from six Asian-Pacific countries
    by Rülke, Jan-Christoph

  • 2012 Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
    by Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong

  • 2012 The carry trade and fundamentals: Nothing to fear but FEER itself
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  • 2012 A Sustainability Analysis Of Serbia’S Current Account Deficit
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  • 2011 The Identification of Price Jumps
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  • 2011 Essais sur la modélisation de la dynamique du taux de change à travers les enseignements de la finance comportementale
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  • 2011 Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
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  • 2011 The Financial Crisis and the Stock Markets of the CEE Countries
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  • 2011 Influence of the Foreign Environment and the Financial Crisis on the Economic Stability of the New Member States of the European Union
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  • 2011 The effect of the milieu and the financial crisis on the economic stability of the EU Member States
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  • 2010 Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México
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  • 2010 Foreign Currency Loans - Demand or Supply Driven?
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  • 2010 Equilibrium Real Effective Exchange Rates and Real Exchange Rate Misalignments: Time Series vs. Panel Estimates
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  • 2010 Momentum in stock market returns: Implications for risk premia on foreign currencies
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  • 2010 Information Sharing and Cross-border Entry in European Banking
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  • 2010 Exchange Market Versus Oil And Gold Prices: An European Approach
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  • 2010 Financial crisis: The incrediable hulk in Indian economic growth and external sector
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  • 2010 Global Financial crisis and Islamic finance
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  • 2010 Currency Carry Trades
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  • 2010 The Effects of External Shocks on Business Cycles in Emerging Asia: A Bayesian VAR approach
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  • 2010 Revisiting Overborrowing and its Policy Implications
    by Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric Young

  • 2010 Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets
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  • 2010 Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries
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  • 2010 Heavy-Tailedness and Volatility in Emerging Foreign Exchange Markets: Theory and Empirics
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  • 2010 Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure
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  • 2010 The Forward Premium Puzzle and Latent Factors Day by Day
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  • 2010 An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union
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  • 2010 The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?
    by Della Corte, Pasquale & Sarno, Lucio & Sestieri, Giulia

  • 2010 Foreign Currency Loans - Demand or Supply Driven?
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  • 2010 Spot and Forward Volatility in Foreign Exchange
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  • 2010 Revisiting Overborrowing and its Policy Implications
    by Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R

  • 2010 The Forward Premium Puzzle and Latent Factors Day by Day
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  • 2010 Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
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  • 2010 Financial Crises and Macro-Prudential Policies
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  • 2010 Revisiting Overborrowing and Its Policy Implications
    by Gianluca Benigno & Huigang Chen & Chris Otrok & Alessandro Rebucci & Eric Young

  • 2010 Carry Trade
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  • 2010 Determinants of the structural real exchange rates and economic structures in Argentina, Chile and Mexico
    by VALDIVIA, Fernando Zarzosa

  • 2010 Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns
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  • 2010 Fundamentals Of International Financial Accounting And Reporting
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  • 2010 The Quest for Stability: the view of financial institutions
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  • 2010 Subnational Debt Finance and the Global Financial Crisis
    by Canuto, Otaviano & Liu, Lili

  • 2010 Managerial Approach of International Initial Public Offerings Valuation
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  • 2010 Trends of the Contagion Risk in Sovereign Spreads for Emerging European Countries
    by Dedu, Vasile & Mihai, Irina & Neagu, Florian

  • 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
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  • 2010 Modeling and Predicting the EUR/USD Exchange Rate: The Role of Nonlinear Adjustments to Purchasing Power Parity
    by Jesús Crespo Cuaresma & Anna Orthofer

  • 2010 Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?
    by Jesús Crespo Cuaresma & Tomáš Slacík

  • 2010 Prospects for a Single Asian Currency
    by Abhijit Sen Gupta

  • 2010 The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks
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  • 2010 Access to Credit Information Promotes Market Entries of European Banks
    by Nicola Jentzsch & Caterina Giannetti & Giancarlo Spagnolo

  • 2010 Zugang zu Kreditinformationen fördert Markteintritte europäischer Banken
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  • 2010 Un Modelo de Equilibrio General Dinámico Estocástico para el análisis de la política monetaria en Bolivia
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  • 2010 Managing Liquidity Risk In Banking Sector
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  • 2009 Switching between Domestic Market Activity, Export and FDI
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  • 2009 „Home, Sweet Home“ – Die Entwicklung des Handelsvolumens deutscher Aktien im Ausland
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  • 2009 Price discovery on traded inflation expectations: does the financial crisis matter?
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  • 2009 (I)rationality of Investors on Croatian Stock Market – Explaining the Impact of American Indices on Croatian Stock Market
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  • 2009 Efficiency and frontier technology in the aftermath of recessions: international evidence
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  • 2009 On causal Relationships Between Exchange Rates and Fundamentals: Better Than You Think
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  • 2009 Foreign Currency Loans - Demand or Supply Driven?
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  • 2009 Foreign Currency Borrowing by Small Firms
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  • 2009 Time-Varying Currency Betas: Evidence from Developed and Emerging Markets
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  • 2009 What Is the Impact of the Global Financial Crisis on the Banking System in East Asia?
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  • 2009 Identifying a Forward-Looking Monetary Policy in an Open Economy
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  • 2009 Consumption and Real Exchange Rates in Professional Forecasts
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  • 2009 A Common Monetary Policy For The Maghreb: The Winners and The Losers?
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  • 2009 Litigations, Damages And Solutions In Residential Mortgage-Backed Securities
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  • 2009 Las crisis bursátiles en España y su comparación con otros mercados internacionales: Análisis de sus principales características
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  • 2009 Tamaño y Riesgo en los Mercados Financieros
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  • 2009 Volatility Indexes seem to point to the Past
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  • 2009 The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
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  • 2009 On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals
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  • 2009 Consumption and Real Exchange Rates in Professional Forecasts
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  • 2009 Global Imbalances and Financial Fragility
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  • 2009 External imbalances and collateral constraints in a two-country world
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  • 2009 Tacit On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals
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  • 2009 Foreign Currency Borrowing by Small Firms
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  • 2009 Can Parameter Instability Explain the Meese-Rogoff Puzzle?
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  • 2009 On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals
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  • 2009 Valuation Effects and the Dynamics of Net External Assets
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  • 2009 Commerce et flux financiers internationaux : MIRAGE-D
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  • 2009 Securitization of Mortgage Debt, Asset Prices and International Risk Sharing
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  • 2009 Capital Flows and Asset Prices
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  • 2009 DSGE Models and Central Banks
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  • 2009 Forecast Evaluation of Explanatory Models of Financial Variability
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  • 2009 Long Term Dynamic of Real Exchange Rate, Trade Liberalization and Financial Integration: The Case of South-East Mediterranean Countries
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  • 2009 Analyses of Partial Decision Models for IPO Realization
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  • 2009 European and Non-European Emerging Market Currencies: Forward Premium Puzzle and Fundamentals
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  • 2009 Public Debt, Fiscal Solvency and Macroeconomic Uncertainty in Latin America The Cases of Brazil, Colombia, Costa Rica and Mexico
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  • 2009 Aproximación no lineal al modelo de overshooting usando redes neuronales multicapa para el tipo de cambio dólar-peso
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  • 2009 Increasing the efficiency of bond covenants: a proposal for the Italian market
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  • 2009 Financial crisis and new dimensions of liquidity risk: rethinking prudential regulation and supervision
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  • 2008 Can Good Events Lead to Bad Outcomes? Endogenous Banking Crises and Fiscal Policy Responses
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  • 2008 Securitization of Mortgage Debt, Asset Prices and International Risk Sharing
    by Mathias Hoffmann & Thomas Nitschka

  • 2008 DSGE Models and Central Banks
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  • 2008 Forecast Evaluation of Explanatory Models of Financial Return Variability
    by Sucarrat, Genaro

  • 2008 Monitoring banking sector risks: An applied approach
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  • 2008 Sovereign bond market integration: the euro, trading platforms and globalization
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  • 2008 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
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  • 2008 The Debt-adjusted Real Exchange Rate for China
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  • 2008 The Exchange Rate and Macroeconomic Determinants: Time-Varying Transitional Dynamics
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  • 2008 Currency Denomination of Bank Loans : Evidence from Small Firms in Transition Countries
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  • 2008 A dynamic equilibrium of imperfectly integrated financial markets
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  • 2008 Borrowing in Foreign Currency: Austrian Households as Carry Traders
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  • 2008 Can Good Events Lead to Bad Outcomes? Endogenous Banking Crises and Fiscal Policy Responses
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  • 2008 Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH
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  • 2008 Monetary Transmission Mechanism in a Small Open Economy: A Bayesian Structural VAR Approach
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  • 2008 Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting
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  • 2008 Modeling extreme but plausible losses for credit risk: a stress testing framework for the Argentine Financial System
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  • 2008 Public debt and currency crisis: how central bank opacity can make things bad?
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  • 2008 Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
    by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan

  • 2008 A Small Open Economy DSGE Model for Pakistan
    by Haider, Adnan & Khan, Safdar Ullah

  • 2008 Taylor Rules and the Euro
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  • 2008 Volatility Threshold Dynamic Conditional Correlations: An International Analysis
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  • 2008 Factor Model Forecasts of Exchange Rates
    by Nelson Mark

  • 2008 Inflation-Output Tradeoff as Equilibrium Outcome of Globalization
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  • 2008 What Determines the Forward Exchange Rate of the Euro?
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  • 2008 Trade and the External Wealth of Nations
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  • 2008 Entry Mode Choice of Multinational Banks
    by Lehner, Maria

  • 2008 Group versus Individual Lending in Microfinance
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  • 2008 An International Rule System to Avoid Financial Instability
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  • 2008 Identification of New Keynesian Phillips Curves from a Global Perspective
    by Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P.

  • 2008 Identification of New Keynesian Phillips Curves from a Global Perspective
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  • 2008 Unemployment and Real Exchange Rate Dynamics in Latin American Economies
    by Raimundo Soto

  • 2008 Cost of Holding Excess Reserves: The Indian Experience
    by Abhijit Sen Gupta

  • 2008 Cost of Holding Excess Reserves: The Indian Experience
    by Abhijit Sen Gupta

  • 2008 Cost of Holding Excess Reserves: The Indian Experience
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  • 2008 Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions
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  • 2008 The Impact of Macroeconomic Factors on Risks in the Banking Sector: A Cross-Country Empirical Assessment
    by Olga Bohachova

  • 2008 Testing directional forecast value in the presence of serial correlation
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  • 2008 Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns
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  • 2008 Globalization, Transparency and Economic Growth: The Vulnerability of Chinese Firms to Macroeconomic Shocks
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  • 2008 The undisclosed Renminbi Basket: are the markets telling us something about where the Renminbi - US Dollar Exchange Rate is going?
    by 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?
    by Marc Gronwald & Michael Funke

  • 2008 A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets
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  • 2008 Collateral constraints, external imbalances and heterogeneous agents in a two-country world
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  • 2008 Time-varying integration, the euro and international diversification strategy
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  • 2008 Sovereign bond market integration: the euro, trading platforms and globalisation
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  • 2008 Managing Capital Flows : The Case of the People’s Republic of China
    by Yongding Yu

  • 2008 Cost of Holding Excess Reserves - The Indian Experience
    by Abhijit Sen Gupta

  • 2008 Towards An Asian “Bretton Woods†for Restructuring of the Regional Financial Architecture
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  • 2008 Managing Capital Flows : The Case of the Philippines
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  • 2008 Home Bias at the Fund Level
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  • 2008 Why so Glum? The Meese-Rogoff Methodology Meets the Stock Market
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  • 2008 Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model
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  • 2008 Unlocking the Value of Cross-Border Mergers and Acquisitions
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  • 2008 The Undisclosed Renminbi Basket: Are the Markets Telling us something about where the Renminbi – US Dollar Exchange Rate is Going?
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  • 2008 Equity Fund Ownership and the Cross-Regional Diversification of Household Risk
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  • 2008 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
    by Arghyrou, Michael G & Gadea, Maria Dolores

  • 2008 Identification of New Keynesian Phillips Curves from a Global Perspective
    by Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P.

  • 2008 The Yield Curve and its Relation with Economic Activity: The Mexican Case
    by Mario Reyna Cerecero & Diana Salazar Cavazos & Héctor Salgado Banda

  • 2008 Experts´ Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts
    by Carlos Capistrán & Gabriel López-Moctezuma

  • 2008 Equilibrium real exchange rate and misalignments : Lessons from a VAR-ECM model applied to Tunisia
    by Fatma Marrakchi Charfi

  • 2008 The Co-integration of European Stock Markets after the Launch of the Euro
    by Jos 0053oares da Fonseca

  • 2008 Direction of Change at the Bucharest Stock Exchange
    by Radu Lupu & Cristiana Tudor

  • 2008 A Small Open Economy DSGE Model for Pakistan
    by Adnan Haider Bukhari & Safdar Ullah Khan

  • 2008 The Austrian Carry Trade: What Are the Characteristics of Households Borrowing in Foreign Currency?
    by Christian Beer & Steven Ongena & Marcel Peter

  • 2008 Long-Run and Short-Run Dynamics of the Exchange Rate in Pakistan: Evidence FromUnrestricted Purchasing Power Parity Theory
    by Muhammad Arshad Khan & Abdul Qayyum

  • 2008 An Empirical Test of the Efficiency Hypothesis on the Renminbi NDF in Hong Kong Market
    by Hideki Izawa

  • 2008 The pula-dollar exchange rate and the purchasing power parity in Botswana
    by M. Thamas Paul* & G. R. Motlaleng*

  • 2008 Volatility Spillovers between Equity and Currency Markets: Evidence from Major Latin American Countries
    by Lucía de las Nieves Morales

  • 2008 Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk
    by da Veiga, Bernardo & Chan, Felix & McAleer, Michael

  • 2008 The Optimal Demand For Foreign Exchange Reserves In Pakistan
    by JALIL, Abdul & BOKHARI, Sheharyar

  • 2008 The turning black tide: energy prices and the Canadian dollar
    by Ramzi Issa & Robert Lafrance & John Murray

  • 2007 International investment positions and exchange rate dynamics: A dynamic panel analysis
    by Binder, Michael & Offermanns, Christian J.

  • 2007 International investment positions and exchange rate dynamics: a dynamic panel analysis
    by Binder, Michael & Offermanns, Christian J.

  • 2007 Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data
    by Balázs Égert & Evžen Kocenda

  • 2007 Exchange Rates and Fundamentals : Is there a Role for Nonlinearities in Real Time?
    by Kurmas Akdogan & Yunus Aksoy

  • 2007 Das georgische Steuersystem im Transformationsprozess
    by Khokrishvili, Elguja

  • 2007 Monetary Policy Transmission and the Phillips Curve in a Global Context
    by Ron Smith & M. Hashem Pesaran

  • 2007 Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?
    by Tobias Knedlik & Rolf Scheufele

  • 2007 Theory and Empirics of Real Exchange Rates in Developing Countries
    by Raimundo Soto & Ibrahim A. Elbadawi

  • 2007 International Banking and the Allocation of Risk
    by Claudia M. Buch & Gayle L. DeLong & Katja Neugebauer

  • 2007 The Undisclosed Renminbi Basket: Are The Markets Telling Us Something About Where The Renminbi - US Dollar Exchange Rate Is Going?
    by Funke, Michael & Gronwald, Marc

  • 2007 What Drives Corporate Bond Market Betas?
    by Abhay Abhyankar & Angelica Gonzalez

  • 2007 The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries
    by Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen

  • 2007 Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates?
    by Christian Dreger & Eric Girardin

  • 2007 Information asymmetries and financial intermediation during the Baring crisis : 1880-1890
    by Juan-Huitzi Flores

  • 2007 An Economic Evaluation of Empirical Exchange Rate Models
    by Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias

  • 2007 Lessons from the 2007 Financial Crisis
    by Buiter, Willem H.

  • 2007 Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators
    by Virginie Coudert & Mathieu Gex

  • 2007 What Have IMF Programs With Low-Income Countries Assumed About Aid Flows?
    by David Goldsbrough & Ben Elberger

  • 2007 Indexed Sovereign Debt: a Survey and a Framework of Analysis
    by Guido Sandleris & Filippo Taddei

  • 2007 Cross-Border Risk Transmission by a Multinational Bank
    by Alexis Derviz

  • 2007 Reassessment Of Currency Index By Fundamentals
    by Hiroya Akiba & Yonghui Jia

  • 2007 La Tasa De Cambio: ¿Es Gerenciable?
    by ELBAR RAMÍREZ & MARGOT CAJIGAS ROMERO & FANOR LOZANO REYES

  • 2007 Politiques de liberalisation financiere et crises bancaires
    by Saoussen Ben Gamra & Dominique Plihon

  • 2007 Monetary and Financial Integration in Asia: Introduction
    by Agnes Benassy-Quere & Valerie Mignon

  • 2007 Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ?
    by Mohamed El Hedi Arouri & Fredj Jawadi

  • 2006 Exchange Rates under the East Asian Dollar Standard: Living with Conflicted Virtue
    by Ronald I. McKinnon

  • 2006 Why have official rating agencies failed in the past, and will they in the future?
    by Marc Piazolo

  • 2006 Financial Market Imperfections and the impact of exchange rate movements on exports
    by Berthou, Antoine & Berman, Nicolas

  • 2006 Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility
    by Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H.

  • 2006 Capital Account Liberalization And Exchange Rate Regime Choice, What Scope For Flexibility In Tunisia?
    by BEN ALI Mohamed Sami & &

  • 2006 Periodically Collapsing Rational Bubbles in Exchange Rates: A Markov-Switching Analysis for a Sample of Industrialised Markets
    by Jose Eduardo de A. Ferreira

  • 2006 Effects of Fundamentals on the Exchange Rate: A Panel Analysis for a Sample of Industrialised and Emerging Economies
    by Jose Eduardo de A. Ferreira

  • 2006 Entry of Foreign Banks and their Impact on Host Countries
    by Lehner, Maria & Schnitzer, Monika

  • 2006 South German Silver, European Textiles, and Venetian Trade with the Levant and Ottoman Empire, c. 1370 to c. 1720: A non-mercantilist approach
    by John H. Munro

  • 2006 Globalization and Emerging Markets: With or Without Crash?
    by Philippe Martin & Hélène Rey

  • 2006 Macroeconometric Modelling with a Global Perspective
    by M. Hashem Pesaran & Ron Smith

  • 2006 Exchange Rates and Fundamentals: Is there a Role for Nonlinearities in Real Time?
    by Yunus Aksoy & Kurmas Akdogan

  • 2006 Structural versus Temporary Drivers of Country and Industry Risk
    by L. BAELE & K. INGHELBRECHT

  • 2006 Nonlinear Links between Stock Returns and Exchange Rate Movements
    by Hartmann, Daniel & Pierdzioch, Christian

  • 2006 Market characteristics and chaos dynamics in stock markets: an international comparison
    by Mattarocci, Gianluca

  • 2006 Testing the Equilibrium Exchange Rate Model - Updated
    by Guilherme, Moura & Sergio, Da Silva

  • 2006 How Law Affects Lending
    by Haselmann, Rainer & Pistor, Katharina & Vig, Vikrant

  • 2006 The Purchasing Power Parity in The Maghreb Countries : A Nonlinear Perspective
    by Benbouziane, Mohamed & Benamar, Abdelhak

  • 2006 Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
    by Kenneth D. West & Todd Clark

  • 2006 Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach
    by Jae Kim & Param Silvapulle & Rob J. Hyndman

  • 2006 Financial market imperfections and the impact of exchange rate movements on exports
    by Nicolas Berman & Antoine Berthou

  • 2006 Entry of Foreign Banks and their Impact on Host Countries
    by Lehner, Maria & Schnitzer, Monika

  • 2006 An Empirical Test of the Efficiency Hypothesis on the Renminbi NDF in Hong Kong Market
    by Hideki Izawa

  • 2006 An Intertemporal Benchmark Model for Turkey’s Current Account
    by Ayla Ogus & Niloufer Sohrabji

  • 2006 Sustainable Fiscal Policy with Rising Public Debt-To-Gdp Ratios
    by Oviedo, P. Marcelo

  • 2006 Predicting Sovereign Debt Crises Using Artificial Neural Networks: A Comparative Approach
    by Marco Fioramanti

  • 2006 Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations
    by Dirk Baur & Brian M. Lucey

  • 2006 Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms
    by Iwatsubo, Kentaro & Inagaki, Kazuyuki

  • 2006 Chartist Trading in Exchange Rate Theory
    by Selander, Carina

  • 2006 From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets
    by Boer-Sorban, K. & Kaymak, U. & Spiering, J.

  • 2006 Profitability of simple trading strategies exploiting the forward premium bias in foreign exchange markets and the time premium in yield curves
    by Andres Vesilind

  • 2006 Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan
    by Oscar Bernal Diaz

  • 2006 What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey
    by Christian Dreger & Georg Stadtmann

  • 2006 Entry of Foreign Banks and their Impact on Host Countries
    by Lehner, Maria & Schnitzer, Monika

  • 2006 Cross-Border Lending Contagion in Multinational Banks
    by Alexis Derviz & Jiri Podpiera

  • 2006 The Economic Value of Distributional Timing
    by Eric Jondeau & Michael Rockinger

  • 2006 Monetary policy before and after the euro: Evidence from Greece
    by Arghyrou, Michael G

  • 2006 Macroeconometric Modelling with a Global Perspective
    by Pesaran, M.H. & Smith, R.

  • 2006 Emerging Markets, Financial Openness and Financial Development
    by Wei Huang

  • 2006 Entry of Foreign Banks and their Impact on Host Countries
    by Maria Lehner & Monika Schnitzer

  • 2006 Income distribution, Dutch disease and real exchange rate movements
    by ZARZOSA VALDIVIA, Fernando Enrique

  • 2006 On the predictibility of the exchange rate behaviour: An application of Lucas' Model to the Spanish case/¿Es posible predecir el comportamiento del tipo de cambio? Una aplicación del modelo de Lucas al caso español
    by BARBERÁ DE LA TORRE, RAFAEL ANTONIO & DONCEL PEDRERA, LUIS MIGUEL & SAINZ GONZÁLEZ, JORGE

  • 2006 Can Equilibrium Models Replicate the Stochastic Properties of the Exchange Rates?/¿Se pueden replicar las propiedades estocásticas del tipo de cambio con un modelo de Equilibrio?
    by JIMÉNEZ MARTÍN, JUAN ÁNGEL

  • 2006 Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach
    by William A. Barnett, Chang Ho Kwag

  • 2005 The Us Treasury Market In August 1998: Untangling The Effects Og Hong Kong And Russia With High Frequency Data
    by Mardi Dungey & Charles Goodhart & Demosthenes Tambakis

  • 2005 Robust Lessons about Practical Early Warning Systems
    by Sawischlewski, Katja & Menkhoff, Lukas & Beckmann, Daniela

  • 2005 Study of Nonlinearities in the Dynamics of Exchange Rates: Is There Any Evidence of Chaos?
    by Vitaliy Vandrovych

  • 2005 Proprietary Income, Entrepreneurial Risk and the Predictability of U.S. Stock Returns
    by Mathias Hoffmann

  • 2005 International Financial Adjustment
    by Helene Rey & Pierre Olivier Gourinchas

  • 2005 Exchange rate misalignments in ASEAN-5 countries
    by Lee, Chin & M., Azali

  • 2005 What Defines "News" in Foreign Exchange Markets?
    by Kathryn Dominguez & Freyan Panthaki

  • 2005 Rational Fear of Floating: A Simple Model of Exchange Rates and Income Distribution
    by Hans Keiding & Mette J. Knudsen

  • 2005 What Might the Next Emerging-Market Financial Crisis Look Like?
    by Morris Goldstein

  • 2005 Robust Lessons about Practical Early Warning Systems
    by Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja

  • 2005 Cross-border Risk Transmission by a Multinational Bank
    by Alexis Derviz

  • 2005 Rational Inattention: A Solution to the Forward Discount Puzzle
    by Philippe Bacchetta & Eric van Wincoop

  • 2005 Application of investment models in foreign exchange reserve management in Eesti Pank
    by Andres Vesilind & Toivo Kuus

  • 2005 Monitoring and Forecasting Currency Crises
    by Inoue, Atsushi & Rossi, Barbara

  • 2005 Rational Inattention: A Solution to the Forward Discount Puzzle
    by Bacchetta, Philippe & van Wincoop, Eric

  • 2005 International Financial Adjustment
    by Gourinchas, Pierre-Olivier & Rey, Hélène

  • 2005 Determinantes da taxa de câmbio real no Brasil: 1971-2002
    by Marco Flávio da Cunha Resende & Giordano Bruno Braz de Pinho Matos

  • 2005 Liquidez internacional e exportações brasileiras: 1960-2002
    by Marco Flávio da Cunha Resende & Nara Rúbia Dante de Godoy

  • 2005 The mix of international banks'foreign claims: determinants and implications
    by Alicia García-Herrero & María Soledad Martínez-Pería

  • 2005 The mix of international bank\'s foreign claims: Determinants and implications
    by Alicia Garcia-Herrero & Maria Soledad Martinez Peria

  • 2005 Emerging Countries Sovereign Risk: Balance Sheets, Contagion and Risk Aversion
    by Alicia Garcia-Herrero

  • 2005 Efeito Da Abertura Comercial Na Variação Da Taxa De Câmbio Real Em Episódios De Sudden Stop
    by Enrico Vasconcelos & Maria Cristina Terra

  • 2005 Determinantes Da Taxa De Câmbio Real No Brasil: 1971-2002
    by Giordano Bruno Braz de Pinho Matos & Marco Flávio da Cunha Resende

  • 2005 Fluxos De Capitais E Componentes Macroecômicos: Análise De Inter-Relações Através Da Aplicação De Um Modelo De Vetores Auto-Regressivos (Var)
    by Alessandro Maia Pinheiro & Mário Miguel Amin

  • 2005 Procedural Model for Finance Strategy Simulation in International Businesses
    by Marin ANDREICA

  • 2005 Evaluating non-linear models on point and interval forecasts: an application with exchange rates
    by Gianna Boero & Emanuela Marrocu

  • 2005 Evaluating non-linear models on point and interval forecasts: an application with exchange rates
    by Gianna Boero & Emanuela Marrocu

  • 2005 Nemzetközi részvény befektetési lehetőségek Közép- és Kelet-Európa új európai uniós tagállamainak szemszögéből
    by Bugár, Gyöngyi & Uzsoki, Máté

  • 2005 O padrão dos ciclos de crescimento da economia brasileira: 1947-2003
    by Rezende, Marcos Flávio da Cunha

  • 2005 Global Current Account Imbalances and Exchange Rate Adjustments
    by Maurice Obstfeld & Kenneth S. Rogoff

  • 2005 Is the U.S. Current Account Deficit Sustainable? If Not, How Costly Is Adjustment Likely to Be?
    by Sebastian Edwards

  • 2004 Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison
    by Mikael Petitjean & Pierre Giot

  • 2004 Is Covered Interest Parity an Arbitrage or a Hedging Condition?
    by Moosa, Imad A.

  • 2004 Why are capital flows so much more volatile in emerging than in developed countries?
    by Fernando Broner & Roberto Rigobon

  • 2004 Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate
    by Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos

  • 2004 The Fit of Dynamic Equilibrium Models of Exchange Rate
    by Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos

  • 2004 Inflation Targeting and Q Volatility in Small Open Economies
    by Paul McNelis & Guay Lim

  • 2004 Fixed Costs and FDI: The Conflicting Effects of Productivity Shocks
    by Assaf Razin & Yona Rubinstein & Efraim Sadka

  • 2004 A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an application to Brazilian data
    by Roberto Rigobon & Marcio Garcia

  • 2004 Inflation Targeting and Q Volatility in Small Open Economies
    by Paul D. McNelis & Guay C. Lim

  • 2004 Powerful donors and foreign policy: The role of multilateral financial institutions
    by Espen Villanger

  • 2004 Inserção internacional, arranjos financeiros e crescimento da economia brasileira: 1947-2003
    by Marco Flávio da Cunha Resende

  • 2003 Finance internationale et gestion des risques : questions et exercices corrigés
    by Simon, Yves & Lautier, Delphine

  • 2002 Conditional Dependency of Financial Series: The Copula-GARCH Model
    by Eric Jondeau & Michael Rockinger

  • 2002 The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets
    by Winston T. Lin & Hong-Jen Lin & Yueh H. Chen

  • 2001 Estimation and arbitrage opportunities for exchange rate baskets
    by Mercurio, Danilo & Torricelli, Costanza

  • 2001 An econometric approach to macroeconomic risk. A cross country study
    by Carrera, Jorge Eduardo & Cusolito, Ana Paula & Féliz, Mariano & Panigo, Demian

  • 2001 The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond
    by Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente

  • 2001 Exchange Rates and fundamentals - a Non-Linear Relationship?
    by Paul De Grauwe & Isabel Vansteenkiste

  • 2001 Model Uncertainty of Real Exchange Rate Forecast over Mid-term Horizons
    by Munehisa Kasuya & Izumi Takagawa

  • 2001 Conditional Dependency of Financial Series: An Application of Copulas
    by Rockinger, M. & Jondeau, E.

  • 2000 An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1999
    by Campa, J.M. & Chang, P.H.K. & Refalo, J.F.

  • 2000 Some Policy Issues Regarding an Early Warning System
    by Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela

  • 2000 Early Warning System: An Assessment of Vulnerability
    by Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela

  • 2000 Early Warning System: Empirical Results from The Signals Approach
    by Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela

  • 2000 Methodology for an Early Warning System: The Signals Approach
    by Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela

  • 2000 Price Level Convergence Among United States Cities: Lessons for the European Central Bank
    by Stephen G. Cecchetti & Nelson C. Mark & Robert J. Sonora

  • 2000 Modelli non lineari per i tassi di cambio: un confronto previsivo con dati a diversa frequenza
    by Gianna Boero & Emanuela Marrocu

  • 2000 Efectividad del control a los flujos de capital: Un reexamen empírico de la experiencia reciente en Colombia
    by Hernán Rincón

  • 1999 Dynamic and Stochastic Instability and the Unbiased Forward Rate Hypothesis: A Variable Mean Response Approach
    by Winston T. Lin

  • 1998 Network Effects and Welfare Cultures
    by Marianne Bertrand & Erzo Luttmer & Sendhil Mullainathan

  • 1995 The Mexican intertemporal budget constraint: Persistent signals of an eventual collapse
    by Núñez, José A. & Urzúa, Carlos M.

  • 1994 The determinants of commodity prices
    by Reinhart, Carmen & Borensztein, Eduardo

  • 1992 The International Debt Crisis in Historical Perspective
    by

  • Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates
    by Aaron Tornell & Chunming Yuan

  • Carry Trade
    by Oscar Jorda

  • Efectividad del Control a los Flujos de Capital: Un Reexamen Empírico de la Experiencia Reciente en Colombia
    by Hernán Rincón

  • This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.