Nelson Mark : Citation Profile


Are you Nelson Mark?

University of Notre Dame

29

H index

46

i10 index

4647

Citations

RESEARCH PRODUCTION:

48

Articles

51

Papers

2

Chapters

RESEARCH ACTIVITY:

   38 years (1985 - 2023). See details.
   Cites by year: 122
   Journals where Nelson Mark has often published
   Relations with other researchers
   Recent citing documents: 88.    Total self citations: 41 (0.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma186
   Updated: 2024-01-16    RAS profile: 2023-07-06    
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Relations with other researchers


Works with:

Berg, Kimberly (6)

Curtis, Chadwick (4)

Lugauer, Steven (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nelson Mark.

Is cited by:

Sarno, Lucio (75)

Chinn, Menzie (67)

Cheung, Yin-Wong (64)

Taylor, Mark (50)

Engel, Charles (49)

Byrne, Joseph (45)

Korobilis, Dimitris (43)

Bacchetta, Philippe (35)

van Wincoop, Eric (30)

Rogoff, Kenneth (30)

Huber, Florian (28)

Cites to:

Rogoff, Kenneth (71)

Engel, Charles (45)

Obstfeld, Maurice (42)

Chinn, Menzie (32)

Campbell, John (32)

West, Kenneth (29)

Reinhart, Carmen (26)

Frankel, Jeffrey (26)

Prasad, Eswar (22)

Sul, Donggyu (20)

Chamon, Marcos (19)

Main data


Where Nelson Mark has published?


Journals with more than one article published# docs
Journal of International Economics6
Journal of International Money and Finance5
International Economic Review4
American Economic Review4
Oxford Bulletin of Economics and Statistics3
International Journal of Finance & Economics3
Journal of Money, Credit and Banking3
Journal of Finance2
Journal of Money, Credit and Banking2
Journal of Empirical Finance2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc20
Working Papers / University of Notre Dame, Department of Economics4
Working Papers / Department of Economics, The University of Auckland3
Working Papers / Hong Kong Institute for Monetary Research2
2013 Meeting Papers / Society for Economic Dynamics2

Recent works citing Nelson Mark (2024 and 2023)


YearTitle of citing document
2023Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02.

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2023What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?. (2023). Kim, Hyeongwoo ; Son, Jisoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-06.

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2023The effect of poverty and income inequality on CO2 emission based on Environmental Kuznets Curve analysis: Empirical evidence from selected developing countries. (2023). Lebe, Fuat ; Akbas, Yusuf Ekrem. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:103-118.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023.

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2023.

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2023The effect of natural gas discoveries in Israel on the strength of its currency. (2023). Tavor, Tchai. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:236-256.

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2023A relative answer to the growth–saving puzzle. (2023). Gruber, Noam. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:139-171.

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2023Household savings and present bias among Chinese couples: A household bargaining approach. (2023). Svec, Joseph ; Chawla, Isha. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:57:y:2023:i:1:p:648-672.

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2023.

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2023Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730.

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2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

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2023Sectoral FTA gains, conflicts, and the role of interindustry factor mobility: Evidence from Koreas free trade agreement. (2023). Hwang, Eunju ; Park, Jin Suk. In: Pacific Economic Review. RePEc:bla:pacecr:v:28:y:2023:i:1:p:97-123.

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2023Μοdeling Environmental Degradation: The Effects of Electricity Consumption, Economic Growth and Globalization. (2023). Stamatiou, Pavlos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-9.

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2023How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x.

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2023Does Digital Finance Upgrade Trickle-down consumption effect in China?. (2023). Tao, Ying ; Sun, Yucheng ; Zhou, Xianbo. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003406.

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2023How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. (2023). Huang, Jianglu ; Qi, Zikang ; Wang, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003923.

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2023Wealth distribution and monetary policy. (2023). Kantur, Zeynep ; Fadejeva, Ludmila. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001487.

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2023Does digital finance promote household consumption upgrading? An analysis based on data from the China family panel studies. (2023). Zhao, Sibo ; Zhai, Chenzhe ; Hu, Debao. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300189x.

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2023Eurozone prices: A tale of convergence and divergence. (2023). Garcia-Hiernaux, Alfredo ; Guerrero, David E ; Gonzalez-Perez, Maria T. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002304.

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2023Aging, migration, and structural transformation in China. (2023). , Xican ; Chen, Shiyi ; Cao, Huoqing. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002420.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2023Renewable energy, nonrenewable energy, and environmental quality nexus: An investigation of the N-shaped Environmental Kuznets Curve based on six environmental indicators. (2023). Acheampong, Alex ; Nathaniel, Solomon Prince ; Ahmed, Zahoor ; Fakher, Hossein Ali. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222025464.

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2023Fertility policy and stock market participation: Evidence from the universal two-child policy in China. (2023). Wang, Yumeng ; Liu, Jiayi ; Yin, Zhichao. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004252.

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2023A conditional higher-moment CAPM. (2023). Tucker, Jon ; Guermat, Cherif ; Vendrame, Vasco. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000406.

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2023Rational distorted beliefs investor; which risk matters?. (2023). Moutanabbir, Khouzeima ; Bouaddi, Mohammed. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006080.

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2023Do macroeconomic variables drive exchange rates independently?. (2023). Piccotti, Louis R ; Li, Xiao ; Biswas, Rita. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007000.

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2023Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Tang, Biyan ; Otunuga, Olusegun Michael. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474.

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2023Market participants or the random walk – who forecasts better? Evidence from micro-level survey data. (2023). Österholm, Pär ; Osterholm, Par ; Silfverberg, Oliwer ; Kladivko, Kamil ; Kiss, Tamas. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001253.

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2023The future of private-label markets: A global convergence approach. (2023). Tuli, Kapil ; Mukherjee, Anirban ; Dekimpe, Marnik G ; Gielens, Katrijn. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:40:y:2023:i:1:p:248-267.

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2023Forecasting the U.S. Dollar in the 21st Century. (2023). Engel, Charles ; Yeung, Steve Pak. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000016.

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2023Liquidity risk, market power and the informational effects of policy. (2023). Tryphonides, Andreas ; Papioti, Katerina Chara ; Claeys, Gregory. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000181.

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2023Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096.

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2023A credit-based theory of the currency risk premium. (2023). , Ella ; Jeanneret, Alexandre ; della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:473-496.

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2023Inflation, interest rate, and firm efficiency: The impact of policy uncertainty. (2023). Tarkom, Augustine ; Ujah, Nacasius U. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002029.

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2023Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128.

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2023An investment-based explanation of currency excess returns. (2023). Smallwood, Aaron D ; Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000311.

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2023Liquidity yield and exchange rate predictability. (2023). Chen, Shiu-Sheng ; Chou, Yu-Hsi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001043.

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2023Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels. (2023). Lee, Yoonseok ; Sul, Donggyu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000118.

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2023Innovation dynamics in the natural resource curse hypothesis: A new perspective from BRICS countries. (2023). Szulczyk, Kenneth ; Badeeb, Ramez ; Mukherjee, Tanusree Chakravarty ; Zahra, Samia. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000454.

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2023International transmission of exchange rate volatility: Evidence from FIEs’ investments in China. (2023). Xu, Yangfei ; Li, Baoxin ; Dai, Yanke. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000166.

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2023Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty. (2023). Nguyen, Duc Khuong ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:191-199.

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2023Income growth, income uncertainty, and urban–rural household savings rate in China. (2023). Yang, Dan. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:99:y:2023:i:c:s016604622200093x.

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2023Is green finance really “green”? Examining the long-run relationship between green finance, renewable energy and environmental performance in developing countries. (2023). Sinha, Avik ; Vo, Xuan Vinh ; Nghiem, Xuan-Hoa ; Mallik, Girijasankar ; Bakry, Walid. In: Renewable Energy. RePEc:eee:renene:v:208:y:2023:i:c:p:341-355.

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2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

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2023A semi-parametric study on dynamic linkages among international real interest rates. (2023). Goodwin, Barry K ; You, Zhongyuan ; Guney, Selin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:215-229.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2023Economic growth and deviations from the equilibrium exchange rate. (2023). Sosvilla-Rivero, Simon ; del Carmen, Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:764-786.

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2023Can innovation be induced by state involvement in the market? Evidence within an expanded framework of Hall & Soskice (2001). (2023). Kim, Yeonbae. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:66:y:2023:i:c:p:264-284.

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2023Labor Productivity, Real Wages, and Employment in OECD Economies. (2023). Cruz, Manuel David. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:66:y:2023:i:c:p:367-382.

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2023Are we making progress on decarbonization? A panel heterogeneous study of the long-run relationship in selected economies. (2023). Skare, Marinko ; Porada-Rocho, Magorzata. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:188:y:2023:i:c:s0040162522008009.

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2023Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels. (2021). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:92809.

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2023Revisiting the Great Ratios Hypothesis. (2022). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:93887.

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2023On the Exchange Rate Dynamics of the Norwegian Krone. (2023). Westgaard, Sjur ; Thune, Kristian August ; Thodesen, Airin ; Risstad, Morten. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:308-:d:1178905.

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2023.

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2023Determinants of Green Innovation: The Role of Monetary Policy and Central Bank Characteristics. (2023). Spyromitros, Eleftherios. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:7907-:d:1144920.

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2023Nexus between Environmental Degradation, Clean Energy, Financial Inclusion, and Poverty: Evidence with DSUR, CUP-FM, and CUP-BC Estimation. (2023). Qamruzzaman, MD ; Li, Zhengxin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14161-:d:1247178.

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2023Vulnerability to Poverty in Chinese Households with Elderly Members: 2013–2018. (2023). Ding, Shuo. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:4947-:d:1093451.

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2023The Role of Foreign Investors and Local Agents in the Derivatives Market and their Impact on the Exchange Rate in Colombia: A Wavelet Analysis. (2023). Gamboa-Estrada, Fredy. In: IHEID Working Papers. RePEc:gii:giihei:heidwp12-2023.

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2023Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data. (2023). Österholm, Pär ; Osterholm, Par ; Silfverberg, Oliwer ; Kladivko, Kamil ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2023_002.

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2023The Trend Effect of Foreign Exchange Intervention. (2023). Yamamoto, Yohei ; Chen, Binwei ; Fatum, Rasmus. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-132.

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2023Daughters, Savings and Household Finances. (2023). Cheng, Zhiming ; Wen, Xin ; Tani, Massimiliano. In: IZA Discussion Papers. RePEc:iza:izadps:dp16440.

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2023Fertility in High-Income Countries: Trends, Patterns, Determinants, and Consequences. (2023). Prettner, Klaus ; Kuhn, Michael ; Bloom, David E. In: IZA Discussion Papers. RePEc:iza:izadps:dp16500.

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2023Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach. (2023). Rath, Prabhas Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09372-w.

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2023Is Cross-Hedging Effective for Mitigating Equity Investment Risks in the Indian Banking Sector?. (2023). Jose, Nithin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09383-7.

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2023Insurance Market and Economic Growth in an Information-Driven Economy: Evidence from a Panel of High- and Middle-Income Countries?. (2023). Hall, John H ; Abraham, Rebecca ; Bahmani, Sahar ; Pradhan, Rudra P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09390-8.

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2023Regional inflation spillovers in Turkey. (2023). Çakır, Mustafa ; Akir, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09455-8.

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2023Productive capacity and international competitiveness: evidence from Latin America and Caribbean countries. (2023). le Clech, Nestor Adrian. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:3:d:10.1007_s10663-023-09581-0.

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2023Do Children Matter to the Household Debt Burden?. (2023). Strzelecka, Agnieszka ; Kowalski, Ryszard ; Waga, Grzegorz. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:44:y:2023:i:4:d:10.1007_s10834-023-09887-y.

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2023Housing Boom and Household Migration Decision: New Evidence from China. (2023). Zhou, Yinggang ; Xiao, Xiao ; Meng, Lina. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:3:d:10.1007_s11146-021-09856-y.

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2023The Law of One Food Price. (2023). Vo, Hai Long ; Si, Jiawei ; Clements, Kenneth W. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-022-09671-9.

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2023Eye in outer space: satellite imageries of container ports can predict world stock returns. (2023). Wang, Yudong ; Zhao, Yuqi ; Wu, Liangyu ; Yu, Honghai. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01891-9.

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2023Savings transition in Asia: Unity in diversity. (2023). Suanin, Wanissa ; Athukorala, Prema-Chandra. In: Departmental Working Papers. RePEc:pas:papers:2023-01.

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2023What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: MPRA Paper. RePEc:pra:mprapa:116880.

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2023The words have power: the impact of news on exchange rates. (2023). Shugliashvili, Teona. In: FFA Working Papers. RePEc:prg:jnlwps:v:5:y:2023:id:5.006.

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2027Perspectives on PPP and Long-Run Real Exchange Rates. (2027). Rogoff, Kenneth ; Froot, Ken . In: Working Paper. RePEc:qsh:wpaper:32027.

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2023Pitfalls in Econometric Forecasting with Illustrations from Exchange Rate Economics. (2023). Moosa, Imad A ; Merza, Ebrahim. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0942.

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2023Real interest rate parity in the Pacific Rim countries: new empirical evidence. (2023). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02282-w.

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2023Intratemporal elasticity of substitution between private and public consumption: new evidence and implications. (2023). Keinsley, Andrew ; Francois, John Nana. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02387-w.

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2023Investigating the nexus between CO2 emissions, renewable energy consumption, FDI, exports and economic growth: evidence from BRICS countries. (2023). Rasool, Samma Faiz ; Tang, Xuan ; Iqbal, Amir. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:3:d:10.1007_s10668-022-02128-6.

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2023Sovereign default network and currency risk premia. (2023). Yang, Lu ; Cui, Xue. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00485-3.

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2023Mind the gap: city-level inflation synchronization. (2023). Cevik, Serhan. In: International Review of Economics. RePEc:spr:inrvec:v:70:y:2023:i:1:d:10.1007_s12232-023-00412-z.

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2023Are Global Factors Useful for Forecasting the Exchange Rate?. (2023). Rossi, Marina ; Fontoura, Pedro. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:6:f:13_6_14.

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2023Dynamic Common Correlated Effects of Geopolitical Risk on International Tourism Arrivals. (2023). Suzana, Herman. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:23:y:2023:i:2:p:132-149:n:8.

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2023Convenience yield and real exchange rate dynamics: A present?value interpretation. (2023). Chou, Yu-Hsi ; Yen, Chiayi. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:2:p:453-489.

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2023.

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2023Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time?varying factor loadings. (2023). Mikkelsen, Jakob Guldbak ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:857-877.

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1990Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations. In: American Economic Review.
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1990Mean Reversion in Equilibrium Asset Prices. In: American Economic Review.
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1996Alternative Long-Horizon Exchange-Rate Predictors. In: International Journal of Finance & Economics.
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1997Understanding Spot and Forward Exchange Rate Regressions. In: Journal of Applied Econometrics.
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