Joseph P. Byrne : Citation Profile


Are you Joseph P. Byrne?

Heriot-Watt University

13

H index

16

i10 index

489

Citations

RESEARCH PRODUCTION:

30

Articles

56

Papers

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 30
   Journals where Joseph P. Byrne has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 25 (4.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pby6
   Updated: 2019-10-15    RAS profile: 2018-06-25    
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Relations with other researchers


Works with:

Korobilis, Dimitris (18)

Cao, Shuo (8)

Ribeiro, Pinho (6)

Sakemoto, Ryuta (5)

Tsoukas, Serafeim (5)

Spaliara, Marina-Eliza (5)

Fiess, Norbert (2)

Lorusso, Marco (2)

Xu, Bing (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Joseph P. Byrne.

Is cited by:

Baum, Christopher (15)

Talavera, Oleksandr (13)

Stephan, Andreas (9)

Nagayasu, Jun (8)

Héricourt, Jérôme (8)

Huber, Florian (8)

Huang, Ho-Chuan (8)

Miller, Stephen (7)

Pupo, Valeria (7)

Ricotta, Fernanda (6)

GUPTA, RANGAN (6)

Cites to:

Pesaran, M (35)

Rogoff, Kenneth (32)

Ng, Serena (30)

Rossi, Barbara (30)

Sarno, Lucio (25)

Bai, Jushan (23)

Kilian, Lutz (22)

Watson, Mark (20)

Bacchetta, Philippe (19)

Stock, James (19)

Reinhart, Carmen (18)

Main data


Where Joseph P. Byrne has published?


Journals with more than one article published# docs
Journal of International Money and Finance3
Economic Modelling3
Journal of Money, Credit and Banking2
National Institute Economic Review2
Journal of Macroeconomics2
Journal of International Financial Markets, Institutions and Money2
Oxford Bulletin of Economics and Statistics2
Review of World Economics (Weltwirtschaftliches Archiv)2

Working Papers Series with more than one paper published# docs
Working Papers / Business School - Economics, University of Glasgow19
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)15
MPRA Paper / University Library of Munich, Germany11
Essex Finance Centre Working Papers / University of Essex, Essex Business School2

Recent works citing Joseph P. Byrne (2018 and 2017)


YearTitle of citing document
2017Investigating Properties of Commodity Price Responses to Real and Nominal Shocks. (2017). Kim, Hyeongwoo ; Zhang, Yunxiao. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-02.

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2017The impact of financial leverage on farms capacity to react in market shocks. (2017). Stefani, Gianluca ; Tiberti, Marco ; Lombardi, Ginevra Virginia ; Gadanakis, Yiorgos. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261156.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2017Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals. (2017). Sadaba, Barbara ; Pozzi, Lorenzo. In: Staff Working Papers. RePEc:bca:bocawp:17-22.

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2018Economic Liberalization and External Shocks. The Hypothesis of Convergence for the Mexican States, 1994-2015. (2018). Felipe, Fonseca ; Erick, Rangel Gonzalez ; Irving, Llamosas-Rosas. In: Working Papers. RePEc:bdm:wpaper:2018-27.

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2018Impact of the ECB Quantitative Easing on the French International Investment Position. (2018). CEZAR, Rafael ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:701.

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2018Identifying oil price shocks and their consequences: the role of expectations in the crude oil market. (2018). Fueki, Takuji ; Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Nakajima, Jouchi ; Higashio, Naoto. In: BIS Working Papers. RePEc:bis:biswps:725.

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2018Has inflation targeting become less credible?. (2018). Sussman, Nathan ; Zohar, Osnat . In: BIS Working Papers. RePEc:bis:biswps:729.

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2018US monetary policy and fluctuations of international bank lending. (2018). Avdjiev, Stefan ; Hale, Galina. In: BIS Working Papers. RePEc:bis:biswps:730.

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2019Forecasting Inflation in Russia Using Dynamic Model Averaging. (2019). Styrin, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:3-18.

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2018Forecasting inflation in Russia by Dynamic Model Averaging. (2018). Styrin, Konstantin . In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps39.

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2017Monetary policy shocks and the dynamics of agricultural commodity prices: evidence from structural and factor†augmented VAR analyses. (2017). Rafayet, MD ; Gilbert, Scott. In: Agricultural Economics. RePEc:bla:agecon:v:48:y:2017:i:1:p:15-27.

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2018Industry†specific Exchange Rate Fluctuations, Japanese Exports and Financial Constraints: Evidence from Panel Vector Autoregressive Analysis. (2018). Zhang, Shajuan . In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:2:p:125-145.

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2018DURATION MODELS FOR CREDIT RATING MIGRATION: EVIDENCE FROM THE FINANCIAL CRISIS. (2018). Prigent, Jean-Luc ; Karaa, Adel ; ben Ayed, Myriam. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1870-1886.

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2019Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil. (2019). Loncan, Tiago ; Hillier, David. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:181-206.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2019Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_013.

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2018Common Factors of Commodity Prices. (2018). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12767.

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2017Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:6317.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2017A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0034.

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2017Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112.

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2018Assessing the degree of international consumption risk sharing. (2018). Servén, Luis ; Hevia, Constantino ; Serven, Luis. In: Journal of Development Economics. RePEc:eee:deveco:v:134:y:2018:i:c:p:176-190.

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2019Asymmetry in exchange rate pass-through to consumer prices: Evidence from emerging and developing Asian countries. (2019). Sun, Gang ; Kassi, Diby Franois ; Assamoi, Guy Roland ; Rathnayake, Dilesha Nawadali ; Ding, Ning. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:357-372.

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2017The effect of a Chinese slowdown on inflation in the euro area and the United States. (2017). Natoli, Filippo ; Metelli, Luca. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:16-22.

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2017The expected real yield and inflation components of the nominal yield curve. (2017). Lange, Ronald H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:1-18.

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2019Assessment of asymmetric effects on exchange market pressure: Empirical evidence from emerging countries. (2019). Ozcelebi, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:498-513.

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2017Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models. (2017). Huber, Florian. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:48-52.

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2018Sectoral inflation and the Phillips curve: What has changed since the Great Recession?. (2018). Sheremirov, Viacheslav ; Rao, Nikhil ; Luengo-Prado, Maria Jose . In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:63-68.

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2017Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?. (2017). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:131-154.

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2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes. (2017). Tiwari, Aviral ; Roubaud, David ; Mensi, walid ; Bouri, Elie ; Al-Yahyaee, Khamis. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:122-139.

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2018High-frequency volatility connectedness between the US crude oil market and Chinas agricultural commodity markets. (2018). Luo, Jiawen ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:424-438.

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2019Oil prices, fundamentals and expectations. (2019). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph P. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:59-75.

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2019The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Mo, Bin ; Nie, HE. In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:577-586.

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2019Unveiling the factors of oil versus non-oil sources in affecting the global commodity prices: A combination of threshold and asymmetric modeling approach. (2019). Sek, Siok Kun. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:272-280.

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2018An analysis of time-varying commodity market price discovery. (2018). Narayan, Paresh Kumar ; Sharma, Susan Sunila. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:122-133.

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2019Currency carry trades and the conditional factor model. (2019). Sakemoto, Ryuta. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:198-208.

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2018Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies. (2018). Rodriguez, Diego ; Gonzalez, Andres ; Fernandez, Andres. In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:99-121.

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2017Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries. (2017). Kouretas, Georgios ; Zarangas, Leonidas ; Stavroyiannis, Stavros ; Drakos, Anastassios A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:76-88.

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2017Fiscal sustainability in EMU countries: A continued fiscal commitment?. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:85-97.

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2017Where do the advanced countries invest? An investigation of capital flows from advanced countries to emerging economies. (2017). Vo, Xuan Vinh ; Nguyen, Trung Thong ; Ho, Viet Tien. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:142-154.

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2018A market-based measure for currency risk in managed exchange rate regimes. (2018). Eichler, Stefan ; Roevekamp, Ingmar . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:141-159.

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2017Selecting exchange rate fundamentals by bootstrap. (2017). Ribeiro, Pinho. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:894-914.

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2019Threshold cointegration in international exchange rates:A Bayesian approach. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:458-473.

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2018Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation. (2018). Ginama, Isamu ; Kanmei, Takahiro ; Hayakawa, Kazuhiko. In: Japan and the World Economy. RePEc:eee:japwor:v:48:y:2018:i:c:p:11-21.

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2018Why East Germany did not become a new Mezzogiorno. (2018). Scaramozzino, Pasquale ; Carlin, Wendy ; Boltho, Andrea. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:1:p:308-325.

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2018Multi-destination firms and the impact of exchange-rate risk on trade. (2018). Héricourt, Jérôme ; Nedoncelle, Clement ; Hericourt, Jerome. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:4:p:1178-1193.

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2018External shocks, financial volatility and reserve requirements in an open economy. (2018). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Alper, Koray ; Agenor, Pierre-Richard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:23-43.

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2018Central bank transparency and the volatility of exchange rates. (2018). Eichler, Stefan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:23-49.

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2019Monetary policy divergence and net capital flows: Accounting for endogenous policy responses. (2019). Zlate, Andrei ; Davis, Scott J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:15-31.

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2017Fiscal sustainability in an emerging market economy: When does public debt turn bad?. (2017). Soon, Siew-Voon ; Lau, Evan ; Baharumshah, Ahmad Zubaidi. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:1:p:99-113.

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2017Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective. (2017). Wen, Shaobo ; Liu, Xueyong ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:299-308.

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2018Do oil shocks predict economic policy uncertainty?. (2018). Ur, Mobeen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:498:y:2018:i:c:p:123-136.

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2018Exchange rate pass-through and Southeast European economies. (2018). Kurtovi, Safet ; Milovancevic, Milos ; Mladenovi, Igor ; Petkovi, Dalibor ; Deni, Neboja ; Siljkovi, Boris. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:400-409.

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2019Evolutionary support vector machine for RMB exchange rate forecasting. (2019). Li, Hongtao ; Sun, Shaolong ; Fu, Sibao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:692-704.

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2018Volatility spillovers between foreign exchange and stock markets in industrialized countries. (2018). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:121-136.

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2018The term premium in a small open economy: A micro-founded approach. (2018). Ilek, Alex ; Rozenshtrom, Irit. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:333-352.

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2019Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index. (2019). Fernandez-Diaz, Jose M ; Morley, Bruce. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:174-194.

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2017Country-specific determinants of cross-border mergers and acquisitions: A comprehensive review and future research directions. (2017). Reddy, K S ; Xie, EN ; Liang, Jie. In: Journal of World Business. RePEc:eee:worbus:v:52:y:2017:i:2:p:127-183.

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2019Macroeconomic Uncertainty and Investment Relationship for Turkey. (2019). Guney, Pelin Oge . In: Working Papers. RePEc:erg:wpaper:1332.

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2019Managing the Yield Curve in a Financially Globalized World. (2019). Tran, Phuong ; Hiroyuki, Ito . In: Discussion papers. RePEc:eti:dpaper:19012.

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2019Do Exchange Rates Matter in Global Value Chains?. (2019). Zhang, Shajuan ; Kiyotaka, Sato. In: Discussion papers. RePEc:eti:dpaper:19059.

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2017Sectoral inflation and the Phillips curve: what has changed since the Great Recession?. (2017). Sheremirov, Viacheslav ; Rao, Nikhil ; Luengo-Prado, Maria. In: Current Policy Perspectives. RePEc:fip:fedbcq:2017_005.

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2017Monetary Policy Divergence, Net Capital Flows, and Exchange Rates: Accounting for Endogenous Policy Responses. (2017). Zlate, Andrei ; Davis, Jonathan. In: Globalization Institute Working Papers. RePEc:fip:feddgw:328.

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2018Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404.

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2018The Effect of Exchange Rate Volatility on International Trade and Foreign Direct Investment (FDI) in Developing Countries along “One Belt and One Road”. (2018). Latief, Rashid ; Lefen, Lin. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:4:p:86-:d:175914.

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2018Some Novel Bayesian Model Combination Schemes: An Application to Commodities Prices. (2018). Drachal, Krzysztof. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2801-:d:162455.

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2019Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134.

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2017Firm Survival in New EU Member States. (2017). Kočenda, Evžen ; Iwasaki, Ichiro ; Baumohl, Eduard ; Koenda, Even. In: CEI Working Paper Series. RePEc:hit:hitcei:2017-5.

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2018Firm Failure in Russia during Economic Crises and Growth : A Large Survival Analysis. (2018). Iwasaki, Ichiro ; Kim, Byung-Yeon. In: RRC Working Paper Series. RePEc:hit:rrcwps:76.

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2018THE EFFECT OF REAL EXCHANGE RATE VOLATILITY ON EXPORTS IN THE BALTIC REGION. (2018). Moslares, Carlos ; Ekanayake, E M. In: The International Journal of Business and Finance Research. RePEc:ibf:ijbfre:v:11:y:2017:i:2:p:23-38.

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2019Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson‐Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:639.

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2017Indias Horticulture Sector - A Port- Level Analysis of Onion Export Pricing. (2017). Varma, Poornima ; Akash, Issar . In: IIMA Working Papers. RePEc:iim:iimawp:14561.

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2019External debt financing and macroeconomic instability in emerging market economies. (2019). Sengupta, Rajeswari ; Goyal, Ashima ; Verma, Akhilesh. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2019-013.

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2017The ‘Visible Hand’ of the ECB’s first quantitative easing. (2017). Valiante, Diego. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0356-0.

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2019GLOBALISATION AND GOVERNANCE: THRESHOLDS FOR THE IMPACTS OF THE MAIN DETERMINANTS OF CAPITAL INFLOWS?. (2019). Tademir, Fatma ; Ozmen, Erdal. In: ERC Working Papers. RePEc:met:wpaper:1902.

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2018Capital adjustment costs : implications for domestic and export sales dynamics. (2018). Liu, Yan Ping. In: Working Papers. RePEc:mnh:wpaper:44696.

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2018Bootstrapping factor models with cross sectional dependence. (2018). Gonalves, Silvia ; Perron, Benoit. In: Cahiers de recherche. RePEc:mtl:montde:2018-07.

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2018Bootstrapping Factor Models With Cross Sectional Dependence. (2018). Gonalves, Silvia ; Perron, Benoit. In: Cahiers de recherche. RePEc:mtl:montec:10-2018.

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2018 Capacidad productiva, cambio técnico y productividad: Estimaciones alternativas del producto de largo plazo. (2018). Jiménez, Félix ; Jimenez, Felix. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00454.

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2017Wealth Effects and Macroeconomic Dynamics – Evidence from Indian Economy. (2017). Swamy, Vighneswara. In: MPRA Paper. RePEc:pra:mprapa:76836.

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2017Consumption and Exchange Rate Uncertainty: Evidence from Selected Asian Countries. (2017). Ho, Sin-Yu. In: MPRA Paper. RePEc:pra:mprapa:80096.

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2018Forecasting Base Metal Prices with Commodity Currencies. (2018). Pincheira, Pablo ; Hardy, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:83564.

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2018Investigating Properties of Commodity Price Responses to Real and Nominal Shocks. (2018). Kim, Hyeongwoo ; Zhang, Yunxiao. In: MPRA Paper. RePEc:pra:mprapa:89432.

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2018The Interdependence between Commodity-Price and GDP Cycles: A Frequency-Domain Approach. (2018). Ojeda-Joya, Jair ; Bustos-Pelaez, Juan ; Jaulin-Mendez, Oscar . In: MPRA Paper. RePEc:pra:mprapa:90403.

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2019Terms of Trade Effects of Productivity Shocks and Economic Development. (2019). Ozelik, Emre ; Tuan, Mustafa. In: MPRA Paper. RePEc:pra:mprapa:91473.

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2019Relocation in conditions of uncertainty: the Spanish automobile components industry during the economic crisis (2008-2012). (2019). Lampon, Jesus F. In: MPRA Paper. RePEc:pra:mprapa:92738.

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2017Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets. (2017). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Liu, Ruipeng. In: Working Papers. RePEc:pre:wpaper:201728.

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2017The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility. (2017). Wohar, Mark ; GUPTA, RANGAN ; Suleman, Tahir. In: Working Papers. RePEc:pre:wpaper:201770.

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2017The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions. (2017). GUPTA, RANGAN ; Suleman, Tahir ; Hassapis, Christis ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201774.

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2019Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis. (2019). GUPTA, RANGAN ; Torrent, Hudson S ; Suleman, Tahir ; Caldeira, Joao F. In: Working Papers. RePEc:pre:wpaper:201911.

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2018Exchange rate volatility and trade: The role of credit constraints. (2018). Ye, Haichun ; Shi, Kang ; Lin, Shu. In: Review of Economic Dynamics. RePEc:red:issued:16-243.

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2018Prudential Capital Controls and Risk Misallocation: Bank Lending Channel. (2018). Keller, Lorena. In: 2018 Meeting Papers. RePEc:red:sed018:129.

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2019What is the Investment Loss due to Uncertainty?. (2019). Panagiotidis, Theodore ; Printzis, Panagiotis. In: Working Paper series. RePEc:rim:rimwps:19-06.

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2018Globalization and monetary policy rule in West African Monetary Zone: A generalized method of moment approach. (2018). Eregha, Perekunah ; Egwaikhide, Festus O. In: Applied Econometrics. RePEc:ris:apltrx:0337.

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2018Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_005.

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2018Model instability in predictive exchange rate regressions. (2018). Huber, Florian ; Hauzenberger, Niko. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_008.

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2018Forecasting Chinese Business Cycle Using Long-term Interest Rate Comovements. (2018). Lee, Kiryoung ; Jo, Chanik. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:2:p:118-134.

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More than 100 citations found, this list is not complete...

Works by Joseph P. Byrne:


YearTitleTypeCited
2014Exchange Rate Predictability in a Changing World In: Papers.
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2014Exchange Rate Predictability in a Changing World.(2014) In: SIRE Discussion Papers.
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2016Exchange rate predictability in a changing world.(2016) In: Journal of International Money and Finance.
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2014Exchange Rate Predictability in a Changing World.(2014) In: Working Papers.
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2014Exchange Rate Predictability in a Changing World.(2014) In: MPRA Paper.
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2014Exchange Rate Predictability in a Changing World.(2014) In: Working Paper series.
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2012COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS In: Bulletin of Economic Research.
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2011Common factors of the exchange risk premium in emerging European markets.(2011) In: MPRA Paper.
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2016FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR? In: Economic Inquiry.
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2014Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2014) In: SIRE Discussion Papers.
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2015Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2015) In: SIRE Discussion Papers.
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2015Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2015) In: Working Papers.
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2015Firm survival, uncertainty and Financial frictions: Is there a Financial uncertainty accelerator?.(2015) In: Heriot-Watt University Economics Discussion Papers.
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2003Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7 In: Oxford Bulletin of Economics and Statistics.
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2005The Impact of Short- and Long-run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries In: Oxford Bulletin of Economics and Statistics.
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2010THE TIME-SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA In: Scottish Journal of Political Economy.
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2010Domestic vs. International Correlations of Interest Rate Maturities In: Economics Bulletin.
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2003Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries In: Royal Economic Society Annual Conference 2003.
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2010IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility In: SIRE Discussion Papers.
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2010Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility.(2010) In: Working Papers.
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2010Interest Rate Co-movements, Global Factors and the Long End of the Term Spread In: SIRE Discussion Papers.
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2012Interest rate co-movements, global factors and the long end of the term spread.(2012) In: Journal of Banking & Finance.
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2010Interest Rate Co-movements, Global Factors and the Long End of the Term Spread.(2010) In: Working Papers.
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2010Exchange rate pass through to import prices: panel evidence from emerging market economies. In: SIRE Discussion Papers.
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2010Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies.(2010) In: Working Papers.
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2010International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data In: SIRE Discussion Papers.
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2010International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data.(2010) In: Working Papers.
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2013International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking.
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2011International Capital Flows to Emerging and Developing Countries: National and Global Determinants In: SIRE Discussion Papers.
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2011International capital flows to emerging and developing countries: national and global determinants.(2011) In: Working Papers.
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2008The Global Dimension to Fiscal Sustainability In: SIRE Discussion Papers.
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2011The global dimension to fiscal sustainability.(2011) In: Journal of Macroeconomics.
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2008The Global Dimension to Fiscal Sustainability.(2008) In: Working Papers.
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2008The Global Side of the Investment-Savings Puzzle In: SIRE Discussion Papers.
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2008The Global Side of the Investments-Savings Puzzle.(2008) In: Working Papers.
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2009The Global Side of the Investment-Saving Puzzle.(2009) In: Journal of Money, Credit and Banking.
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2014On the Sources of Uncertainty in Exchange Rate Predictability In: SIRE Discussion Papers.
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2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: Working Papers.
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2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: MPRA Paper.
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2018ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY.(2018) In: International Economic Review.
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2008Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets In: SIRE Discussion Papers.
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2008Common and idiosyncratic factors of the exchange risk premium in emerging European markets.(2008) In: Working Papers.
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2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship In: SIRE Discussion Papers.
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2010Structural breaks in the real exchange rate and real interest rate relationship.(2010) In: Global Finance Journal.
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2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship.(2008) In: Working Papers.
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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty In: SIRE Discussion Papers.
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2016Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2016) In: Essex Finance Centre Working Papers.
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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: Working Papers.
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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: MPRA Paper.
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2015Co-Movement, Spillovers and Excess Returns in Global Bond Markets In: SIRE Discussion Papers.
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2015Co-Movement, Spillovers and Excess Returns in Global Bond Markets?.(2015) In: Working Papers.
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2013Primary commodity prices: Co-movements, common factors and fundamentals In: Journal of Development Economics.
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2010Primary commodity prices: co-movements, common factors and fundamentals.(2010) In: Working Papers.
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2011Primary commodity prices : co-movements, common factors and fundamentals.(2011) In: Policy Research Working Paper Series.
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2003The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe In: Economic Modelling.
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2003Some international evidence on price determination: a non-stationary panel approach In: Economic Modelling.
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2004Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses In: Economic Modelling.
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2004Permanent and temporary inflation uncertainty and investment in the United States In: Economics Letters.
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2017Forecasting the term structure of government bond yields in unstable environments In: Journal of Empirical Finance.
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article5
2015Foreign exchange market pressure and capital controls In: Journal of International Financial Markets, Institutions and Money.
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article3
2018Common information in carry trade risk factors In: Journal of International Financial Markets, Institutions and Money.
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2016Common Information in Carry Trade Risk Factors.(2016) In: MPRA Paper.
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2013A new approach to tests of pricing-to-market In: Journal of International Money and Finance.
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2016International capital flows to emerging markets: National and global determinants In: Journal of International Money and Finance.
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2008US trade and exchange rate volatility: A real sectoral bilateral analysis In: Journal of Macroeconomics.
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2006US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis.(2006) In: Working Papers.
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2016Decomposing Global Yield Curve Co-Movement In: Essex Finance Centre Working Papers.
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2006Unit Roots and Structural Breaks: A Survey of the Literature In: Working Papers.
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2007Unit Roots in Inflation and Aggregation Bias In: Working Papers.
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2007Euro Area Inflation: Aggregation Bias and Convergence In: Working Papers.
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2010Euro area inflation: aggregation bias and convergence.(2010) In: Review of World Economics (Weltwirtschaftliches Archiv).
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2017Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations In: CEERP Working Paper Series.
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2017Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations.(2017) In: MPRA Paper.
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2003Panel Estimation of the Impact of Exchange Rate Uncertainty on Investment in the Major Industrial... In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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2002Investment and Uncertainty in the G7 In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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2002Investment and Uncertainty in the G7.(2002) In: MPRA Paper.
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2005Investment and Uncertainty in the G7.(2005) In: Review of World Economics (Weltwirtschaftliches Archiv).
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2016Stock Return Prediction with Fully Flexible Models and Coefficients In: MPRA Paper.
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2017The Time-Varying Risk Price of Currency Carry Trades In: MPRA Paper.
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2017Carry Trades and Commodity Risk Factors In: MPRA Paper.
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2017Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals In: MPRA Paper.
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2002A Comparison of Balance Sheet Structures in Major EU Countries In: National Institute Economic Review.
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2002Sterling, the Euro and the Dollar In: National Institute Economic Review.
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2010Does labour productivity flow across industries? Estimation robust to panel heterogeneity and cross sectional correlation In: Applied Economics Letters.
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2009Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests In: Regional Studies.
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2005Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence In: ERSA conference papers.
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