Content
October 2011, Volume 16, Issue 4
- 357-374 Modelling the bivariate dependence structure of exchange rates before and after the introduction of the euro: a semi‐parametric approach
by Gianna Boero & Param Silvapulle & Ainura Tursunalieva - 375-392 Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates?
by Marc W. Simpson & Axel Grossmann - 393-407 Threshold effects in credit risk and stress scenarios
by Tiago M. T. Nunes & Paulo M. M. Rodrigues
July 2011, Volume 16, Issue 3
- 205-217 Cross‐dynamics of exchange rate expectations: a wavelet analysis
by Jussi Nikkinen & Seppo Pynnönen & Mikko Ranta & Sami Vähämaa - 218-236 Can financial development cure the Dutch disease?
by Christian Saborowski - 237-255 Common determinants of currency crises: the role of external balance sheet variables
by Mirko Licchetta - 256-274 Exchange rate regimes and banking crises: the channels of influence investigated
by Apanard P. Angkinand & Thomas D. Willett - 275-289 What explains the spread between the Euro overnight rate and the ECB's policy rate?
by Tobias Linzert & Sandra Schmidt - 290-306 Can non‐linear real shocks explain the persistence of PPP exchange rate disequilibria?
by Tuomas A. Peltonen & Adina Popescu & Michael Sager
April 2011, Volume 16, Issue 2
- 103-113 The performance of currency hedge funds and the yen/USD carry trade
by Jarkko Peltomäki - 114-130 A Markov‐switching approach to measuring exchange market pressure
by Francis Y. Kumah - 131-145 Probability of informed trading on the euro overnight market rate
by Julien Idier & Stefano Nardelli - 146-151 Nonlinear dynamics of real exchange rates for sectoral data
by Jaebeom Kim & Young‐Kyu Moh - 152-171 The small sample properties of tests of the expectations hypothesis: a Monte Carlo investigation
by Eugenie Garganas & Stephen G. Hall - 172-188 Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market
by Michael Frömmel & Norbert Kiss M. & Klára Pintér - 189-204 Uncovered interest parity and the efficiency of the foreign exchange market: a re‐examination of the evidence
by Jose Olmo & Keith Pilbeam
January 2011, Volume 16, Issue 1
- 1-15 Short‐ and long‐run determinants of sovereign debt credit ratings
by António Afonso & Pedro Gomes & Philipp Rother - 16-31 Does money matter in the ECB strategy? New evidence based on ECB communication
by Helge Berger & Jakob de Haan & Jan‐Egbert Sturm - 32-40 Evaluating growth volatility susceptibility within regional free trade agreements
by Jeffrey A. Edwards & Vance Ginn - 41-62 The impact of FX intervention on FX markets: a market microstructure analysis
by Paolo Vitale - 63-69 On speculators and hedgers in currency futures markets: who leads whom?
by Andreas Röthig - 70-91 Sources of economic fluctuations in oil‐exporting economies: implications for choice of exchange rate regimes
by M. S. Rafiq - 92-102 Monetary policy transmission and real estate investment trusts
by Don Bredin & Gerard O'Reilly & Simon Stevenson