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1995 | Home bias and high turnover RePEc:eee:jimfin:v:14:y:1995:i:4:p:467-492 [Citation Analysis] | 297 |
2001 | Unit root tests for panel data RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272 [Citation Analysis] | 271 |
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] | 251 |
1999 | Contagion and trade: Why are currency crises regional? RePEc:eee:jimfin:v:18:y:1999:i:4:p:603-617 [Citation Analysis] | 197 |
1998 | Central bank intervention and exchange rate volatility1 RePEc:eee:jimfin:v:17:y:1998:i:1:p:161-190 [Citation Analysis] | 158 |
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] | 153 |
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] | 152 |
2000 | Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals RePEc:eee:jimfin:v:19:y:2000:i:1:p:33-53 [Citation Analysis] | 142 |
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] | 136 |
2002 | International financial integration and economic growth RePEc:eee:jimfin:v:21:y:2002:i:6:p:749-776 [Citation Analysis] | 135 |
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] | 129 |
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] | 128 |
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] | 124 |
1983 | Foreign currency option values RePEc:eee:jimfin:v:2:y:1983:i:3:p:231-237 [Citation Analysis] | 113 |
1995 | Asymmetric volatility transmission in international stock markets RePEc:eee:jimfin:v:14:y:1995:i:6:p:747-762 [Citation Analysis] | 110 |
1991 | Cointegration: how short is the long run? RePEc:eee:jimfin:v:10:y:1991:i:4:p:571-581 [Citation Analysis] | 108 |
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] | 101 |
1997 | Why do central banks intervene? RePEc:eee:jimfin:v:16:y:1997:i:6:p:909-919 [Citation Analysis] | 100 |
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] | 91 |
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] | 90 |
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] | 90 |
1998 | On inflation and inflation uncertainty in the G7 countries RePEc:eee:jimfin:v:17:y:1998:i:4:p:671-689 [Citation Analysis] | 89 |
2001 | Exchange rate exposure, hedging, and the use of foreign currency derivatives RePEc:eee:jimfin:v:20:y:2001:i:2:p:273-296 [Citation Analysis] | 86 |
1994 | Hourly volatility spillovers between international equity markets RePEc:eee:jimfin:v:13:y:1994:i:1:p:3-25 [Citation Analysis] | 85 |
1999 | Predicting currency crises:: The indicators approach and an alternative RePEc:eee:jimfin:v:18:y:1999:i:4:p:561-586 [Citation Analysis] | 82 |
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] | 80 |
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] | 79 |
2002 | The dynamics of emerging market equity flows RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350 [Citation Analysis] | 79 |
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] | 79 |
1994 | The long memory of the forward premium RePEc:eee:jimfin:v:13:y:1994:i:5:p:565-571 [Citation Analysis] | 78 |
2002 | A century of current account dynamics RePEc:eee:jimfin:v:21:y:2002:i:6:p:725-748 [Citation Analysis] | 77 |
1997 | Real exchange rate behavior RePEc:eee:jimfin:v:16:y:1997:i:6:p:945-954 [Citation Analysis] | 76 |
1997 | Stock returns and volatility in emerging financial markets RePEc:eee:jimfin:v:16:y:1997:i:4:p:561-579 [Citation Analysis] | 76 |
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] | 76 |
2000 | Volatility spillover effects from Japan and the US to the Pacific-Basin RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233 [Citation Analysis] | 75 |
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] | 74 |
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] | 72 |
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] | 71 |
1999 | Lessons from the Asian crisis RePEc:eee:jimfin:v:18:y:1999:i:4:p:709-723 [Citation Analysis] | 71 |
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] | 70 |
1996 | Mean reversion in real exchange rates: evidence and implications for forecasting RePEc:eee:jimfin:v:15:y:1996:i:4:p:535-550 [Citation Analysis] | 69 |
2001 | The microstructure of the euro money market RePEc:eee:jimfin:v:20:y:2001:i:6:p:895-948 [Citation Analysis] | 68 |
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] | 68 |
1999 | Contagion:: macroeconomic models with multiple equilibria RePEc:eee:jimfin:v:18:y:1999:i:4:p:587-602 [Citation Analysis] | 68 |
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] | 67 |
2003 | The structure of interdependence in international stock markets RePEc:eee:jimfin:v:22:y:2003:i:2:p:261-287 [Citation Analysis] | 67 |
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] | 66 |
2006 | Growth volatility and financial liberalization RePEc:eee:jimfin:v:25:y:2006:i:3:p:370-403 [Citation Analysis] | 65 |
2004 | Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study RePEc:eee:jimfin:v:23:y:2004:i:1:p:1-25 [Citation Analysis] | 65 |
1991 | Exchange rate volatility and international trading strategy RePEc:eee:jimfin:v:10:y:1991:i:2:p:292-307 [Citation Analysis] | 64 |
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2011 | Unemployment and Debt Dynamics in a Highly Indebted Small Open Economy RePEc:ces:ceswps:_3497 | [Citation Analysis] |
2011 | The impact of oil prices on an oil-importing developing economy RePEc:eee:deveco:v:94:y:2011:i:1:p:18-29 | [Citation Analysis] |
2011 | Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? RePEc:eee:ecmode:v:28:y:2011:i:3:p:1279-1290 | [Citation Analysis] |
2011 | Risk Sharing with the Monarch: Contigent Debt and Excusable Defaults in the Age of Philip II, 1556-1598 RePEc:cpr:ceprdp:8492 | [Citation Analysis] |
2011 | Strategic Sovereign Defaults under International Sanctions RePEc:slp:islawp:islawp42 | [Citation Analysis] |
2011 | Serial defaults, serial profits: Returns to sovereign lending in Habsburg Spain, 1566-1600 RePEc:eee:exehis:v:48:y:2011:i:1:p:1-19 | [Citation Analysis] |
2011 | Optimal monetary policy under financial sector risk RePEc:fip:feddgw:85 | [Citation Analysis] |
2011 | Capital Flows and Economic Growth in the Era of Financial Integration and Crisis, 1990-2010 RePEc:nbr:nberwo:17502 | [Citation Analysis] |
2011 | THE EVOLUTION OF THE ROMANIAN PUBLIC DEBT DURING THE LAST 10 1990,1991,1992,1993,1994,1995,1996,1997,1998,1999,2000,2001,2002,2003,2004,2005,2006,2007,2008,2009,2010,2011 RePEc:aio:aucsse:v:1:y:2011:i:10:p:100-109 | [Citation Analysis] |
2011 | Capital flows and economic growth in the era of financial integration and crisis, 1990-2010 RePEc:cdl:ucscec:qt3003w1qd | [Citation Analysis] |
2011 | Inflation persistence and the rationality of inflation expectations RePEc:pra:mprapa:29052 | [Citation Analysis] |
2011 | Current Account Imbalances: can Structural Reforms Help to Reduce Them? RePEc:oec:ecokac:5kg5825lkmvl | [Citation Analysis] |
2011 | Long Memory Dynamics for Multivariate Dependence under Heavy Tails RePEc:dgr:uvatin:20110175 | [Citation Analysis] |
2011 | The Impact of Monetary Policy on the Exchange Rate: puzzling evidence from three emerging economies RePEc:bcb:wpaper:259 | [Citation Analysis] |
2011 | Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics RePEc:ibm:ibmecp:wpe_260 | [Citation Analysis] |
2011 | Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices RePEc:dnb:dnbwpp:329 | [Citation Analysis] |
2011 | Measuring correlations of integrated but not cointegrated variables: A semiparametric approach RePEc:eee:econom:v:164:y:2011:i:2:p:252-267 | [Citation Analysis] |
2011 | Currency blocs in the 21st century RePEc:fip:feddgw:87 | [Citation Analysis] |
2011 | Currency blocs in the 21st century RePEc:zbw:bubdp1:201112 | [Citation Analysis] |
2011 | Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach RePEc:eee:ememar:v:12:y:2011:i:3:p:272-292 | [Citation Analysis] |
2011 | The exchange rate regime in Asia: From crisis to crisis RePEc:eee:reveco:v:20:y:2011:i:1:p:32-43 | [Citation Analysis] |
2011 | The illusive quest: Do international capital controls contribute to currency stability? RePEc:eee:reveco:v:20:y:2011:i:1:p:59-70 | [Citation Analysis] |
2011 | Fiscal Policy Discretion, Private Spending, and Crisis Episodes RePEc:nip:nipewp:31/2011 | [Citation Analysis] |
2011 | The Heterogeneity of Default Costs: Evidence from Recent Sovereign Debt Crises RePEc:mar:magkse:201151 | [Citation Analysis] |
2011 | Sudden stops and currency crises RePEc:eme:jfeppp:v:3:y:2011:i:4:p:304-321 | [Citation Analysis] |
2011 | Investment and interest rate policy in the open economy RePEc:emx:ceedoc:2011-02 | [Citation Analysis] |
2011 | International macroeconomic interdependence and imports of oil in a small open economy RePEc:spr:portec:v:10:y:2011:i:1:p:35-60 | [Citation Analysis] |
2011 | International trade in durable goods: Understanding volatility, cyclicality, and elasticities RePEc:eee:inecon:v:83:y:2011:i:1:p:37-52 | [Citation Analysis] |
2011 | Currency Momentum Strategies RePEc:bis:biswps:366 | [Citation Analysis] |
2011 | Speculative capital and currency carry trades RePEc:eee:jfinec:v:99:y:2011:i:1:p:60-75 | [Citation Analysis] |
2011 | FX strategies in periods of distress RePEc:bis:bisqtr:1112e | [Citation Analysis] |
2011 | Bank concentration and the interest rate pass-through in Sub-Saharan African countries RePEc:rza:wpaper:233 | [Citation Analysis] |
2011 | Mortgage Rate Pass-Through in Switzerland RePEc:snb:snbwpa:2011-08 | [Citation Analysis] |
2011 | Right on Target: Exploring the Determinants of Inflation Targeting Adoption RePEc:dnb:dnbwpp:321 | [Citation Analysis] |
2011 | Competition among banks and the pass-through of monetary policy RePEc:eee:ecmode:v:28:y:2011:i:4:p:1891-1901 | [Citation Analysis] |
2011 | OLong-run Money Demand in OECD Countries â Cross-Member Cointegration RePEc:rwi:repape:0237 | [Citation Analysis] |
2011 | Money and Inflation in the Euro Area during the Financial Crisis RePEc:diw:diwwpp:dp1131 | [Citation Analysis] |
2011 | Money and inflation in the euro area during the financial crisis RePEc:zbw:euvwdp:300 | [Citation Analysis] |
2011 | The (in)stability of money demand in the euro area: lessons from a cross-country analysis RePEc:kap:empiri:v:38:y:2011:i:4:p:539-553 | [Citation Analysis] |
2011 | Inflation Targeting and Real Exchange Rates in Emerging Markets RePEc:eee:wdevel:v:39:y:2011:i:5:p:712-724 | [Citation Analysis] |
2011 | Does Government Ideology Matter in Monetary Policy?: A Panel Data Analysis for OECD Countries RePEc:diw:diwwpp:dp1180 | [Citation Analysis] |
2011 | Fiscal and monetary institutions and policies: onward and upward? RePEc:eme:jfeppp:v:3:y:2011:i:4:p:340-354 | [Citation Analysis] |
2011 | On the link between distributions margins and exchange rates: the role of globalization RePEc:hal:cepnwp:hal-00611862 | [Citation Analysis] |
2011 | Exchange Rate Pass-Through and Monetary Integration in the Euro Area RePEc:dnb:dnbwpp:308 | [Citation Analysis] |
2011 | On the link between distributions margins and exchange rates: the role of globalization RePEc:hal:wpaper:hal-00611862 | [Citation Analysis] |
2011 | 130 years of fiscal vulnerabilities and currency crashes in advanced economies RePEc:cpr:ceprdp:8612 | [Citation Analysis] |
2011 | Transmission of macro-liquidity shocks to liquidity-sorted stock
portfoliosâ returns: The role of the financial crisis RePEc:gla:glaewp:2011_22 | [Citation Analysis] |
2011 | Identification Through Heteroscedasticity in a Multicountry and Multimarket Framework RePEc:mar:magkse:201124 | [Citation Analysis] |
2011 | Risk, Monetary Policy and the Exchange Rate RePEc:nbr:nberch:12420 | [Citation Analysis] |
2011 | Risk, Monetary Policy and the Exchange Rate RePEc:nbr:nberwo:17133 | [Citation Analysis] |
2011 | Traded and Nontraded Goods Prices, and International Risk Sharing: An Empirical Investigation RePEc:nbr:nberch:12489 | [Citation Analysis] |
2011 | Consumption Risk-Sharing and the Real Exchange Rate: Why does the Nominal Exchange Rate Make Such a Difference? RePEc:nbr:nberwo:17288 | [Citation Analysis] |
2011 | Traded and Nontraded Goods Prices, and International Risk Sharing: an Empirical Investigation. RePEc:nbr:nberwo:17501 | [Citation Analysis] |
2011 | Traded and nontraded goods prices, and international risk sharing: an empirical investigation RePEc:cpr:ceprdp:8613 | [Citation Analysis] |
2011 | The variance risk premium around the world RePEc:fip:fedgif:1035 | [Citation Analysis] |
2011 | Central Bank Transparency and Financial Market Expectations: The Case of Emerging Markets RePEc:mar:magkse:201136 | [Citation Analysis] |
2011 | The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic? RePEc:deg:conpap:c016_035 | [Citation Analysis] |
2011 | How do crude oil prices co-move?: A copula approach RePEc:eee:eneeco:v:33:y:2011:i:5:p:948-955 | [Citation Analysis] |
2011 | Checking for asymmetric default dependence in a credit card portfolio: A copula approach RePEc:eee:empfin:v:18:y:2011:i:4:p:728-742 | [Citation Analysis] |
2011 | International diversification: A copula approach RePEc:eee:jbfina:v:35:y:2011:i:2:p:403-417 | [Citation Analysis] |
2011 | A COMPLETE SOLUTION TO THE FORWARD-BIAS PUZZLE RePEc:cdl:ucsbec:qt5gq9z4j0 | [Citation Analysis] |
2011 | The solution to the forward-bias puzzle RePEc:eee:intfin:v:21:y:2011:i:2:p:296-304 | [Citation Analysis] |
2011 | Jumps in foreign exchange rates and stochastic unwinding of carry trades RePEc:eee:reveco:v:20:y:2011:i:1:p:110-127 | [Citation Analysis] |
2011 | Dove or Hawk? characterizing monetary regime switches during financial liberalization in India RePEc:pra:mprapa:30423 | [Citation Analysis] |
2011 | Is Malaysia exempted from impossible trinity: empirical evidence from 1991-2009 RePEc:pra:mprapa:30804 | [Citation Analysis] |
2011 | Transpacific Imbalances and Macroeconomic Codependency RePEc:ris:adbiwp:0299 | [Citation Analysis] |
2011 | How Effective is Chinaââ¬â¢s Monetary Policy? An assessment of the link between the growth of monetary aggregates and inflation during the 2000s RePEc:qld:uq2004:435 | [Citation Analysis] |
2011 | Monetary Policy and Performance of the Oil-Exporting Gulf Cooperation Council Countries RePEc:ijb:journl:v:10:y:2011:i:2:p:139-157 | [Citation Analysis] |
2011 | Management of Exchange Rate Regimes in Emerging Asia RePEc:ris:adbiwp:0322 | [Citation Analysis] |
2011 | Real exchange rate dynamics: The role of elastic labor supply RePEc:eee:jimfin:v:30:y:2011:i:7:p:1303-1322 | [Citation Analysis] |
2011 | On the sources of private information in FX markets RePEc:eee:jbfina:v:35:y:2011:i:5:p:1250-1262 | [Citation Analysis] |
2011 | Order flow and central bank intervention: An empirical analysis of recent Bank of Japan actions in the foreign exchange market RePEc:eee:jimfin:v:30:y:2011:i:2:p:377-392 | [Citation Analysis] |
2011 | Indiaâs trilemma: financial liberalization, exchange rates and monetary policy RePEc:pra:mprapa:25327 | [Citation Analysis] |
2011 | Evaluating Asian Swap Arrangements RePEc:ris:adbiwp:0297 | [Citation Analysis] |
2011 | Is There a Beijing Consensus on International Macroeconomic Policy RePEc:sur:surrec:0611 | [Citation Analysis] |
2011 | International reserves and swap lines: Substitutes or complements? RePEc:eee:reveco:v:20:y:2011:i:1:p:5-18 | [Citation Analysis] |
2011 | Capital market imperfections and the theory of optimum currency areas RePEc:eee:jimfin:v:30:y:2011:i:8:p:1659-1675 | [Citation Analysis] |
2011 | The Interaction between Monetary and Fiscal Policies in Turkey: An Estimated New Keynesian DSGE Model (Yeni Keynesyen Dinamik Stokastik Genel Denge Modeli Ãerçevesinde Türkiyeâde Para ve Maliye P RePEc:tcb:wpaper:1104 | [Citation Analysis] |
2011 | Market Phoenixes and Banking Ducks Are Recoveries Faster in Market-Based Financial Systems? RePEc:imf:imfwpa:11/213 | [Citation Analysis] |
2011 | Can a pure real business cycle model explain the real exchange rate: the case of Ukraine RePEc:cdf:wpaper:2011/17 | [Citation Analysis] |
2011 | A Risk-Driven Approach to Exchange-Rate Modelling RePEc:wse:wpaper:57 | [Citation Analysis] |
2011 | Modelling Fuel Prices. An I(1) Analysis RePEc:psc:journl:v:3:y:2011:i:2:p:75-95 | [Citation Analysis] |
2011 | The Behaviour of Exchange Rates in the Central European Countries and Credit Default Risk Premiums RePEc:psc:journl:v:3:y:2011:i:4:p:221-236 | [Citation Analysis] |
2011 | International comparisons of bank regulation, liberalization, and banking crises RePEc:eme:jfeppp:v:3:y:2011:i:4:p:322-339 | [Citation Analysis] |
2011 | Properties of Foreign Exchange Risk Premiums RePEc:cpr:ceprdp:8503 | [Citation Analysis] |
2011 | A comment on: The solution to the forward-bias puzzleâ RePEc:eee:intfin:v:21:y:2011:i:4:p:623-628 | [Citation Analysis] |
2011 | Tunisian and Indian Forex Markets: A Comparision on Forward Rate Unbiased Hypothesis RePEc:rej:journl:v:14:y:2011:i:40:p:81-98 | [Citation Analysis] |
2011 | Discrete time Wishart term structure models RePEc:eee:dyncon:v:35:y:2011:i:6:p:815-824 | [Citation Analysis] |
2011 | Financial openness, disclosure and bank risk-taking in MENA countries RePEc:luc:wpaper:11-11 | [Citation Analysis] |
2011 | Divergence of risk indicators and the conditions for market discipline in banking RePEc:erf:erfssc:66-1 | [Citation Analysis] |
2011 | Divergence of risk indicators and the conditions for market discipline in banking RePEc:erf:erfstu:66 | [Citation Analysis] |
2011 | Currency risk exposure of Chinese corporations RePEc:eee:riibaf:v:25:y:2011:i:3:p:266-276 | [Citation Analysis] |
2011 | Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices RePEc:rwi:repape:0272 | [Citation Analysis] |
2011 | PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks RePEc:koc:wpaper:1135 | [Citation Analysis] |
2011 | PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks RePEc:mcd:mcddps:2011_17 | [Citation Analysis] |
2011 | PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks RePEc:rim:rimwps:51_11 | [Citation Analysis] |
2011 | Why Money Matters: A Fourth Natural Experiment RePEc:kap:openec:v:22:y:2011:i:2:p:179-187 | [Citation Analysis] |
2011 | Oil prices, exchange rates and emerging stock markets RePEc:pra:mprapa:30140 | [Citation Analysis] |
2011 | Reassessing the Link between the Japanese Yen and
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2011 | European exchange rates volatility and its asymmetrical components during the financial crisis RePEc:men:wpaper:17_2011 | [Citation Analysis] |
2011 | Intertemporal risk-return trade-off in foreign exchange rates RePEc:eee:intfin:v:21:y:2011:i:4:p:535-549 | [Citation Analysis] |
2011 | Does Government Ideology Matter in Monetary Policy?: A Panel Data Analysis for OECD Countries RePEc:diw:diwwpp:dp1180 | [Citation Analysis] |
2011 | The Information Improving Channel of Exchange Rate Intervention: How Do Official Announcements Work? RePEc:koe:wpaper:1116 | [Citation Analysis] |
2011 | A structural threshold model of the exchange rate under optimal intervention RePEc:eee:jimfin:v:30:y:2011:i:6:p:931-946 | [Citation Analysis] |
2011 | Can the Fed Talk the Hind Legs off the Stock Market? (replaced by CentER DP 2012-012) RePEc:dgr:kubcen:2011072 | [Citation Analysis] |
2011 | U.S. Monetary Policy Surprises and International Securitized Real Estate Markets RePEc:kap:jrefec:v:43:y:2011:i:4:p:459-490 | [Citation Analysis] |
2011 | Transmission of macro-liquidity shocks to liquidity-sorted stock
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2011 | Simultaneous monetary policy announcements and international stock markets response: An intraday analysis RePEc:eee:jbfina:v:35:y:2011:i:3:p:752-764 | [Citation Analysis] |
2011 | The reaction of stock returns to unexpected increases in the federal funds rate target RePEc:eee:jebusi:v:63:y::i:2:p:121-138 | [Citation Analysis] |
2011 | Global asset prices and FOMC announcements RePEc:eee:jimfin:v:30:y:2011:i:3:p:547-571 | [Citation Analysis] |
2011 | Can the Fed talk the hind legs off the stock market? RePEc:cpr:ceprdp:8450 | [Citation Analysis] |
2011 | Daily CDS pricing in emerging markets before and during the global financial crisis RePEc:mar:magkse:201139 | [Citation Analysis] |
2011 | Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis RePEc:ebl:ecbull:eb-11-00114 | [Citation Analysis] |
2011 | Contagion between United States and european markets during the recent crises RePEc:pra:mprapa:35993 | [Citation Analysis] |
2011 | Sudden stops, external debt and the exchange rate RePEc:nzb:nzbbul:dec2011:3 | [Citation Analysis] |
2011 | Does Financial Development Increase Energy Consumption? Role of Industrialization and Urbanization in Tunisia RePEc:pra:mprapa:33194 | [Citation Analysis] |
2011 | Electricity Consumption, Financial Development and Economic Growth Nexus: A Revisit Study of Their Causality in Pakistan RePEc:pra:mprapa:35588 | [Citation Analysis] |
2011 | Do market capitalization and stocks traded converge? New global evidence RePEc:eee:jbfina:v:35:y:2011:i:10:p:2771-2781 | [Citation Analysis] |
2011 | Inflation uncertainty revisited: A proposal for robust measurement RePEc:ces:ifowps:_111 | [Citation Analysis] |
2011 | Structural Breaks in Inflation Dynamics within the European Monetary Union RePEc:inn:wpaper:2011-12 | [Citation Analysis] |
2011 | US Inflation and inflation uncertainty in a historical perspective: The impact of recessions RePEc:mcd:mcddps:2011_13 | [Citation Analysis] |
2011 | US Infl
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2011 | UK Macroeconomic Volatility and the Welfare Costs of Inflation RePEc:cdf:wpaper:2011/23 | [Citation Analysis] |
2011 | Nominal uncertainty and inflation: The role of European Union membership RePEc:eee:ecolet:v:112:y:2011:i:1:p:26-30 | [Citation Analysis] |
2011 | Capital market imperfections and the theory of optimum currency areas RePEc:eee:jimfin:v:30:y:2011:i:8:p:1659-1675 | [Citation Analysis] |
2011 | The Euro Area Ten Years after Its Creation: (Divergent) Competitiveness and the Optimum Currency Area Theory RePEc:voj:journl:v:58:y:2011:i:5:p:605-629 | [Citation Analysis] |
2011 | Long-run equilibrium exchange rate notions in monetary policy strategies: the case of the Czech National Bank RePEc:bis:bisbpc:57-10 | [Citation Analysis] |
2011 | ASSESSING THE ENDOGENEITY OF OCA CONDITIONS IN EMU RePEc:mde:wpaper:0042 | [Citation Analysis] |
2011 | Divergent competitiveness in the eurozone and the optimum currency area theory RePEc:por:fepwps:436 | [Citation Analysis] |
2011 | Optimum Currency Areas in Emerging Market Regions: Evidence Based on the Symmetry of Economic Shocks RePEc:kap:openec:v:22:y:2011:i:5:p:935-954 | [Citation Analysis] |
2011 | The Political and Economic Dimension of Monetary Unions RePEc:kap:openec:v:22:y:2011:i:5:p:985-996 | [Citation Analysis] |
2011 | Optimum currency area: an epistemological view RePEc:pra:mprapa:35055 | [Citation Analysis] |
2011 | Technical analysis in the foreign exchange market RePEc:fip:fedlwp:2011-001 | [Citation Analysis] |
2011 | Volatility Transmission in Emerging European Foreign Exchange Markets RePEc:wdi:papers:2011-1020 | [Citation Analysis] |
2011 | Volatility transmission in emerging European foreign exchange markets RePEc:eee:jbfina:v:35:y:2011:i:11:p:2829-2841 | [Citation Analysis] |
2011 | Do technical trading profits remain in the foreign exchange market? Evidence from 14 currencies RePEc:eee:intfin:v:21:y:2011:i:2:p:176-206 | [Citation Analysis] |
2011 | Bank ownership and executive perquisites: New evidence from an emerging market RePEc:eee:corfin:v:17:y:2011:i:2:p:352-370 | [Citation Analysis] |
2011 | Capital Flows and Economic Growth in the Era of Financial Integration and Crisis, 1990-2010 RePEc:nbr:nberwo:17502 | [Citation Analysis] |
2011 | Financial Globalization and Banking Crises in Emerging Markets RePEc:kap:openec:v:22:y:2011:i:5:p:875-895 | [Citation Analysis] |
2011 | Inward FDI and growth: The role of macroeconomic and institutional environment RePEc:eee:jpolmo:v:33:y:2011:i:3:p:481-496 | [Citation Analysis] |
2011 | Capital flows and economic growth in the era of financial integration and crisis, 1990-2010 RePEc:cdl:ucscec:qt3003w1qd | [Citation Analysis] |
2011 | Financial Openness and Productivity RePEc:eee:wdevel:v:39:y:2011:i:1:p:1-19 | [Citation Analysis] |
2011 | Getting beyond carry trade: what makes a safe haven currency? RePEc:ecb:ecbwps:20111288 | [Citation Analysis] |
2011 | Dollar illiquidity and central bank swap arrangements during the global financial crisis RePEc:fip:fedfwp:2011-18 | [Citation Analysis] |
2011 | Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model RePEc:eee:eecrev:v:55:y:2011:i:3:p:325-339 | [Citation Analysis] |
2011 | What explains default risk premium during the financial crisis? Evidence from Japan RePEc:eee:jebusi:v:63:y:2011:i:5:p:412-430 | [Citation Analysis] |
2011 | Currency hedging failure in international equity investments and an efficient hedging strategy: The perspective of Korean investors RePEc:eee:pacfin:v:19:y:2011:i:4:p:390-403 | [Citation Analysis] |
2011 | Emerging economies in the 2000s:Real decoupling and financial recoupling RePEc:udt:wpbsdt:2011-06_correccion | [Citation Analysis] |
2011 | The effects of the subprime crisis on the Latin American financial markets: An empirical assessment RePEc:eee:ecmode:v:28:y:2011:i:5:p:2342-2357 | [Citation Analysis] |
2011 | What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk RePEc:cdl:ucscec:qt2914v9fh | [Citation Analysis] |
2011 | Central bank dollar swap lines and overseas dollar funding costs RePEc:fip:fednep:y:2011:i:may:p:3-20:n:v.17no.1 | [Citation Analysis] |
2011 | Should Unconventional Balance Sheet Policies be Added to the Central Bank Toolkit? A Review of the Experience So Far RePEc:imf:imfwpa:11/145 | [Citation Analysis] |
2011 | Monetary Policy of Main Central Banks During the 2007-2011 Crisis RePEc:bcr:ensayo:v:1:y:2011:i:61-62:p:189-249 | [Citation Analysis] |
2011 | When and how US dollar shortages evolved into the full crisis? Evidence from the cross-currency swap market RePEc:eee:jbfina:v:35:y:2011:i:6:p:1450-1463 | [Citation Analysis] |
2011 | Federal policy responses to the 2007-2009 credit crunch in the US RePEc:cpn:umkequ:2011:v3:2 | [Citation Analysis] |
2011 | The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets RePEc:pra:mprapa:31174 | [Citation Analysis] |
2011 | Productivity Growth and Volatility: How Important are Wage and Price Rigidities? RePEc:rtv:ceisrp:211 | [Citation Analysis] |
2011 | Productivity growth and volatility: How important are wage and price rigidities? RePEc:ter:wpaper:0089 | [Citation Analysis] |
2011 | International fund investment and local market returns RePEc:eee:jbfina:v:35:y:2011:i:3:p:572-587 | [Citation Analysis] |
2011 | Measuring and explaining the volatility of capital flows to emerging countries RePEc:eee:jbfina:v:35:y:2011:i:8:p:1941-1953 | [Citation Analysis] |
2011 | Stories of the Twentieth Century for the Twenty-First RePEc:nbr:nberwo:17252 | [Citation Analysis] |
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2011 | Stories of the Twentieth Century for the Twenty-First RePEc:cpr:ceprdp:8518 | [Citation Analysis] |
2011 | A structural VAR (SVAR) approach to cost channel of monetary policy RePEc:pra:mprapa:32349 | [Citation Analysis] |
2011 | Consolidation in banking and the lending channel of monetary transmission: Evidence from Asia and Latin America RePEc:eee:jimfin:v:30:y:2011:i:6:p:1034-1054 | [Citation Analysis] |
2011 | BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets. RePEc:tuf:tuftec:0764 | [Citation Analysis] |
2011 | Moonlighting politicians: A survey and research agenda RePEc:zbw:wzbfff:spii2011101 | [Citation Analysis] |
2011 | Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices RePEc:rwi:repape:0272 | [Citation Analysis] |
2011 | The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach RePEc:spr:weltar:v:147:y:2011:i:1:p:11-40 | [Citation Analysis] |
2011 | The random-walk behavior of the Euro exchange rate RePEc:eee:finlet:v:8:y:2011:i:3:p:158-162 | [Citation Analysis] |
2011 | Real exchange rate dynamics: The role of elastic labor supply RePEc:eee:jimfin:v:30:y:2011:i:7:p:1303-1322 | [Citation Analysis] |
2011 | Exchange rate dynamics, expectations, and monetary policy RePEc:zbw:bubdp1:201118 | [Citation Analysis] |
2011 | Natural Expectations, Macroeconomic Dynamics, and Asset Pricing RePEc:nbr:nberch:12404 | [Citation Analysis] |
2011 | Booms and Busts in Asset Prices RePEc:cep:cepdps:dp1059 | [Citation Analysis] |
2011 | Natural Expectations, Macroeconomic Dynamics, and Asset Pricing RePEc:nbr:nberwo:17301 | [Citation Analysis] |
2011 | The Forward Discount Puzzle: Identication of Economic Assumptions RePEc:sgo:wpaper:1112 | [Citation Analysis] |
2011 | Do the ASEAN countries and Taiwan form a common currency area? RePEc:eee:jimfin:v:30:y:2011:i:7:p:1429-1435 | [Citation Analysis] |
2011 | The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares RePEc:eee:jbfina:v:35:y:2011:i:8:p:2123-2136 | [Citation Analysis] |
2011 | Definition-consistent measurement of exchange market pressure RePEc:eee:jimfin:v:30:y:2011:i:1:p:74-95 | [Citation Analysis] |
2011 | Monetary Policy, Liquidity Stress and Learning Dynamics RePEc:lui:casmef:1102 | [Citation Analysis] |
2011 | Systematic and Liquidity Risk in Subprime-Mortgage
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2011 | Systematic and liquidity risk in subprime-mortgage backed securities RePEc:fip:fedawp:2011-15 | [Citation Analysis] |
2011 | Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM RePEc:may:mayecw:n219-11 | [Citation Analysis] |
2011 | The subprime asset-backed securities market and the equity prices of large complex financial institutions RePEc:eee:intfin:v:21:y:2011:i:4:p:585-604 | [Citation Analysis] |
2011 | International evidence on bond risk premia RePEc:eee:jbfina:v:35:y:2011:i:1:p:174-181 | [Citation Analysis] |
2011 | Fiscal Policy and TFP in the OECD: A Non-Stationary Panel Approach RePEc:rug:rugwps:11/701 | [Citation Analysis] |
2011 | Variable capital rules in a risky world RePEc:fip:fedfel:y:2011:i:aug29:n:2011-27 | [Citation Analysis] |
2011 | Financial Flows, Financial Crises, and Global Imbalances RePEc:cpr:ceprdp:8611 | [Citation Analysis] |
2011 | When Credit Bites Back: Leverage, Business Cycles, and Crises RePEc:cpr:ceprdp:8678 | [Citation Analysis] |
2011 | When credit bites back: leverage, business cycles, and crises RePEc:fip:fedfwp:2011-27 | [Citation Analysis] |
2011 | When Credit Bites Back: Leverage, Business Cycles, and Crises RePEc:nbr:nberwo:17621 | [Citation Analysis] |
2011 | Banks wholesale funding and credit procyclicality: evidence from Korea RePEc:pra:mprapa:35568 | [Citation Analysis] |
2011 | Currency blocs in the 21st century RePEc:fip:feddgw:87 | [Citation Analysis] |
2011 | Exchange rate anchoring - Is there still a de facto US dollar standard? RePEc:ecb:ecbwps:20111353 | [Citation Analysis] |
2011 | Currency blocs in the 21st century RePEc:zbw:bubdp1:201112 | [Citation Analysis] |
2011 | Exchange Rate Volatility and Choice of Anchor Currency - Prospects for a Melanesian Currency Union RePEc:otg:wpaper:1111 | [Citation Analysis] |
2011 | Trade booms, trade busts, and trade costs RePEc:eee:inecon:v:83:y:2011:i:2:p:185-201 | [Citation Analysis] |
2011 | Exchange rate expectations and the pricing of Chinese cross-listed stocks RePEc:eee:jbfina:v:35:y:2011:i:2:p:443-455 | [Citation Analysis] |
2011 | Volatility forecasting of exchange rate by quantile regression RePEc:eee:reveco:v:20:y:2011:i:4:p:591-606 | [Citation Analysis] |
2011 | Bank Competition in the EU: How Has It Evolved? RePEc:lar:wpaper:2011-04 | [Citation Analysis] |
2011 | Recent Developments in European Bank Competition RePEc:imf:imfwpa:11/146 | [Citation Analysis] |
2011 | Global Player im Bankenwesen - ökonomisch sinnvoll oder problembehaftet? RePEc:mag:wpaper:110012 | [Citation Analysis] |
2011 | The persistence of bank profit RePEc:eee:jbfina:v:35:y:2011:i:11:p:2881-2890 | [Citation Analysis] |
2011 | Are foreign banks more profitable than domestic banks? Home- and host-country effects of banking market structure, governance, and supervision RePEc:eee:jbfina:v:35:y:2011:i:4:p:819-839 | [Citation Analysis] |
2011 | ÂToo Systemically Important to Fail in Banking RePEc:bng:wpaper:11011 | [Citation Analysis] |
2011 | Competition in the Polish banking market prior to recent crisis for the period 1997â2007 â empirical
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2011 | Migrant networks and foreign direct investment RePEc:eee:deveco:v:94:y:2011:i:2:p:231-241 | [Citation Analysis] |
2011 | Thresholds in the process of international financial integration RePEc:eee:jimfin:v:30:y:2011:i:1:p:147-179 | [Citation Analysis] |
2011 | The Rand as a Carry Trade Target: Risk, Returns and Policy Implications RePEc:rza:wpaper:235 | [Citation Analysis] |
2011 | Forecasting exchange rates: The multi-state Markov-switching model with smoothing RePEc:eee:reveco:v:20:y:2011:i:2:p:342-362 | [Citation Analysis] |
2011 | External balance adjustment: An intra-national and international comparison RePEc:eee:jimfin:v:30:y:2011:i:6:p:1195-1213 | [Citation Analysis] |
2011 | The determinants of domestic and foreign bond bias RePEc:eee:mulfin:v:21:y:2011:i:5:p:279-300 | [Citation Analysis] |
2011 | The Impact of Capital Inflows on Asset Prices in Emerging Asian Economies: Is Too Much Money Chasing Too Little Good? RePEc:kap:openec:v:22:y:2011:i:2:p:293-315 | [Citation Analysis] |
2011 | External Monetary Shocks and Monetary Integration: Evidence from the Bulgarian Currency Board RePEc:ces:ceswps:_3409 | [Citation Analysis] |
2011 | External monetary shocks and monetary integration: Evidence from the Bulgarian currency board RePEc:eee:ecmode:v:28:y:2011:i:5:p:2271-2281 | [Citation Analysis] |