Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Journal of International Money and Finance / Elsevier


[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data:


IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.10.082929321.1402717010.030.04
19910.260.084372680.947046517050.120.04
19920.180.0839111610.557917213020.050.04
19930.170.0936147630.438568214080.220.05
19940.290.143190910.48620752200.04
19950.430.19452351710.7312027934060.130.07
19960.440.23502853131.190388392.650.10.09
19970.560.29513363771.12853955315.1140.270.1
19980.740.29493854381.1410201017524120.240.11
19990.770.33444294921.151292100779.1270.610.14
20001.190.42454746341.34932931111.870.160.16
20011.340.44495237341.41331891193.4180.370.17
20021.120.44465697471.31964941051.9240.520.19
20031.670.465262112211.97679951593.8190.370.2
20041.580.535267312421.85827981552.6320.620.22
20051.350.566573813621.8512751041401.4731.120.23
20061.880.536680415671.9510221172203.6530.80.22
20071.780.466887214861.79791312332.6560.820.19
20081.90.497394516001.695551342552400.550.21
20091.650.569101417451.725581412322.6330.480.2
20101.170.4697111114731.334581421668.4400.410.16
20111.380.5794120517581.462951662294.8450.480.22
20121.30.66105131019411.482561912486.5700.670.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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

 

Most cited documents in this series:


YearTitleCited
2001Unit root tests for panel data. (2001). Choi, In. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272.

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377
1995Home bias and high turnover. (1995). Tesar, Linda ; Werner, Ingrid M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:4:p:467-492.

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330
1992The use of technical analysis in the foreign exchange market. (1992). Taylor, Mark ; Allen, Helen . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:11:y:1992:i:3:p:304-314.

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293
1999Contagion and trade: Why are currency crises regional?. (1999). Rose, Andrew ; Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:603-617.

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241
2005Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175.

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189
1998Central bank intervention and exchange rate volatility1. (1998). Dominguez, Kathryn. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:1:p:161-190.

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174
2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals. (2000). Taylor, Mark ; Peel, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:1:p:33-53.

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160
2001Currency traders and exchange rate dynamics: a survey of the US market. (2001). Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:4:p:439-471.

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159
1995Is the correlation in international equity returns constant: 1960-1990?. (1995). Solnik, Bruno ; Longin, Francois. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:1:p:3-26.

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156
2002International financial integration and economic growth. (2002). Slok, Torsten ; Ricci, Luca ; Levine, Ross ; Edison, Hali. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:21:y:2002:i:6:p:749-776.

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150
1993A geographical model for the daily and weekly seasonal volatility in the foreign exchange market. (1993). Olsen, Richard ; Dacorogna, Michel ; Pictet, Olivier V. ; Muller, Ulrich A. ; Nagler, Robert J.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:4:p:413-438.

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146
1996Purchasing power parity and unit root tests using panel data. (1996). Oh, Keun-Yeob. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:15:y:1996:i:3:p:405-418.

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140
1993Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA. (1993). Gentry, William ; Bodnar, Gordon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:1:p:29-45.

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136
1995Asymmetric volatility transmission in international stock markets. (1995). Booth, Geoffrey G ; Koutmos, Gregory . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:6:p:747-762.

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132
1999What triggers market jitters?: A chronicle of the Asian crisis. (1999). Schmukler, Sergio ; Kaminsky, Graciela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:537-560.

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131
1983Foreign currency option values. (1983). Garman, Mark B. ; Kohlhagen, Steven W.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:2:y:1983:i:3:p:231-237.

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128
1991Cointegration: how short is the long run?. (1991). Rush, Mark ; Hakkio, Craig. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:10:y:1991:i:4:p:571-581.

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125
1999Do capital controls and macroeconomic policies influence the volume and composition of capital flows? Evidence from the 1990s. (1999). Reinhart, Carmen ; Montiel, Peter. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:619-635.

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123
2005Some contagion, some interdependence: More pitfalls in tests of financial contagion. (2005). Sbracia, Massimo ; Pericoli, Marcello ; Corsetti, Giancarlo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199.

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118
1999Predicting currency crises:: The indicators approach and an alternative. (1999). Berg, Andrew ; Pattillo, Catherine . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:561-586.

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117
2001Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era. (2001). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:3:p:379-399.

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114
2000The forward premium anomaly is not as bad as you think. (2000). Bollerslev, Tim ; Baillie, Richard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:4:p:471-488.

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106
2000Volatility spillover effects from Japan and the US to the Pacific-Basin. (2000). Ng, Angela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233.

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104
1993The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach. (1993). Thomas, Lee III ; Levich, Richard M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:5:p:451-474.

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103
2001Exchange rate exposure, hedging, and the use of foreign currency derivatives. (2001). Ofek, Eli ; Allayannis, George. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:273-296.

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102
1997Why do central banks intervene?. (1997). Baillie, Richard ; Osterberg, William P.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:16:y:1997:i:6:p:909-919.

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102
2002The dynamics of emerging market equity flows. (2002). Harvey, Campbell ; Bekaert, Geert ; Lumsdaine, R. L.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350.

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100
1996Central bank intervention and the volatility of foreign exchange rates: evidence from the options market. (1996). Bonser-Neal, Catherine ; Tanner, Glenn. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:15:y:1996:i:6:p:853-878.

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97
1998On inflation and inflation uncertainty in the G7 countries. (1998). Grier, Kevin ; Perry, Mark J.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:4:p:671-689.

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94
1994Hourly volatility spillovers between international equity markets. (1994). Engle, Robert ; Susmel, Raul. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:13:y:1994:i:1:p:3-25.

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92
1997Stock returns and volatility in emerging financial markets. (1997). Imrohoroglu, Selahattin ; De Santis, Roberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:16:y:1997:i:4:p:561-579.

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91
1999Lessons from the Asian crisis. (1999). Mishkin, Frederic. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:709-723.

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90
1999Contagion:: macroeconomic models with multiple equilibria. (1999). Masson, Paul. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:587-602.

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89
1993On biases in the measurement of foreign exchange risk premiums. (1993). Hodrick, Robert ; Bekaert, Geert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:2:p:115-138.

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88
1994The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk. (1994). Taylor, Mark ; MacDonald, Ronald. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:13:y:1994:i:3:p:276-290.

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87
2007Home bias and international risk sharing: Twin puzzles separated at birth. (2007). Sorensen, Bent ; Yosha, Oved ; Zhu, Yu ; Wu, Yi-Tsung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:587-605.

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86
1982Fluctuations in the dollar: A model of nominal and real exchange rate determination. (1982). Morton, John ; Hooper, Peter . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:1:y:1982:i::p:39-56.

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86
2004Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study. (2004). Taylor, Mark ; Sarno, Lucio ; Chowdhury, Ibrahim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:1:p:1-25.

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85
2006Growth volatility and financial liberalization. (2006). Lundblad, Christian ; Bekaert, Geert ; Harvey, Campbell R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:3:p:370-403.

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85
2004Global transmission of interest rates: monetary independence and currency regime. (2004). Servén, Luis ; Schmukler, Sergio ; Frankel, Jeffrey. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:5:p:701-733.

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83
2003The structure of interdependence in international stock markets. (2003). Yang, Jian ; Bessler, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:22:y:2003:i:2:p:261-287.

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82
1994The long memory of the forward premium. (1994). Bollerslev, Tim ; Baillie, Richard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:13:y:1994:i:5:p:565-571.

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82
2000The determinants of bank interest rate margins: an international study. (2000). Saunders, Anthony ; Schumacher, Liliana . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:6:p:813-832.

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82
1995Markup adjustment and exchange rate fluctuations: evidence from panel data on automobile exports. (1995). Gagnon, Joseph ; Knetter, Michael M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:2:p:289-310.

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81
1996Mean reversion in real exchange rates: evidence and implications for forecasting. (1996). Jorion, Philippe ; Sweeney, Richard J.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:15:y:1996:i:4:p:535-550.

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81
2002A century of current account dynamics. (2002). Taylor, Alan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:21:y:2002:i:6:p:725-748.

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80
2006The Copula-GARCH model of conditional dependencies: An international stock market application. (2006). Rockinger, Michael ; Jondeau, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:5:p:827-853.

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77
1997Intervention strategies and exchange rate volatility: a noise trading perspective. (1997). Hung, Juann H. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:16:y:1997:i:5:p:779-793.

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76
2001The microstructure of the euro money market. (2001). Hartmann, Philipp ; Manzanares, Andres ; Manna, Michele . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:6:p:895-948.

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75
1997Real exchange rate behavior. (1997). Taylor, Mark ; Lothian, James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:16:y:1997:i:6:p:945-954.

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75

Citing documents used to compute impact factor 248:


YearTitleSee
2012Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis. (2012). Boutahar, Mohamed ; Khalfaoui, Rabeh. In: AMSE Working Papers. RePEc:aim:wpaimx:1208.

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[Citation Analysis]
2012Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis. (2012). Boutahar, Mohamed ; Khalfaoui, Rabeh. In: MPRA Paper. RePEc:pra:mprapa:41624.

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[Citation Analysis]
2012A note on US institutional equity flows to Brazil. (2012). French, Joseph J. ; Li, Wei-Xuan . In: Review of Accounting and Finance. RePEc:eme:rafpps:v:11:y:2012:i:3:p:298-315.

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[Citation Analysis]
2012Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis. (2012). Boutahar, Mohamed ; Khalfaoui, R.. In: Working Papers. RePEc:hal:wpaper:halshs-00793068.

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[Citation Analysis]
2012Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072). (2012). Mahieu, Ronald ; Eijffinger, Sylvester ; Eijffinger, S. C. W., ; Raes, L. B. D., . In: Discussion Paper. RePEc:dgr:kubcen:2012012.

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[Citation Analysis]
2012International channels of the Fed’s unconventional monetary policy. (2012). Neely, Christopher ; Bauer, Michael. In: Working Papers. RePEc:fip:fedlwp:2012-028.

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[Citation Analysis]
2012International channels of the Fed’s unconventional monetary policy. (2012). Neely, Christopher ; Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:2012-12.

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[Citation Analysis]
2012US monetary shocks and global stock prices. (2012). Tong, Hui ; Laeven, Luc. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:21:y:2012:i:3:p:530-547.

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[Citation Analysis]
2012Impact of macroeconomic surprises on the brazilian yield curve and expected inflation. (2012). Moura, Marcelo ; Gaio, Rafael Ladeira . In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_288.

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[Citation Analysis]
2012Continuous time regime switching model applied to foreign exchange rate.. (2012). ZOU, Benteng ; Goutte, Stéphane. In: Working Papers. RePEc:hal:wpaper:hal-00643900.

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[Citation Analysis]
2012Fiscal Equalization Schemes and Fiscal Sustainability. (2012). Reischmann, Markus ; Potrafke, Niklas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3948.

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[Citation Analysis]
2012Fiscal Equalization Schemes and Fiscal Sustainability. (2012). Reischmann, Markus ; Potrafke, Niklas. In: Ifo Working Paper Series. RePEc:ces:ifowps:_141.

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[Citation Analysis]
2012Level, slope, curvature of the sovereign yield curve, and fiscal behaviour. (2012). Martins, Manuel ; Afonso, Antonio ; Martins, Manuel M. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1789-1807.

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[Citation Analysis]
2012Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue. (2012). DE TRUCHIS, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1220.

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[Citation Analysis]
2012On the Timing and Optimality of Capital Controls: Public Expenditures, Debt Dynamics and Welfare. (2012). Prieur, Fabien ; Pommeret, Aude ; Boucekkine, Raouf. In: Working Papers. RePEc:hal:wpaper:halshs-00793196.

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[Citation Analysis]
2012International risk sharing and globalization. (2012). Ventura, Luigi ; Pierucci, Eleonora . In: MPRA Paper. RePEc:pra:mprapa:35869.

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[Citation Analysis]
2012Linkages between investment flows and financial development: causality evidence from selected African countries. (2012). Asongu, Simplice ; Simplice, Asongu . In: MPRA Paper. RePEc:pra:mprapa:38719.

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[Citation Analysis]
2012Emerging economies in the 2000s : real decoupling and financial recoupling. (2012). Williams, Tomas ; Levy Yeyati, Eduardo. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:5961.

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[Citation Analysis]
2012Development thresholds of foreign aid effectiveness in Africa. (2012). Asongu, Simplice ; Simplice, Asongu . In: MPRA Paper. RePEc:pra:mprapa:38094.

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[Citation Analysis]
2012Are financial benefits of financial globalization questionable until greater domestic financial development has taken place?. (2012). Asongu, Simplice ; Simplice, Asongu . In: MPRA Paper. RePEc:pra:mprapa:37631.

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[Citation Analysis]
2012International Financial Integration and Economic Growth: New Evidence on Threshold Effects. (2012). QUANG, Thérèse ; CHEN, Jinzhao. In: EconomiX Working Papers. RePEc:drm:wpaper:2012-6.

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[Citation Analysis]
2012Institutional benchmarking of foreign aid effectiveness in Africa. (2012). Asongu, Simplice ; Simplice, Asongu . In: MPRA Paper. RePEc:pra:mprapa:38095.

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[Citation Analysis]
2012Transition to FDI Openness: Reconciling Theory and Evidence. (2012). McGrattan, Ellen. In: Review of Economic Dynamics. RePEc:red:issued:12-94.

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[Citation Analysis]
2012On the Timing and Optimality of Capital Controls: Public Expenditures, Debt Dynamics and Welfare. (2012). Prieur, Fabien ; Pommeret, Aude ; Boucekkine, Raouf. In: Working Papers. RePEc:lam:wpaper:12-15.

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[Citation Analysis]
2012On the timing and optimality of capital controls: Public expenditures, debt dynamics and welfare. (2012). Prieur, Fabien ; Pommeret, Aude ; Boucekkine, Raouf. In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP). RePEc:lau:crdeep:12.01.

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[Citation Analysis]
2012The Myth of Financial Protectionism: The New (and old) Economics of Capital Controls. (2012). Gallagher, Kevin . In: Working Papers. RePEc:uma:periwp:wp278.

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[Citation Analysis]
2012Managing Capital Flows in an Economic Community: The Case of ASEAN Capital account Liberalization. (2012). Takagi, Shinji ; Park, Yung Chul . In: ADBI Working Papers. RePEc:ris:adbiwp:0378.

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[Citation Analysis]
2012Macroeconomic volatility, consumption behaviour and welfare: A cross-country analysis. (2012). Montalbano, Pierluigi ; Federici, Alessandro . In: Working Paper Series. RePEc:sus:susewp:3612.

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[Citation Analysis]
2012Multiple equilibria in the dynamics of financial globalization: The role of institutions. (2012). Van Campenhout, Bjorn ; Cassimon, Danny. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:329-342.

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[Citation Analysis]
2012Managing Capital Flows in an Economic Community: The Case of ASEAN Capital Account Liberalization. (2012). Takagi, Shinji ; Park, Yung Chul . In: Public Policy Review. RePEc:mof:journl:ppr017d.

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[Citation Analysis]
2012On the Timing and Optimality of Capital Controls. Public Expenditures, Debt Dynamics and Welfare. (2012). Prieur, Fabien ; Pommeret, Aude ; Boucekkine, Raouf. In: AMSE Working Papers. RePEc:aim:wpaimx:1212.

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[Citation Analysis]
2012The integration of the financial markets and growth evidence from a global cross-country analysis. (2012). Sum, Katarzyna. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:43:y:2012:i:3:p:47-70.

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[Citation Analysis]
2012International Financial Integration and Economic Growth: New Evidence on Threshold Effects. (2012). QUANG, Thérèse ; CHEN, Jinzhao. In: PSE Working Papers. RePEc:hal:psewpa:halshs-00710139.

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[Citation Analysis]
2012Financial Globalisation and the Crisis. (2012). Lane, Philip. In: BIS Working Papers. RePEc:bis:biswps:397.

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[Citation Analysis]
2012Financial development dynamic thresholds of financial globalization: evidence from Africa. (2012). Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:44254.

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[Citation Analysis]
2012Working Paper 144 - An Analysis of the Impact of Financial Integration on Economic Activity and Macroeconomic Volatility in Africa within the Financial Globalization Context. (2012). AfDB, . In: Working Paper Series. RePEc:adb:adbwps:375.

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[Citation Analysis]
2012Financial development, political rights, civil liberties and economic growth: Evidence from South Asia. (2012). Cooray, Arusha ; Anwar, Sajid. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:3:p:974-981.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012Testing Uncovered Interest Rate Parity Using LIBOR. (2012). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3839.

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[Citation Analysis]
2012A new wavelet-based denoising algorithm for high-frequency financial data mining. (2012). Sun, Edward W. ; Meinl, Thomas . In: European Journal of Operational Research. RePEc:eee:ejores:v:217:y:2012:i:3:p:589-599.

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2012The microfoundations of the Keynesian wage-price spiral. (2012). Malikane, Christopher. In: MPRA Paper. RePEc:pra:mprapa:42921.

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2012The Microfoundations of the Keynesian Wage-Price Spiral. (2012). Malikane, Christopher. In: MPRA Paper. RePEc:pra:mprapa:42923.

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2012The Effects of Foreign Transfers with Flexible Labor Supply. (2012). Turnovsky, Stephen J ; Bouza, Serpil . In: Ekonomi-tek - International Economics Journal. RePEc:tek:journl:v:1:y:2012:i:1:p:1-39.

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2012Agregação temporal e não-linearidade afetam os testes da paridade do poder de compra: Evidência a partir de dados brasileiros. (2012). Marçal, Emerson ; FernandesMaral, Emerson ; Simes, Oscar R.. In: Revista Brasileira de Economia. RePEc:fgv:epgrbe:v:66:n:3:a:6.

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2012Volatility and Persistence of Simulated DSGE Real Exchange Rates. (2012). Mykhaylova, Olena ; Ahmad, Yamin. In: Working Papers. RePEc:uww:wpaper:11-01.

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2012The relationship between Asian equity and commodity futures markets. (2012). Sharma, Susan ; Ali Ahmed, Huson ; Thuraisamy, Kannan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_07.

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2012Price and Volatility Spillover between Livestock and Related Commodity Markets. (2012). Schroeder, Ted ; Pozo, Veronica F.. In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124798.

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2012Liquidity and crude oil prices: China’s influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15062.

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2012Asymetric Information and the Foreign-Exchange Trades of Global Custody Banks. (2012). Savaser, Tanseli ; Osler, Carol ; Nguyen, Thang Tan . In: Working Papers. RePEc:brd:wpaper:55.

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2012Dirty floating and monetary independence in Central and Eastern Europe - The role of structural breaks. (2012). Crespo Cuaresma, Jesus ; Walde, Janette ; Windberger, Thomas . In: Working Papers. RePEc:inn:wpaper:2012-21.

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2012Does the ECB act as a lender of last resort during the subprime lending crisis?: Evidence from monetary policy reaction models. (2012). Eichler, Stefan ; Hielscher, Kai . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:552-568.

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2012Central bank interventions and limit order behavior in the foreign exchange market. (2012). Yoshida, Yushi ; Susai, Masayuki . In: Discussion Papers. RePEc:kyu:dpaper:56.

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2012Qual VAR Revisited: Good Forecast, Bad Story. (2012). von Schweinitz, Gregor ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:iwh:dispap:12-12.

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2012Macroeconomic adjustment and the history of crises in open economies. (2012). Noy, Ilan ; Aizenman, Joshua. In: Working Paper Series. RePEc:vuw:vuwecf:2516.

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2012Meta-Analysis of the New Keynesian Phillips Curve. (2012). Fidrmuc, Jarko ; Danikova, Katarina . In: Working Papers. RePEc:ost:wpaper:314.

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2012International welfare effects of monetary policy. (2012). Tervala, Juha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:2:p:356-376.

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2012Funding vs. real economy shock : the impact of the 2007-2009 crisis on small firmscredit availability. (2012). Berg, Gunhild ; Kirschenmann, Karolin . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6030.

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2012Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches. (2012). Wolff, Dominik ; Bessler, Wolfgang ; Opfer, Heiko . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62020.

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2012Dynamic Estimation of Trade Costs from Real Exchange Rates. (2012). Pavlidis, Efthymios. In: Working Papers. RePEc:lan:wpaper:21883757.

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2012Firm Productivity, Exchange Rate Movements, Sources of Finance and Export Orientation. (2012). Demir, Firat ; Caglayan, Mustafa. In: MPRA Paper. RePEc:pra:mprapa:37397.

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2012Effects of Capital Flow Liberalization—What is the Evidence from Recent Experiences of Emerging Market Economies?. (2012). Saadi Sedik, Tahsin ; Sun, Tao . In: IMF Working Papers. RePEc:imf:imfwpa:12/275.

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2012Shocks on the Romanian foreign exchange market before and after the global crisis. (2012). Stefanescu, Razvan ; DUMITRIU, Ramona. In: MPRA Paper. RePEc:pra:mprapa:36560.

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2012Too Much Finance?. (2012). Panizza, Ugo ; Berkes, Enrico ; Arcand, Jean-Louis ; U G O Panizza, ; Jean - Louis Arcand, . In: IMF Working Papers. RePEc:imf:imfwpa:12/161.

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2012Do natural resource sectors rely less on external finance than manufacturing sectors?. (2012). Hattendorff, Christian . In: Discussion Papers. RePEc:zbw:fubsbe:201217.

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2012The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries. (2012). Nagayasu, Jun. In: MPRA Paper. RePEc:pra:mprapa:36215.

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2012FOREIGN EXCHANGE MARKET EFFICIENCY. EMPIRICAL RESULTS FOR THE USD/EUR MARKET. (2012). Waszkowski, Adam ; Czech, Katarzyna Anna . In: e-Finanse. RePEc:rze:efinan:v:8:y:2012:i:3:p:1-9.

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2012The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries. (2012). Nagayasu, Jun. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:23:y:2012:i:3:p:256-263.

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2012Foreign exchange market efficiency under recent crises: Asia-Pacific focus. (2012). Wong, Yuen Meng ; Rhee, Ghon S. ; Ahmad, Rubi . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1574-1592.

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2012Energy price transmissions during extreme movements. (2012). Joëts, Marc ; Joets, Marc . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-38.

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2012Why Have Bank Interest Margins Been so High in Indonesia Since the 1997/1998 Financial Crisis?. (2012). TARAZI, Amine ; TRINUGROHO, IRWAN ; Agusman, Agusman . In: Working Papers. RePEc:hal:wpaper:hal-00916531.

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2012Output Volatility and Exchange Rate Considerations Under Inflation Targeting : A Review. (2012). Petreski, Marjan. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2012-04-16.

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2012External vulnerabilities and economic integration. Is the Union of South American Nations a promising project?. (2012). Bonilla Bolaños, Andrea Gabriela ; Bolanos, Andrea Bonilla . In: Working Papers. RePEc:gat:wpaper:1238.

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2012Mankiw vs. DeLong and Krugman on the CEAs Real GDP Forecasts in Early 2009: What Might a Time Series Econometrician Have Said?. (2012). Cushman, David. In: Econ Journal Watch. RePEc:ejw:journl:v:9:y:2012:i:3:p:309-349.

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2012The optimal size of the European Stability Mechanism: A cost-benefit analysis. (2012). Kapp, Daniel . In: DNB Working Papers. RePEc:dnb:dnbwpp:349.

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2012No contagion, only globalization and flight to quality. (2012). Szafarz, Ariane ; Chapelle, Ariane ; Briere, Marie . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1729-1744.

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2012Market fragility and international market crashes. (2012). Berger, Dave ; Pukthuanthong, Kuntara . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:3:p:565-580.

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2012Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal. (2012). Costantini, Mauro ; Paradiso, Antonio ; Caporale, Guglielmo Maria . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3897.

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2012Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal. (2012). Costantini, Mauro ; Paradiso, Antonio ; Caporale, Guglielmo Maria . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1232.

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2012The impact of commercial real estate on the financial sector, its tracking by central banks and some recommendations for the macro-financial stability policy of central banks. (2012). Olszewski, Krzysztof. In: MPRA Paper. RePEc:pra:mprapa:41059.

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2012Cykle na rynku nieruchomości mieszkaniowych i komercyjnych, ryzyko dla inwestora oraz potrzeba adekwatnej i ostrożnej wyceny. (2012). Olszewski, Krzysztof ; Łaszek, Jacek ; Augustyniak, Hanna ; Waszczuk, Joanna . In: MPRA Paper. RePEc:pra:mprapa:41070.

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2012Financial Reforms and Consumption Behaviour in Malawi. (2012). Viegi, Nicola ; Bittencourt, Manoel ; Mwabutwa, Chance . In: Working Papers. RePEc:pre:wpaper:201210.

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2012Financial Reforms and Consumption Behaviour in Malawi. (2012). Viegi, Nicola ; Bittencourt, Manoel ; Mwabutwa, Chance . In: Working Papers. RePEc:rza:wpaper:306.

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2012Banking industry volatility and growth. (2012). Huang, Ho-Chuan ; Lin, Pei-Chien . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:4:p:1007-1019.

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2012Physical approach to price momentum and its application to momentum strategy. (2012). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1208.2775.

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2012Momentum universe shrinkage effect in price momentum. (2012). Choi, Jaehyung ; Kang, Wonseok . In: Papers. RePEc:arx:papers:1211.6517.

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2012Why Does Monetary Policy Respond to the Real Exchange Rate in Small Open Economies? A Bayesian Perspective. (2012). Garcia, Carlos . In: ILADES-Georgetown University Working Papers. RePEc:ila:ilades:inv287.

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2012The Dynamics of International Capital Flows: Results from a Dynamic Hierarchical Factor Model. (2012). Jorra, Markus ; Förster, Marcel ; Forster, Marcel ; Tillmann, Peter ; PeterTillmann, . In: MAGKS Papers on Economics. RePEc:mar:magkse:201221.

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2012Co-movement in Inflation. (2012). Gerard, Hugo . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2012-01.

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2012Business Cycles, International Trade and Capital Flows: Evidence from Latin America. (2012). Girardi, Alessandro. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4006.

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2012Business Cycles, International Trade and Capital Flows: Evidence from Latin America. (2012). Girardi, Alessandro. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1254.

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2012Gravity in International Finance. (2012). Okawa, Yohei ; van Wincoop, Eric . In: Journal of International Economics. RePEc:eee:inecon:v:87:y:2012:i:2:p:205-215.

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2012International Capital Mobility and Financial Fragility - Part 6. Are all Forms of Financial Integration Equally Risky in Times of Financial Turmoil?: Asset Price Contagion During the Global Financial . (2012). Goujard, Antoine ; Ahrend, Rudiger. In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:969-en.

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2012Assessing macro-financial linkages: A model comparison exercise. (2012). McAdam, Peter ; Makarski, Krzysztof ; Locarno, Alberto ; Kolasa, Marcin ; Kliem, Martin ; Gerke, Rafael ; Lafourcade, Pierre ; Jonsson, Magnus . In: Discussion Papers. RePEc:zbw:bubdps:022012.

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2012Bayesian evaluation of DSGE models with financial frictions. (2012). Kolasa, Marcin ; Brzoza-Brzezina, Michal. In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:109.

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2012The Impact of Market Regulations on Intra European Real Exchange Rates. (2012). Coulibaly, Dramane ; Benassy-Quere, Agnès. In: Working Papers. RePEc:cii:cepidt:2012-37.

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2012The Costs of Sovereign Defaults:Theory and Empirical Evidence. (2012). Sandleris, Guido. In: Business School Working Papers. RePEc:udt:wpbsdt:2012-02.

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2012Aid Withdrawal as Punishment for Defaulting Sovereigns? An Empirical Analysis. (2012). Jorra, Markus ; Brandt, Jana. In: MAGKS Papers on Economics. RePEc:mar:magkse:201220.

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2012Empirical research on sovereign debt and default. (2012). Wright, Mark. In: Working Paper Series. RePEc:fip:fedhwp:wp-2012-06.

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2012Multinational Banking and the International Transmission of Financial Shocks: Evidence from Foreign Bank Subsidiaries. (2012). Wu, Ji ; Olivero, Maria ; Jeon, Bang. In: Department of Economics Working Paper Series. RePEc:ris:drxlwp:2012_002.

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2012From the Stability Pact to ESM - What next?. (2012). Buch, Claudia. In: IAW Discussion Papers. RePEc:iaw:iawdip:85.

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2012Current account imbalances and systemic risk within a monetary union. (2012). CROCI ANGELINI, Elisabetta ; Farina, Francesco . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:83:y:2012:i:3:p:647-656.

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2012Shifting Motives: Explaining the Buildup in Official Reserves in Emerging Markets since the 1980s. (2012). Tsangarides, Charalambos ; Ostry, Jonathan ; Ghosh, Atish. In: IMF Working Papers. RePEc:imf:imfwpa:12/34.

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2012Financial Intermediation and the Role of Price Discrimination in a Two-Tier Market. (2012). Taylor, Mark ; Reitz, Stefan ; Schmidt, Markus A.. In: Kiel Working Papers. RePEc:kie:kieliw:1794.

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2012Unemployment and debt dynamics in a highly indebted small open economy. (2012). Schubert, Stefan ; Heer, Burkhard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1392-1413.

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2012.

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2012Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test. (2012). Suvankulov, Farrukh ; Lau, Chi Keung ; Lau, Chi Keung Marco, ; Chau, Frankie . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:3:p:810-816.

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2012The PPP debate: Multiple breaks and cross-sectional dependence. (2012). Snaith, Stuart. In: Economics Letters. RePEc:eee:ecolet:v:115:y:2012:i:3:p:342-344.

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2012Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren?. (2012). Auer, Benjamin R.. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:232:y:2012:i:5:p:518-544.

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2012Empirical research on sovereign debt and default. (2012). Wright, Mark. In: Working Paper Series. RePEc:fip:fedhwp:wp-2012-06.

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2012THE EFFECT OF OPENNESS ON FOREIGN RESERVES AND GROWTH IN THE EMERGING ECONOMIES. (2012). Spano, Marcello . In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2012:v:1:p:7-23.

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2012Was unofficial dollarisation/euroisation an amplifier of the Great Recession of 2007-09 in emerging economies. (2012). Chitu, Livia ; Chiu, Livia . In: Working Paper Series. RePEc:ecb:ecbwps:20121473.

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2012WEALTH EFFECTS IN CONSUMPTION: THE FINANCIAL ACCELERATOR AND BANKS’ WILLINGNESS TO LEND. (2012). Madsen, Jakob ; Yao, Hui . In: Monash Economics Working Papers. RePEc:mos:moswps:2012-56.

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2012Testing macroeconomic models by indirect inference on unfiltered data. (2012). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2012/17.

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2012Carry Trade and Exchange Rate Regimes. (2012). Kanczuk, Fabio ; Alfaro, Laura. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2012wpecon05.

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2012Exchange market pressure and absorption by international reserves: Emerging markets and fear of reserve loss during the 2008–2009 crisis. (2012). Hutchison, Michael ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:5:p:1076-1091.

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2012Exchange return co-movements and volatility spillovers before and after the introduction of euro. (2012). Antonakakis, Nikolaos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1091-1109.

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2012SEEKING THE DIVERSIFICATION BENEFITS WITH FOREIGN EQUITIES AND COMMODITIES – THE CASE OF POLISH INVESTOR. (2012). Kurach, Radosław. In: e-Finanse. RePEc:rze:efinan:v:8:y:2012:i:3:p:26-36.

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2012Does the choice of estimator matter when forecasting returns?. (2012). Narayan, Paresh ; Westerlund, Joakim . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2632-2640.

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2012Stocks, Commodities and Business Cycle Fluctuations – Seeking the Diversification Benefits. (2012). Kurach, Radosław. In: Equilibrium. RePEc:cpn:umkequ:2012:v4:6.

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2012Workers’ Remittances: An Overlooked Channel of International Business Cycle Transmission?. (2012). Tapsoba, Sampawende ; Ebeke, Christian Hubert ; Chami, Ralph ; Barajas, Adolfo ; Sampawende J.-A. Tapsoba, ; Jules-Armand, TAPSOBA. In: IMF Working Papers. RePEc:imf:imfwpa:12/251.

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2012The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; Osler, Carol ; King, Michael . In: Working Papers. RePEc:brd:wpaper:54.

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2012The Relationship between the Foreign Exchange Regime and Macroeconomic Performance in Eastern Africa. (2012). Stotsky, Janet Gale ; Adedeji, Olumuyiwa ; Maehle, Nils O ; Ghazanchyan, Manuk . In: IMF Working Papers. RePEc:imf:imfwpa:12/148.

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2012Coping with a Complex Global Environment: a Brazilian perspective on emerging market issues.. (2012). Barroso, João ; Sales, Adriana Soares ; João Barata Ribeiro Blanco Barroso, . In: Working Papers Series. RePEc:bcb:wpaper:292.

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2012Exchange rate pass-through in deflation: The case of Taiwan. (2012). Wu, Chung-Shu ; Lin, Po-Chun . In: International Review of Economics & Finance. RePEc:eee:reveco:v:22:y:2012:i:1:p:101-111.

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2012Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach. (2012). Zwinkels, Remco ; Wolff, Christian ; Zwinkels, Remco C. J., ; Wolff, Christian C. P., ; Verschoor, Willem F. C., ; Jongen, Ron . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:5:p:719-735.

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2012Heterogeneity in stock prices: A STAR model with multivariate transition function. (2012). Lof, Matthijs. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:12:p:1845-1854.

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2012Estimating behavioural heterogeneity under regime switching. (2012). Huang, Weihong ; Chiarella, Carl ; He, Xue-Zhong ; Zheng, Huanhuan . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:83:y:2012:i:3:p:446-460.

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2012Gravity in International Finance. (2012). Okawa, Yohei ; van Wincoop, Eric . In: Journal of International Economics. RePEc:eee:inecon:v:87:y:2012:i:2:p:205-215.

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2012A Markov regime switching model of crises and contagion: The case of the Iberian countries in the EMS. (2012). Nunes, Luis ; Lopes, Jose Mario . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:4:p:1141-1153.

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2012Are current account deficits sustainable? New evidence from Iran using bounds test approach to level relationship. (2012). KATIRCIOGLU, SALIH ; Heidari, Hassan ; Davoudi, Narmin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201224.

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2012Current account sustainability in advanced economies. (2012). Lanzafame, Matteo. In: MPRA Paper. RePEc:pra:mprapa:42384.

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2012Are current account deficits sustainable? New evidence from Iran using bounds test approach to level relationships. (2012). KATIRCIOGLU, SALIH ; Heidari, Hassan ; Davoudi, Narmin . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201246.

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2012On tail index estimation using a sample with missing observations. (2012). Ilia, Ivana . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:949-958.

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2012International welfare effects of monetary policy. (2012). Tervala, Juha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:2:p:356-376.

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2012Exact local Whittle estimation of fractionally cointegrated systems. (2012). Shimotsu, Katsumi. In: Journal of Econometrics. RePEc:eee:econom:v:169:y:2012:i:2:p:266-278.

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2012Currency Momentum Strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: Working Paper Series. RePEc:rim:rimwps:09_12.

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2012Currency momentum strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:660-684.

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2012Interest Rate Pass-through in the EMU: New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data. (2012). Verheyen, Florian ; Beckmann, Joscha ; Belke, Ansgar. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1223.

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2012Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data. (2012). Verheyen, Florian ; Beckmann, Joscha ; Belke, Ansgar. In: Ruhr Economic Papers. RePEc:rwi:repape:0350.

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2012Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia. (2012). Iglesias, Emma ; Haughton, Andre. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2071-2089.

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2012.

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2012Forecasting long memory processes subject to structural breaks. (2012). Wang, Cindy Shin-huei ; hsiao, cheng ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2012048.

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2012Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed El Hedi ; Arouri, Mohamed El Hedi, . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:2:p:207-218.

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2012Economic (in)stability under monetary targeting. (2012). Sessa, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_858_12.

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2012Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability. (2012). Roffia, Barbara ; Favero, Carlo ; De Santis, Roberto A.. In: Working Papers. RePEc:igi:igierp:432.

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2012Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability. (2012). Roffia, Barbara ; Favero, Carlo ; De Santis, Roberto A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8957.

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2012Modelling Short-run Money Demand for the USA. (2012). Scheiblecker, Marcus. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2012:i:442.

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2012Does government ideology matter in monetary policy? A panel data analysis for OECD countries. (2012). Potrafke, Niklas ; Belke, Ansgar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:5:p:1126-1139.

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2012Virtual borders. (2012). Boivin, Jean ; Clark, Robert ; Vincent, Nicolas . In: Journal of International Economics. RePEc:eee:inecon:v:86:y:2012:i:2:p:327-335.

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2012Exchange-Rate Dark Matter. (2012). Evans, Martin ; Martin D. D. Evans, . In: Working Papers. RePEc:geo:guwopa:gueconwpa~12-12-01.

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2012Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis. (2012). Terada-Hagiwara, Akiko ; Yabu, Tomoyoshi ; Shintani, Mototsugu . In: Vanderbilt University Department of Economics Working Papers. RePEc:van:wpaper:1207.

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2012An Empirical Study of Exchange Rate Pass-Through in China. (2012). Jin, Xiaowen . In: Panoeconomicus. RePEc:voj:journl:v:59:y:2012:i:2:p:135-156.

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2012Exchange-Rate Dark Matter. (2012). Evans, Martin ; Martin D. D. Evans, . In: IMF Working Papers. RePEc:imf:imfwpa:12/66.

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2012Careers and wages in the dutch east india company. (2012). Terada-Hagiwara, Akiko ; Yabu, Tomoyoshi ; Shintani, Mototsugu . In: Vanderbilt University Department of Economics Working Papers. RePEc:van:wpaper:vuecon-sub-12-00015.

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2012Exchange rate pass-through and inflation: a nonlinear time series analysis. (2012). Yabu, Tomoyoshi ; Shintani, Mototsugu ; Hagiwara, Akiko ; Terada-Hagiwara, Akiko . In: Vanderbilt University Department of Economics Working Papers. RePEc:van:wpaper:vuecon-12-00008.

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2012Economic Stability and the Choice of the Target Inflation Index. (2012). Flamini, Alessandro. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:16:y:2012:i:2:n:9.

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2012Interest Rate Forecasts in Inflation Targeting Open-Economies. (2012). Alessandro, Flamini . In: Economia politica. RePEc:mul:jb33yl:doi:10.1428/38932:y:2012:i:3:p:381-408.

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2012New measures of monetary policy surprises and jumps in interest rates. (2012). Sebestyén, Szabolcs ; Leon, Angel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2323-2343.

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2012Consumption and real exchange rates in professional forecasts. (2012). Yetman, James ; Smith, Gregor ; Devereux, Michael. In: Journal of International Economics. RePEc:eee:inecon:v:86:y:2012:i:1:p:33-42.

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2012Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?. (2012). Migiakis, Petros ; Georgoutsos, Dimitris. In: Working Papers. RePEc:bog:wpaper:143.

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2012Contagion in CDS, Banking and Equity Markets.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Rodrigo Cesar de Castro Miranda, ; Junior, Mauricio Medeiros . In: Working Papers Series. RePEc:bcb:wpaper:293.

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2012The end of diversification. (2012). James, Jessica ; Kasikov, Kristjan ; Edwards, Kerry-Ann . In: Quantitative Finance. RePEc:taf:quantf:v:12:y:2012:i:11:p:1629-1636.

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2012Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation. (2012). Österholm, Pär ; Beechey, Meredith ; osterholm, Par . In: Working Paper. RePEc:hhs:nierwp:0127.

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2012Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation. (2012). Dennis, Richard . In: CAMA Working Papers. RePEc:een:camaaa:2012-42.

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2012Economic Rationales for Central Banking: Historical Evolution, Policy Space, Institutional Integrity, and Paradigm Challenges. (2012). Janjaroen, Kritchaya ; Suwanik, Suparit ; Nacaskul, Poomjai . In: Working Papers. RePEc:bth:wpaper:2012-04.

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2012Inflation persistence in the Euro area before and after the European Monetary Union. (2012). Nautz, Dieter ; Meller, Barbara . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1170-1176.

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2012Managing financial market expectations: The role of central bank transparency and central bank communication. (2012). Neuenkirch, Matthias. In: European Journal of Political Economy. RePEc:eee:poleco:v:28:y:2012:i:1:p:1-13.

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2012The Tobin Tax in a Continuous-time Non-linear Dynamic Model of the Exchange rate. (2012). Gandolfo, Giancarlo. In: ASSRU Discussion Papers. RePEc:trn:utwpas:1221.

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2012The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs. (2012). Gandolfo, Giancarlo ; federici, daniela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:4:p:670-681.

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2012Incertitude de linflation et croissance économique : le cas de lUEMOA. (2012). Ndiaye, Cheikh Tidiane ; Konte, Mamadou Abdoulaye . In: Working Papers. RePEc:hal:wpaper:halshs-00828156.

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2012Joint dynamics of foreign exchange and stock markets in emerging Europe. (2012). Ülkü, Numan, ; Demirci, Ebru . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:1:p:55-86.

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2012Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve. (2012). Ng, Cathy ; Chollete, Loran . In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2012_001.

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2012Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.. (2012). Lopez, Claude ; Delatte, Anne-Laure. In: MPRA Paper. RePEc:pra:mprapa:39860.

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2012Time-Varying Effects of Changes in the Interest Rate and the RMB Exchange Rate on the Stock Market of China: Evidence from the Long-Memory TVP-VAR Model. (2012). Guangxi, Cao ; Cao, Guangxi . In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:48:y:2012:i:0:p:230-248.

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2012Modelling oil price and exchange rate co-movements. (2012). Reboredo, Juan C.. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:34:y:2012:i:3:p:419-440.

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2012International diversification: An extreme value approach. (2012). Lu, Ching-Chih ; de la Pea, Victor ; Chollete, Lorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:871-885.

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2012What Covered Interest Parity Implies about the Theory of Uncovered Interest Parity.. (2012). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt0zk6t2hj.

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2012Is there a carry trade channel of monetary policy in emerging countries?. (2012). Kisgergely, Kornel . In: MNB Working Papers. RePEc:mnb:wpaper:2012/3.

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2012Foreign exchange market efficiency under recent crises: Asia-Pacific focus. (2012). Wong, Yuen Meng ; Rhee, Ghon S. ; Ahmad, Rubi . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1574-1592.

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2012Chinas monetary sterilization and its economical relationship with the European Union. (2012). Gabor, Tamas . In: MPRA Paper. RePEc:pra:mprapa:40362.

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2012Chinas Financial System: Opportunities and Challenges. (2012). Zhang, Chenying ; Zhao, Mengxin ; Qian, Jun ; Allen, Franklin . In: NBER Chapters. RePEc:nbr:nberch:12071.

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2012China’s Financial System: Opportunities and Challenges. (2012). Allen, Franklin ; Zhang, Chenying ; Zhao, Mengxin ; Qian, Jun QJ . In: NBER Working Papers. RePEc:nbr:nberwo:17828.

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2012Epilogue: foreign-exchange-market operations in the twenty-first century. (2012). Humpage, Owen ; Bordo, Michael ; Schwartz, Anna J.. In: Working Paper. RePEc:fip:fedcwp:1207.

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2012International monetary policy spillovers in an asymmetric world monetary system - The United States and China. (2012). . In: Global Financial Markets Working Paper Series. RePEc:hlj:hljwrp:33-2012.

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2012MEASURING EXCHANGE RATE FLEXIBLITY: A TWO-PARAMETER EXCHANGE MARKET PRESSURE APPROACH. (2012). Willett, Thomas D. ; BUNYASIRI, ISRIYA NITITHANPRAPAS ; Kim, Jeff . In: Global Journal of Economics (GJE). RePEc:wsi:gjexxx:v:01:y:2012:i:01:p:1250007-1-1250007-28.

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2012Market Microstructure and the Profitability of Currency Trading. (2012). Osler, Carol . In: Working Papers. RePEc:brd:wpaper:48.

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2012Determinants of current account imbalances in the global economy: A dynamic panel analysis. (2012). Das, Debasish. In: MPRA Paper. RePEc:pra:mprapa:42419.

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2012Models of Speculative Attacks and Crashes in International Capital Markets. (2012). Piersanti, Giovanni ; Marini, Giancarlo. In: CEIS Research Paper. RePEc:rtv:ceisrp:245.

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2012Is there a Beijing Consensus on International Macroeconomic Policy?. (2012). Mandilaras, Alex (Alexandros) ; Bird, Graham ; Popper, Helen . In: World Development. RePEc:eee:wdevel:v:40:y:2012:i:10:p:1933-1943.

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2012International reserves and the global financial crisis. (2012). Ito, Takatoshi ; Dominguez, Kathryn ; Dominguez, Kathryn M. E., ; Hashimoto, Yuko . In: Journal of International Economics. RePEc:eee:inecon:v:88:y:2012:i:2:p:388-406.

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2012Capital Controls, Exchange Rate Regime and Monetary Policy Independence in India. (2012). Ghosh, Ramya. In: Department of Economics Working Paper Series. RePEc:ris:drxlwp:2012_017.

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2012Firm Productivity, Exchange Rate Movements, Sources of Finance and Export Orientation. (2012). Demir, Firat ; Caglayan, Mustafa. In: MPRA Paper. RePEc:pra:mprapa:37397.

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2012Trade flows, exchange rate uncertainty and financial depth: evidence from 28 emerging countries. (2012). Demir, Firat ; Caglayan, Mustafa ; Dahi, Omar S.. In: MPRA Paper. RePEc:pra:mprapa:37400.

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2012The Relationship between Exchange Rates and International Trade: A Literature Review. (2012). ruta, michele ; AUBOIN, MARC . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3868.

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2012Real exchange rate volatility, financial crises and nominal exchange regimes. (2012). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia . In: Working Papers. RePEc:aee:wpaper:1205.

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2012Bayesian estimation of exchange rate regime choice with spatial effect. (2012). Zhang, Guoxiong . In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:604-607.

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2012Integracja finansowa w Europie po wprowadzeniu euro. Przegląd literatury. (2012). Rogowski, Wojciech ; Pawłowska, Małgorzata ; Olszewski, Krzysztof. In: MPRA Paper. RePEc:pra:mprapa:42482.

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2012Equity order flow and exchange rate dynamics. (2012). Ferreira Filipe, Sara. In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:3:p:359-381.

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2012Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates. (2012). Vermeulen, Robert ; Grammatikos, Theoharry . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:517-533.

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2012Was the emergence of the international gold standard expected? Evidence from Indian Government securities. (2012). OOSTERLINCK, Kim ; Flandreau, Marc. In: Journal of Monetary Economics. RePEc:eee:moneco:v:59:y:2012:i:7:p:649-669.

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2012The interaction between monetary and fiscal policies in Turkey: An estimated New Keynesian DSGE model. (2012). Çebi, Cem. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1258-1267.

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2012Adoption of inflation targeting and tax revenue performance in emerging market economies: An empirical investigation. (2012). Lucotte, Yannick. In: Economic Systems. RePEc:eee:ecosys:v:36:y:2012:i:4:p:609-628.

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2012Fiscal Policy, Monetary Regimes and Current Account Dynamics. (2012). Herz, Bernhard ; Hohberger, Stefan . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:66054.

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2012The Great Shift: Macroeconomic projections for the world economy at the 2050 horizon. (2012). Fontagné, Lionel ; Fouré, Jean ; Benassy-Quere, Agnès. In: Working Papers. RePEc:cii:cepidt:2012-03.

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2012The Feldstein–Horioka Puzzle and structural breaks: Evidence from EU members. (2012). Ketenci, Natalya. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:2:p:262-270.

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2012The Feldstein-Horioka Puzzle and Spurious Ratio Correlation. (2012). Chu, Kam Hon . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:2:p:292-309.

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2012When does uncovered interest parity hold?. (2012). Moore, Michael ; Roche, Maurice J.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:4:p:865-879.

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2012Downside risk of international stock returns. (2012). Galsband, Victoria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2379-2388.

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2012Debt dilution and sovereign default risk. (2012). Sosa Padilla, Cesar ; Martinez, Leonardo ; Hatchondo, Juan. In: Working Paper. RePEc:fip:fedrwp:10-08.

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2012On Creditor Seniority and Sovereign Bond Prices in Europe. (2012). Westermann, Frank ; Steinkamp, Sven. In: Working Papers. RePEc:iee:wpaper:wp0092.

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2012On Creditor Seniority and Sovereign Bond Prices in Europe. (2012). Westermann, Frank ; Steinkamp, Sven. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3944.

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2012Debt dilution and seniority in a model of defaultable sovereign debt. (2012). Chatterjee, Satyajit ; Eyigungor, Burcu . In: Working Papers. RePEc:fip:fedpwp:12-14.

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2012Sovereign Bailouts and Senior Loans. (2012). Pinto, Brian ; Chamley, Christophe . In: NBER Chapters. RePEc:nbr:nberch:12780.

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2012Sovereign bailouts and senior loans. (2012). Pinto, Brian ; Chamley, Christophe . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6181.

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2012Sovereign default risk and commitment for fiscal adjustment. (2012). guimaraes, bernardo ; Guimares, Bernardo ; Gonalves, Carlos Eduardo . In: Working Papers, Department of Economics. RePEc:spa:wpaper:2012wpecon23.

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2012Debt dilution and sovereign default risk. (2012). Sosa Padilla, Cesar ; Martinez, Leonardo ; Hatchondo, Juan . In: 2012 Meeting Papers. RePEc:red:sed012:974.

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2012Security transaction taxes: issues and evidence. (2012). Matheson, Thornton . In: International Tax and Public Finance. RePEc:kap:itaxpf:v:19:y:2012:i:6:p:884-912.

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2012A risk-driven approach to exchange rate modelling. (2012). Welfe, Aleksander ; Kabowski, Piotr . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1473-1482.

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2012Macroeconomic adjustment and the history of crises in open economies. (2012). Noy, Ilan ; Aizenman, Joshua. In: Working Paper Series. RePEc:vuw:vuwecf:2516.

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2012The impact of monetary policy decisions on stock returns: Evidence from Thailand. (2012). Vithessonthi, Chaiporn ; Techarongrojwong, Yaowaluk . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:3:p:487-507.

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2012Transmission Lags of Monetary Policy: A Meta-Analysis. (2012). Rusnák, Marek ; Havranek, Tomas. In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2012-1038.

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2012Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states. (2012). Pirovano, Mara. In: Economic Systems. RePEc:eee:ecosys:v:36:y:2012:i:3:p:372-390.

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2012What really drives unemployment? A bayesian approach to determine the impact of institutions on the unemployment rate. (2012). Sachs, Andreas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00144.

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2012A Comprehensive Look at Financial Volatility Prediction by Economic Variables. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Christiansen, Charlotte. In: BIS Working Papers. RePEc:bis:biswps:374.

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2012The predictability of aggregate Japanese stock returns: Implications of dividend yield. (2012). Chen, Sichong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:22:y:2012:i:1:p:284-304.

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2012Foreign exchange market reactions to sovereign credit news. (2012). ap Gwilym, Owain ; Alsakka, Rasha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:4:p:845-864.

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2012Properties of Foreign Exchange Risk Premiums. (2012). Wagner, Christian ; Sarno, Lucio ; Schneider, Paul . In: Working Paper Series. RePEc:rim:rimwps:10_12.

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2012Expected Currency Excess Returns and International Business Cycles. (2012). Lee, Sanglim. In: Working papers. RePEc:uct:uconnp:2012-16.

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2012The Forward Premium Puzzle And Risk Premiums. (2012). Nagayasu, Jun. In: MPRA Paper. RePEc:pra:mprapa:42472.

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2012Properties of foreign exchange risk premiums. (2012). Wagner, Christian ; Sarno, Lucio ; Schneider, Paul . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:2:p:279-310.

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2012Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests. (2012). Holler, Julian ; Bessler, Wolfgang ; Kurmann, Philipp . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:109-141.

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2012Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches. (2012). Wolff, Dominik ; Bessler, Wolfgang ; Opfer, Heiko . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62020.

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2012Information, uncertainty, and behavioral effects: Evidence from abnormal returns around real estate investment trust earnings announcements. (2012). Naranjo, Andy ; Gyamfi-Yeboah, Frank ; Ling, David C.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:7:p:1930-1952.

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2012Currency blocs in the 21st century. (2012). Fischer, Christoph. In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_024.

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2012Did the Indian Capital Controls Work as a Tool of Macroeconomic Policy?. (2012). Shah, Ajay ; Patnaik, Ila. In: IMF Economic Review. RePEc:pal:imfecr:v:60:y:2012:i:3:p:439-464.

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2012Nonfinancial Firms in Latin America: A Source of Vulnerability?. (2012). Gonzalez, Maria . In: IMF Working Papers. RePEc:imf:imfwpa:12/279.

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2012International Financial Integration and Economic Growth: New Evidence on Threshold Effects. (2012). QUANG, Thérèse ; CHEN, Jinzhao. In: PSE Working Papers. RePEc:hal:psewpa:halshs-00710139.

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2012International Financial Integration and Economic Growth: New Evidence on Threshold Effects. (2012). . In: Working Papers. RePEc:hal:wpaper:halshs-00710139.

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2012International Capital Mobility and Financial Fragility - Part 3. How Do Structural Policies Affect Financial Crisis Risk?: Evidence from Past Crises Across OECD and Emerging Economies. (2012). Goujard, Antoine ; Ahrend, Rudiger. In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:966-en.

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2012International Capital Mobility: Which Structural Policies Reduce Financial Fragility?. (2012). Schwellnus, Cyrille ; Goujard, Antoine ; Ahrend, Rudiger. In: OECD Economic Policy Papers. RePEc:oec:ecoaab:2-en.

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2012How Effective are Capital Controls? Evidence from Malaysia. (2012). Athukorala, Prema-chandra ; Jongwanich, Juthathip . In: Departmental Working Papers. RePEc:pas:papers:2012-16.

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2012Who benefits from capital account liberalization? Evidence from firm-level credit ratings data. (2012). Valenzuela, Patricio ; Schindler, Martin ; Prati, Alessandro . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1649-1673.

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2012Crisis and recovery: Role of the exchange rate regime in emerging market economies. (2012). Tsangarides, Charalambos. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:2:p:470-488.

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2012Crises in Asia: Recovery and policy responses. (2012). Tang, Hsiao Chink ; Hong, Kiseok . In: Journal of Asian Economics. RePEc:eee:asieco:v:23:y:2012:i:6:p:654-668.

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2012Banking Crises and Short and Medium Term Output Losses in Emerging and Developing Countries: The Role of Structural and Policy Variables. (2012). Furceri, Davide ; Zdzienicka, Aleksandra . In: World Development. RePEc:eee:wdevel:v:40:y:2012:i:12:p:2369-2378.

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2012How resilient and countercyclical were emerging economies during the global financial crisis?. (2012). Schmukler, Sergio ; Hevia, Constantino ; Didier, Tatiana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:8:p:2052-2077.

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2012The European Sovereign Debt Crisis. (2012). Lane, Philip. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:26:y:2012:i:3:p:49-68.

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2012RETROSPECTIVE OF FINANCIAL REPORTING ON CAPITAL MARKET. (2012). Muresan, Diana . In: Annales Universitatis Apulensis Series Oeconomica. RePEc:alu:journl:v:2:y:2012:i:14:p:8.

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2012The internationalisation of Spanish firms. (2012). Domenech, Rafael ; Correa-Lopez, Monica . In: Working Papers. RePEc:bbv:wpaper:1230.

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2012Recent estimates of sovereign risk premia for euro-area countries. (2012). Taboga, Marco ; Grande, Giuseppe ; Di Cesare, Antonio ; Manna, Michele . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_128_12.

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2012Taux de change d’équilibre et mesure de la compétitivité au sein de la zone euro.. (2012). Lopez, Claude ; Durand, Christian. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2012:190:09.

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2012Risk-on/risk-off, capital flows, leverage and safe assets. (2012). McCauley, Robert. In: BIS Working Papers. RePEc:bis:biswps:382.

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2012Systematic monetary policy and the forward premium puzzle. (2012). Tarashev, Nikola ; TAMBAKIS, DEMOSTHENES. In: BIS Working Papers. RePEc:bis:biswps:396.

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2012The effects of financial crisis on fiscal positions. (2012). Tagkalakis, Athanasios. In: Working Papers. RePEc:bog:wpaper:145.

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2012The road to Ithaca: the Gold Standard, the Euro and the origins of the Greek sovereign debt crisis. (2012). Tavlas, George ; Dellas, Harris. In: Working Papers. RePEc:bog:wpaper:149.

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2012Dutch Disease and the Mitigation Effect of Migration: Evidence from Canadian Provinces. (2012). Vermeulen, Wessel ; Coulombe, Serge ; Beine, Michel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3813.

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2012The Interest Rate Pass-Through in the Euro Area During the Global Financial Crisis. (2012). Wollmershäuser, Timo ; Hristov, Nikolay ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3964.

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2012Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek . In: Working Papers. RePEc:cnb:wpaper:2012/07.

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2012Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments. (2012). Peydro, Jose-Luis ; Ongena, Steven ; Jimnez, G. ; Saurina, J.. In: Discussion Paper. RePEc:dgr:kubcen:2012036.

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2012Modelling the Sovereign Linkages of Key Latin American Economies. (2012). Gannon, Gerard ; Thuraisamy, Kannan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_03.

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2012The relationship between Asian equity and commodity futures markets. (2012). Sharma, Susan ; Ali Ahmed, Huson ; Thuraisamy, Kannan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_07.

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2012Mean Reversion in Stock Prices: Implications for Long-Term Investors. (2012). Bikker, Jacob ; Spierdijk, Laura . In: DNB Working Papers. RePEc:dnb:dnbwpp:343.

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2012The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal. (2012). De Santis, Roberto A.. In: Working Paper Series. RePEc:ecb:ecbwps:20121419.

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2012The perils of aggregating foreign variables in panel data models. (2012). Dieppe, Alistair ; Chudik, Alexander ; Ca' Zorzi, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20121444.

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2012Financial structures and the real effects of credit-supply shocks in Denmark 1922-2011. (2012). Abildgren, Kim . In: Working Paper Series. RePEc:ecb:ecbwps:20121460.

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2012Loan supply shocks and the business cycle. (2012). Musso, Alberto ; Gambetti, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20121469.

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2012Banking, debt and currency crises: early warning indicators for developed countries. (2012). Vašíček, Bořek ; Smidkova, Katerina ; Rusnák, Marek ; Matějů, Jakub ; Havranek, Tomas ; Babecký, Jan ; Vaiek, Boek ; Matj, Jakub . In: Working Paper Series. RePEc:ecb:ecbwps:20121485.

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2012Nonlinear liquidity adjustments in the euro area overnight money market. (2012). Durré, Alain ; Beaupain, Renaud. In: Working Paper Series. RePEc:ecb:ecbwps:20121500.

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2012Heterogeneity in stock prices: A STAR model with multivariate transition function. (2012). Lof, Matthijs. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:12:p:1845-1854.

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2012Exchange rate pass-through in to inflation: New insights in to the cointegration relationship from Pakistan. (2012). Mohsin, Asma ; Zaman, Khalid ; Naz, Farah . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2205-2221.

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2012Emerging market sovereign bond spreads: Estimation and back-testing. (2012). Comelli, Fabio . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:598-625.

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2012Equity order flow and exchange rate dynamics. (2012). Ferreira Filipe, Sara. In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:3:p:359-381.

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2012Arbitrage and the Law of One Price in the market for American depository receipts. (2012). McGroarty, Frank ; Alsayed, Hamad . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1258-1276.

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2012On the transmission of economic fluctuations from the USA to EU-15 (1960–2011). (2012). Papageorgiou, Theofanis ; Michaelides, Panayotis. In: Journal of Economics and Business. RePEc:eee:jebusi:v:64:y:2012:i:6:p:427-438.

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2012International and historical dimensions of the financial crisis of 2007 and 2008. (2012). Lothian, James ; Dwyer, Gerald ; JamesR. Lothian, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:1:p:1-9.

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2012Overview of the special issue on “Policy Implications of and Lessons from the Global Financial Crisis”. (2012). Lothian, James ; Dekle, Robert ; Aizenman, Joshua ; JamesR. Lothian, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:8:p:1971-1975.

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2012Banking Crises and Short and Medium Term Output Losses in Emerging and Developing Countries: The Role of Structural and Policy Variables. (2012). Furceri, Davide ; Zdzienicka, Aleksandra . In: World Development. RePEc:eee:wdevel:v:40:y:2012:i:12:p:2369-2378.

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2012Responses of Monetary Authorities in Emerging Economies to International Financial Crises: What Do We Really know?. (2012). Allegret, Jean Pierre . In: European Research Studies Journal. RePEc:ers:journl:v:xv:y:2012:i:3:p:3-32.

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2012The Crisis of Financialisation in Ireland. (2012). RIAIN, SEaN o. In: The Economic and Social Review. RePEc:eso:journl:v:43:y:2012:i:4:p:497-533.

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2012Is the European sovereign crisis self-fulfilling ? Empirical evidence about the drivers of market sentiments. (2012). Fouquau, Julien ; Delatte, Anne-Laure ; Bruneau, Catherine . In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1222.

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2012The perils of aggregating foreign variables in panel data models. (2012). Dieppe, Alistair ; Chudik, Alexander ; Ca' Zorzi, Michele ; Michele Ca' Zorzi, ; Michele Ca'Zorzi, . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:111.

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2012Exchange-Rate Dark Matter. (2012). Evans, Martin ; Martin D. D. Evans, . In: Working Papers. RePEc:geo:guwopa:gueconwpa~12-12-01.

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2012The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers. RePEc:gla:glaewp:2012_14.

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2012Where Are the Fragilities? The Relationship Between Firms Financial Constraints, Size, and Age. (2012). Silva, Filipe ; Carreira, Carlos. In: GEMF Working Papers. RePEc:gmf:wpaper:2012-12.

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2012The rise of China and its implications for emerging markets - Evidence from a GVAR model. (2012). Korhonen, Iikka ; Feldkircher, Martin. In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_020.

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2012.

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2012Do Surges in International Capital Inflows Influence the Likelihood of Banking Crises? Cross-Country Evidence on Bonanzas in Capital Inflows and Bonanza-Boom- Bust Cycles. (2012). Caballero, Julian. In: Research Department Publications. RePEc:idb:wpaper:4775.

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2012Exchange-Rate Dark Matter. (2012). Evans, Martin ; Martin D. D. Evans, . In: IMF Working Papers. RePEc:imf:imfwpa:12/66.

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2012The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp362012.

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2012Dutch Disease and the Mitigation Effect of Migration: Evidence from Canadian Provinces. (2012). Vermeulen, Wessel ; Coulombe, Serge ; Beine, Michel. In: CREA Discussion Paper Series. RePEc:luc:wpaper:12-06.

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2012Risk Sharing in an Asymmetric Environment. (2012). Santugini, Marc ; mirman, leonard ; Fesselmeyer, Eric. In: Cahiers de recherche. RePEc:lvl:lacicr:1236.

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2012What is Driving Financial Dollarization in Transition Economies? A Dynamic Factor Analysis. (2012). Neanidis, Kyriakos ; Kishor, N. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:171.

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2012Capital Inflows and Asset Prices: Evidence from Emerging Asia. (2012). PeterTillmann, . In: MAGKS Papers on Economics. RePEc:mar:magkse:201215.

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2012Risk-on/risk-off, capital flows, leverage and safe assets. (2012). McCauley, Robert. In: Public Policy Review. RePEc:mof:journl:ppr017c.

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2012Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments. (2012). Peydro, Jose-Luis ; Ongena, Steven ; Jimenez, Gabriel ; Saurina, Jesus . In: Working Paper Research. RePEc:nbb:reswpp:201210-231.

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2012Comment on Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market. (2012). Peydro, Jose-Luis . In: NBER Chapters. RePEc:nbr:nberch:12745.

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2012Jackknife Model Averaging of the Current Account Determinants. (2012). Uroevic, Branko ; Nedeljkovic, Milan ; Zildovic, Emir . In: Working papers. RePEc:nsb:wpaper:23.

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2012A comment on The effect of a common currency on the volatility of the extensive margin of trade. (2012). Luis Alexandre Barbosa Guimarães, . In: FEP Working Papers. RePEc:por:fepwps:449.

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2012Firms entry, monetary policy and the international business cycle. (2012). Cavallari, Lilia. In: MPRA Paper. RePEc:pra:mprapa:41876.

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2012Determinants of current account imbalances in the global economy: A dynamic panel analysis. (2012). Das, Debasish. In: MPRA Paper. RePEc:pra:mprapa:42419.

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2012Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies Downgrades. (2012). Antonakakis, Nikolaos. In: MPRA Paper. RePEc:pra:mprapa:43013.

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2012Why are crude oil prices high when global activity is weak?. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:43777.

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2012Deciphering financial contagion in the euro area during the crisis. (2012). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien . In: MPRA Paper. RePEc:pra:mprapa:49251.

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2012MODELLING ENTRY COSTS: DOES IT MATTER FOR BUSINESS CYCLE TRANSMISSION?. (2012). Cavallari, Lilia. In: Working Papers. RePEc:rcr:wpaper:07_12.

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2012How Policy Actions Affect Short-term Post-crisis Recovery?. (2012). Jovanovic, Branimir. In: CEIS Research Paper. RePEc:rtv:ceisrp:253.

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2012Political connections and depositor discipline. (2012). Schoors, Koen ; Disli, Mustafa ; MEIR, J.. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:12/781.

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2012Did the Recent Housing Boom Signal the Global Financial Crisis?. (2012). Kemme, David ; Roy, Saktinil . In: Southern Economic Journal. RePEc:sej:ancoec:v:78:3:y:2012:p:999-1018.

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2012Addressing Economic Crises: The Reference-Class Problem. (2012). Szafarz, Ariane ; OOSTERLINCK, Kim ; De Scheemaekere, Xavier. In: Working Papers CEB. RePEc:sol:wpaper:2013/127947.

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2012Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick . In: Working Papers. RePEc:ste:nystbu:12-10.

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2012Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis. (2012). Mayordomo, Sergio ; Arce, Oscar ; Pea, Juan Ignacio . In: Faculty Working Papers. RePEc:una:unccee:wp2212.

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2012Mean Reversion in Stock Prices: Implications for Long-Term Investors. (2012). Bikker, Jacob ; Spierdijk, Laura . In: Working Papers. RePEc:use:tkiwps:1207.

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2012The costs of rebalancing the China-US co-dependency. (2012). Fracasso, Andrea ; Bonatti, Luigi . In: Rivista Internazionale di Scienze Sociali. RePEc:vep:journl:y:2012:v:120:i:1:p:59-106.

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2012Macroeconomic adjustment and the history of crises in open economies. (2012). Noy, Ilan ; Aizenman, Joshua. In: Working Paper Series. RePEc:vuw:vuwecf:2516.

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2012Financial globalization in emerging countries : diversification vs. offshoring. (2012). Schmukler, Sergio ; Didier, Tatiana ; Ceballos, Francisco . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6105.

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2012The role of uncertainty in the euro crisis: A reconsideration of liquidity preference theory. (2012). Pusch, Toralf. In: Discussion Papers. RePEc:zbw:cessdp:31.

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2012Determinants of sovereign yield spreads during the Euro-crisis: Fundamental factors versus systemic risk. (2012). Weigert, Benjamin ; Klose, Jens. In: Working Papers. RePEc:zbw:svrwwp:072012.

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Recent citations received in: 2011


YearTitleSee
2011.

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2011.

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2011AEC 2015: Ambitions, Expectations and Challenges ASEANs Path towards Greater Economic and Financial Integration. (2011). Boonnuch, Charnon ; Jivakanont, Vacharakoon ; Kanithasen, Pariwat . In: Working Papers. RePEc:bth:wpaper:2011-03.

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2011How National and International Financial Development Affect Industrial R&D. (2011). Neumann, Rebecca ; Maskus, Keith ; KeithE. Maskus, ; Seidel, Tobias . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3480.

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2011Financial information and restructuring of spanish savings banks in a context of crisis. Changes in the regulation; content and evolution of FROB. (2011). Gil, Ester Gras ; Hernandez, Salvador Marin ; Renart, Marcos Anton . In: CIRIEC-España, revista de economía pública, social y cooperativa. RePEc:cic:revcir:y:2011:i:73:p:99-126.

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2011Can the Fed talk the hind legs off the stock market?. (2011). Mahieu, Ronald ; Eijffinger, Sylvester ; Eijffinger, Sylvester C W, ; Raes, Louis . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8450.

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2011Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8480.

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2011.

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2011Can the Fed Talk the Hind Legs off the Stock Market? (replaced by CentER DP 2012-012). (2011). Mahieu, Ronald ; Eijffinger, Sylvester ; Eijffinger, S. C. W., ; Raes, L. B. D., . In: Discussion Paper. RePEc:dgr:kubcen:2011072.

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2011Possible solutions to the forward bias paradox. (2011). Richard T., Baillie, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:4:p:617-622.

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2011Consolidation in banking and the lending channel of monetary transmission: Evidence from Asia and Latin America. (2011). Olivero, Maria ; Jeon, Bang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:6:p:1034-1054.

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2011Financial integration and business cycles in a small open economy. (2011). Cakici, S. Meral. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:7:p:1280-1302.

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2011Nonlinear trends in real exchange rates: A panel unit root test approach. (2011). Cushman, David ; Michael, Nils . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:8:p:1619-1637.

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2011Jumps in foreign exchange rates and stochastic unwinding of carry trades. (2011). Sushko, Vladyslav ; Nirei, Makoto. In: International Review of Economics & Finance. RePEc:eee:reveco:v:20:y:2011:i:1:p:110-127.

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2011Uncovered Interest Parity and the Risk Premium. (2011). Morley, Bruce ; Ghoshray, Atanu ; Li, Dandan . In: Department of Economics Working Papers. RePEc:eid:wpaper:24072.

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2011Default Risk Premium and Aggregate Fluctuations in a Small Open Economy. (2011). Cakici, S. Meral. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1131.

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2011PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks. (2011). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1135.

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2011Order Flows, Fundamentals and Exchange Rates. (2011). Marsh, Ian ; Iwatsubo, Kentaro. In: Discussion Papers. RePEc:koe:wpaper:1120.

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2011Ownership Structure and Firm Performance : Evidence from a non-parametric panel. (2011). ZOU, Benteng ; Goutte, Stéphane. In: CREA Discussion Paper Series. RePEc:luc:wpaper:11-16.

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2011The Heterogeneity of Default Costs: Evidence from Recent Sovereign Debt Crises. (2011). Jorra, Markus. In: MAGKS Papers on Economics. RePEc:mar:magkse:201151.

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2011PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks. (2011). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Discussion Paper Series. RePEc:mcd:mcddps:2011_17.

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2011Testing the asset pricing model of exchange rates with survey data. (2011). Naszodi, Anna. In: MNB Working Papers. RePEc:mnb:wpaper:2011/2.

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2011The anatomy of standard DSGE models with financial frictions. (2011). Makarski, Krzysztof ; Kolasa, Marcin ; Brzoza-Brzezina, Michal. In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:80.

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2011Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew. In: NBER Working Papers. RePEc:nbr:nberwo:17182.

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2011Households’ Foreign Currency Borrowing in Central and Eastern Europe. (2011). Stix, Helmut ; Hake, Mariya ; Fidrmuc, Jarko. In: Working Papers. RePEc:onb:oenbwp:171.

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2011Working Paper 171. (2011). Fidrmuc, Jarko ; Hake, Mariya ; Stix, Helmut . In: Working Papers. RePEc:onb:oenbwp:y::i:171:b:1.

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2011The Political Economy of Global Financial Liberalisation in Historical Perspective. (2011). Esteves, Rui. In: Economics Series Working Papers. RePEc:oxf:wpaper:number-89.

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2011Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries. (2011). Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:30120.

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2011The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets. (2011). Asongu, Simplice ; Simplice A., Asongu, ; Simplice A., Asongu, . In: MPRA Paper. RePEc:pra:mprapa:31174.

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2011Microfinance investment vehicles in Sub-Saharan Africa: constraints and potentials. (2011). Moulin, Bertrand . In: MPRA Paper. RePEc:pra:mprapa:32967.

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2011The risk-taking channel of monetary policy in the USA: Evidence from micro-level data. (2011). Mylonidis, Nikolaos ; HASAN, IFTEKHAR ; Delis, Manthos. In: MPRA Paper. RePEc:pra:mprapa:34084.

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2011The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets. (2011). Simplice A., Asongu, ; Simplice A., Asongu, . In: MPRA Paper. RePEc:pra:mprapa:39629.

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2011The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets. (2011). Asongu, Simplice ; Simplice A., Asongu, ; Simplice A., Asongu, . In: MPRA Paper. RePEc:pra:mprapa:39630.

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2011Justifiable Thrift or Feverish Animal Spirits: What Stirred the Corporate Credit Crunch in Poland?. (2011). Senderski, Marcin. In: MPRA Paper. RePEc:pra:mprapa:43674.

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2011Monetary Policy and Unemployment in Open Economies. (2011). Engler, Philipp. In: NCER Working Paper Series. RePEc:qut:auncer:2011_8.

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2011PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks. (2011). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Working Paper Series. RePEc:rim:rimwps:51_11.

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2011Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer. (2011). Zhang, Bin . In: ADBI Working Papers. RePEc:ris:adbiwp:0306.

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2011Should multivariate early warning systems for banking crises pool across regions?. (2011). Davis, E ; Karim, Dilruba ; Liadze, Iana . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:147:y:2011:i:4:p:693-716.

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2011Learning by Devaluating: A Supply-Side Effect of Competitive Devaluation. (2011). Tervala, Juha. In: Discussion Papers. RePEc:tkk:dpaper:dp67.

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2011Does Financial Liberalization Decrease Capital Flight? A Panel Causality Analysis. (2011). Yalta, Ayse. In: Working Papers. RePEc:tob:wpaper:1102.

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2011Emerging economies in the 2000s:Real decoupling and financial recoupling. (2011). Williams, Tomas ; Levy Yeyati, Eduardo. In: Business School Working Papers. RePEc:udt:wpbsdt:2011-06_correccion.

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2011Regaining Control? Capital Controls and the Global Financial Crisis. (2011). Gallagher, Kevin . In: Working Papers. RePEc:uma:periwp:wp250.

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2011Reshaping Tomorrow : Is South Asia Ready for the Big Leap?. (2011). Ghani, Ejaz . In: World Bank Publications. RePEc:wbk:wbpubs:16360.

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2011Exchange rate dynamics, expectations, and monetary policy. (2011). Chen, Qianying. In: Discussion Paper Series 1: Economic Studies. RePEc:zbw:bubdp1:201118.

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2011Monetary policy and unemployment in open economies. (2011). Engler, Philipp. In: Discussion Papers. RePEc:zbw:fubsbe:201124.

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Recent citations received in: 2010


YearTitleSee
2010Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002. (2010). Kohlscheen, Emanuel ; Andrade, Sandro C.. In: Working Papers Series. RePEc:bcb:wpaper:211.

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2010Pricing the Currency Premium Under Flexible Exchange Rates: Evidence from South Africa. (2010). Peter, Marcel ; Pinaud, Nicolas ; Grandes, Martin . In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2010:i:60:p:7-52.

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2010The Future of Monetary Policy: Roles of Financial Stability and Exchange Rate. (2010). Rungcharoenkitkul, Phurichai ; Ananchotikul, Nasha ; Rastapana, Songklod ; Pongpaichet, Paiboon ; Nookhwun, Nuwat . In: Working Papers. RePEc:bth:wpaper:2010-07.

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2010The Solution to the Forward-Bias and Related Puzzles. (2010). Pippenger, John E. In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt6br3599r.

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2010From the Great Moderation to the global crisis: Exchange market pressure in the 2000s. (2010). Sushko, Vladyslav ; Aizenman, Joshua ; Lee, Jaewoo . In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt8c75z2pt.

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2010Exchange Market Pressure and Absorption by International Reserves: Emerging Markets and Fear of Reserve Loss During the 2008-09 Crisis. (2010). Hutchison, Michael ; Aizenman, Joshua. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt8g25f4qs.

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[Citation Analysis]
2010The Impossible Trinity (aka The Policy Trilemma). (2010). Aizenman, Joshua. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt9k29n6qn.

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2010Vulnerability, Crisis and Debt Maturity: do IMF Interventions Shorten the Length of Borrowing?. (2010). Saravia, Diego. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:600.

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2010The World Economy in 2050: a Tentative Picture. (2010). Fontagné, Lionel ; Fouré, Jean ; Benassy-Quere, Agnès ; Foure, Jean . In: Working Papers. RePEc:cii:cepidt:2010-27.

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2010A Transaction Data Study of the Forward Bias Puzzle. (2010). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7791.

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2010Why crises happen - nonstationary macroeconomics. (2010). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David ; Davidson, James . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8157.

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2010Financial Markets Interactions between Economic Theory and Practice. (2010). Nicolau, Mihaela. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2010:i:2:p:27-36.

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2010Modelling Conditional Heteroscedasticity in Nonstationary Series. (2010). Cizek, Pavel. In: Discussion Paper. RePEc:dgr:kubcen:201084.

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2010Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation. (2010). Wolters, Juergen ; Dreger, Christian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1064.

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2010Sterilization in China: Effectiveness and Cost. (2010). Zhang, Chenying . In: Working Papers. RePEc:ecl:upafin:10-29.

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2010On the estimation of the cost of equity in Latin America. (2010). Panigo, Demian ; Pasquini, Ricardo A. ; Grandes, Martin . In: Emerging Markets Review. RePEc:eee:ememar:v:11:y:2010:i:4:p:373-389.

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2010Currency crisis and the forward discount bias: Evidence from emerging economies under breaks. (2010). Mollick, Andre ; Bai, Shuming . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:20:y:2010:i:5:p:556-574.

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2010Noise traders, exchange rate disconnect puzzle, and the Tobin tax. (2010). Xu, Juanyi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:29:y:2010:i:2:p:336-357.

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2010Why does sovereign risk differ for domestic and external debt? Evidence from Scandinavia, 1938-1948. (2010). Waldenström, Daniel ; Waldenstrom, Daniel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:29:y:2010:i:3:p:387-402.

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2010Solving exchange rate puzzles with neither sticky prices nor trade costs. (2010). Roche, Maurice ; Moore, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:29:y:2010:i:6:p:1151-1170.

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2010Intermediate goods trade and exchange rate pass-through. (2010). Xu, Juanyi ; Shi, Kang. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:32:y:2010:i:2:p:571-583.

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2010China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets. (2010). Johansson, Anders. In: Working Paper Series. RePEc:hhs:hacerc:2010-016.

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2010Asymmetric Dependence in US Financial Risk Factors?. (2010). Ning, Cathy ; Chollete, Loran . In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2011_002.

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2010Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes. (2010). Frankel, Jeffrey ; Xie, Daniel . In: Scholarly Articles. RePEc:hrv:hksfac:4454158.

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2010The (In)stability of Money Demand in the Euro Area: Lessons from a Cross-Country Analysis. (2010). Nautz, Dieter ; Rondorf, Ulrike . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-023.

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2010Financing structure and insolvency risk exposure of Islamic banks. (2010). Rahman, Aisyah . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:4:p:419-440.

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2010M3 money demand and excess liquidity in the euro area. (2010). Wolters, Juergen ; Dreger, Christian. In: Public Choice. RePEc:kap:pubcho:v:144:y:2010:i:3:p:459-472.

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2010Exchange Market Pressure and Absorption by International Reserves: Emerging Markets and Fear of Reserve Loss During the 2008-09 Crisis. (2010). Hutchison, Michael ; Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:16260.

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2010Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons. (2010). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar. In: NBER Working Papers. RePEc:nbr:nberwo:16567.

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2010Management of International Capital Flows: The Indian Experience. (2010). Sen Gupta, Abhijit. In: MPRA Paper. RePEc:pra:mprapa:23747.

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2010The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region. (2010). Nagayasu, Jun. In: MPRA Paper. RePEc:pra:mprapa:24549.

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2010International Capital Flows: An empirical study of the relationship between equity and debt investments. (2010). Sahoo, Ganeswar. In: MPRA Paper. RePEc:pra:mprapa:24797.

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2010India’s trilemma: financial liberalization, exchange rates and monetary policy. (2010). Singh, Nirvikar ; Sengupta, Rajeswari ; Hutchison, Michael. In: MPRA Paper. RePEc:pra:mprapa:25327.

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2010The Feldstein –Horioka Puzzle and structural breaks: evidence from EU members.. (2010). Ketenci, Natalya. In: MPRA Paper. RePEc:pra:mprapa:26010.

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2010Financial Markets Interactions between Economic Theory and Practice. (2010). Nicolau, Mihaela. In: MPRA Paper. RePEc:pra:mprapa:27322.

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2010Efecte ale volatilității cursului de schimb asupra exporturilor. (2010). Ghiba, Nicolae. In: MPRA Paper. RePEc:pra:mprapa:28448.

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2010Inflation persistence and the rationality of inflation expectations. (2010). Migiakis, Petros ; Brissimis, Sophocles. In: MPRA Paper. RePEc:pra:mprapa:29052.

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2010The Exchange Rate and Two Price Inflations in Poland in the Period 1999-2009. Do Globalization and Balassa-Samuelson Effect Matter?. (2010). Kelm, Robert. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:2:y:2010:i:4:p:315-349.

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2010Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002. (2010). Kohlscheen, Emanuel ; Andrade, Sandro C.. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:926.

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2010Ist Griechenland noch zu retten? Und der Euro?. (2010). Boysen-Hogrefe, Jens. In: Kiel Policy Brief. RePEc:zbw:ifwkpb:19.

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[Citation Analysis]

Recent citations received in: 2009


YearTitleSee
2009Capital flows and emerging market economies. (2009). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:33.

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2009From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers. (2009). Packer, Frank ; Baba, Naohiko . In: BIS Working Papers. RePEc:bis:biswps:285.

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2009The US dollar shortage in global banking and the international policy response. (2009). von Peter, Goetz ; McGuire, Patrick. In: BIS Working Papers. RePEc:bis:biswps:291.

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2009Which News Moves the Euro Area Bond Market?. (2009). Sebestyén, Szabolcs ; Overby, Lars Jul ; Sebestyen, Szabolcs ; Andersson, Magnus . In: German Economic Review. RePEc:bla:germec:v:10:y:2009:i::p:1-31.

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2009Inflation and Inflation Uncertainty in the Euro Area. (2009). Paesani, Paolo ; onorante, luca ; Caporale, Guglielmo Maria . In: CESifo Working Paper Series. RePEc:ces:ceswps:_2720.

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2009The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself. (2009). Taylor, Alan ; Jorda, Oscar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7568.

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2009Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008. (2009). Taylor, Alan ; Schularick, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7570.

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2009On the endogeneity of exchange rate regimes. (2009). Reggio, Iliana ; Levy Yeyati, Eduardo ; Levy-Yeyati, Eduardo ; Sturzenegger, Federico . In: Economics Working Papers. RePEc:cte:werepe:we098374.

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2009Payment scale economies, competition, and pricing. (2009). Humphrey, David B.. In: Working Paper Series. RePEc:ecb:ecbwps:20091136.

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2009The role of banks in the monetary policy transmission in the new EU member states. (2009). Jimborean, Ramona. In: Economic Systems. RePEc:eee:ecosys:v:33:y:2009:i:4:p:360-375.

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2009International portfolio reallocation: Diversification benefits and European monetary union. (2009). De Santis, Roberto ; Gerard, Bruno . In: European Economic Review. RePEc:eee:eecrev:v:53:y:2009:i:8:p:1010-1027.

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2009Globalization, the output-inflation tradeoff and inflation. (2009). Badinger, Harald. In: European Economic Review. RePEc:eee:eecrev:v:53:y:2009:i:8:p:888-907.

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2009How successful is the G7 in managing exchange rates?. (2009). Fratzscher, Marcel. In: Journal of International Economics. RePEc:eee:inecon:v:79:y:2009:i:1:p:78-88.

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2009The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets. (2009). Nguyen, Tho ; Kim, Suk-Joong ; Nguyen, Do Quoc Tho, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:3:p:415-431.

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2009The joint estimation of bank-level market power and efficiency. (2009). Tsionas, Efthymios ; Delis, Manthos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:10:p:1842-1850.

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2009Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08. (2009). Packer, Frank ; Baba, Naohiko . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:1953-1962.

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2009Competition in banking: A disequilibrium approach. (2009). Wilson, John ; Goddard, John ; Wilson, John O. S., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:12:p:2282-2292.

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2009Experimental analysis on the role of a large speculator in currency crises. (2009). Taketa, Kenshi ; Arikawa, Yasuhiro ; Suzuki-Loffelholz, Kumi . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:72:y:2009:i:1:p:602-617.

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2009The behavior of money and other economic variables: Two natural experiments. (2009). McCarthy, Cornelia ; Lothian, James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:7:p:1204-1220.

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2009Inflation and monetary regimes. (2009). Dwyer, Gerald ; Fisher, Mark . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:7:p:1221-1241.

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2009The crisis in the foreign exchange market. (2009). Taylor, Mark ; Melvin, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:8:p:1317-1330.

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2009From turmoil to crisis: Dislocations in the FX swap market before and after the failure of Lehman Brothers. (2009). Packer, Frank ; Baba, Naohiko . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:8:p:1350-1374.

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2009India’s Approach to Capital Account Liberalization. (2009). Prasad, Eswar. In: Working Papers. RePEc:ess:wpaper:id:2043.

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2009How market power influences bank failures: Evidence from Russia. (2009). Weill, Laurent ; Fungáčová, Zuzana ; Fungacova, Zuzana . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2009_012.

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2009Innovation and Financial Globalisation. (2009). Lane, Philip ; CEPR, ; Philip R. Lane IIIS, Trinity College Dublin, . In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp299.

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2009Futures Contract Rates as Monetary Policy Forecasts. (2009). Nobili, Andrea ; Ferrero, Giuseppe. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2009:q:2:a:4.

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2009Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?. (2009). Fatum, Rasmus. In: IMES Discussion Paper Series. RePEc:ime:imedps:09-e-12.

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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 . (2009). Bismut, Claude ; Ghanem, Darine . In: Working Papers. RePEc:lam:wpaper:09-10.

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2009The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself. (2009). Taylor, Alan ; Jorda, Oscar. In: NBER Working Papers. RePEc:nbr:nberwo:15518.

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2009Défaut de paiement stratégique et loi sur les défaillances dentreprises. (2009). LANGLAIS, Eric ; Chopard, Bertrand . In: MPRA Paper. RePEc:pra:mprapa:14366.

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2009The diversity of organisational forms in banking: France, Italy and Spain 1900-2000. (2009). Maixé-Altés, J. Carles ; Maixe-Altes, Carles J.. In: MPRA Paper. RePEc:pra:mprapa:14838.

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2009AMBIGUITY AVERSION: IMPLICATIONS FOR THE UNCOVERED INTEREST RATE PARITY PUZZLE. (2009). Ilut, Cosmin. In: 2009 Meeting Papers. RePEc:red:sed009:328.

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2009Securitized Banking and the Run on Repo. (2009). Metrick, Andrew ; Gorton, Gary. In: Yale School of Management Working Papers. RePEc:ysm:somwrk:amz2358.

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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.