[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]
Raw data: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|   | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
  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:
Year | Title | Cited |
---|---|---|
2001 | Unit 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. Full description at Econpapers || Download paper | 377 |
1995 | Home 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. Full description at Econpapers || Download paper | 330 |
1992 | The 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. Full description at Econpapers || Download paper | 293 |
1999 | Contagion 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. Full description at Econpapers || Download paper | 241 |
2005 | Empirical 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. Full description at Econpapers || Download paper | 189 |
1998 | Central 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. Full description at Econpapers || Download paper | 174 |
2000 | Nonlinear 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. Full description at Econpapers || Download paper | 160 |
2001 | Currency 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. Full description at Econpapers || Download paper | 159 |
1995 | Is 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. Full description at Econpapers || Download paper | 156 |
2002 | International 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. Full description at Econpapers || Download paper | 150 |
1993 | A 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. Full description at Econpapers || Download paper | 146 |
1996 | Purchasing 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. Full description at Econpapers || Download paper | 140 |
1993 | Exchange 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. Full description at Econpapers || Download paper | 136 |
1995 | Asymmetric 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. Full description at Econpapers || Download paper | 132 |
1999 | What 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. Full description at Econpapers || Download paper | 131 |
1983 | Foreign 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. Full description at Econpapers || Download paper | 128 |
1991 | Cointegration: 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. Full description at Econpapers || Download paper | 125 |
1999 | Do 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. Full description at Econpapers || Download paper | 123 |
2005 | Some 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. Full description at Econpapers || Download paper | 118 |
1999 | Predicting 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. Full description at Econpapers || Download paper | 117 |
2001 | Nonlinear 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. Full description at Econpapers || Download paper | 114 |
2000 | The 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. Full description at Econpapers || Download paper | 106 |
2000 | Volatility 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. Full description at Econpapers || Download paper | 104 |
1993 | The 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. Full description at Econpapers || Download paper | 103 |
2001 | Exchange 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. Full description at Econpapers || Download paper | 102 |
1997 | Why 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. Full description at Econpapers || Download paper | 102 |
2002 | The 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. Full description at Econpapers || Download paper | 100 |
1996 | Central 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. Full description at Econpapers || Download paper | 97 |
1998 | On 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. Full description at Econpapers || Download paper | 94 |
1994 | Hourly 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. Full description at Econpapers || Download paper | 92 |
1997 | Stock 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. Full description at Econpapers || Download paper | 91 |
1999 | Lessons 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. Full description at Econpapers || Download paper | 90 |
1999 | Contagion:: 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. Full description at Econpapers || Download paper | 89 |
1993 | On 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. Full description at Econpapers || Download paper | 88 |
1994 | The 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. Full description at Econpapers || Download paper | 87 |
2007 | Home 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. Full description at Econpapers || Download paper | 86 |
1982 | Fluctuations 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. Full description at Econpapers || Download paper | 86 |
2004 | Nonlinear 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. Full description at Econpapers || Download paper | 85 |
2006 | Growth 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. Full description at Econpapers || Download paper | 85 |
2004 | Global 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. Full description at Econpapers || Download paper | 83 |
2003 | The 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. Full description at Econpapers || Download paper | 82 |
1994 | The 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. Full description at Econpapers || Download paper | 82 |
2000 | The 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. Full description at Econpapers || Download paper | 82 |
1995 | Markup 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. Full description at Econpapers || Download paper | 81 |
1996 | Mean 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. Full description at Econpapers || Download paper | 81 |
2002 | A 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. Full description at Econpapers || Download paper | 80 |
2006 | The 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. Full description at Econpapers || Download paper | 77 |
1997 | Intervention 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. Full description at Econpapers || Download paper | 76 |
2001 | The 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. Full description at Econpapers || Download paper | 75 |
1997 | Real 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. Full description at Econpapers || Download paper | 75 |
Citing documents used to compute impact factor 248:
Year | Title | See |
---|---|---|
2012 | Portfolio 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Portfolio 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Portfolio 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Can 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International channels of the Fedâs unconventional monetary policy. (2012). Neely, Christopher ; Bauer, Michael. In: Working Papers. RePEc:fip:fedlwp:2012-028. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International channels of the Fedâs unconventional monetary policy. (2012). Neely, Christopher ; Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:2012-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | US 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Impact 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Continuous time regime switching model applied to foreign exchange rate.. (2012). ZOU, Benteng ; Goutte, Stéphane. In: Working Papers. RePEc:hal:wpaper:hal-00643900. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Fiscal Equalization Schemes and Fiscal Sustainability. (2012). Reischmann, Markus ; Potrafke, Niklas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3948. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Fiscal Equalization Schemes and Fiscal Sustainability. (2012). Reischmann, Markus ; Potrafke, Niklas. In: Ifo Working Paper Series. RePEc:ces:ifowps:_141. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Level, 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue. (2012). DE TRUCHIS, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1220. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International risk sharing and globalization. (2012). Ventura, Luigi ; Pierucci, Eleonora . In: MPRA Paper. RePEc:pra:mprapa:35869. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Linkages between investment flows and financial development: causality evidence from selected African countries. (2012). Asongu, Simplice ; Simplice, Asongu . In: MPRA Paper. RePEc:pra:mprapa:38719. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Emerging 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Development thresholds of foreign aid effectiveness in Africa. (2012). Asongu, Simplice ; Simplice, Asongu . In: MPRA Paper. RePEc:pra:mprapa:38094. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Are 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International Financial Integration and Economic Growth: New Evidence on Threshold Effects. (2012). QUANG, Thérèse ; CHEN, Jinzhao. In: EconomiX Working Papers. RePEc:drm:wpaper:2012-6. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Institutional benchmarking of foreign aid effectiveness in Africa. (2012). Asongu, Simplice ; Simplice, Asongu . In: MPRA Paper. RePEc:pra:mprapa:38095. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Transition to FDI Openness: Reconciling Theory and Evidence. (2012). McGrattan, Ellen. In: Review of Economic Dynamics. RePEc:red:issued:12-94. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Myth of Financial Protectionism: The New (and old) Economics of Capital Controls. (2012). Gallagher, Kevin . In: Working Papers. RePEc:uma:periwp:wp278. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Managing 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Macroeconomic volatility, consumption behaviour and welfare: A cross-country analysis. (2012). Montalbano, Pierluigi ; Federici, Alessandro . In: Working Paper Series. RePEc:sus:susewp:3612. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Multiple 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Managing 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International Financial Integration and Economic Growth: New Evidence on Threshold Effects. (2012). QUANG, Thérèse ; CHEN, Jinzhao. In: PSE Working Papers. RePEc:hal:psewpa:halshs-00710139. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Financial Globalisation and the Crisis. (2012). Lane, Philip. In: BIS Working Papers. RePEc:bis:biswps:397. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Financial development dynamic thresholds of financial globalization: evidence from Africa. (2012). Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:44254. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Working 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Financial 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Testing Uncovered Interest Rate Parity Using LIBOR. (2012). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3839. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The microfoundations of the Keynesian wage-price spiral. (2012). Malikane, Christopher. In: MPRA Paper. RePEc:pra:mprapa:42921. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Microfoundations of the Keynesian Wage-Price Spiral. (2012). Malikane, Christopher. In: MPRA Paper. RePEc:pra:mprapa:42923. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Agregação 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Volatility and Persistence of Simulated DSGE Real Exchange Rates. (2012). Mykhaylova, Olena ; Ahmad, Yamin. In: Working Papers. RePEc:uww:wpaper:11-01. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Price 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Liquidity and crude oil prices: Chinaâs influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15062. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Asymetric 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dirty 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Does 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Central bank interventions and limit order behavior in the foreign exchange market. (2012). Yoshida, Yushi ; Susai, Masayuki . In: Discussion Papers. RePEc:kyu:dpaper:56. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Qual VAR Revisited: Good Forecast, Bad Story. (2012). von Schweinitz, Gregor ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:iwh:dispap:12-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Macroeconomic adjustment and the history of crises in open economies. (2012). Noy, Ilan ; Aizenman, Joshua. In: Working Paper Series. RePEc:vuw:vuwecf:2516. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Meta-Analysis of the New Keynesian Phillips Curve. (2012). Fidrmuc, Jarko ; Danikova, Katarina . In: Working Papers. RePEc:ost:wpaper:314. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Funding 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Multi-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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | [Citation Analysis] | |
2012 | Dynamic Estimation of Trade Costs from Real Exchange Rates. (2012). Pavlidis, Efthymios. In: Working Papers. RePEc:lan:wpaper:21883757. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Firm Productivity, Exchange Rate Movements, Sources of Finance and Export Orientation. (2012). Demir, Firat ; Caglayan, Mustafa. In: MPRA Paper. RePEc:pra:mprapa:37397. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Effects of Capital Flow Liberalizationââ¬âWhat 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Shocks on the Romanian foreign exchange market before and after the global crisis. (2012). Stefanescu, Razvan ; DUMITRIU, Ramona. In: MPRA Paper. RePEc:pra:mprapa:36560. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Too 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Do natural resource sectors rely less on external finance than manufacturing sectors?. (2012). Hattendorff, Christian . In: Discussion Papers. RePEc:zbw:fubsbe:201217. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | FOREIGN 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Foreign 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Energy price transmissions during extreme movements. (2012). Joëts, Marc ; Joets, Marc . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-38. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Why 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Output 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | External 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Mankiw 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The optimal size of the European Stability Mechanism: A cost-benefit analysis. (2012). Kapp, Daniel . In: DNB Working Papers. RePEc:dnb:dnbwpp:349. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | No 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Market 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Re-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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Re-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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Cykle na rynku nieruchomoÅci mieszkaniowych i komercyjnych, ryzyko dla inwestora oraz potrzeba adekwatnej i ostrożnej wyceny. (2012). Olszewski, Krzysztof ; Åaszek, Jacek ; Augustyniak, Hanna ; Waszczuk, Joanna . In: MPRA Paper. RePEc:pra:mprapa:41070. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Financial Reforms and Consumption Behaviour in Malawi. (2012). Viegi, Nicola ; Bittencourt, Manoel ; Mwabutwa, Chance . In: Working Papers. RePEc:pre:wpaper:201210. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Financial Reforms and Consumption Behaviour in Malawi. (2012). Viegi, Nicola ; Bittencourt, Manoel ; Mwabutwa, Chance . In: Working Papers. RePEc:rza:wpaper:306. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Banking 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Physical approach to price momentum and its application to momentum
strategy. (2012). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1208.2775. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Momentum universe shrinkage effect in price momentum. (2012). Choi, Jaehyung ; Kang, Wonseok . In: Papers. RePEc:arx:papers:1211.6517. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Why 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Co-movement in Inflation. (2012). Gerard, Hugo . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2012-01. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Business Cycles, International Trade and Capital Flows: Evidence from Latin America. (2012). Girardi, Alessandro. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4006. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Business Cycles, International Trade and Capital Flows: Evidence from Latin America. (2012). Girardi, Alessandro. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1254. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Gravity 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Assessing 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Bayesian evaluation of DSGE models with financial frictions. (2012). Kolasa, Marcin ; Brzoza-Brzezina, Michal. In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:109. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Impact of Market Regulations on Intra European Real Exchange Rates. (2012). Coulibaly, Dramane ; Benassy-Quere, Agnès. In: Working Papers. RePEc:cii:cepidt:2012-37. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Costs of Sovereign Defaults:Theory and Empirical Evidence. (2012). Sandleris, Guido. In: Business School Working Papers. RePEc:udt:wpbsdt:2012-02. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Aid Withdrawal as Punishment for Defaulting Sovereigns? An Empirical Analysis. (2012). Jorra, Markus ; Brandt, Jana. In: MAGKS Papers on Economics. RePEc:mar:magkse:201220. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Empirical research on sovereign debt and default. (2012). Wright, Mark. In: Working Paper Series. RePEc:fip:fedhwp:wp-2012-06. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Multinational 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | From the Stability Pact to ESM - What next?. (2012). Buch, Claudia. In: IAW Discussion Papers. RePEc:iaw:iawdip:85. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Current 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Shifting 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Financial 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Unemployment 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Some 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Lassen 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Empirical research on sovereign debt and default. (2012). Wright, Mark. In: Working Paper Series. RePEc:fip:fedhwp:wp-2012-06. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | THE 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Was 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | WEALTH EFFECTS IN CONSUMPTION: THE FINANCIAL ACCELERATOR AND BANKSâ WILLINGNESS TO LEND. (2012). Madsen, Jakob ; Yao, Hui . In: Monash Economics Working Papers. RePEc:mos:moswps:2012-56. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Testing 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Carry Trade and Exchange Rate Regimes. (2012). Kanczuk, Fabio ; Alfaro, Laura. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2012wpecon05. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Exchange market pressure and absorption by international reserves: Emerging markets and fear of reserve loss during the 2008â2009 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Exchange 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | SEEKING THE DIVERSIFICATION BENEFITS WITH FOREIGN EQUITIES AND COMMODITIES â THE CASE OF POLISH INVESTOR. (2012). Kurach, RadosÅaw. In: e-Finanse. RePEc:rze:efinan:v:8:y:2012:i:3:p:26-36. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Does 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Stocks, Commodities and Business Cycle Fluctuations â Seeking the Diversification Benefits. (2012). Kurach, RadosÅaw. In: Equilibrium. RePEc:cpn:umkequ:2012:v4:6. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Workersââ¬â¢ 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Coping 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Exchange 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Explaining 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Heterogeneity 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Estimating 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Gravity 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Are 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Current account sustainability in advanced economies. (2012). Lanzafame, Matteo. In: MPRA Paper. RePEc:pra:mprapa:42384. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Are 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Exact 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Currency Momentum Strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: Working Paper Series. RePEc:rim:rimwps:09_12. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Currency 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Interest 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Interest Rate Pass-Through in the EMU â 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Interest 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Forecasting long memory processes subject to structural breaks. (2012). Wang, Cindy Shin-huei ; hsiao, cheng ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2012048. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Long 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Economic (in)stability under monetary targeting. (2012). Sessa, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_858_12. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Euro 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Euro 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Modelling Short-run Money Demand for the USA. (2012). Scheiblecker, Marcus. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2012:i:442. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Does 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Virtual 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Exchange-Rate Dark Matter. (2012). Evans, Martin ; Martin D. D. Evans, . In: Working Papers. RePEc:geo:guwopa:gueconwpa~12-12-01. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Exchange 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | An 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Exchange-Rate Dark Matter. (2012). Evans, Martin ; Martin D. D. Evans, . In: IMF Working Papers. RePEc:imf:imfwpa:12/66. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Careers 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Exchange 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Economic 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Interest 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | New 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Consumption 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Heterogeneity 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Contagion 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation. (2012). Ãsterholm, Pär ; Beechey, Meredith ; osterholm, Par . In: Working Paper. RePEc:hhs:nierwp:0127. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation. (2012). Dennis, Richard . In: CAMA Working Papers. RePEc:een:camaaa:2012-42. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Economic 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Inflation 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Managing 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Incertitude de linflation et croissance économique : le cas de lUEMOA. (2012). Ndiaye, Cheikh Tidiane ; Konte, Mamadou Abdoulaye . In: Working Papers. RePEc:hal:wpaper:halshs-00828156. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Joint dynamics of foreign exchange and stock markets in emerging Europe. (2012). ÃÅlkü, Numan, ; Demirci, Ebru . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:1:p:55-86. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Asymmetric 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.. (2012). Lopez, Claude ; Delatte, Anne-Laure. In: MPRA Paper. RePEc:pra:mprapa:39860. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Time-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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Modelling 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | What 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Is there a carry trade channel of monetary policy in emerging countries?. (2012). Kisgergely, Kornel . In: MNB Working Papers. RePEc:mnb:wpaper:2012/3. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Foreign 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Chinas monetary sterilization and its economical relationship with the European Union. (2012). Gabor, Tamas . In: MPRA Paper. RePEc:pra:mprapa:40362. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Chinas Financial System: Opportunities and Challenges. (2012). Zhang, Chenying ; Zhao, Mengxin ; Qian, Jun ; Allen, Franklin . In: NBER Chapters. RePEc:nbr:nberch:12071. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Chinaâs Financial System: Opportunities and Challenges. (2012). Allen, Franklin ; Zhang, Chenying ; Zhao, Mengxin ; Qian, Jun QJ . In: NBER Working Papers. RePEc:nbr:nberwo:17828. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Epilogue: foreign-exchange-market operations in the twenty-first century. (2012). Humpage, Owen ; Bordo, Michael ; Schwartz, Anna J.. In: Working Paper. RePEc:fip:fedcwp:1207. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | MEASURING 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Market Microstructure and the Profitability of Currency Trading. (2012). Osler, Carol . In: Working Papers. RePEc:brd:wpaper:48. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Determinants of current account imbalances in the global economy: A dynamic panel analysis. (2012). Das, Debasish. In: MPRA Paper. RePEc:pra:mprapa:42419. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Models of Speculative Attacks and Crashes in International Capital Markets. (2012). Piersanti, Giovanni ; Marini, Giancarlo. In: CEIS Research Paper. RePEc:rtv:ceisrp:245. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Is 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Capital 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Firm Productivity, Exchange Rate Movements, Sources of Finance and Export Orientation. (2012). Demir, Firat ; Caglayan, Mustafa. In: MPRA Paper. RePEc:pra:mprapa:37397. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Trade 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Relationship between Exchange Rates and International Trade: A Literature Review. (2012). ruta, michele ; AUBOIN, MARC . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3868. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Real exchange rate volatility, financial crises and nominal exchange regimes. (2012). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia . In: Working Papers. RePEc:aee:wpaper:1205. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Bayesian 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Integracja finansowa w Europie po wprowadzeniu euro. PrzeglÄ
d literatury. (2012). Rogowski, Wojciech ; PawÅowska, MaÅgorzata ; Olszewski, Krzysztof. In: MPRA Paper. RePEc:pra:mprapa:42482. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Equity 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Transmission 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Was 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The interaction between monetary and fiscal policies in Turkey: An estimated New Keynesian DSGE model. (2012). Ãebi, Cem. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1258-1267. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Adoption 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Fiscal 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The FeldsteinâHorioka 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | When 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Downside 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Debt dilution and sovereign default risk. (2012). Sosa Padilla, Cesar ; Martinez, Leonardo ; Hatchondo, Juan. In: Working Paper. RePEc:fip:fedrwp:10-08. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On Creditor Seniority and Sovereign Bond Prices in Europe. (2012). Westermann, Frank ; Steinkamp, Sven. In: Working Papers. RePEc:iee:wpaper:wp0092. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On Creditor Seniority and Sovereign Bond Prices in Europe. (2012). Westermann, Frank ; Steinkamp, Sven. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3944. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Debt dilution and seniority in a model of defaultable sovereign debt. (2012). Chatterjee, Satyajit ; Eyigungor, Burcu . In: Working Papers. RePEc:fip:fedpwp:12-14. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Sovereign Bailouts and Senior Loans. (2012). Pinto, Brian ; Chamley, Christophe . In: NBER Chapters. RePEc:nbr:nberch:12780. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Sovereign bailouts and senior loans. (2012). Pinto, Brian ; Chamley, Christophe . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6181. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Sovereign 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Debt dilution and sovereign default risk. (2012). Sosa Padilla, Cesar ; Martinez, Leonardo ; Hatchondo, Juan . In: 2012 Meeting Papers. RePEc:red:sed012:974. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Security 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Macroeconomic adjustment and the history of crises in open economies. (2012). Noy, Ilan ; Aizenman, Joshua. In: Working Paper Series. RePEc:vuw:vuwecf:2516. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Transmission Lags of Monetary Policy: A Meta-Analysis. (2012). Rusnák, Marek ; Havranek, Tomas. In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2012-1038. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Monetary 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | What 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A Comprehensive Look at Financial Volatility Prediction by Economic Variables. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Christiansen, Charlotte. In: BIS Working Papers. RePEc:bis:biswps:374. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Foreign 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Properties of Foreign Exchange Risk Premiums. (2012). Wagner, Christian ; Sarno, Lucio ; Schneider, Paul . In: Working Paper Series. RePEc:rim:rimwps:10_12. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Expected Currency Excess Returns and International Business Cycles. (2012). Lee, Sanglim. In: Working papers. RePEc:uct:uconnp:2012-16. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Forward Premium Puzzle And Risk Premiums. (2012). Nagayasu, Jun. In: MPRA Paper. RePEc:pra:mprapa:42472. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Properties 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Hedge 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Multi-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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Information, 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Currency blocs in the 21st century. (2012). Fischer, Christoph. In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_024. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Did 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Nonfinancial Firms in Latin America: A Source of Vulnerability?. (2012). Gonzalez, Maria . In: IMF Working Papers. RePEc:imf:imfwpa:12/279. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International Financial Integration and Economic Growth: New Evidence on Threshold Effects. (2012). QUANG, Thérèse ; CHEN, Jinzhao. In: PSE Working Papers. RePEc:hal:psewpa:halshs-00710139. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International Financial Integration and Economic Growth: New Evidence on Threshold Effects. (2012). . In: Working Papers. RePEc:hal:wpaper:halshs-00710139. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | How Effective are Capital Controls? Evidence from Malaysia. (2012). Athukorala, Prema-chandra ; Jongwanich, Juthathip . In: Departmental Working Papers. RePEc:pas:papers:2012-16. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Who 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Crisis 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Crises 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Banking 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | How 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. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
Year | Title | See |
---|---|---|
2012 | The European Sovereign Debt Crisis. (2012). Lane, Philip. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:26:y:2012:i:3:p:49-68. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | RETROSPECTIVE 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The internationalisation of Spanish firms. (2012). Domenech, Rafael ; Correa-Lopez, Monica . In: Working Papers. RePEc:bbv:wpaper:1230. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Recent 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Taux de change dâéquilibre 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Risk-on/risk-off, capital flows, leverage and safe assets. (2012). McCauley, Robert. In: BIS Working Papers. RePEc:bis:biswps:382. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Systematic monetary policy and the forward premium puzzle. (2012). Tarashev, Nikola ; TAMBAKIS, DEMOSTHENES. In: BIS Working Papers. RePEc:bis:biswps:396. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The effects of financial crisis on fiscal positions. (2012). Tagkalakis, Athanasios. In: Working Papers. RePEc:bog:wpaper:145. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dutch 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). VaÅ¡ÃÄek, BoÅek ; Claeys, Peter ; Vasicek, Borek . In: Working Papers. RePEc:cnb:wpaper:2012/07. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Macroprudential 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Modelling the Sovereign Linkages of Key Latin American Economies. (2012). Gannon, Gerard ; Thuraisamy, Kannan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_03. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Mean Reversion in Stock Prices: Implications for Long-Term Investors. (2012). Bikker, Jacob ; Spierdijk, Laura . In: DNB Working Papers. RePEc:dnb:dnbwpp:343. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Financial structures and the real effects of credit-supply shocks in Denmark 1922-2011. (2012). Abildgren, Kim . In: Working Paper Series. RePEc:ecb:ecbwps:20121460. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Loan supply shocks and the business cycle. (2012). Musso, Alberto ; Gambetti, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20121469. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Banking, debt and currency crises: early warning indicators for developed countries. (2012). VaÅ¡ÃÄek, BoÅek ; Smidkova, Katerina ; Rusnák, Marek ; MatÄjů, Jakub ; Havranek, Tomas ; Babecký, Jan ; Vaiek, Boek ; Matj, Jakub . In: Working Paper Series. RePEc:ecb:ecbwps:20121485. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Nonlinear liquidity adjustments in the euro area overnight money market. (2012). Durré, Alain ; Beaupain, Renaud. In: Working Paper Series. RePEc:ecb:ecbwps:20121500. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Heterogeneity 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Exchange 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Emerging 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Equity 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Arbitrage 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | On the transmission of economic fluctuations from the USA to EU-15 (1960â2011). (2012). Papageorgiou, Theofanis ; Michaelides, Panayotis. In: Journal of Economics and Business. RePEc:eee:jebusi:v:64:y:2012:i:6:p:427-438. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | International 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Overview of the special issue on âPolicy Implications of and Lessons from the Global Financial Crisisâ. (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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Banking 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Responses 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Is 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Exchange-Rate Dark Matter. (2012). Evans, Martin ; Martin D. D. Evans, . In: Working Papers. RePEc:geo:guwopa:gueconwpa~12-12-01. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers. RePEc:gla:glaewp:2012_14. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Where 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Do 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Exchange-Rate Dark Matter. (2012). Evans, Martin ; Martin D. D. Evans, . In: IMF Working Papers. RePEc:imf:imfwpa:12/66. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dutch 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Risk Sharing in an Asymmetric Environment. (2012). Santugini, Marc ; mirman, leonard ; Fesselmeyer, Eric. In: Cahiers de recherche. RePEc:lvl:lacicr:1236. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | What 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Capital Inflows and Asset Prices: Evidence from Emerging Asia. (2012). PeterTillmann, . In: MAGKS Papers on Economics. RePEc:mar:magkse:201215. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Risk-on/risk-off, capital flows, leverage and safe assets. (2012). McCauley, Robert. In: Public Policy Review. RePEc:mof:journl:ppr017c. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Macroprudential 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Comment on Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market. (2012). Peydro, Jose-Luis . In: NBER Chapters. RePEc:nbr:nberch:12745. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Jackknife Model Averaging of the Current Account Determinants. (2012). Uroevic, Branko ; Nedeljkovic, Milan ; Zildovic, Emir . In: Working papers. RePEc:nsb:wpaper:23. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Firms entry, monetary policy and the international business cycle. (2012). Cavallari, Lilia. In: MPRA Paper. RePEc:pra:mprapa:41876. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Determinants of current account imbalances in the global economy: A dynamic panel analysis. (2012). Das, Debasish. In: MPRA Paper. RePEc:pra:mprapa:42419. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Dynamic 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Why are crude oil prices high when global activity is weak?. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:43777. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Deciphering financial contagion in the euro area during the crisis. (2012). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien . In: MPRA Paper. RePEc:pra:mprapa:49251. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | MODELLING ENTRY COSTS: DOES IT MATTER FOR BUSINESS CYCLE TRANSMISSION?. (2012). Cavallari, Lilia. In: Working Papers. RePEc:rcr:wpaper:07_12. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | How Policy Actions Affect Short-term Post-crisis Recovery?. (2012). Jovanovic, Branimir. In: CEIS Research Paper. RePEc:rtv:ceisrp:253. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Political 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Did 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Addressing Economic Crises: The Reference-Class Problem. (2012). Szafarz, Ariane ; OOSTERLINCK, Kim ; De Scheemaekere, Xavier. In: Working Papers CEB. RePEc:sol:wpaper:2013/127947. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick . In: Working Papers. RePEc:ste:nystbu:12-10. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Credit-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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Mean Reversion in Stock Prices: Implications for Long-Term Investors. (2012). Bikker, Jacob ; Spierdijk, Laura . In: Working Papers. RePEc:use:tkiwps:1207. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Macroeconomic adjustment and the history of crises in open economies. (2012). Noy, Ilan ; Aizenman, Joshua. In: Working Paper Series. RePEc:vuw:vuwecf:2516. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Financial globalization in emerging countries : diversification vs. offshoring. (2012). Schmukler, Sergio ; Didier, Tatiana ; Ceballos, Francisco . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6105. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The role of uncertainty in the euro crisis: A reconsideration of liquidity preference theory. (2012). Pusch, Toralf. In: Discussion Papers. RePEc:zbw:cessdp:31. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Determinants 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. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
Year | Title | See |
---|---|---|
2011 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | AEC 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | How 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Financial 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 economÃa pública, social y cooperativa. RePEc:cic:revcir:y:2011:i:73:p:99-126. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Can 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8480. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Can 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Possible 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Consolidation 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Financial 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Nonlinear 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Jumps 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Uncovered Interest Parity and the Risk Premium. (2011). Morley, Bruce ; Ghoshray, Atanu ; Li, Dandan . In: Department of Economics Working Papers. RePEc:eid:wpaper:24072. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Default 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | PPP 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Order Flows, Fundamentals and Exchange Rates. (2011). Marsh, Ian ; Iwatsubo, Kentaro. In: Discussion Papers. RePEc:koe:wpaper:1120. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Ownership 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Heterogeneity of Default Costs: Evidence from Recent Sovereign Debt Crises. (2011). Jorra, Markus. In: MAGKS Papers on Economics. RePEc:mar:magkse:201151. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | PPP 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Testing the asset pricing model of exchange rates with survey data. (2011). Naszodi, Anna. In: MNB Working Papers. RePEc:mnb:wpaper:2011/2. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew. In: NBER Working Papers. RePEc:nbr:nberwo:17182. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Householdsâ Foreign Currency Borrowing in Central and Eastern Europe. (2011). Stix, Helmut ; Hake, Mariya ; Fidrmuc, Jarko. In: Working Papers. RePEc:onb:oenbwp:171. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Working Paper 171. (2011). Fidrmuc, Jarko ; Hake, Mariya ; Stix, Helmut . In: Working Papers. RePEc:onb:oenbwp:y::i:171:b:1. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Political Economy of Global Financial Liberalisation in Historical Perspective. (2011). Esteves, Rui. In: Economics Series Working Papers. RePEc:oxf:wpaper:number-89. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries. (2011). Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:30120. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Microfinance investment vehicles in Sub-Saharan Africa: constraints and potentials. (2011). Moulin, Bertrand . In: MPRA Paper. RePEc:pra:mprapa:32967. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Justifiable Thrift or Feverish Animal Spirits: What Stirred the Corporate Credit Crunch in Poland?. (2011). Senderski, Marcin. In: MPRA Paper. RePEc:pra:mprapa:43674. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Monetary Policy and Unemployment in Open Economies. (2011). Engler, Philipp. In: NCER Working Paper Series. RePEc:qut:auncer:2011_8. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | PPP 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?âThe Peopleâs Republic of Chinaâs Answer. (2011). Zhang, Bin . In: ADBI Working Papers. RePEc:ris:adbiwp:0306. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Should 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Learning by Devaluating: A Supply-Side Effect of Competitive Devaluation. (2011). Tervala, Juha. In: Discussion Papers. RePEc:tkk:dpaper:dp67. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Does Financial Liberalization Decrease Capital Flight? A Panel Causality Analysis. (2011). Yalta, Ayse. In: Working Papers. RePEc:tob:wpaper:1102. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Emerging 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Regaining Control? Capital Controls and the Global Financial Crisis. (2011). Gallagher, Kevin . In: Working Papers. RePEc:uma:periwp:wp250. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Reshaping Tomorrow : Is South Asia Ready for the Big Leap?. (2011). Ghani, Ejaz . In: World Bank Publications. RePEc:wbk:wbpubs:16360. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Exchange rate dynamics, expectations, and monetary policy. (2011). Chen, Qianying. In: Discussion Paper Series 1: Economic Studies. RePEc:zbw:bubdp1:201118. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Monetary policy and unemployment in open economies. (2011). Engler, Philipp. In: Discussion Papers. RePEc:zbw:fubsbe:201124. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2010
Year | Title | See |
---|---|---|
2010 | Pessimistic 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Pricing 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | From 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Exchange 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | The Impossible Trinity (aka The Policy Trilemma). (2010). Aizenman, Joshua. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt9k29n6qn. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Vulnerability, 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. Full description at Econpapers | [Citation Analysis] |
2010 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | A Transaction Data Study of the Forward Bias Puzzle. (2010). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7791. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Why crises happen - nonstationary macroeconomics. (2010). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David ; Davidson, James . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8157. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Financial 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Modelling Conditional Heteroscedasticity in Nonstationary Series. (2010). Cizek, Pavel. In: Discussion Paper. RePEc:dgr:kubcen:201084. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Money 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Sterilization in China: Effectiveness and Cost. (2010). Zhang, Chenying . In: Working Papers. RePEc:ecl:upafin:10-29. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | On 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Currency 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Noise 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Why 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Solving 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Intermediate 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Chinas Growing Influence in Southeast Asia - Monetary Policy and
Equity Markets. (2010). Johansson, Anders. In: Working Paper Series. RePEc:hhs:hacerc:2010-016. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Asymmetric Dependence in US Financial Risk Factors?. (2010). Ning, Cathy ; Chollete, Loran . In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2011_002. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Estimation 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | The (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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Financing 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | M3 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Exchange 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Financial 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Management of International Capital Flows: The Indian Experience. (2010). Sen Gupta, Abhijit. In: MPRA Paper. RePEc:pra:mprapa:23747. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region. (2010). Nagayasu, Jun. In: MPRA Paper. RePEc:pra:mprapa:24549. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | International Capital Flows: An empirical study of the relationship between equity and debt investments. (2010). Sahoo, Ganeswar. In: MPRA Paper. RePEc:pra:mprapa:24797. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Indiaâs trilemma: financial liberalization, exchange rates and monetary policy. (2010). Singh, Nirvikar ; Sengupta, Rajeswari ; Hutchison, Michael. In: MPRA Paper. RePEc:pra:mprapa:25327. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | The Feldstein âHorioka Puzzle and structural breaks: evidence from EU members.. (2010). Ketenci, Natalya. In: MPRA Paper. RePEc:pra:mprapa:26010. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Financial Markets Interactions between Economic Theory and Practice. (2010). Nicolau, Mihaela. In: MPRA Paper. RePEc:pra:mprapa:27322. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Efecte ale volatilitÄÈii cursului de schimb asupra exporturilor. (2010). Ghiba, Nicolae. In: MPRA Paper. RePEc:pra:mprapa:28448. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Inflation persistence and the rationality of inflation expectations. (2010). Migiakis, Petros ; Brissimis, Sophocles. In: MPRA Paper. RePEc:pra:mprapa:29052. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Pessimistic 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Ist Griechenland noch zu retten? Und der Euro?. (2010). Boysen-Hogrefe, Jens. In: Kiel Policy Brief. RePEc:zbw:ifwkpb:19. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2009
Year | Title | See |
---|---|---|
2009 | Capital flows and emerging market economies. (2009). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:33. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | From 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Which 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Inflation and Inflation Uncertainty in the Euro Area. (2009). Paesani, Paolo ; onorante, luca ; Caporale, Guglielmo Maria . In: CESifo Working Paper Series. RePEc:ces:ceswps:_2720. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself. (2009). Taylor, Alan ; Jorda, Oscar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7568. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Credit 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | On 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Payment scale economies, competition, and pricing. (2009). Humphrey, David B.. In: Working Paper Series. RePEc:ecb:ecbwps:20091136. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | International 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Globalization, 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | How 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Interpreting 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Competition 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Experimental 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Inflation 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | From 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Indiaââ¬â¢s Approach to Capital Account Liberalization. (2009). Prasad, Eswar. In: Working Papers. RePEc:ess:wpaper:id:2043. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | How market power influences bank failures: Evidence from Russia. (2009). Weill, Laurent ; FungáÄová, Zuzana ; Fungacova, Zuzana . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2009_012. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Innovation 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Futures 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Official 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | 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). Bismut, Claude ; Ghanem, Darine . In: Working Papers. RePEc:lam:wpaper:09-10. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself. (2009). Taylor, Alan ; Jorda, Oscar. In: NBER Working Papers. RePEc:nbr:nberwo:15518. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Défaut de paiement stratégique et loi sur les défaillances dentreprises. (2009). LANGLAIS, Eric ; Chopard, Bertrand . In: MPRA Paper. RePEc:pra:mprapa:14366. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | AMBIGUITY AVERSION: IMPLICATIONS FOR THE UNCOVERED INTEREST RATE PARITY PUZZLE. (2009). Ilut, Cosmin. In: 2009 Meeting Papers. RePEc:red:sed009:328. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Securitized Banking and the Run on Repo. (2009). Metrick, Andrew ; Gorton, Gary. In: Yale School of Management Working Papers. RePEc:ysm:somwrk:amz2358. Full description at Econpapers || Download paper | [Citation Analysis] |
Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.