Journal of International Money and Finance
Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers. Create citation feed for this series
Raw data: |
|
IF |
AIF |
DOC |
CIT |
D2Y |
C2Y |
SC(%) |
CiY |
II |
AII |
1996 | 0.24 | 0.18 | 50 | 461 | 88 | 21 | 0 | 2 | 0.04 | 0.08 |
1997 | 0.25 | 0.21 | 51 | 493 | 95 | 24 | 0 | 8 | 0.16 | 0.08 |
1998 | 0.37 | 0.22 | 49 | 564 | 101 | 37 | 0 | 6 | 0.12 | 0.1 |
1999 | 0.49 | 0.28 | 44 | 673 | 100 | 49 | 0 | 17 | 0.39 | 0.13 |
2000 | 0.91 | 0.37 | 45 | 482 | 93 | 85 | 0 | 5 | 0.11 | 0.16 |
2001 | 1.07 | 0.37 | 49 | 706 | 89 | 95 | 0 | 14 | 0.29 | 0.16 |
2002 | 0.89 | 0.41 | 46 | 515 | 94 | 84 | 0 | 20 | 0.43 | 0.19 |
2003 | 1.36 | 0.42 | 52 | 340 | 95 | 129 | 0 | 16 | 0.31 | 0.2 |
2004 | 1.09 | 0.47 | 52 | 411 | 98 | 107 | 0 | 29 | 0.56 | 0.21 |
2005 | 1.09 | 0.5 | 65 | 649 | 104 | 113 | 0 | 70 | 1.08 | 0.23 |
2006 | 1.37 | 0.51 | 66 | 395 | 117 | 160 | 0 | 41 | 0.62 | 0.22 |
2007 | 1.34 | 0.4 | 68 | 417 | 131 | 175 | 0 | 49 | 0.72 | 0.18 |
2008 | 1.43 | 0.42 | 73 | 191 | 134 | 192 | 0.5 | 32 | 0.44 | 0.21 |
2009 | 1.04 | 0.43 | 69 | 131 | 141 | 146 | 0 | 13 | 0.19 | 0.19 |
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Impact Factor:
| Immediacy Index:
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Documents published:
| Citations received:
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  Most cited documents in this series: (1) RePEc:eee:jimfin:v:14:y:1995:i:4:p:467-492 Home bias and high turnover (1995). Cited: 191 times. (2) RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272 Unit root tests for panel data (2001). Cited: 177 times. (3) RePEc:eee:jimfin:v:11:y:1992:i:3:p:304-314 The use of technical analysis in the foreign exchange market (1992). Cited: 169 times. (4) RePEc:eee:jimfin:v:18:y:1999:i:4:p:603-617 Contagion and trade: Why are currency crises regional? (1999). Cited: 126 times. (5) RePEc:eee:jimfin:v:20:y:2001:i:4:p:439-471 Currency traders and exchange rate dynamics: a survey of the US market (2001). Cited: 111 times. (6) RePEc:eee:jimfin:v:21:y:2002:i:6:p:749-776 International financial integration and economic growth (2002). Cited: 106 times. (7) RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175 Empirical exchange rate models of the nineties: Are any fit to survive? (2005). Cited: 103 times. (8) RePEc:eee:jimfin:v:17:y:1998:i:1:p:161-190 Central bank intervention and exchange rate volatility1 (1998). Cited: 100 times. (9) RePEc:eee:jimfin:v:19:y:2000:i:1:p:33-53 Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals (2000). Cited: 99 times. (10) RePEc:eee:jimfin:v:18:y:1999:i:4:p:537-560 What triggers market jitters?: A chronicle of the Asian crisis (1999). Cited: 90 times. (11) RePEc:eee:jimfin:v:12:y:1993:i:4:p:413-438 A geographical model for the daily and weekly seasonal volatility in the foreign exchange market (1993). Cited: 83 times. (12) RePEc:eee:jimfin:v:15:y:1996:i:3:p:405-418 Purchasing power parity and unit root tests using panel data (1996). Cited: 75 times. (13) RePEc:eee:jimfin:v:20:y:2001:i:3:p:379-399 Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era (2001). Cited: 71 times. (14) RePEc:eee:jimfin:v:10:y:1991:i:4:p:571-581 Cointegration: how short is the long run? (1991). Cited: 68 times. (15) RePEc:eee:jimfin:v:15:y:1996:i:6:p:853-878 Central bank intervention and the volatility of foreign exchange rates: evidence from the options market (1996). Cited: 67 times. (16) RePEc:eee:jimfin:v:12:y:1993:i:1:p:29-45 Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA (1993). Cited: 66 times. (17) RePEc:eee:jimfin:v:16:y:1997:i:6:p:909-919 Why do central banks intervene? (1997). Cited: 66 times. (18) RePEc:eee:jimfin:v:17:y:1998:i:4:p:671-689 On inflation and inflation uncertainty in the G7 countries (1998). Cited: 63 times. (19) RePEc:eee:jimfin:v:2:y:1983:i:3:p:231-237 Foreign currency option values (1983). Cited: 63 times. (20) RePEc:eee:jimfin:v:1:y:1982:i::p:39-56 Fluctuations in the dollar: A model of nominal and real exchange rate determination (1982). Cited: 60 times. (21) RePEc:eee:jimfin:v:16:y:1997:i:5:p:779-793 Intervention strategies and exchange rate volatility: a noise trading perspective (1997). Cited: 60 times. (22) RePEc:eee:jimfin:v:19:y:2000:i:4:p:471-488 The forward premium anomaly is not as bad as you think (2000). Cited: 59 times. (23) RePEc:eee:jimfin:v:16:y:1997:i:6:p:945-954 Real exchange rate behavior (1997). Cited: 58 times. (24) RePEc:eee:jimfin:v:21:y:2002:i:6:p:725-748 A century of current account dynamics (2002). Cited: 55 times. (25) RePEc:eee:jimfin:v:18:y:1999:i:4:p:709-723 Lessons from the Asian crisis (1999). Cited: 52 times. (26) RePEc:eee:jimfin:v:14:y:1995:i:2:p:289-310 Markup adjustment and exchange rate fluctuations: evidence from panel data on automobile exports (1995). Cited: 51 times. (27) RePEc:eee:jimfin:v:20:y:2001:i:6:p:895-948 The microstructure of the euro money market (2001). Cited: 51 times. (28) RePEc:eee:jimfin:v:18:y:1999:i:4:p:561-586 Predicting currency crises:: The indicators approach and an alternative (1999). Cited: 51 times. (29) RePEc:eee:jimfin:v:13:y:1994:i:3:p:276-290 The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk (1994). Cited: 49 times. (30) RePEc:eee:jimfin:v:26:y:2007:i:4:p:587-605 Home bias and international risk sharing: Twin puzzles separated at birth (2007). Cited: 47 times. (31) RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199 Some contagion, some interdependence: More pitfalls in tests of financial contagion (2005). Cited: 45 times. (32) RePEc:eee:jimfin:v:18:y:1999:i:4:p:587-602 Contagion:: macroeconomic models with multiple equilibria (1999). Cited: 44 times. (33) RePEc:eee:jimfin:v:16:y:1997:i:2:p:305-321 The term structure of Euro-rates: some evidence in support of the expectations hypothesis (1997). Cited: 44 times. (34) RePEc:eee:jimfin:v:16:y:1997:i:1:p:19-35 Multi-country evidence on the behavior of purchasing power parity under the current float (1997). Cited: 44 times. (35) RePEc:eee:jimfin:v:13:y:1994:i:1:p:3-25 Hourly volatility spillovers between international equity markets (1994). Cited: 44 times. (36) RePEc:eee:jimfin:v:19:y:2000:i:6:p:813-832 The determinants of bank interest rate margins: an international study (2000). Cited: 43 times. (37) RePEc:eee:jimfin:v:12:y:1993:i:5:p:451-474 The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993). Cited: 43 times. (38) RePEc:eee:jimfin:v:24:y:2005:i:2:p:343-361 Talking heads: the effects of ECB statements on the euro-dollar exchange rate (2005). Cited: 42 times. (39) RePEc:eee:jimfin:v:10:y:1991:i:2:p:292-307 Exchange rate volatility and international trading strategy (1991). Cited: 42 times. (40) RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350 The dynamics of emerging market equity flows (2002). Cited: 41 times. (41) RePEc:eee:jimfin:v:14:y:1995:i:6:p:747-762 Asymmetric volatility transmission in international stock markets (1995). Cited: 41 times. (42) RePEc:eee:jimfin:v:23:y:2004:i:5:p:701-733 Global transmission of interest rates: monetary independence and currency regime (2004). Cited: 40 times. (43) RePEc:eee:jimfin:v:12:y:1993:i:2:p:115-138 On biases in the measurement of foreign exchange risk premiums (1993). Cited: 40 times. (44) RePEc:eee:jimfin:v:3:y:1984:i:1:p:5-29 An investigation of risk and return in forward foreign exchange (1984). Cited: 39 times. (45) RePEc:eee:jimfin:v:26:y:2007:i:2:p:193-212 What prompts Japan to intervene in the Forex market? A new approach to a reaction function (2007). Cited: 39 times. (46) RePEc:eee:jimfin:v:3:y:1984:i:3:p:327-342 Capital mobility and the relationship between saving and investment rates in OECD countries (1984). Cited: 39 times. (47) RePEc:eee:jimfin:v:11:y:1992:i:1:p:3-16 Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model (1992). Cited: 39 times. (48) RePEc:eee:jimfin:v:17:y:1998:i:1:p:41-50 Increasing evidence of purchasing power parity over the current float (1998). Cited: 37 times. (49) RePEc:eee:jimfin:v:22:y:2003:i:2:p:261-287 The structure of interdependence in international stock markets (2003). Cited: 37 times. (50) RePEc:eee:jimfin:v:22:y:2003:i:7:p:895-923 Macroeconomic policies and performance in Latin America (2003). Cited: 37 times. Recent citations received in: | 2009 | 2008 | 2007 | 2006 Recent citations received in: 2009 (1) RePEc:bis:biscgf:33 Capital flows and emerging market economies (2009). CGFS Papers (2) RePEc:bis:biswps:285 From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers (2009). BIS Working Papers (3) RePEc:ces:ceswps:_2720 Inflation and Inflation Uncertainty in the Euro Area (2009). CESifo Working Paper Series (4) RePEc:cte:werepe:we098374 On the endogeneity of exchange rate regimes (2009). Economics Working Papers (5) RePEc:ecb:ecbwps:20091136 Payment scale economies, competition, and pricing. (2009). Working Paper Series (6) RePEc:ess:wpaper:id:2043 Indiaââ¬â¢s Approach to Capital Account Liberalization (2009). Working Papers (7) RePEc:hhs:bofitp:2009_012 How market power influences bank failures: Evidence from Russia (2009). BOFIT Discussion Papers (8) RePEc:iis:dispap:iiisdp299 Innovation and Financial Globalisation (2009). The Institute for International Integration Studies Discussion Paper Series (9) RePEc:ime:imedps:09-e-12 Official Japanese Intervention in the JPY/USD Exchange Rate Market:
Is It Effective and Through Which Channel Does It Work? (2009). IMES Discussion Paper Series (10) RePEc:imf:imfwpa:09/204 How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis (2009). IMF Working Papers (11) RePEc:lam:wpaper:09-10 This 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). Working Papers (12) RePEc:pra:mprapa:14366 Défaut de paiement stratégique et loi sur les défaillances dentreprises (2009). MPRA Paper (13) RePEc:pra:mprapa:14838 The diversity of organisational forms in banking: France, Italy and Spain 1900-2000 (2009). MPRA Paper Recent citations received in: 2008 (1) RePEc:cdf:wpaper:2008/23 The single monetary policy and domestic macro-fundamentals: Evidence from Spain (2008). Cardiff Economics Working Papers (2) RePEc:ces:ceswps:_2473 High-Frequency Analysis of Foreign Exchange Interventions: What do we learn? (2008). CESifo Working Paper Series (3) RePEc:cfs:cfswop:wp200822 How do Fiscal and Technology Shocks affect Real Exchange Rates? New Evidence for the United States (2008). CFS Working Paper Series (4) RePEc:fip:fedgif:934 Trade elasticity of substitution and equilibrium dynamics (2008). International Finance Discussion Papers (5) RePEc:fip:fedgif:949 Expected consumption growth from cross-country surveys: implications for assessing international capital markets (2008). International Finance Discussion Papers (6) RePEc:fip:fedgif:950 Assessing the potential for further foreign demand for U.S. assets: Has financing U.S. current account deficits made foreign investors overweight in U.S. securities? (2008). International Finance Discussion Papers (7) RePEc:fip:fedlrv:y:2008:i:nov:p:609-642:n:v.90no.6 Real interest rate persistence: evidence and implications (2008). Review (8) RePEc:gra:wpaper:08/19 Going Multinational under Exchange Rate Uncertainty (2008). ThE Papers (9) RePEc:hai:wpaper:200802 Financial Integration in the Pacific Basin Region: RIP by PANIC Attack? (2008). Working Papers (10) RePEc:hhs:bofitp:2008_015 McCallum rule and Chinese monetary policy (2008). BOFIT Discussion Papers (11) RePEc:hhs:bofitp:2008_022 Business surveys and inflation forecasting in China (2008). BOFIT Discussion Papers (12) RePEc:idb:wpaper:4597 Public Investment in Developing Countries: A Blessing or a Curse? (2008). RES Working Papers (13) RePEc:iis:dispap:iiisdp264 Exchange Rate Regime Choice with Multiple Key Currencies (2008). The Institute for International Integration Studies Discussion Paper Series (14) RePEc:iis:dispap:iiisdp265 The Macroeconomics of Financial Integration: A European Perspective (2008). The Institute for International Integration Studies Discussion Paper Series (15) RePEc:iis:dispap:iiisdp272 EMU and Financial Integration (2008). The Institute for International Integration Studies Discussion Paper Series (16) RePEc:imf:imfwpa:08/259 Is it (Still) Mostly Fiscal? Determinants of Sovereign Spreads in Emerging Markets (2008). IMF Working Papers (17) RePEc:isc:wpaper:ercwp0308 The Welfare Cost of the EMU for Transition Countries (2008). Working Papers (18) RePEc:jku:econwp:2008_17 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics (2008). Economics working papers (19) RePEc:koe:wpaper:0801 Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate (2008). Discussion Papers (20) RePEc:nbr:nberch:4075 Exchange Rate Models Are Not As Bad As You Think (2008). NBER Chapters (21) RePEc:nbr:nberwo:14190 How Has the Euro Changed the Monetary Transmission? (2008). NBER Working Papers (22) RePEc:pra:mprapa:12125 Imperfect Competition in Financial Markets and Capital Controls: A Model and a Test. (2008). MPRA Paper (23) RePEc:pra:mprapa:14018 Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets (2008). MPRA Paper (24) RePEc:pra:mprapa:16375 The Maastricht Convergence Criteria and Monetary Regimes for the EMU Accession Countries (2008). MPRA Paper (25) RePEc:rdg:emxxdp:em-dp2008-63 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics (2008). (26) RePEc:ros:wpaper:101 Public-Sector Efficiency and Interjurisdictional Competition - an Empirical Investigation (2008). Thuenen-Series of Applied Economic Theory (27) RePEc:san:cdmawp:0808
Productivity, Preferences and UIP deviations in an Open Economy Business Cycle Model (2008). CDMA Working Paper Series (28) RePEc:shr:wpaper:08-10 The Welfare Gains of Trade Integration in the European Monetary Union (2008). Cahiers de recherche (29) RePEc:sol:wpaper:08-015 Observing bailout expectations during a total eclipse of the sun (2008). Working Papers CEB (30) RePEc:ukc:ukcedp:0808 Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model (2008). Studies in Economics (31) RePEc:zbw:cauewp:7412 When, how fast and by how much do trade costs change in the euro area? (2008). Economics Working Papers (32) RePEc:zbw:fubsbe:200818 When, how fast and by how much do trade costs change in the euro area? (2008). Discussion Papers Recent citations received in: 2007 (1) RePEc:aah:create:2007-34 Extreme Coexceedances in New EU Member States Stock Markets (2007). CREATES Research Papers (2) RePEc:bis:biscgc:29-07 International bank portfolios: short- and long-run responses to the business cycle (2007). CGFS Papers chapters (3) RePEc:cbi:wpaper:6/rt/07 Does Uncertainty Impact Money Growth? A Multivariate GARCH Analysis (2007). Research Technical Papers (4) RePEc:ces:ceswps:_1894 Intervention Policy of the BoJ: A Unified Approach (2007). CESifo Working Paper Series (5) RePEc:ces:ceswps:_1943 Does the Chinese Interest Rate Follow the US Interest Rate? (2007). CESifo Working Paper Series (6) RePEc:chb:bcchwp:418 Export Transitions (2007). Working Papers Central Bank of Chile (7) RePEc:chb:bcchwp:433 High Frequency Dynamics of the Exchange Rate in Chile (2007). Working Papers Central Bank of Chile (8) RePEc:cpr:ceprdp:6496 Risk Sharing, Finance and Institutions in International Portfolios (2007). CEPR Discussion Papers (9) RePEc:cpr:ceprdp:6524 Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000 (2007). CEPR Discussion Papers (10) RePEc:crf:wpaper:07-19 Intervention Policy of the BoJ: a Unified Approach (2007). LSF Research Working Paper Series (11) RePEc:deg:conpap:c012_047 A Dynamic Growth Model for Flows of Foreign Direct Investment (2007). DEGIT Conference Papers (12) RePEc:dgr:eureri:1765010774 Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later (2007). Research Paper (13) RePEc:dgr:umamet:2007047 Banking Market Integration in the SADC Countries: Evidence from Interest Rate Analyses (2007). Research Memoranda (14) RePEc:dul:wpaper:07-03rs Talks, financial operations or both? Generalizing central banks FX reaction functions (2007). DULBEA Working Papers (15) RePEc:ebl:ecbull:v:6:y:2007:i:29:p:1-8 Modelling Central Bank Intervention Activity under Inflation Targeting (2007). Economics Bulletin (16) RePEc:ebl:ecbull:v:6:y:2007:i:39:p:1-12 Is a more stable exchange rate associated with reduced exchange rate pass-through? (2007). Economics Bulletin (17) RePEc:ebl:ecbull:v:6:y:2007:i:42:p:1-6 The impact of the appreciation of East Asian currencies on global imbalance (2007). Economics Bulletin (18) RePEc:ecb:ecbwps:20070790 Asset prices, exchange rates and the current account (2007). Working Paper Series (19) RePEc:edb:cedidp:07-12 Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000 (2007). CEDI Discussion Paper Series (20) RePEc:gla:glaewp:2007_21 Do real interest rates converge? Evidence from the European Union (2007). Working Papers (21) RePEc:gmf:wpaper:2007-09 Optimal monetary policy with a regime-switching exchange rate in a forward-looking model (2007). GEMF Working Papers (22) RePEc:hhs:bofitp:2007_020 The Undisclosed Renminbi Basket: Are The Markets Telling Us
Something About Where The Renminbi - US Dollar Exchange Rate Is Going? (2007). BOFIT Discussion Papers (23) RePEc:iis:dispap:iiisdp236 Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach (2007). The Institute for International Integration Studies Discussion Paper Series (24) RePEc:ijf:ijfiec:v:12:y:2007:i:2:p:133-154 Myths and reality of foreign exchange interventions: an application to Japan (2007). International Journal of Finance & Economics (25) RePEc:ijf:ijfiec:v:12:y:2007:i:2:p:225-247 Option prices, exchange market intervention, and the higher moment expectations channel: a users guide (2007). International Journal of Finance & Economics (26) RePEc:imf:imfwpa:07/292 Border and Behind-the-Border Trade Barriers and Country Exports (2007). IMF Working Papers (27) RePEc:iza:izadps:dp2903 How Does Financial Globalization Affect Risk Sharing? Patterns and Channels (2007). IZA Discussion Papers (28) RePEc:iza:izadps:dp2995 Is the Chinese Growth Miracle Built to Last? (2007). IZA Discussion Papers (29) RePEc:iza:izadps:dp3087 Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000 (2007). IZA Discussion Papers (30) RePEc:jae:japmet:v:22:y:2007:i:5:p:855-889 Model-free evaluation of directional predictability in foreign exchange markets (2007). Journal of Applied Econometrics (31) RePEc:lbo:lbowps:2007_18 Volatile public spending in a model of money and sustainable growth (2007). Discussion Paper Series (32) RePEc:mmf:mmfc06:125 Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries (2007). Money Macro and Finance (MMF) Research Group Conference 2006 (33) RePEc:nbr:nberch:0531 The Effects of Globalization on Inflation, Liquidity and Monetary Policy (2007). NBER Chapters (34) RePEc:ner:leuven:urn:hdl:123456789/120464 The value of clean hands: Public policy and international asset allocation. (2007). Open Access publications from Katholieke Universiteit Leuven (35) RePEc:ner:leuven:urn:hdl:123456789/175483 Home bias in international equity portfolios: a review. (2007). Open Access publications from Katholieke Universiteit Leuven (36) RePEc:pab:wpaper:07.10 Demand Shocks and Trade Balance Dynamics (2007). Working Papers (37) RePEc:pra:mprapa:10223 Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving (2007). MPRA Paper (38) RePEc:pra:mprapa:10787 A new Test of Uncovered Interest Rate Parity: Evidence from Turkey (2007). MPRA Paper (39) RePEc:pra:mprapa:3493 The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders (2007). MPRA Paper (40) RePEc:pra:mprapa:4186 Currency Preferences in a Tri-Polar Model of Foreign Exchange (2007). MPRA Paper (41) RePEc:pra:mprapa:4784 A Small Macroeconomic Model to Support Inflation Targeting in Israel (2007). MPRA Paper (42) RePEc:pra:mprapa:5114 A structural investigation of third-currency shocks to bilateral exchange rates (2007). MPRA Paper (43) RePEc:pra:mprapa:5366 China currency dispute: is a rise in the yuan inevitable, necessary or desirable? (2007). MPRA Paper (44) RePEc:pra:mprapa:7298 On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries (2007). MPRA Paper (45) RePEc:pra:mprapa:9412 An Estimated New Keynesian Model for Israel (2007). MPRA Paper (46) RePEc:san:cdmawp:0715
Interest Rate Rules and Welfare in Open Economies (2007). CDMA Working Paper Series (47) RePEc:udc:wpaper:wp268 Why Should Emerging-Market Countries (Still) Concern Themselves With Capital Inflows? (2007). Working Papers (48) RePEc:wdi:papers:2007-891 Growth, Volatility & Political Instability: Non Linear Time Series Evidence for Argentina 1896-2000 (2007). William Davidson Institute Working Papers Series (49) RePEc:zbw:gdec07:6549 Does it Make a Difference? Comparing Growth Effects of European and North American FDI in Latin America (2007). Proceedings of the German Development Economics Conference, Göttingen 2007 Recent citations received in: 2006 (1) RePEc:boe:boeewp:291 Affine term structure models for the foreign exchange risk premium (2006). Bank of England working papers (2) RePEc:bos:wpaper:wp2006-042 Complementarities in information acquisition with
short-term trades (2006). Boston University - Department of Economics - Working Papers Series (3) RePEc:ces:ceswps:_1739 Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable (2006). CESifo Working Paper Series (4) RePEc:chb:bcchsb:v10c02pp015-040 Why Are Capital Flows So Much Volatile in Merging Than in Developed Countries? (2006). Central Banking, Analysis, and Economic Policies Book Series (5) RePEc:cir:cirwor:2006s-07 Exchange Rates and Order Flow in the Long Run (2006). CIRANO Working Papers (6) RePEc:cpr:ceprdp:5629 Exchange Rate Volatility and Productivity Growth: The Role of Financial Development (2006). CEPR Discussion Papers (7) RePEc:cpr:ceprdp:5677 What Do We Now Know About Currency Unions? (2006). CEPR Discussion Papers (8) RePEc:dul:wpaper:06-03rs Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan (2006). DULBEA Working Papers (9) RePEc:ecb:ecbwps:20060650 A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility. (2006). Working Paper Series (10) RePEc:ecl:ohidic:2005-18 Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts (2006). Working Paper Series (11) RePEc:fda:fdaddt:2006-19 Implicit Bands in the Yen/Dollar Exchange Rate (2006). Working Papers (12) RePEc:fip:fedcwp:0618 Option prices, exchange market intervention, and the higher moment expectations channel: a users guide (2006). Working Paper (13) RePEc:fip:fedfwp:2006-35 Incomplete information processing: a solution to the forward discount puzzle (2006). Working Paper Series (14) RePEc:han:dpaper:dp-331 Local Information in Foreign Exchange Markets (2006). Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät
der Universität Hannover (15) RePEc:hhs:iuiwop:0677 Why Does Sovereign Risk Differ for Domestic and Foreign Investors?
Evidence from Scandinavia, 1938ÂÂâ1948 (2006). Working Paper Series (16) RePEc:hhs:lunewp:2006_005 Evaluating a nonlinear asset pricing model on international data (2006). Working Papers (17) RePEc:hhs:uunewp:2006_008 Cointegration and the stabilizing role of exchange rates (2006). Working Paper Series (18) RePEc:iis:dispap:iiisdp162 The Performance of International Equity Portfolios (2006). The Institute for International Integration Studies Discussion Paper Series (19) RePEc:ijf:ijfiec:v:11:y:2006:i:1:p:55-80 Macro lessons from microstructure (2006). International Journal of Finance & Economics (20) RePEc:imf:imfwpa:06/160 U.S. Dollar Risk Premiums and Capital Flows (2006). IMF Working Papers (21) RePEc:imf:imfwpa:06/245 A Small Foreign Exchange Market with a Long-Term Peg: Barbados (2006). IMF Working Papers (22) RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109 Multivariate GARCH models: a survey (2006). Journal of Applied Econometrics (23) RePEc:kud:epruwp:06-04 Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects (2006). EPRU Working Paper Series (24) RePEc:nbr:nberwo:12117 Exchange Rate Volatility and Productivity Growth: The Role of Financial Development (2006). NBER Working Papers (25) RePEc:nbr:nberwo:12346 The Performance of International Equity Portfolios (2006). NBER Working Papers (26) RePEc:nbr:nberwo:12587 Volatility in International Financial Market Issuance: The Role of the Financial Center (2006). NBER Working Papers (27) RePEc:nbr:nberwo:12620 External Imbalances in an Advanced, Commodity-Exporting Country: The Case of New Zealand (2006). NBER Working Papers (28) RePEc:ner:maastr:urn:nbn:nl:ui:27-19696 Mean reversion of short-run interest rates in emerging countries. (2006). Open Access publications from Maastricht University (29) RePEc:nip:nipewp:7/2006 Foreign Direct Investment in Brazil and Home Country Risk (2006). NIPE Working Papers (30) RePEc:nzb:nzbdps:2006/12 The Present Value Model and New Zealands Current Account (2006). Reserve Bank of New Zealand Discussion Paper Series (31) RePEc:qed:wpaper:1089 Market Power, Price Adjustment, and Inflation (2006). Working Papers (32) RePEc:san:cdmacp:0605
The Optimal Monetary Policy Response to Exchange Rate Misalignments (2006). CDMA Conference Paper Series (33) RePEc:szg:worpap:0602 Exchange Rate Volatility and Productivity Growth: The Role of Financial Development (2006). Working Papers (34) RePEc:tcb:wpaper:0607 Corporate Sector Financial Structure in Turkey : A Descriptive Analysis (2006). Working Papers (35) RePEc:ukc:ukcedp:0605 Inflation Targeting, Exchange Rate Pass-Through and Fear of Floating (2006). Studies in Economics (36) RePEc:use:tkiwps:0616 The Importance of Interest Rate Volatility in Empirical Tests of Uncovered Interest Parity (2006). Working Papers (37) RePEc:wbk:wbrwps:3856 Creating an efficient financial system : challenges in a global economy (2006). Policy Research Working Paper Series (38) RePEc:wbk:wbrwps:4026 The basic analytics of access to financial services (2006). Policy Research Working Paper Series (39) RePEc:wdi:papers:2006-811 Foreign Exchange Risk Premium Determinants:
Case of Armenia (2006). William Davidson Institute Working Papers Series (40) RePEc:wlu:wpaper:eg0050 Policy Words and Policy Deeds: The ECB and the Euro (2006). Working Papers (41) RePEc:zbw:ucdpse:206 Cross-city hedging with weather derivatives using bivariate DCC GARCH models (2006). Discussion Papers in Statistics and Econometrics 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.
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