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Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment

Citations

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Cited by:

  1. Kolasa, Marcin & Ravgotra, Sahil & Zabczyk, Pawel, 2025. "Monetary policy and exchange rate dynamics in a behavioral open economy model," Journal of International Economics, Elsevier, vol. 155(C).
  2. Cantore, Cristiano & Freund, Lukas B., 2021. "Workers, capitalists, and the government: fiscal policy and income (re)distribution," Journal of Monetary Economics, Elsevier, vol. 119(C), pages 58-74.
  3. Gernot J. Müller & Martin Wolf & Thomas Hettig, 2024. "Delayed Overshooting: The Case for Information Rigidities," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(3), pages 310-342, July.
  4. García, Carlos J. & González, Wildo & Valenzuela, Gabriel, 2025. "The valuation of economic recovery: The case for investment-led fiscal spending policies in open economies," International Review of Economics & Finance, Elsevier, vol. 99(C).
  5. Marc Burri & Daniel Kaufmann, 2024. "Measuring monetary policy shocks," IRENE Working Papers 24-03, IRENE Institute of Economic Research.
  6. Engel, Charles & Kazakova, Katya & Wang, Mengqi & Xiang, Nan, 2022. "A reconsideration of the failure of uncovered interest parity for the U.S. dollar," Journal of International Economics, Elsevier, vol. 136(C).
  7. Rong Li & Dongzhou Mei & Bing Tong, 2024. "Gradual Portfolio Adjustment, Foreign Exchange Intervention, and Open Market Operations," CFDS Discussion Paper Series 2024/6, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
  8. Husnu C. Dalgic & Galip Kemal Ozhan, 2025. "Dominant Currency Pricing and Currency Risk Premia," CRC TR 224 Discussion Paper Series crctr224_2025_717, University of Bonn and University of Mannheim, Germany.
  9. Lei, Jian, 2021. "Curve momentum in currency markets," Finance Research Letters, Elsevier, vol. 42(C).
  10. Corsetti, Giancarlo & Lafarguette, Romain & Mehl, Arnaud, 2019. "Fast trading and the virtue of entropy: evidence from the foreign exchange market," Working Paper Series 2300, European Central Bank.
  11. Heipertz, Jonas & Mihov, Ilian & Santacreu, Ana Maria, 2022. "Managing macroeconomic fluctuations with flexible exchange rate targeting," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
  12. Nadia Pozdnyakova, 2026. "Exchange Rate Expectations and Aggregate Dynamics," Working Papers w0294, New Economic School (NES).
  13. Dong, Xue & Minford, Patrick & Meenagh, David & Yang, Xiaoliang, 2023. "Bounded rational expectation: How it can affect the effectiveness of monetary rules in the open economy," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
  14. Bacchetta, Philippe & Benhima, Kenza & Kalantzis, Yannick & Phillot, Maxime, 2026. "The international transmission of asset market shocks in liquidity traps," Journal of International Economics, Elsevier, vol. 161(C).
  15. Fabienne Schneider, 2024. "On-the-run Premia, Settlement Fails, and Central Bank Access," Working Papers 24.05, Swiss National Bank, Study Center Gerzensee.
  16. Gan-Ochir Doojav & Munkhbayar Gantumur, 2023. "An estimated model of a commodity-exporting economy for the integrated policy framework: evidence from Mongolia," International Economics and Economic Policy, Springer, vol. 20(4), pages 651-708, October.
  17. Bacchetta, Philippe & Davenport, Margaret & van Wincoop, Eric, 2022. "Can sticky portfolios explain international capital flows and asset prices?," Journal of International Economics, Elsevier, vol. 136(C).
  18. Ortiz, Marco & Miyahara, Ken, 2022. "Portfolio shocks and the financial accelerator in a small open economy," MPRA Paper 114224, University Library of Munich, Germany.
  19. Dalgic, Husnu & Ozhan, Galip Kemal, 2024. "Business Cycle Insurance, Inflation and Currency Returns," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302436, Verein für Socialpolitik / German Economic Association.
  20. Han, Bada & Oh, Taehee & Lee, Jangyoun, 2026. "In search of the origin of original sin dissipation," Journal of International Money and Finance, Elsevier, vol. 162(C).
  21. Jordi Galí, 2020. "Uncovered Interest Parity, Forward Guidance and the Exchange Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 465-496, December.
  22. Tobias Cwik & Christoph Winter, 2024. "FX interventions as a form of unconventional monetary policy," Working Papers 2024-04, Swiss National Bank.
  23. Philippe Bacchetta & Simon Tièche & Eric van & Ralph Koijen, 2023. "International Portfolio Choice with Frictions: Evidence from Mutual Funds," The Review of Financial Studies, Society for Financial Studies, vol. 36(10), pages 4233-4270.
  24. Fabienne Schneider, 2025. "On-the-run Premia, Settlement Fails, and Central Bank Access," Staff Working Papers 25-19, Bank of Canada.
  25. André, Marine-Charlotte & Traficante, Guido, 2020. "Forward Guidance in Small Open Economy," MPRA Paper 104600, University Library of Munich, Germany.
  26. Husnu C. Dalgic, 2025. "When Is Liquidity Bad?," CRC TR 224 Discussion Paper Series crctr224_2025_723, University of Bonn and University of Mannheim, Germany.
  27. Cheung, Yin-Wong & Wang, Wenhao, 2022. "Uncovered interest rate parity redux: Non-uniform effects," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 133-151.
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