29
H index
46
i10 index
4647
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pma186 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Nelson Mark. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | What 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Household 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Pricing 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. Full description at Econpapers || Download paper |
2023 | Seemingly 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. Full description at Econpapers || Download paper |
2023 | Sectoral 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. Full description at Econpapers || Download paper |
2023 | Μοdeling 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | Wealth distribution and monetary policy. (2023). Kantur, Zeynep ; Fadejeva, Ludmila. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001487. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Eurozone 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. Full description at Econpapers || Download paper |
2023 | Aging, 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Renewable 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. Full description at Econpapers || Download paper |
2023 | Fertility 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Rational 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | Market 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Liquidity 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. Full description at Econpapers || Download paper |
2023 | Static 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Inflation, 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. Full description at Econpapers || Download paper |
2023 | Currency 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. Full description at Econpapers || Download paper |
2023 | An 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. Full description at Econpapers || Download paper |
2023 | Liquidity 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. Full description at Econpapers || Download paper |
2023 | Depth-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. Full description at Econpapers || Download paper |
2023 | Innovation 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. Full description at Econpapers || Download paper |
2023 | International 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. Full description at Econpapers || Download paper |
2023 | Spillovers 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. Full description at Econpapers || Download paper |
2023 | Income 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. Full description at Econpapers || Download paper |
2023 | Is 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Foreign 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. Full description at Econpapers || Download paper |
2023 | Economic 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. Full description at Econpapers || Download paper |
2023 | Can 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. Full description at Econpapers || Download paper |
2023 | Labor 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. Full description at Econpapers || Download paper |
2023 | Are 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. Full description at Econpapers || Download paper |
2023 | Pooled 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. Full description at Econpapers || Download paper |
2023 | Revisiting the Great Ratios Hypothesis. (2022). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:93887. Full description at Econpapers || Download paper |
2023 | On 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Determinants 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. Full description at Econpapers || Download paper |
2023 | Nexus 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. Full description at Econpapers || Download paper |
2023 | Vulnerability 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Market 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. Full description at Econpapers || Download paper |
2023 | The Trend Effect of Foreign Exchange Intervention. (2023). Yamamoto, Yohei ; Chen, Binwei ; Fatum, Rasmus. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-132. Full description at Econpapers || Download paper |
2023 | Daughters, Savings and Household Finances. (2023). Cheng, Zhiming ; Wen, Xin ; Tani, Massimiliano. In: IZA Discussion Papers. RePEc:iza:izadps:dp16440. Full description at Econpapers || Download paper |
2023 | Fertility 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. Full description at Econpapers || Download paper |
2023 | Nexus 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. Full description at Econpapers || Download paper |
2023 | Is 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. Full description at Econpapers || Download paper |
2023 | Insurance 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. Full description at Econpapers || Download paper |
2023 | Regional 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. Full description at Econpapers || Download paper |
2023 | Productive 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Housing 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Eye 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. Full description at Econpapers || Download paper |
2023 | Savings transition in Asia: Unity in diversity. (2023). Suanin, Wanissa ; Athukorala, Prema-Chandra. In: Departmental Working Papers. RePEc:pas:papers:2023-01. Full description at Econpapers || Download paper |
2023 | What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: MPRA Paper. RePEc:pra:mprapa:116880. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2027 | Perspectives on PPP and Long-Run Real Exchange Rates. (2027). Rogoff, Kenneth ; Froot, Ken . In: Working Paper. RePEc:qsh:wpaper:32027. Full description at Econpapers || Download paper |
2023 | Pitfalls in Econometric Forecasting with Illustrations from Exchange Rate Economics. (2023). Moosa, Imad A ; Merza, Ebrahim. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0942. Full description at Econpapers || Download paper |
2023 | Real 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. Full description at Econpapers || Download paper |
2023 | Intratemporal 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. Full description at Econpapers || Download paper |
2023 | Investigating 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. Full description at Econpapers || Download paper |
2023 | Sovereign 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. Full description at Econpapers || Download paper |
2023 | Mind 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. Full description at Econpapers || Download paper |
2023 | Are 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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. Full description at Econpapers || Download paper |
2023 | Convenience 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Exchange 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1990 | Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations. In: American Economic Review. [Full Text][Citation analysis] | article | 26 |
1990 | Mean Reversion in Equilibrium Asset Prices. In: American Economic Review. [Full Text][Citation analysis] | article | 259 |
1988 | Mean Reversion in Equilibrium Asset Prices.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 259 | paper | |
1995 | Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability. In: American Economic Review. [Citation analysis] | article | 678 |
2000 | Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? In: American Economic Review. [Full Text][Citation analysis] | article | 248 |
1998 | Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 248 | paper | |
2015 | Demographic Patterns and Household Saving in China In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 118 |
2011 | Demographic Patterns and Household Saving in China.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
2012 | Demographic Patterns and Household Saving in China.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
2011 | Demographic Patterns and Household Saving in China.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
2003 | Dynamic Seemingly Unrelated Cointegrating Regression In: Working Papers. [Full Text][Citation analysis] | paper | 121 |
2003 | Dynamic Seemingly Unrelated Cointegrating Regression.(2003) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 121 | paper | |
2004 | Dynamic Seemingly Unrelated Cointegrating Regression.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 121 | paper | |
2005 | Dynamic Seemingly Unrelated Cointegrating Regressions.(2005) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 121 | article | |
2002 | Asymptotic Power Advantages of Long-Horizon Regressions In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2002 | Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Global Macro Risks in Currency Excess Returns In: Staff Working Papers. [Full Text][Citation analysis] | paper | 28 |
2018 | Global macro risks in currency excess returns.(2018) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2017 | Global Macro Risks in Currency Excess Returns.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
1991 | Testing the CAPM with Time-Varying Risks and Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 65 |
1994 | Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 36 |
1992 | Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns.(1992) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
1997 | Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 3 |
2003 | Cointegration Vector Estimation by Panel DOLS and Long?run Money Demand In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 451 |
2002 | Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand.(2002) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 451 | paper | |
2010 | Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 25 |
2011 | LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE In: Pacific Economic Review. [Full Text][Citation analysis] | article | 12 |
2010 | The equity premium and the risk-free rate: matching the moments In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 127 |
1993 | The equity premium and the risk-free rate : Matching the moments.(1993) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 127 | article | |
1998 | Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise. In: Economic Journal. [Full Text][Citation analysis] | article | 105 |
1998 | Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise.(1998) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | paper | |
2004 | Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market In: Econometric Society 2004 Far Eastern Meetings. [Full Text][Citation analysis] | paper | 12 |
2003 | Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2007 | Official interventions and the forward premium anomaly In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 13 |
1990 | Real and nominal exchange rates in the long run: An empirical investigation In: Journal of International Economics. [Full Text][Citation analysis] | article | 199 |
1997 | Real exchange-rate prediction over long horizons In: Journal of International Economics. [Full Text][Citation analysis] | article | 69 |
2001 | Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel In: Journal of International Economics. [Full Text][Citation analysis] | article | 325 |
1998 | Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel.(1998) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 325 | paper | |
2005 | Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 In: Journal of International Economics. [Full Text][Citation analysis] | article | 1 |
2008 | Endogenous discounting, the world saving glut and the U.S. current account In: Journal of International Economics. [Full Text][Citation analysis] | article | 54 |
2007 | Endogenous Discounting, the World Saving Glut and the U.S. Current Account.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
2015 | Third-country effects on the exchange rate In: Journal of International Economics. [Full Text][Citation analysis] | article | 19 |
2013 | Third-Country Effects on the Exchange Rate.(2013) In: 2013 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
1988 | Time-varying betas and risk premia in the pricing of forward foreign exchange contracts In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 56 |
2010 | A multinomial logit approach to exchange rate policy classification with an application to growth In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 15 |
1985 | Some evidence on the international inequality of real interest rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 89 |
1987 | International debt and world business fluctuations In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
2018 | Measures of global uncertainty and carry-trade excess returns In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 28 |
2019 | Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
2017 | Demographics and aggregate household saving in Japan, China, and India In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 35 |
2015 | Demographics and Aggregate Household Saving in Japan, China, and India.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
1985 | On time varying risk premia in the foreign exchange market: An econometric analysis In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 60 |
In: . [Full Text][Citation analysis] | chapter | 0 | |
2013 | The Role of Household Saving in the Economic Rise of China In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2012 | The Role of Household Saving in the Economic Rise of China.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2012 | Exchange Rates as Exchange Rate Common Factors In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
2012 | Exchange Rates as Exchange Rate Common Factors.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
1988 | The International Transmission of Real Business Cycles. In: International Economic Review. [Full Text][Citation analysis] | article | 50 |
1992 | Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability. In: International Economic Review. [Full Text][Citation analysis] | article | 8 |
1993 | Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum. In: International Economic Review. [Full Text][Citation analysis] | article | 0 |
2002 | Price Index Convergence Among United States Cities In: International Economic Review. [Full Text][Citation analysis] | article | 181 |
2005 | The real exchange rate and real interest differentials: the role of nonlinearities In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 13 |
2006 | Special issue on advances in international money, macro and finance In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
1996 | Alternative Long-Horizon Exchange-Rate Predictors. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 17 |
1997 | Understanding Spot and Forward Exchange Rate Regressions. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 75 |
2006 | Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 74 |
2004 | Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2009 | Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics In: Journal of Money, Credit and Banking. [Citation analysis] | article | 109 |
2005 | Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | paper | |
2009 | Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics.(2009) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | article | |
2008 | Exchange Rate Models Are Not as Bad as You Think In: NBER Chapters. [Full Text][Citation analysis] | chapter | 376 |
2007 | Exchange Rate Models Are Not as Bad as You Think.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 376 | paper | |
2004 | The Use of Predictive Regressions at Alternative Horizons in Finance and Economics In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 4 |
2004 | The Use of Predictive Regressions at Alternative Horizons in Finance and Economics.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2005 | Effective Exchange Rate Classifications and Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 51 |
2009 | Trending Current Accounts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Business Cycles, Consumption and Risk-Sharing: How Different Is China? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 17 |
2012 | Factor Model Forecasts of Exchange Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 94 |
2012 | Factor Model Forecasts of Exchange Rates.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
2015 | Factor Model Forecasts of Exchange Rates.(2015) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | article | |
2014 | Precautionary Saving of Chinese and U.S. Households In: NBER Working Papers. [Full Text][Citation analysis] | paper | 22 |
2017 | Precautionary Saving of Chinese and U.S. Households.(2017) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2017 | Identifying Exchange Rate Common Factors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 34 |
2018 | IDENTIFYING EXCHANGE RATE COMMON FACTORS.(2018) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
2019 | Demographics and Monetary Policy Shocks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2019 | Demographics and Monetary Policy Shocks.(2019) In: 2019 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2021 | Demographics and Monetary Policy Shocks.(2021) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2020 | Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | GDP and Temperature: Evidence on Cross-Country Response Heterogeneity In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Price Level Convergence Among United States Cities: Lessons for the European Central Bank In: NBER Working Papers. [Full Text][Citation analysis] | paper | 84 |
1998 | Price Level Convergence Among United States Cities: Lessons for the European Central Bank.(1998) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
1999 | Price Level Convergence Among United States Cities: Lessons for the European Central Bank.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
1997 | Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
1998 | Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?.(1998) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
1998 | Fundamentals of the Real Dollar-Pound Rate: 1871-1994 In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
1996 | The Economic Content of Indicators of Developing Country Creditworthiness In: IMF Staff Papers. [Full Text][Citation analysis] | article | 76 |
2013 | The Size of the Precautionary Component of Household Saving: China and the U.S. In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
1985 | A Note on International Real Interest Rate Differentials. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 11 |
1995 | Context†Dependence of Auditors Interpretations of the SFAS No. 5 Probability Expressions* In: Contemporary Accounting Research. [Full Text][Citation analysis] | article | 0 |
2004 | Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models In: Econometrics. [Full Text][Citation analysis] | paper | 6 |
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