CitEc
[home]     [Citation data for:  series | authors | papers]      [Maintainers]      [Submit references]      [warning | faq | about]
  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

 
 

Journal of International Money and Finance / Elsevier Science Economics Articles Archive

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), Recent citations and documents published in this series in EconPapers.

Create citation feed for this series

Missing citations? Add them with our user input service
Incorrect content? Let us know

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.10.0829373717010.030.04
19910.250.08436276516040.090.04
19920.170.08397007212010.030.04
19930.180.09367878215090.250.05
19940.310.143568752300.05
19950.470.194510017937060.130.07
19960.420.23508028837060.120.1
19970.530.2951780955016140.270.1
19980.690.29498981017024.3110.220.11
19990.720.34441039100729.7200.450.15
20001.10.434578693102270.160.17
20011.290.45491104891153.5180.370.17
20021.140.4646832941071.9250.540.21
20031.670.4852549951593.8170.330.21
20041.450.5552659981422.8310.60.23
20051.310.57659771041361.5731.120.24
20061.840.54667451172153.7530.80.22
20071.690.48686981312223.2540.790.19
20081.840.5733801342472390.530.22
20091.510.51693021412132.8300.430.21
20101.040.46972261421479.5310.320.17
20111.30.64941171662155.6300.320.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
1995Home bias and high turnover
RePEc:eee:jimfin:v:14:y:1995:i:4:p:467-492 [Citation Analysis]
297
2001Unit root tests for panel data
RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272 [Citation Analysis]
271
1992The use of technical analysis in the foreign exchange market
RePEc:eee:jimfin:v:11:y:1992:i:3:p:304-314 [Citation Analysis]
251
1999Contagion and trade: Why are currency crises regional?
RePEc:eee:jimfin:v:18:y:1999:i:4:p:603-617 [Citation Analysis]
197
1998Central bank intervention and exchange rate volatility1
RePEc:eee:jimfin:v:17:y:1998:i:1:p:161-190 [Citation Analysis]
158
2001Currency traders and exchange rate dynamics: a survey of the US market
RePEc:eee:jimfin:v:20:y:2001:i:4:p:439-471 [Citation Analysis]
153
2005Empirical exchange rate models of the nineties: Are any fit to survive?
RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175 [Citation Analysis]
152
2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
RePEc:eee:jimfin:v:19:y:2000:i:1:p:33-53 [Citation Analysis]
142
1993Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA
RePEc:eee:jimfin:v:12:y:1993:i:1:p:29-45 [Citation Analysis]
136
2002International financial integration and economic growth
RePEc:eee:jimfin:v:21:y:2002:i:6:p:749-776 [Citation Analysis]
135
1996Purchasing power parity and unit root tests using panel data
RePEc:eee:jimfin:v:15:y:1996:i:3:p:405-418 [Citation Analysis]
129
1999What triggers market jitters?: A chronicle of the Asian crisis
RePEc:eee:jimfin:v:18:y:1999:i:4:p:537-560 [Citation Analysis]
128
1993A geographical model for the daily and weekly seasonal volatility in the foreign exchange market
RePEc:eee:jimfin:v:12:y:1993:i:4:p:413-438 [Citation Analysis]
124
1983Foreign currency option values
RePEc:eee:jimfin:v:2:y:1983:i:3:p:231-237 [Citation Analysis]
113
1995Asymmetric volatility transmission in international stock markets
RePEc:eee:jimfin:v:14:y:1995:i:6:p:747-762 [Citation Analysis]
110
1991Cointegration: how short is the long run?
RePEc:eee:jimfin:v:10:y:1991:i:4:p:571-581 [Citation Analysis]
108
2001Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era
RePEc:eee:jimfin:v:20:y:2001:i:3:p:379-399 [Citation Analysis]
101
1997Why do central banks intervene?
RePEc:eee:jimfin:v:16:y:1997:i:6:p:909-919 [Citation Analysis]
100
1996Central bank intervention and the volatility of foreign exchange rates: evidence from the options market
RePEc:eee:jimfin:v:15:y:1996:i:6:p:853-878 [Citation Analysis]
91
1993The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach
RePEc:eee:jimfin:v:12:y:1993:i:5:p:451-474 [Citation Analysis]
90
2000The forward premium anomaly is not as bad as you think
RePEc:eee:jimfin:v:19:y:2000:i:4:p:471-488 [Citation Analysis]
90
1998On inflation and inflation uncertainty in the G7 countries
RePEc:eee:jimfin:v:17:y:1998:i:4:p:671-689 [Citation Analysis]
89
2001Exchange rate exposure, hedging, and the use of foreign currency derivatives
RePEc:eee:jimfin:v:20:y:2001:i:2:p:273-296 [Citation Analysis]
86
1994Hourly volatility spillovers between international equity markets
RePEc:eee:jimfin:v:13:y:1994:i:1:p:3-25 [Citation Analysis]
85
1999Predicting currency crises:: The indicators approach and an alternative
RePEc:eee:jimfin:v:18:y:1999:i:4:p:561-586 [Citation Analysis]
82
1982Fluctuations in the dollar: A model of nominal and real exchange rate determination
RePEc:eee:jimfin:v:1:y:1982:i::p:39-56 [Citation Analysis]
80
1994The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk
RePEc:eee:jimfin:v:13:y:1994:i:3:p:276-290 [Citation Analysis]
79
2002The dynamics of emerging market equity flows
RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350 [Citation Analysis]
79
1993On biases in the measurement of foreign exchange risk premiums
RePEc:eee:jimfin:v:12:y:1993:i:2:p:115-138 [Citation Analysis]
79
1994The long memory of the forward premium
RePEc:eee:jimfin:v:13:y:1994:i:5:p:565-571 [Citation Analysis]
78
2002A century of current account dynamics
RePEc:eee:jimfin:v:21:y:2002:i:6:p:725-748 [Citation Analysis]
77
1997Real exchange rate behavior
RePEc:eee:jimfin:v:16:y:1997:i:6:p:945-954 [Citation Analysis]
76
1997Stock returns and volatility in emerging financial markets
RePEc:eee:jimfin:v:16:y:1997:i:4:p:561-579 [Citation Analysis]
76
1997Intervention strategies and exchange rate volatility: a noise trading perspective
RePEc:eee:jimfin:v:16:y:1997:i:5:p:779-793 [Citation Analysis]
76
2000Volatility spillover effects from Japan and the US to the Pacific-Basin
RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233 [Citation Analysis]
75
1997Multi-country evidence on the behavior of purchasing power parity under the current float
RePEc:eee:jimfin:v:16:y:1997:i:1:p:19-35 [Citation Analysis]
74
1995Is the correlation in international equity returns constant: 1960-1990?
RePEc:eee:jimfin:v:14:y:1995:i:1:p:3-26 [Citation Analysis]
72
2005Some contagion, some interdependence: More pitfalls in tests of financial contagion
RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199 [Citation Analysis]
71
1999Lessons from the Asian crisis
RePEc:eee:jimfin:v:18:y:1999:i:4:p:709-723 [Citation Analysis]
71
1995Markup adjustment and exchange rate fluctuations: evidence from panel data on automobile exports
RePEc:eee:jimfin:v:14:y:1995:i:2:p:289-310 [Citation Analysis]
70
1996Mean reversion in real exchange rates: evidence and implications for forecasting
RePEc:eee:jimfin:v:15:y:1996:i:4:p:535-550 [Citation Analysis]
69
2001The microstructure of the euro money market
RePEc:eee:jimfin:v:20:y:2001:i:6:p:895-948 [Citation Analysis]
68
2007Home bias and international risk sharing: Twin puzzles separated at birth
RePEc:eee:jimfin:v:26:y:2007:i:4:p:587-605 [Citation Analysis]
68
1999Contagion:: macroeconomic models with multiple equilibria
RePEc:eee:jimfin:v:18:y:1999:i:4:p:587-602 [Citation Analysis]
68
1984Capital mobility and the relationship between saving and investment rates in OECD countries
RePEc:eee:jimfin:v:3:y:1984:i:3:p:327-342 [Citation Analysis]
67
2003The structure of interdependence in international stock markets
RePEc:eee:jimfin:v:22:y:2003:i:2:p:261-287 [Citation Analysis]
67
2000The determinants of bank interest rate margins: an international study
RePEc:eee:jimfin:v:19:y:2000:i:6:p:813-832 [Citation Analysis]
66
2006Growth volatility and financial liberalization
RePEc:eee:jimfin:v:25:y:2006:i:3:p:370-403 [Citation Analysis]
65
2004Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study
RePEc:eee:jimfin:v:23:y:2004:i:1:p:1-25 [Citation Analysis]
65
1991Exchange rate volatility and international trading strategy
RePEc:eee:jimfin:v:10:y:1991:i:2:p:292-307 [Citation Analysis]
64

Citing documents used to compute impact factor 215:
YearTitleSee
2011Unemployment and Debt Dynamics in a Highly Indebted Small Open Economy
RePEc:ces:ceswps:_3497
[Citation Analysis]
2011The impact of oil prices on an oil-importing developing economy
RePEc:eee:deveco:v:94:y:2011:i:1:p:18-29
[Citation Analysis]
2011Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?
RePEc:eee:ecmode:v:28:y:2011:i:3:p:1279-1290
[Citation Analysis]
2011Risk Sharing with the Monarch: Contigent Debt and Excusable Defaults in the Age of Philip II, 1556-1598
RePEc:cpr:ceprdp:8492
[Citation Analysis]
2011Strategic Sovereign Defaults under International Sanctions
RePEc:slp:islawp:islawp42
[Citation Analysis]
2011Serial defaults, serial profits: Returns to sovereign lending in Habsburg Spain, 1566-1600
RePEc:eee:exehis:v:48:y:2011:i:1:p:1-19
[Citation Analysis]
2011Optimal monetary policy under financial sector risk
RePEc:fip:feddgw:85
[Citation Analysis]
2011Capital Flows and Economic Growth in the Era of Financial Integration and Crisis, 1990-2010
RePEc:nbr:nberwo:17502
[Citation Analysis]
2011THE EVOLUTION OF THE ROMANIAN PUBLIC DEBT DURING THE LAST 10 1990,1991,1992,1993,1994,1995,1996,1997,1998,1999,2000,2001,2002,2003,2004,2005,2006,2007,2008,2009,2010,2011
RePEc:aio:aucsse:v:1:y:2011:i:10:p:100-109
[Citation Analysis]
2011Capital flows and economic growth in the era of financial integration and crisis, 1990-2010
RePEc:cdl:ucscec:qt3003w1qd
[Citation Analysis]
2011Inflation persistence and the rationality of inflation expectations
RePEc:pra:mprapa:29052
[Citation Analysis]
2011Current Account Imbalances: can Structural Reforms Help to Reduce Them?
RePEc:oec:ecokac:5kg5825lkmvl
[Citation Analysis]
2011Long Memory Dynamics for Multivariate Dependence under Heavy Tails
RePEc:dgr:uvatin:20110175
[Citation Analysis]
2011The Impact of Monetary Policy on the Exchange Rate: puzzling evidence from three emerging economies
RePEc:bcb:wpaper:259
[Citation Analysis]
2011Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics
RePEc:ibm:ibmecp:wpe_260
[Citation Analysis]
2011Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices
RePEc:dnb:dnbwpp:329
[Citation Analysis]
2011Measuring correlations of integrated but not cointegrated variables: A semiparametric approach
RePEc:eee:econom:v:164:y:2011:i:2:p:252-267
[Citation Analysis]
2011Currency blocs in the 21st century
RePEc:fip:feddgw:87
[Citation Analysis]
2011Currency blocs in the 21st century
RePEc:zbw:bubdp1:201112
[Citation Analysis]
2011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach
RePEc:eee:ememar:v:12:y:2011:i:3:p:272-292
[Citation Analysis]
2011The exchange rate regime in Asia: From crisis to crisis
RePEc:eee:reveco:v:20:y:2011:i:1:p:32-43
[Citation Analysis]
2011The illusive quest: Do international capital controls contribute to currency stability?
RePEc:eee:reveco:v:20:y:2011:i:1:p:59-70
[Citation Analysis]
2011Fiscal Policy Discretion, Private Spending, and Crisis Episodes
RePEc:nip:nipewp:31/2011
[Citation Analysis]
2011The Heterogeneity of Default Costs: Evidence from Recent Sovereign Debt Crises
RePEc:mar:magkse:201151
[Citation Analysis]
2011Sudden stops and currency crises
RePEc:eme:jfeppp:v:3:y:2011:i:4:p:304-321
[Citation Analysis]
2011Investment and interest rate policy in the open economy
RePEc:emx:ceedoc:2011-02
[Citation Analysis]
2011International macroeconomic interdependence and imports of oil in a small open economy
RePEc:spr:portec:v:10:y:2011:i:1:p:35-60
[Citation Analysis]
2011International trade in durable goods: Understanding volatility, cyclicality, and elasticities
RePEc:eee:inecon:v:83:y:2011:i:1:p:37-52
[Citation Analysis]
2011Currency Momentum Strategies
RePEc:bis:biswps:366
[Citation Analysis]
2011Speculative capital and currency carry trades
RePEc:eee:jfinec:v:99:y:2011:i:1:p:60-75
[Citation Analysis]
2011FX strategies in periods of distress
RePEc:bis:bisqtr:1112e
[Citation Analysis]
2011Bank concentration and the interest rate pass-through in Sub-Saharan African countries
RePEc:rza:wpaper:233
[Citation Analysis]
2011Mortgage Rate Pass-Through in Switzerland
RePEc:snb:snbwpa:2011-08
[Citation Analysis]
2011Right on Target: Exploring the Determinants of Inflation Targeting Adoption
RePEc:dnb:dnbwpp:321
[Citation Analysis]
2011Competition among banks and the pass-through of monetary policy
RePEc:eee:ecmode:v:28:y:2011:i:4:p:1891-1901
[Citation Analysis]
2011OLong-run Money Demand in OECD Countries – Cross-Member Cointegration
RePEc:rwi:repape:0237
[Citation Analysis]
2011Money and Inflation in the Euro Area during the Financial Crisis
RePEc:diw:diwwpp:dp1131
[Citation Analysis]
2011Money and inflation in the euro area during the financial crisis
RePEc:zbw:euvwdp:300
[Citation Analysis]
2011The (in)stability of money demand in the euro area: lessons from a cross-country analysis
RePEc:kap:empiri:v:38:y:2011:i:4:p:539-553
[Citation Analysis]
2011Inflation Targeting and Real Exchange Rates in Emerging Markets
RePEc:eee:wdevel:v:39:y:2011:i:5:p:712-724
[Citation Analysis]
2011Does Government Ideology Matter in Monetary Policy?: A Panel Data Analysis for OECD Countries
RePEc:diw:diwwpp:dp1180
[Citation Analysis]
2011Fiscal and monetary institutions and policies: onward and upward?
RePEc:eme:jfeppp:v:3:y:2011:i:4:p:340-354
[Citation Analysis]
2011On the link between distributions margins and exchange rates: the role of globalization
RePEc:hal:cepnwp:hal-00611862
[Citation Analysis]
2011Exchange Rate Pass-Through and Monetary Integration in the Euro Area
RePEc:dnb:dnbwpp:308
[Citation Analysis]
2011On the link between distributions margins and exchange rates: the role of globalization
RePEc:hal:wpaper:hal-00611862
[Citation Analysis]
2011130 years of fiscal vulnerabilities and currency crashes in advanced economies
RePEc:cpr:ceprdp:8612
[Citation Analysis]
2011Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis
RePEc:gla:glaewp:2011_22
[Citation Analysis]
2011Identification Through Heteroscedasticity in a Multicountry and Multimarket Framework
RePEc:mar:magkse:201124
[Citation Analysis]
2011Risk, Monetary Policy and the Exchange Rate
RePEc:nbr:nberch:12420
[Citation Analysis]
2011Risk, Monetary Policy and the Exchange Rate
RePEc:nbr:nberwo:17133
[Citation Analysis]
2011Traded and Nontraded Goods Prices, and International Risk Sharing: An Empirical Investigation
RePEc:nbr:nberch:12489
[Citation Analysis]
2011Consumption Risk-Sharing and the Real Exchange Rate: Why does the Nominal Exchange Rate Make Such a Difference?
RePEc:nbr:nberwo:17288
[Citation Analysis]
2011Traded and Nontraded Goods Prices, and International Risk Sharing: an Empirical Investigation.
RePEc:nbr:nberwo:17501
[Citation Analysis]
2011Traded and nontraded goods prices, and international risk sharing: an empirical investigation
RePEc:cpr:ceprdp:8613
[Citation Analysis]
2011The variance risk premium around the world
RePEc:fip:fedgif:1035
[Citation Analysis]
2011Central Bank Transparency and Financial Market Expectations: The Case of Emerging Markets
RePEc:mar:magkse:201136
[Citation Analysis]
2011The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?
RePEc:deg:conpap:c016_035
[Citation Analysis]
2011How do crude oil prices co-move?: A copula approach
RePEc:eee:eneeco:v:33:y:2011:i:5:p:948-955
[Citation Analysis]
2011Checking for asymmetric default dependence in a credit card portfolio: A copula approach
RePEc:eee:empfin:v:18:y:2011:i:4:p:728-742
[Citation Analysis]
2011International diversification: A copula approach
RePEc:eee:jbfina:v:35:y:2011:i:2:p:403-417
[Citation Analysis]
2011A COMPLETE SOLUTION TO THE FORWARD-BIAS PUZZLE
RePEc:cdl:ucsbec:qt5gq9z4j0
[Citation Analysis]
2011The solution to the forward-bias puzzle
RePEc:eee:intfin:v:21:y:2011:i:2:p:296-304
[Citation Analysis]
2011Jumps in foreign exchange rates and stochastic unwinding of carry trades
RePEc:eee:reveco:v:20:y:2011:i:1:p:110-127
[Citation Analysis]
2011Dove or Hawk? characterizing monetary regime switches during financial liberalization in India
RePEc:pra:mprapa:30423
[Citation Analysis]
2011Is Malaysia exempted from impossible trinity: empirical evidence from 1991-2009
RePEc:pra:mprapa:30804
[Citation Analysis]
2011Transpacific Imbalances and Macroeconomic Codependency
RePEc:ris:adbiwp:0299
[Citation Analysis]
2011How Effective is China’s Monetary Policy? An assessment of the link between the growth of monetary aggregates and inflation during the 2000s
RePEc:qld:uq2004:435
[Citation Analysis]
2011Monetary Policy and Performance of the Oil-Exporting Gulf Cooperation Council Countries
RePEc:ijb:journl:v:10:y:2011:i:2:p:139-157
[Citation Analysis]
2011Management of Exchange Rate Regimes in Emerging Asia
RePEc:ris:adbiwp:0322
[Citation Analysis]
2011Real exchange rate dynamics: The role of elastic labor supply
RePEc:eee:jimfin:v:30:y:2011:i:7:p:1303-1322
[Citation Analysis]
2011On the sources of private information in FX markets
RePEc:eee:jbfina:v:35:y:2011:i:5:p:1250-1262
[Citation Analysis]
2011Order flow and central bank intervention: An empirical analysis of recent Bank of Japan actions in the foreign exchange market
RePEc:eee:jimfin:v:30:y:2011:i:2:p:377-392
[Citation Analysis]
2011India’s trilemma: financial liberalization, exchange rates and monetary policy
RePEc:pra:mprapa:25327
[Citation Analysis]
2011Evaluating Asian Swap Arrangements
RePEc:ris:adbiwp:0297
[Citation Analysis]
2011Is There a Beijing Consensus on International Macroeconomic Policy
RePEc:sur:surrec:0611
[Citation Analysis]
2011International reserves and swap lines: Substitutes or complements?
RePEc:eee:reveco:v:20:y:2011:i:1:p:5-18
[Citation Analysis]
2011Capital market imperfections and the theory of optimum currency areas
RePEc:eee:jimfin:v:30:y:2011:i:8:p:1659-1675
[Citation Analysis]
2011The Interaction between Monetary and Fiscal Policies in Turkey: An Estimated New Keynesian DSGE Model (Yeni Keynesyen Dinamik Stokastik Genel Denge Modeli Çerçevesinde Türkiye’de Para ve Maliye P
RePEc:tcb:wpaper:1104
[Citation Analysis]
2011Market Phoenixes and Banking Ducks Are Recoveries Faster in Market-Based Financial Systems?
RePEc:imf:imfwpa:11/213
[Citation Analysis]
2011Can a pure real business cycle model explain the real exchange rate: the case of Ukraine
RePEc:cdf:wpaper:2011/17
[Citation Analysis]
2011A Risk-Driven Approach to Exchange-Rate Modelling
RePEc:wse:wpaper:57
[Citation Analysis]
2011Modelling Fuel Prices. An I(1) Analysis
RePEc:psc:journl:v:3:y:2011:i:2:p:75-95
[Citation Analysis]
2011The Behaviour of Exchange Rates in the Central European Countries and Credit Default Risk Premiums
RePEc:psc:journl:v:3:y:2011:i:4:p:221-236
[Citation Analysis]
2011International comparisons of bank regulation, liberalization, and banking crises
RePEc:eme:jfeppp:v:3:y:2011:i:4:p:322-339
[Citation Analysis]
2011Properties of Foreign Exchange Risk Premiums
RePEc:cpr:ceprdp:8503
[Citation Analysis]
2011A comment on: The solution to the forward-bias puzzle”
RePEc:eee:intfin:v:21:y:2011:i:4:p:623-628
[Citation Analysis]
2011Tunisian and Indian Forex Markets: A Comparision on Forward Rate Unbiased Hypothesis
RePEc:rej:journl:v:14:y:2011:i:40:p:81-98
[Citation Analysis]
2011Discrete time Wishart term structure models
RePEc:eee:dyncon:v:35:y:2011:i:6:p:815-824
[Citation Analysis]
2011Financial openness, disclosure and bank risk-taking in MENA countries
RePEc:luc:wpaper:11-11
[Citation Analysis]
2011Divergence of risk indicators and the conditions for market discipline in banking
RePEc:erf:erfssc:66-1
[Citation Analysis]
2011Divergence of risk indicators and the conditions for market discipline in banking
RePEc:erf:erfstu:66
[Citation Analysis]
2011Currency risk exposure of Chinese corporations
RePEc:eee:riibaf:v:25:y:2011:i:3:p:266-276
[Citation Analysis]
2011Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices
RePEc:rwi:repape:0272
[Citation Analysis]
2011PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks
RePEc:koc:wpaper:1135
[Citation Analysis]
2011PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks
RePEc:mcd:mcddps:2011_17
[Citation Analysis]
2011PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks
RePEc:rim:rimwps:51_11
[Citation Analysis]
2011Why Money Matters: A Fourth Natural Experiment
RePEc:kap:openec:v:22:y:2011:i:2:p:179-187
[Citation Analysis]
2011Oil prices, exchange rates and emerging stock markets
RePEc:pra:mprapa:30140
[Citation Analysis]
2011Reassessing the Link between the Japanese Yen and Emerging Asian Currencies
RePEc:abn:wpaper:auwp2011-05
[Citation Analysis]
2011European exchange rates volatility and its asymmetrical components during the financial crisis
RePEc:men:wpaper:17_2011
[Citation Analysis]
2011Intertemporal risk-return trade-off in foreign exchange rates
RePEc:eee:intfin:v:21:y:2011:i:4:p:535-549
[Citation Analysis]
2011Does Government Ideology Matter in Monetary Policy?: A Panel Data Analysis for OECD Countries
RePEc:diw:diwwpp:dp1180
[Citation Analysis]
2011The Information Improving Channel of Exchange Rate Intervention: How Do Official Announcements Work?
RePEc:koe:wpaper:1116
[Citation Analysis]
2011A structural threshold model of the exchange rate under optimal intervention
RePEc:eee:jimfin:v:30:y:2011:i:6:p:931-946
[Citation Analysis]
2011Can the Fed Talk the Hind Legs off the Stock Market? (replaced by CentER DP 2012-012)
RePEc:dgr:kubcen:2011072
[Citation Analysis]
2011U.S. Monetary Policy Surprises and International Securitized Real Estate Markets
RePEc:kap:jrefec:v:43:y:2011:i:4:p:459-490
[Citation Analysis]
2011Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis
RePEc:gla:glaewp:2011_22
[Citation Analysis]
2011Simultaneous monetary policy announcements and international stock markets response: An intraday analysis
RePEc:eee:jbfina:v:35:y:2011:i:3:p:752-764
[Citation Analysis]
2011The reaction of stock returns to unexpected increases in the federal funds rate target
RePEc:eee:jebusi:v:63:y::i:2:p:121-138
[Citation Analysis]
2011Global asset prices and FOMC announcements
RePEc:eee:jimfin:v:30:y:2011:i:3:p:547-571
[Citation Analysis]
2011Can the Fed talk the hind legs off the stock market?
RePEc:cpr:ceprdp:8450
[Citation Analysis]
2011Daily CDS pricing in emerging markets before and during the global financial crisis
RePEc:mar:magkse:201139
[Citation Analysis]
2011Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis
RePEc:ebl:ecbull:eb-11-00114
[Citation Analysis]
2011Contagion between United States and european markets during the recent crises
RePEc:pra:mprapa:35993
[Citation Analysis]
2011Sudden stops, external debt and the exchange rate
RePEc:nzb:nzbbul:dec2011:3
[Citation Analysis]
2011Does Financial Development Increase Energy Consumption? Role of Industrialization and Urbanization in Tunisia
RePEc:pra:mprapa:33194
[Citation Analysis]
2011Electricity Consumption, Financial Development and Economic Growth Nexus: A Revisit Study of Their Causality in Pakistan
RePEc:pra:mprapa:35588
[Citation Analysis]
2011Do market capitalization and stocks traded converge? New global evidence
RePEc:eee:jbfina:v:35:y:2011:i:10:p:2771-2781
[Citation Analysis]
2011Inflation uncertainty revisited: A proposal for robust measurement
RePEc:ces:ifowps:_111
[Citation Analysis]
2011Structural Breaks in Inflation Dynamics within the European Monetary Union
RePEc:inn:wpaper:2011-12
[Citation Analysis]
2011US Inflation and inflation uncertainty in a historical perspective: The impact of recessions
RePEc:mcd:mcddps:2011_13
[Citation Analysis]
2011US Infl ation and infl ation uncertainty in a historical perspective: The impact of recessions
RePEc:ucd:wpaper:201053
[Citation Analysis]
2011UK Macroeconomic Volatility and the Welfare Costs of Inflation
RePEc:cdf:wpaper:2011/23
[Citation Analysis]
2011Nominal uncertainty and inflation: The role of European Union membership
RePEc:eee:ecolet:v:112:y:2011:i:1:p:26-30
[Citation Analysis]
2011Capital market imperfections and the theory of optimum currency areas
RePEc:eee:jimfin:v:30:y:2011:i:8:p:1659-1675
[Citation Analysis]
2011The Euro Area Ten Years after Its Creation: (Divergent) Competitiveness and the Optimum Currency Area Theory
RePEc:voj:journl:v:58:y:2011:i:5:p:605-629
[Citation Analysis]
2011Long-run equilibrium exchange rate notions in monetary policy strategies: the case of the Czech National Bank
RePEc:bis:bisbpc:57-10
[Citation Analysis]
2011ASSESSING THE ENDOGENEITY OF OCA CONDITIONS IN EMU
RePEc:mde:wpaper:0042
[Citation Analysis]
2011Divergent competitiveness in the eurozone and the optimum currency area theory
RePEc:por:fepwps:436
[Citation Analysis]
2011Optimum Currency Areas in Emerging Market Regions: Evidence Based on the Symmetry of Economic Shocks
RePEc:kap:openec:v:22:y:2011:i:5:p:935-954
[Citation Analysis]
2011The Political and Economic Dimension of Monetary Unions
RePEc:kap:openec:v:22:y:2011:i:5:p:985-996
[Citation Analysis]
2011Optimum currency area: an epistemological view
RePEc:pra:mprapa:35055
[Citation Analysis]
2011Technical analysis in the foreign exchange market
RePEc:fip:fedlwp:2011-001
[Citation Analysis]
2011Volatility Transmission in Emerging European Foreign Exchange Markets
RePEc:wdi:papers:2011-1020
[Citation Analysis]
2011Volatility transmission in emerging European foreign exchange markets
RePEc:eee:jbfina:v:35:y:2011:i:11:p:2829-2841
[Citation Analysis]
2011Do technical trading profits remain in the foreign exchange market? Evidence from 14 currencies
RePEc:eee:intfin:v:21:y:2011:i:2:p:176-206
[Citation Analysis]
2011Bank ownership and executive perquisites: New evidence from an emerging market
RePEc:eee:corfin:v:17:y:2011:i:2:p:352-370
[Citation Analysis]
2011Capital Flows and Economic Growth in the Era of Financial Integration and Crisis, 1990-2010
RePEc:nbr:nberwo:17502
[Citation Analysis]
2011Financial Globalization and Banking Crises in Emerging Markets
RePEc:kap:openec:v:22:y:2011:i:5:p:875-895
[Citation Analysis]
2011Inward FDI and growth: The role of macroeconomic and institutional environment
RePEc:eee:jpolmo:v:33:y:2011:i:3:p:481-496
[Citation Analysis]
2011Capital flows and economic growth in the era of financial integration and crisis, 1990-2010
RePEc:cdl:ucscec:qt3003w1qd
[Citation Analysis]
2011Financial Openness and Productivity
RePEc:eee:wdevel:v:39:y:2011:i:1:p:1-19
[Citation Analysis]
2011Getting beyond carry trade: what makes a safe haven currency?
RePEc:ecb:ecbwps:20111288
[Citation Analysis]
2011Dollar illiquidity and central bank swap arrangements during the global financial crisis
RePEc:fip:fedfwp:2011-18
[Citation Analysis]
2011Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model
RePEc:eee:eecrev:v:55:y:2011:i:3:p:325-339
[Citation Analysis]
2011What explains default risk premium during the financial crisis? Evidence from Japan
RePEc:eee:jebusi:v:63:y:2011:i:5:p:412-430
[Citation Analysis]
2011Currency hedging failure in international equity investments and an efficient hedging strategy: The perspective of Korean investors
RePEc:eee:pacfin:v:19:y:2011:i:4:p:390-403
[Citation Analysis]
2011Emerging economies in the 2000s:Real decoupling and financial recoupling
RePEc:udt:wpbsdt:2011-06_correccion
[Citation Analysis]
2011The effects of the subprime crisis on the Latin American financial markets: An empirical assessment
RePEc:eee:ecmode:v:28:y:2011:i:5:p:2342-2357
[Citation Analysis]
2011What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk
RePEc:cdl:ucscec:qt2914v9fh
[Citation Analysis]
2011Central bank dollar swap lines and overseas dollar funding costs
RePEc:fip:fednep:y:2011:i:may:p:3-20:n:v.17no.1
[Citation Analysis]
2011Should Unconventional Balance Sheet Policies be Added to the Central Bank Toolkit? A Review of the Experience So Far
RePEc:imf:imfwpa:11/145
[Citation Analysis]
2011Monetary Policy of Main Central Banks During the 2007-2011 Crisis
RePEc:bcr:ensayo:v:1:y:2011:i:61-62:p:189-249
[Citation Analysis]
2011When and how US dollar shortages evolved into the full crisis? Evidence from the cross-currency swap market
RePEc:eee:jbfina:v:35:y:2011:i:6:p:1450-1463
[Citation Analysis]
2011Federal policy responses to the 2007-2009 credit crunch in the US
RePEc:cpn:umkequ:2011:v3:2
[Citation Analysis]
2011The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
RePEc:pra:mprapa:31174
[Citation Analysis]
2011Productivity Growth and Volatility: How Important are Wage and Price Rigidities?
RePEc:rtv:ceisrp:211
[Citation Analysis]
2011Productivity growth and volatility: How important are wage and price rigidities?
RePEc:ter:wpaper:0089
[Citation Analysis]
2011International fund investment and local market returns
RePEc:eee:jbfina:v:35:y:2011:i:3:p:572-587
[Citation Analysis]
2011Measuring and explaining the volatility of capital flows to emerging countries
RePEc:eee:jbfina:v:35:y:2011:i:8:p:1941-1953
[Citation Analysis]
2011Stories of the Twentieth Century for the Twenty-First
RePEc:nbr:nberwo:17252
[Citation Analysis]
2011Bankruptcy costs, liability dollarization, and vulnerability to sudden stops
RePEc:eee:deveco:v:95:y:2011:i:2:p:201-211
[Citation Analysis]
2011Stories of the Twentieth Century for the Twenty-First
RePEc:cpr:ceprdp:8518
[Citation Analysis]
2011A structural VAR (SVAR) approach to cost channel of monetary policy
RePEc:pra:mprapa:32349
[Citation Analysis]
2011Consolidation in banking and the lending channel of monetary transmission: Evidence from Asia and Latin America
RePEc:eee:jimfin:v:30:y:2011:i:6:p:1034-1054
[Citation Analysis]
2011BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets.
RePEc:tuf:tuftec:0764
[Citation Analysis]
2011Moonlighting politicians: A survey and research agenda
RePEc:zbw:wzbfff:spii2011101
[Citation Analysis]
2011Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices
RePEc:rwi:repape:0272
[Citation Analysis]
2011The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach
RePEc:spr:weltar:v:147:y:2011:i:1:p:11-40
[Citation Analysis]
2011The random-walk behavior of the Euro exchange rate
RePEc:eee:finlet:v:8:y:2011:i:3:p:158-162
[Citation Analysis]
2011Real exchange rate dynamics: The role of elastic labor supply
RePEc:eee:jimfin:v:30:y:2011:i:7:p:1303-1322
[Citation Analysis]
2011Exchange rate dynamics, expectations, and monetary policy
RePEc:zbw:bubdp1:201118
[Citation Analysis]
2011Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
RePEc:nbr:nberch:12404
[Citation Analysis]
2011Booms and Busts in Asset Prices
RePEc:cep:cepdps:dp1059
[Citation Analysis]
2011Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
RePEc:nbr:nberwo:17301
[Citation Analysis]
2011The Forward Discount Puzzle: Identi cation of Economic Assumptions
RePEc:sgo:wpaper:1112
[Citation Analysis]
2011Do the ASEAN countries and Taiwan form a common currency area?
RePEc:eee:jimfin:v:30:y:2011:i:7:p:1429-1435
[Citation Analysis]
2011The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2123-2136
[Citation Analysis]
2011Definition-consistent measurement of exchange market pressure
RePEc:eee:jimfin:v:30:y:2011:i:1:p:74-95
[Citation Analysis]
2011Monetary Policy, Liquidity Stress and Learning Dynamics
RePEc:lui:casmef:1102
[Citation Analysis]
2011Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities
RePEc:tas:wpaper:11817
[Citation Analysis]
2011Systematic and liquidity risk in subprime-mortgage backed securities
RePEc:fip:fedawp:2011-15
[Citation Analysis]
2011Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM
RePEc:may:mayecw:n219-11
[Citation Analysis]
2011The subprime asset-backed securities market and the equity prices of large complex financial institutions
RePEc:eee:intfin:v:21:y:2011:i:4:p:585-604
[Citation Analysis]
2011International evidence on bond risk premia
RePEc:eee:jbfina:v:35:y:2011:i:1:p:174-181
[Citation Analysis]
2011Fiscal Policy and TFP in the OECD: A Non-Stationary Panel Approach
RePEc:rug:rugwps:11/701
[Citation Analysis]
2011Variable capital rules in a risky world
RePEc:fip:fedfel:y:2011:i:aug29:n:2011-27
[Citation Analysis]
2011Financial Flows, Financial Crises, and Global Imbalances
RePEc:cpr:ceprdp:8611
[Citation Analysis]
2011When Credit Bites Back: Leverage, Business Cycles, and Crises
RePEc:cpr:ceprdp:8678
[Citation Analysis]
2011When credit bites back: leverage, business cycles, and crises
RePEc:fip:fedfwp:2011-27
[Citation Analysis]
2011When Credit Bites Back: Leverage, Business Cycles, and Crises
RePEc:nbr:nberwo:17621
[Citation Analysis]
2011Banks wholesale funding and credit procyclicality: evidence from Korea
RePEc:pra:mprapa:35568
[Citation Analysis]
2011Currency blocs in the 21st century
RePEc:fip:feddgw:87
[Citation Analysis]
2011Exchange rate anchoring - Is there still a de facto US dollar standard?
RePEc:ecb:ecbwps:20111353
[Citation Analysis]
2011Currency blocs in the 21st century
RePEc:zbw:bubdp1:201112
[Citation Analysis]
2011Exchange Rate Volatility and Choice of Anchor Currency - Prospects for a Melanesian Currency Union
RePEc:otg:wpaper:1111
[Citation Analysis]
2011Trade booms, trade busts, and trade costs
RePEc:eee:inecon:v:83:y:2011:i:2:p:185-201
[Citation Analysis]
2011Exchange rate expectations and the pricing of Chinese cross-listed stocks
RePEc:eee:jbfina:v:35:y:2011:i:2:p:443-455
[Citation Analysis]
2011Volatility forecasting of exchange rate by quantile regression
RePEc:eee:reveco:v:20:y:2011:i:4:p:591-606
[Citation Analysis]
2011Bank Competition in the EU: How Has It Evolved?
RePEc:lar:wpaper:2011-04
[Citation Analysis]
2011Recent Developments in European Bank Competition
RePEc:imf:imfwpa:11/146
[Citation Analysis]
2011Global Player im Bankenwesen - ökonomisch sinnvoll oder problembehaftet?
RePEc:mag:wpaper:110012
[Citation Analysis]
2011The persistence of bank profit
RePEc:eee:jbfina:v:35:y:2011:i:11:p:2881-2890
[Citation Analysis]
2011Are foreign banks more profitable than domestic banks? Home- and host-country effects of banking market structure, governance, and supervision
RePEc:eee:jbfina:v:35:y:2011:i:4:p:819-839
[Citation Analysis]
2011‘Too Systemically Important to Fail’ in Banking
RePEc:bng:wpaper:11011
[Citation Analysis]
2011Competition in the Polish banking market prior to recent crisis for the period 1997–2007 – empirical results obtained with the use of three different models
RePEc:nbp:nbpbik:v:42:y:2011:i:5:p:5-40
[Citation Analysis]
2011Migrant networks and foreign direct investment
RePEc:eee:deveco:v:94:y:2011:i:2:p:231-241
[Citation Analysis]
2011Thresholds in the process of international financial integration
RePEc:eee:jimfin:v:30:y:2011:i:1:p:147-179
[Citation Analysis]
2011The Rand as a Carry Trade Target: Risk, Returns and Policy Implications
RePEc:rza:wpaper:235
[Citation Analysis]
2011Forecasting exchange rates: The multi-state Markov-switching model with smoothing
RePEc:eee:reveco:v:20:y:2011:i:2:p:342-362
[Citation Analysis]
2011External balance adjustment: An intra-national and international comparison
RePEc:eee:jimfin:v:30:y:2011:i:6:p:1195-1213
[Citation Analysis]
2011The determinants of domestic and foreign bond bias
RePEc:eee:mulfin:v:21:y:2011:i:5:p:279-300
[Citation Analysis]
2011The Impact of Capital Inflows on Asset Prices in Emerging Asian Economies: Is Too Much Money Chasing Too Little Good?
RePEc:kap:openec:v:22:y:2011:i:2:p:293-315
[Citation Analysis]
2011External Monetary Shocks and Monetary Integration: Evidence from the Bulgarian Currency Board
RePEc:ces:ceswps:_3409
[Citation Analysis]
2011External monetary shocks and monetary integration: Evidence from the Bulgarian currency board
RePEc:eee:ecmode:v:28:y:2011:i:5:p:2271-2281
[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Can the Fed talk the hind legs off the stock market?
RePEc:cpr:ceprdp:8450
[Citation Analysis]
2011Can the Fed Talk the Hind Legs off the Stock Market? (replaced by CentER DP 2012-012)
RePEc:dgr:kubcen:2011072
[Citation Analysis]
2011Possible solutions to the forward bias paradox
RePEc:eee:intfin:v:21:y:2011:i:4:p:617-622
[Citation Analysis]
2011Do foreign banks increase competition? Evidence from emerging Asian and Latin American banking markets
RePEc:eee:jbfina:v:35:y:2011:i:4:p:856-875
[Citation Analysis]
2011Consolidation in banking and the lending channel of monetary transmission: Evidence from Asia and Latin America
RePEc:eee:jimfin:v:30:y:2011:i:6:p:1034-1054
[Citation Analysis]
2011Financial integration and business cycles in a small open economy
RePEc:eee:jimfin:v:30:y:2011:i:7:p:1280-1302
[Citation Analysis]
2011Nonlinear trends in real exchange rates: A panel unit root test approach
RePEc:eee:jimfin:v:30:y:2011:i:8:p:1619-1637
[Citation Analysis]
2011Default Risk Premium and Aggregate Fluctuations in a Small Open Economy
RePEc:koc:wpaper:1131
[Citation Analysis]
2011PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks
RePEc:koc:wpaper:1135
[Citation Analysis]
2011Order Flows, Fundamentals and Exchange Rates
RePEc:koe:wpaper:1120
[Citation Analysis]
2011Foreign exchange rates under Markov Regime switching model
RePEc:luc:wpaper:11-16
[Citation Analysis]
2011The Heterogeneity of Default Costs: Evidence from Recent Sovereign Debt Crises
RePEc:mar:magkse:201151
[Citation Analysis]
2011PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks
RePEc:mcd:mcddps:2011_17
[Citation Analysis]
2011Testing the asset pricing model of exchange rates with survey data
RePEc:mnb:wpaper:2011/2
[Citation Analysis]
2011The anatomy of standard DSGE models with financial frictions
RePEc:nbp:nbpmis:80
[Citation Analysis]
2011Households’ Foreign Currency Borrowing in Central and Eastern Europe
RePEc:onb:oenbwp:171
[Citation Analysis]
2011The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
RePEc:pra:mprapa:31174
[Citation Analysis]
2011Microfinance investment vehicles in Sub-Saharan Africa: constraints and potentials
RePEc:pra:mprapa:32967
[Citation Analysis]
2011The risk-taking channel of monetary policy in the USA: Evidence from micro-level data
RePEc:pra:mprapa:34084
[Citation Analysis]
2011The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
RePEc:pra:mprapa:39629
[Citation Analysis]
2011Monetary Policy and Unemployment in Open Economies
RePEc:qut:auncer:2011_8
[Citation Analysis]
2011PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks
RePEc:rim:rimwps:51_11
[Citation Analysis]
2011Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer
RePEc:ris:adbiwp:0306
[Citation Analysis]
2011Should multivariate early warning systems for banking crises pool across regions?
RePEc:spr:weltar:v:147:y:2011:i:4:p:693-716
[Citation Analysis]
2011Learning by Devaluating: A Supply-Side Effect of Competitive Devaluation
RePEc:tkk:dpaper:dp67
[Citation Analysis]
2011Emerging economies in the 2000s:Real decoupling and financial recoupling
RePEc:udt:wpbsdt:2011-06_correccion
[Citation Analysis]
2011Regaining Control? Capital Controls and the Global Financial Crisis
RePEc:uma:periwp:wp250
[Citation Analysis]
2011Volatility, Persistence and Nonlinearity of Simulated DSGE Real Exchange Rates
RePEc:uww:wpaper:11-01
[Citation Analysis]
2011Exchange rate dynamics, expectations, and monetary policy
RePEc:zbw:bubdp1:201118
[Citation Analysis]
2011Monetary policy and unemployment in open economies
RePEc:zbw:fubsbe:201124
[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002
RePEc:bcb:wpaper:211
[Citation Analysis]
2010Pricing the Currency Premium Under Flexible Exchange Rates: Evidence from South Africa
RePEc:bcr:ensayo:v:1:y:2010:i:60:p:7-52
[Citation Analysis]
2010The Solution to the Forward-Bias and Related Puzzles
RePEc:cdl:ucsbec:qt6br3599r
[Citation Analysis]
2010From the Great Moderation to the global crisis: Exchange market pressure in the 2000s
RePEc:cdl:ucscec:qt8c75z2pt
[Citation Analysis]
2010Exchange Market Pressure and Absorption by International Reserves: Emerging Markets and Fear of Reserve Loss During the 2008-09 Crisis
RePEc:cdl:ucscec:qt8g25f4qs
[Citation Analysis]
2010The World Economy in 2050: a Tentative Picture
RePEc:cii:cepidt:2010-27
[Citation Analysis]
2010A Transaction Data Study of the Forward Bias Puzzle
RePEc:cpr:ceprdp:7791
[Citation Analysis]
2010Why crises happen - nonstationary macroeconomics
RePEc:cpr:ceprdp:8157
[Citation Analysis]
2010Financial Markets Interactions between Economic Theory and Practice
RePEc:ddj:fseeai:y:2010:i:2:p:27-36
[Citation Analysis]
2010Modelling Conditional Heteroscedasticity in Nonstationary Series
RePEc:dgr:kubcen:201084
[Citation Analysis]
2010Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation
RePEc:diw:diwwpp:dp1064
[Citation Analysis]
2010On the estimation of the cost of equity in Latin America
RePEc:eee:ememar:v:11:y:2010:i:4:p:373-389
[Citation Analysis]
2010Currency crisis and the forward discount bias: Evidence from emerging economies under breaks
RePEc:eee:intfin:v:20:y:2010:i:5:p:556-574
[Citation Analysis]
2010Noise traders, exchange rate disconnect puzzle, and the Tobin tax
RePEc:eee:jimfin:v:29:y:2010:i:2:p:336-357
[Citation Analysis]
2010Why does sovereign risk differ for domestic and external debt? Evidence from Scandinavia, 1938-1948
RePEc:eee:jimfin:v:29:y:2010:i:3:p:387-402
[Citation Analysis]
2010Solving exchange rate puzzles with neither sticky prices nor trade costs
RePEc:eee:jimfin:v:29:y:2010:i:6:p:1151-1170
[Citation Analysis]
2010Intermediate goods trade and exchange rate pass-through
RePEc:eee:jmacro:v:32:y:2010:i:2:p:571-583
[Citation Analysis]
2010China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets
RePEc:hhs:hacerc:2010-016
[Citation Analysis]
2010Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes
RePEc:hrv:hksfac:4454158
[Citation Analysis]
2010The (In)stability of Money Demand in the Euro Area: Lessons from a Cross-Country Analysis
RePEc:hum:wpaper:sfb649dp2010-023
[Citation Analysis]
2010Financing structure and insolvency risk exposure of Islamic banks
RePEc:kap:fmktpm:v:24:y:2010:i:4:p:419-440
[Citation Analysis]
2010M3 money demand and excess liquidity in the euro area
RePEc:kap:pubcho:v:144:y:2010:i:3:p:459-472
[Citation Analysis]
2010Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons
RePEc:nbr:nberwo:16567
[Citation Analysis]
2010Management of International Capital Flows: The Indian Experience
RePEc:pra:mprapa:23747
[Citation Analysis]
2010The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region
RePEc:pra:mprapa:24549
[Citation Analysis]
2010International Capital Flows: An empirical study of the relationship between equity and debt investments
RePEc:pra:mprapa:24797
[Citation Analysis]
2010The Feldstein –Horioka Puzzle and structural breaks: evidence from EU members.
RePEc:pra:mprapa:26010
[Citation Analysis]
2010Financial Markets Interactions between Economic Theory and Practice
RePEc:pra:mprapa:27322
[Citation Analysis]
2010Efecte ale volatilității cursului de schimb asupra exporturilor
RePEc:pra:mprapa:28448
[Citation Analysis]
2010The Exchange Rate and Two Price Inflations in Poland in the Period 1999-2009. Do Globalization and Balassa-Samuelson Effect Matter?
RePEc:psc:journl:v:2:y:2010:i:4:p:315-349
[Citation Analysis]
2010Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002
RePEc:wrk:warwec:926
[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Capital flows and emerging market economies
RePEc:bis:biscgf:33
[Citation Analysis]
2009From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers
RePEc:bis:biswps:285
[Citation Analysis]
2009Which News Moves the Euro Area Bond Market?
RePEc:bla:germec:v:10:y:2009:i::p:1-31
[Citation Analysis]
2009Inflation and Inflation Uncertainty in the Euro Area
RePEc:ces:ceswps:_2720
[Citation Analysis]
2009The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
RePEc:cpr:ceprdp:7568
[Citation Analysis]
2009Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008
RePEc:cpr:ceprdp:7570
[Citation Analysis]
2009On the endogeneity of exchange rate regimes
RePEc:cte:werepe:we098374
[Citation Analysis]
2009Payment scale economies, competition, and pricing.
RePEc:ecb:ecbwps:20091136
[Citation Analysis]
2009The role of banks in the monetary policy transmission in the new EU member states
RePEc:eee:ecosys:v:33:y:2009:i:4:p:360-375
[Citation Analysis]
2009International portfolio reallocation: Diversification benefits and European monetary union
RePEc:eee:eecrev:v:53:y:2009:i:8:p:1010-1027
[Citation Analysis]
2009Globalization, the output-inflation tradeoff and inflation
RePEc:eee:eecrev:v:53:y:2009:i:8:p:888-907
[Citation Analysis]
2009How successful is the G7 in managing exchange rates?
RePEc:eee:inecon:v:79:y:2009:i:1:p:78-88
[Citation Analysis]
2009The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets
RePEc:eee:intfin:v:19:y:2009:i:3:p:415-431
[Citation Analysis]
2009The joint estimation of bank-level market power and efficiency
RePEc:eee:jbfina:v:33:y:2009:i:10:p:1842-1850
[Citation Analysis]
2009Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
RePEc:eee:jbfina:v:33:y:2009:i:11:p:1953-1962
[Citation Analysis]
2009Competition in banking: A disequilibrium approach
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2282-2292
[Citation Analysis]
2009Experimental analysis on the role of a large speculator in currency crises
RePEc:eee:jeborg:v:72:y:2009:i:1:p:602-617
[Citation Analysis]
2009The behavior of money and other economic variables: Two natural experiments
RePEc:eee:jimfin:v:28:y:2009:i:7:p:1204-1220
[Citation Analysis]
2009Inflation and monetary regimes
RePEc:eee:jimfin:v:28:y:2009:i:7:p:1221-1241
[Citation Analysis]
2009The crisis in the foreign exchange market
RePEc:eee:jimfin:v:28:y:2009:i:8:p:1317-1330
[Citation Analysis]
2009From turmoil to crisis: Dislocations in the FX swap market before and after the failure of Lehman Brothers
RePEc:eee:jimfin:v:28:y:2009:i:8:p:1350-1374
[Citation Analysis]
2009India’s Approach to Capital Account Liberalization
RePEc:ess:wpaper:id:2043
[Citation Analysis]
2009How market power influences bank failures: Evidence from Russia
RePEc:hhs:bofitp:2009_012
[Citation Analysis]
2009Innovation and Financial Globalisation
RePEc:iis:dispap:iiisdp299
[Citation Analysis]
2009Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?
RePEc:ime:imedps:09-e-12
[Citation Analysis]
2009How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis
RePEc:imf:imfwpa:09/204
[Citation Analysis]
2009This paper investigates empirically the reasons behind the popularity of fixed adjustable pegs in the Middle East North Africa region (MENA). We have used an ordered multinomial random effects probit
RePEc:lam:wpaper:09-10
[Citation Analysis]
2009The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
RePEc:nbr:nberwo:15518
[Citation Analysis]
2009Défaut de paiement stratégique et loi sur les défaillances dentreprises
RePEc:pra:mprapa:14366
[Citation Analysis]
2009The diversity of organisational forms in banking: France, Italy and Spain 1900-2000
RePEc:pra:mprapa:14838
[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008EU Enlargement and Trade Integration: Lessons from a Gravity Model
RePEc:bla:rdevec:v:12:y:2008:i:3:p:562-576
[Citation Analysis]
2008The single monetary policy and domestic macro-fundamentals: Evidence from Spain
RePEc:cdf:wpaper:2008/23
[Citation Analysis]
2008Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book
RePEc:ces:ceswps:_2221
[Citation Analysis]
2008High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?
RePEc:ces:ceswps:_2473
[Citation Analysis]
2008How do Fiscal and Technology Shocks affect Real Exchange Rates? New Evidence for the United States
RePEc:cfs:cfswop:wp200822
[Citation Analysis]
2008Does FOMC News Increase Global FX Trading?
RePEc:cpr:ceprdp:6753
[Citation Analysis]
2008The role of net foreign assets in a New Keynesian small open economy model
RePEc:eee:dyncon:v:32:y:2008:i:6:p:1780-1811
[Citation Analysis]
2008Does openness to trade make countries more vulnerable to sudden stops, or less? Using gravity to establish causality
RePEc:eee:jimfin:v:27:y:2008:i:8:p:1430-1452
[Citation Analysis]
2008Trade elasticity of substitution and equilibrium dynamics
RePEc:fip:fedgif:934
[Citation Analysis]
2008Expected consumption growth from cross-country surveys: implications for assessing international capital markets
RePEc:fip:fedgif:949
[Citation Analysis]
2008Assessing the potential for further foreign demand for U.S. assets: Has financing U.S. current account deficits made foreign investors overweight in U.S. securities?
RePEc:fip:fedgif:950
[Citation Analysis]
2008Real interest rate persistence: evidence and implications
RePEc:fip:fedlrv:y:2008:i:nov:p:609-642:n:v.90no.6
[Citation Analysis]
2008Going Multinational under Exchange Rate Uncertainty
RePEc:gra:wpaper:08/19
[Citation Analysis]
2008Financial Integration in the Pacific Basin Region: RIP by PANIC Attack?
RePEc:hai:wpaper:200802
[Citation Analysis]
2008McCallum rule and Chinese monetary policy
RePEc:hhs:bofitp:2008_015
[Citation Analysis]
2008Business surveys and inflation forecasting in China
RePEc:hhs:bofitp:2008_022
[Citation Analysis]
2008Public Investment in Developing Countries: A Blessing or a Curse?
RePEc:idb:wpaper:4597
[Citation Analysis]
2008Exchange Rate Regime Choice with Multiple Key Currencies
RePEc:iis:dispap:iiisdp264
[Citation Analysis]
2008The Macroeconomics of Financial Integration: A European Perspective
RePEc:iis:dispap:iiisdp265
[Citation Analysis]
2008EMU and Financial Integration
RePEc:iis:dispap:iiisdp272
[Citation Analysis]
2008Is it (Still) Mostly Fiscal? Determinants of Sovereign Spreads in Emerging Markets
RePEc:imf:imfwpa:08/259
[Citation Analysis]
2008The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics
RePEc:jku:econwp:2008_17
[Citation Analysis]
2008Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate
RePEc:koe:wpaper:0801
[Citation Analysis]
2008Ten years of monetary union in retrospect
RePEc:nbb:ecrart:y:2008:m:december:i:iv:p:21-44
[Citation Analysis]
2008Exchange Rate Models Are Not As Bad As You Think
RePEc:nbr:nberch:4075
[Citation Analysis]
2008How Has the Euro Changed the Monetary Transmission?
RePEc:nbr:nberwo:14190
[Citation Analysis]
2008Imperfect Competition in Financial Markets and Capital Controls: A Model and a Test.
RePEc:pra:mprapa:12125
[Citation Analysis]
2008Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets
RePEc:pra:mprapa:14018
[Citation Analysis]
2008The Maastricht Convergence Criteria and Monetary Regimes for the EMU Accession Countries
RePEc:pra:mprapa:16375
[Citation Analysis]
2008The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics
RePEc:rdg:emxxdp:em-dp2008-63
[Citation Analysis]
2008Public-Sector Efficiency and Interjurisdictional Competition - an Empirical Investigation
RePEc:ros:wpaper:101
[Citation Analysis]
2008 Productivity, Preferences and UIP deviations in an Open Economy Business Cycle Model
RePEc:san:cdmawp:0808
[Citation Analysis]
2008The Welfare Gains of Trade Integration in the European Monetary Union
RePEc:shr:wpaper:08-10
[Citation Analysis]
2008Does FOMC News Increase Global FX Trading?
RePEc:snb:snbwpa:2008-09
[Citation Analysis]
2008Observing bailout expectations during a total eclipse of the sun
RePEc:sol:wpaper:08-015
[Citation Analysis]
2008Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect
RePEc:tky:fseres:2008cf572
[Citation Analysis]
2008Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model
RePEc:ukc:ukcedp:0808
[Citation Analysis]
2008When, how fast and by how much do trade costs change in the euro area?
RePEc:zbw:cauewp:7412
[Citation Analysis]
2008When, how fast and by how much do trade costs change in the euro area?
RePEc:zbw:fubsbe:200818
[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

Hosted by Valencian Economic Research Institute ©2013 Jose Manuel Barrueco | mail: barrueco@uv.es