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1995 | Home bias and high turnover RePEc:eee:jimfin:v:14:y:1995:i:4:p:467-492 [Citation Analysis] | 202 |
2001 | Unit root tests for panel data RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272 [Citation Analysis] | 183 |
1992 | The use of technical analysis in the foreign exchange market RePEc:eee:jimfin:v:11:y:1992:i:3:p:304-314 [Citation Analysis] | 170 |
1999 | Contagion and trade: Why are currency crises regional? RePEc:eee:jimfin:v:18:y:1999:i:4:p:603-617 [Citation Analysis] | 142 |
2005 | Empirical exchange rate models of the nineties: Are any fit to survive? RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175 [Citation Analysis] | 123 |
2001 | Currency traders and exchange rate dynamics: a survey of the US market RePEc:eee:jimfin:v:20:y:2001:i:4:p:439-471 [Citation Analysis] | 116 |
2002 | International financial integration and economic growth RePEc:eee:jimfin:v:21:y:2002:i:6:p:749-776 [Citation Analysis] | 111 |
1998 | Central bank intervention and exchange rate volatility1 RePEc:eee:jimfin:v:17:y:1998:i:1:p:161-190 [Citation Analysis] | 111 |
2000 | Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals RePEc:eee:jimfin:v:19:y:2000:i:1:p:33-53 [Citation Analysis] | 104 |
1999 | What triggers market jitters?: A chronicle of the Asian crisis RePEc:eee:jimfin:v:18:y:1999:i:4:p:537-560 [Citation Analysis] | 89 |
1993 | A geographical model for the daily and weekly seasonal volatility in the foreign exchange market RePEc:eee:jimfin:v:12:y:1993:i:4:p:413-438 [Citation Analysis] | 84 |
1996 | Purchasing power parity and unit root tests using panel data RePEc:eee:jimfin:v:15:y:1996:i:3:p:405-418 [Citation Analysis] | 76 |
2001 | Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era RePEc:eee:jimfin:v:20:y:2001:i:3:p:379-399 [Citation Analysis] | 75 |
1997 | Why do central banks intervene? RePEc:eee:jimfin:v:16:y:1997:i:6:p:909-919 [Citation Analysis] | 72 |
1991 | Cointegration: how short is the long run? RePEc:eee:jimfin:v:10:y:1991:i:4:p:571-581 [Citation Analysis] | 69 |
1993 | Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA RePEc:eee:jimfin:v:12:y:1993:i:1:p:29-45 [Citation Analysis] | 69 |
1996 | Central bank intervention and the volatility of foreign exchange rates: evidence from the options market RePEc:eee:jimfin:v:15:y:1996:i:6:p:853-878 [Citation Analysis] | 68 |
1983 | Foreign currency option values RePEc:eee:jimfin:v:2:y:1983:i:3:p:231-237 [Citation Analysis] | 67 |
1998 | On inflation and inflation uncertainty in the G7 countries RePEc:eee:jimfin:v:17:y:1998:i:4:p:671-689 [Citation Analysis] | 66 |
2002 | A century of current account dynamics RePEc:eee:jimfin:v:21:y:2002:i:6:p:725-748 [Citation Analysis] | 63 |
1997 | Real exchange rate behavior RePEc:eee:jimfin:v:16:y:1997:i:6:p:945-954 [Citation Analysis] | 62 |
1982 | Fluctuations in the dollar: A model of nominal and real exchange rate determination RePEc:eee:jimfin:v:1:y:1982:i::p:39-56 [Citation Analysis] | 61 |
1997 | Intervention strategies and exchange rate volatility: a noise trading perspective RePEc:eee:jimfin:v:16:y:1997:i:5:p:779-793 [Citation Analysis] | 61 |
2000 | The forward premium anomaly is not as bad as you think RePEc:eee:jimfin:v:19:y:2000:i:4:p:471-488 [Citation Analysis] | 60 |
1999 | Predicting currency crises:: The indicators approach and an alternative RePEc:eee:jimfin:v:18:y:1999:i:4:p:561-586 [Citation Analysis] | 58 |
1999 | Lessons from the Asian crisis RePEc:eee:jimfin:v:18:y:1999:i:4:p:709-723 [Citation Analysis] | 54 |
1995 | Markup adjustment and exchange rate fluctuations: evidence from panel data on automobile exports RePEc:eee:jimfin:v:14:y:1995:i:2:p:289-310 [Citation Analysis] | 54 |
2001 | The microstructure of the euro money market RePEc:eee:jimfin:v:20:y:2001:i:6:p:895-948 [Citation Analysis] | 52 |
2007 | Home bias and international risk sharing: Twin puzzles separated at birth RePEc:eee:jimfin:v:26:y:2007:i:4:p:587-605 [Citation Analysis] | 51 |
1994 | The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk RePEc:eee:jimfin:v:13:y:1994:i:3:p:276-290 [Citation Analysis] | 50 |
1991 | Exchange rate volatility and international trading strategy RePEc:eee:jimfin:v:10:y:1991:i:2:p:292-307 [Citation Analysis] | 49 |
1993 | On biases in the measurement of foreign exchange risk premiums RePEc:eee:jimfin:v:12:y:1993:i:2:p:115-138 [Citation Analysis] | 48 |
2007 | What prompts Japan to intervene in the Forex market? A new approach to a reaction function RePEc:eee:jimfin:v:26:y:2007:i:2:p:193-212 [Citation Analysis] | 48 |
2005 | Some contagion, some interdependence: More pitfalls in tests of financial contagion RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199 [Citation Analysis] | 48 |
2000 | The determinants of bank interest rate margins: an international study RePEc:eee:jimfin:v:19:y:2000:i:6:p:813-832 [Citation Analysis] | 46 |
1993 | The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach RePEc:eee:jimfin:v:12:y:1993:i:5:p:451-474 [Citation Analysis] | 46 |
1999 | Contagion:: macroeconomic models with multiple equilibria RePEc:eee:jimfin:v:18:y:1999:i:4:p:587-602 [Citation Analysis] | 45 |
1997 | Multi-country evidence on the behavior of purchasing power parity under the current float RePEc:eee:jimfin:v:16:y:1997:i:1:p:19-35 [Citation Analysis] | 45 |
1994 | Hourly volatility spillovers between international equity markets RePEc:eee:jimfin:v:13:y:1994:i:1:p:3-25 [Citation Analysis] | 44 |
1997 | The term structure of Euro-rates: some evidence in support of the expectations hypothesis RePEc:eee:jimfin:v:16:y:1997:i:2:p:305-321 [Citation Analysis] | 44 |
2002 | The dynamics of emerging market equity flows RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350 [Citation Analysis] | 42 |
2004 | Global transmission of interest rates: monetary independence and currency regime RePEc:eee:jimfin:v:23:y:2004:i:5:p:701-733 [Citation Analysis] | 42 |
2005 | Talking heads: the effects of ECB statements on the euro-dollar exchange rate RePEc:eee:jimfin:v:24:y:2005:i:2:p:343-361 [Citation Analysis] | 42 |
1995 | Asymmetric volatility transmission in international stock markets RePEc:eee:jimfin:v:14:y:1995:i:6:p:747-762 [Citation Analysis] | 42 |
1995 | Is the correlation in international equity returns constant: 1960-1990? RePEc:eee:jimfin:v:14:y:1995:i:1:p:3-26 [Citation Analysis] | 41 |
2003 | The structure of interdependence in international stock markets RePEc:eee:jimfin:v:22:y:2003:i:2:p:261-287 [Citation Analysis] | 41 |
1984 | Capital mobility and the relationship between saving and investment rates in OECD countries RePEc:eee:jimfin:v:3:y:1984:i:3:p:327-342 [Citation Analysis] | 41 |
1995 | Consumption, real exchange rates and the structure of international asset markets RePEc:eee:jimfin:v:14:y:1995:i:2:p:191-211 [Citation Analysis] | 41 |
1984 | An investigation of risk and return in forward foreign exchange RePEc:eee:jimfin:v:3:y:1984:i:1:p:5-29 [Citation Analysis] | 40 |
1992 | Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model RePEc:eee:jimfin:v:11:y:1992:i:1:p:3-16 [Citation Analysis] | 40 |
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2010 | Volatility Transmission in Emerging European Foreign Exchange Markets RePEc:ces:ceswps:_3063 | [Citation Analysis] |
2010 | Carry Trade, Forward Premium Puzzle and Currency Crisis RePEc:pra:mprapa:21432 | [Citation Analysis] |
2010 | Predicting Instability RePEc:pra:mprapa:22804 | [Citation Analysis] |
2010 | Active Currency Investing and Performance Benchmarks RePEc:ces:ceswps:_3052 | [Citation Analysis] |
2010 | Oil Prices, Exchange Rates and Emerging Stock Markets RePEc:otg:wpaper:1014 | [Citation Analysis] |
2010 | Currency Carry Trades RePEc:nbr:nberch:12216 | [Citation Analysis] |
2010 | Currency Carry Trades RePEc:nbr:nberwo:16491 | [Citation Analysis] |
2010 | Determinants of Emerging Market Sovereign Bond Spreads: Fundamentals vs Financial Stress RePEc:imf:imfwpa:10/281 | [Citation Analysis] |
2010 | Globalization, Economic Freedom and Human Rights RePEc:got:cegedp:115 | [Citation Analysis] |
2010 | Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables RePEc:str:wpaper:1002 | [Citation Analysis] |
2010 | The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries RePEc:pra:mprapa:23332 | [Citation Analysis] |
2010 | Volatility Regimes in Central and Eastern European Countriesâ Exchange Rates RePEc:fau:fauart:v:60:y:2010:i:1:p:2-21 | [Citation Analysis] |
2010 | Government Debt and the Long-Term Interest Rate: Application of an Extended Open-Economy Loanable Funds Model to Poland RePEc:mgt:youmgt:v:8:y:2010:i:3:p:227-237 | [Citation Analysis] |
2010 | Methodological advances in the assessment of equilibrium exchange rates RePEc:ecb:ecbwps:20101151 | [Citation Analysis] |
2010 | Does More Government Deficit Lead to a Higher Long-term Interest Rate? Application of an Extended Loanable Funds Model to Estonia RePEc:aes:amfeco:v:12:y:2010:i:28:p:650-659 | [Citation Analysis] |
2010 | Nominal Uncertainty and Inflation: The Role of European Union Membership RePEc:man:cgbcrp:146 | [Citation Analysis] |
2010 | A Case for Intermediate Exchange-Rate Regimes RePEc:cii:cepidt:2010-14 | [Citation Analysis] |
2010 | Business cycle convergence in EMU: A first look at the second moment RePEc:inn:wpaper:2010-22 | [Citation Analysis] |
2010 | Business cycle convergence in EMU: A second look at the second moment RePEc:inn:wpaper:2010-25 | [Citation Analysis] |
2010 | Weathering the financial storm: The importance of fundamentals and flexibility RePEc:aah:aarhec:2010-17 | [Citation Analysis] |
2010 | Liberalization and Regulation of Capital Flows : Lessons for Emerging Market Economies RePEc:eab:macroe:22877 | [Citation Analysis] |
2010 | Financial integration and growth - Is emerging Europe different? RePEc:ebd:wpaper:123 | [Citation Analysis] |
2010 | The Great Recession: US dynamics and
spillovers to the world economy RePEc:icr:wpmath:34-2010 | [Citation Analysis] |
2010 | Policy Measures to Alleviate Foreign Currency Liquidity Shortages
under Aggregate Risk with Moral Hazard RePEc:ime:imedps:10-e-04 | [Citation Analysis] |
2010 | Financial Dollarization and European Union Membership RePEc:ces:ceswps:_3101 | [Citation Analysis] |
2010 | Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002 RePEc:wrk:warwec:926 | [Citation Analysis] |
2010 | Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002 RePEc:bcb:wpaper:211 | [Citation Analysis] |
2010 | Player and Referee Roles Held Jointly: The Effect of State Ownership on Chinaâs Regulatory Enforcement Against Fraud RePEc:kap:jbuset:v:95:y:2010:i:2:p:317-335 | [Citation Analysis] |
2010 | Booms and Busts in Asset Prices RePEc:ime:imedps:10-e-02 | [Citation Analysis] |
2010 | Home Bias in Currency Forecasts RePEc:hkm:wpaper:272010 | [Citation Analysis] |
2010 | Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts RePEc:cwm:wpaper:102 | [Citation Analysis] |
2010 | Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts RePEc:nbr:nberwo:16537 | [Citation Analysis] |
2010 | The Term Structure of Interest Rates in a New Keynesian Model with Time-Varying Macro Volatility RePEc:cuf:journl:y:2010:v:11:i:2:p:277-299 | [Citation Analysis] |
2010 | A Transaction Data Study of the Forward Bias Puzzle RePEc:cpr:ceprdp:7791 | [Citation Analysis] |
2010 | The Mortgage and Financial Crises: The Role of Credit Risk Management and Corporate Governance RePEc:kap:atlecj:v:38:y:2010:i:3:p:295-316 | [Citation Analysis] |
2010 | THE SLOW SPREAD OF THE GLOBAL CRISIS RePEc:wsi:jicepx:v:01:y:2010:i:01:p:33-58 | [Citation Analysis] |
2010 | The Mortgage and Financial Crises: The Role of Credit Risk Management and Corporate Governance RePEc:kap:atlecj:v:38:y:2010:i:2:p:123-144 | [Citation Analysis] |
2010 | International Capital Flows and Development: Financial Openness Matters RePEc:imf:imfwpa:10/235 | [Citation Analysis] |
2010 | Should larger reserve holdings be more diversified? RePEc:ecb:ecbwps:20101193 | [Citation Analysis] |
2010 | The effect of market power on bank risk taking in Turkey RePEc:ipf:finteo:v:34:y:2010:i:3:p:297-314 | [Citation Analysis] |
2010 | FDI waves, waves of neglect of political risk RePEc:sol:wpaper:10-004 | [Citation Analysis] |
2010 | The Effects of Taxation on the Location Decision of Multinational Firms: M&A vs. Greenfield Investments RePEc:ces:ceswps:_3076 | [Citation Analysis] |
2010 | Spatial complementarity of FDI: example of transition countries RePEc:kse:dpaper:29 | [Citation Analysis] |
2010 | Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model RePEc:kap:openec:v:21:y:2010:i:3:p:365-391 | [Citation Analysis] |
2010 | Disaggregating Real Exchange Rate Dynamics: A Structural Approach RePEc:rug:rugwps:10/655 | [Citation Analysis] |
2010 | Structural breaks and the expectations hypothesis of the term structure: evidence from Central European countries RePEc:spr:weltar:v:145:y:2010:i:4:p:757-774 | [Citation Analysis] |
2010 | Testing for Group-Wise Convergence with an Application to Euro Area Inflation RePEc:pra:mprapa:20585 | [Citation Analysis] |
2010 | Volatility Transmission in Emerging European Foreign Exchange Markets RePEc:ces:ceswps:_3063 | [Citation Analysis] |
2010 | Strategic asset allocation and intertemporal hedging demands: with commodities as an asset class RePEc:pra:mprapa:26337 | [Citation Analysis] |
2010 | Globalization, Pass-Through and Inflation Dynamics RePEc:kie:kieliw:1604 | [Citation Analysis] |
2010 | Globalization, Pass-Through and Inflation Dynamic RePEc:ime:imedps:10-e-17 | [Citation Analysis] |
2010 | Firms?entry, monetary policy and the international business cycle RePEc:rcr:wpaper:02_10 | [Citation Analysis] |
2010 | A Floating versus Managed Exchange Rate Regime in a DSGE Model of India RePEc:eab:macroe:21992 | [Citation Analysis] |
2010 | A Floating versus managed exchange rate regime in a DSGE model of India. RePEc:npf:wpaper:10/70 | [Citation Analysis] |
2010 | HIGH-FREQUENCY ANALYSIS OF FOREIGN EXCHANGE INTERVENTIONS: WHAT DO WE LEARN? RePEc:bla:jecsur:v:24:y:2010:i:1:p:85-112 | [Citation Analysis] |
2010 | Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002 RePEc:wrk:warwec:926 | [Citation Analysis] |
2010 | Limit-Order Submission Strategies under Asymmetric Information RePEc:ces:ceswps:_3054 | [Citation Analysis] |
2010 | Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002 RePEc:bcb:wpaper:211 | [Citation Analysis] |
2010 | Price Discovery in Currency Markets RePEc:brd:wpaper:03 | [Citation Analysis] |
2010 | Is exchange rate customer order flow relationship linear? Evidence from the Hungarian FX market RePEc:mnb:wpaper:2010/10 | [Citation Analysis] |
2010 | Post-Crisis Bank Behavior: Lessons from Mercosur RePEc:imf:imfwpa:10/1 | [Citation Analysis] |
2010 | Inflation, Price Dispersion and Market Integration through the Lens of a Monetary Search Model RePEc:hum:wpaper:sfb649dp2010-058 | [Citation Analysis] |
2010 | Three new empirical perspectives on the HodrickPrescott parameter RePEc:spr:empeco:v:39:y:2010:i:3:p:713-731 | [Citation Analysis] |
2010 | Business cycle convergence in EMU: A second look at the second moment RePEc:inn:wpaper:2010-25 | [Citation Analysis] |
2010 | Nonlinearity and structural stability in the Phillips curve: Evidence from Turkey RePEc:eee:ecmode:v:27:y:2010:i:5:p:1103-1115 | [Citation Analysis] |
2010 | Discretionary Fiscal Policy: Review and Estimates for the EU RePEc:ces:ceswps:_2948 | [Citation Analysis] |
2010 | The Effects of Discretionary Fiscal Policy on Macroeconomic Aggregates: A Reappraisal RePEc:pra:mprapa:23300 | [Citation Analysis] |
2010 | How do Fiscal and Technology Shocks affect Real Exchange Rates? New Evidence for the United States RePEc:cpr:ceprdp:7732 | [Citation Analysis] |
2010 | Income convergence and inflation in Central and Eastern Europe : does the sun always rise in the East RePEc:eea:boewps:wp2010-04 | [Citation Analysis] |
2010 | Inflation in the New EU Countries from Central and Eastern Europe : Theories and panel data estimations RePEc:eea:boewps:wp2010-06 | [Citation Analysis] |
2010 | History, Culture, and Trade: A Dynamic Gravity Approach RePEc:eei:rpaper:eeri_rp_2010_26 | [Citation Analysis] |
2010 | History, culture, and trade: a dynamic gravity approach RePEc:pra:mprapa:24014 | [Citation Analysis] |
2010 | Zur Diskussion gestellt:
Ungleichgewichte im AuÃenhandel: Wie können Handelsbilanzsalden abgebaut werden? RePEc:ces:ifosdt:v:63:y:2010:i:24:p:03-13 | [Citation Analysis] |
2010 |
Local Currency Pricing, Foreign Monetary Shocks and Exchange Rate Policy RePEc:san:cdmawp:1005 | [Citation Analysis] |
2010 | Sources of time-varying exchange rate exposure RePEc:kap:iecepo:v:7:y:2010:i:4:p:371-390 | [Citation Analysis] |
2010 | Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects RePEc:eee:jimfin:v:29:y:2010:i:3:p:570-584 | [Citation Analysis] |
2010 | Adjustment capacity in a monetary union: a DSGE evaluation of Poland and Slovakia RePEc:fpo:wpaper:3 | [Citation Analysis] |
2010 | Rationality of Expectations: Another OCA Criterion? A DSGE Analysis RePEc:psc:journl:v:2:y:2010:i:3:p:205-252 | [Citation Analysis] |
2010 | Real exchange rate misalignments and economic performance for the G20 countries RePEc:drm:wpaper:2010-1 | [Citation Analysis] |
2010 | Does the structure of banking markets affect economic growth? evidence from U.S. state banking markets RePEc:fip:fedlwp:2010-004 | [Citation Analysis] |
2010 | Does the Structure of Banking Markets Affect Economic Growth? Evidence from U.S. State Banking Markets RePEc:nbr:nberwo:15710 | [Citation Analysis] |
2010 | Financial integration and financial development in transition economies : what happens during financial crises ?. RePEc:mse:cesdoc:10021 | [Citation Analysis] |
2010 | Financial Integration and Growth -Is Emerging Europe Different? RePEc:jgu:wpaper:1013 | [Citation Analysis] |
2010 | Financial integration and growth - Is emerging Europe different? RePEc:ebd:wpaper:123 | [Citation Analysis] |
2010 | Financial Integration and Growth - Is Emerging Europe Different? RePEc:cpr:ceprdp:8137 | [Citation Analysis] |
2010 | Sovereign Default Risk and Private Sector Access to Capital in Emerging Markets RePEc:imf:imfwpa:10/10 | [Citation Analysis] |
2010 | Financial development and trade: evidence from the worlds three largest economies. RePEc:pra:mprapa:25631 | [Citation Analysis] |
2010 | The vulnerability of sub-Saharan Africa to the financial crisis: the case of trade RePEc:cpr:ceprdp:7765 | [Citation Analysis] |