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Notes, Comments and Preliminary results |
| May 13 2013 |
William Akoto |
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Do countries strategically improve their institutions to access increased debt relief? |
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Abstract Contact Information Citation Full Text - Note |
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| May 13 2013 |
Jean-yves Filbien , Fabien Labondance and Yann Echinard |
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Macroeconomic, financial and institutional determinants of Eurozone sovereign crisis - Evidence from daily data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 12 2013 |
Jay Kathavate |
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Corruption, aid volatility & growth |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 12 2013 |
Simplice A Asongu |
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How has politico-economic liberalization affected financial allocation efficiency? Fresh African evidence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 04 2013 |
Kieran Burgess and Nicholas Rohde |
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Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 14 2013 |
Florence Huart and Gaël Lagadec |
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Current account balance and exchange rate adjustment in New Caledonia |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 08 2013 |
Aymen Ben Rejeb |
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Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 03 2012 |
Matthias Hartmann and Helmut Herwartz |
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Consolidation first - About twin deficits and the causal relation between fiscal budget and current account imbalances |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 30 2012 |
Manuel Ramos-Francia and José G Rangel |
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Revisiting the effects of country specific fundamentals on sovereign default risk |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 09 2012 |
Mohamed E AROURI , Fredj JAWADI and Duc K NGUYEN |
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Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 14 2012 |
Walid Chkili |
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Is currency risk priced for emerging stock markets? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 03 2012 |
Mahalia Jackman |
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Foreign exchange intervention in a small open economy with a long term peg |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 02 2012 |
Christian Pierdzioch , Jan C Rülke and Georg Stadtmann |
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Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 01 2012 |
Simplice A Asongu |
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On the effect of foreign aid on corruption |
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Abstract Contact Information Citation Full Text - Comment |
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| Aug 01 2012 |
Takuji Kinkyo |
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De facto exchange rate regimes in post-crisis Asia |
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Abstract Contact Information Citation Full Text - Note |
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| May 07 2012 |
Turkhan Ali Abdul Manap and Gairuzazmi M Ghani |
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Malaysia's Time Varying Capital Mobility |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 24 2012 |
Tze-Haw Chan , Chee-Wooi Hooy and Ahmad Zubaidi Baharumshah |
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A structural VARX modelling of international parities between China and Japan in the liberalization era |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 29 2012 |
Go Tamakoshi , Yuki Toyoshima and Shigeyuki Hamori |
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A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 23 2012 |
Amit Ghosh |
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Is there an S-curve relationship between U.S. trade balance and terms of trade? An analysis across industries and countries |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 20 2012 |
Tsangyao Chang , Chia-hao Lee and Guochen Pan |
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Purchasing Power Parity in African Countries: Further Evidence based on the ADL Test for Threshold Cointegration |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 09 2012 |
Makram El-Shagi |
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Protect and survive? Did capital controls help shield emerging markets from the crisis? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 28 2011 |
Renatas Kizys and Christian Pierdzioch |
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Contagious speculative bubbles: A note on the Greek sovereign debt crisis |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 09 2011 |
Edward W. Sun , Daniel Tenengauzer , Ali Bastani and Omid Rezania |
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Identification of Driving Factors for Emerging Markets Sovereign Spreads |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 09 2011 |
Loredana Ureche-Rangau , Fabien Collado and Ulysse Galiay |
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The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 05 2011 |
Chun-Teck Lye , Tze-Haw Chan and Chee-Wooi Hooy |
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Nonlinear prediction of Malaysian exchange rate with monetary fundamentals |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 19 2011 |
Yi-Chi Chen and Wei-Choun Yu |
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Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 06 2011 |
Caroline Duburcq and Eric Girardin |
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The stabilization of foreign bank lending: A neglected benefit of hard pegs |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 05 2011 |
Virginie Coudert and Hélène Raymond-Feingold |
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Gold and financial assets: Are there any safe havens in bear markets? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 05 2011 |
Yun-Shan Dai and Wei-Ming Lee |
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The profitability of technical analysis in the Taiwan-U.S. forward foreign exchange market |
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Abstract Contact Information Citation Full Text - Note |
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| May 15 2011 |
Giray Gozgor |
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Purchasing power parity hypothesis among the main trading partners of Turkey |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 22 2011 |
Richard Paul Gregory and Gary Shelley |
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Purchasing Power Parity and the Chinese Yuan |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 17 2011 |
Claudiu T Albulescu and Daniel Goyeau |
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Estimation of equilibrium exchange rate in CEECs: a rolling window approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 17 2011 |
Tsangyao Chang , Chia-hao Lee and Pei-I Chou |
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Purchasing power parity in G-7 countries: Further evidence based on ADL test for threshold cointegration |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 15 2011 |
Serge Rey |
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Exchange rate fluctuations and extra-eurozone exports: A comparison of Germany and France |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 15 2011 |
Walid Chkili and Duc Khuong Nguyen |
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Modeling the volatility of Mediterranean stock markets: a regime-switching approach |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 10 2011 |
Khaled Guesmi |
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Time varying regional integration in emerging stock market |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 02 2011 |
Fernanda G Barba and Paulo S Ceretta |
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Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 14 2011 |
Emna Trabelsi |
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Does asymmetric information play a role in explaining the Asian crisis? Application to Indonesian and Malaysian cases using a two-state Markov Switching model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 08 2011 |
Paulo S.A. Sousa and Pedro Cosme C. Vieira |
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Universities and authors: a ranking for international finance |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 03 2010 |
Tony Cavoli and Ramkishen Rajan |
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A note on exchange rate regimes in Asia: Are they really what they claim to be? |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 26 2010 |
Scott W Hegerty |
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Exchange-market pressure and currency crises in Latin America: Empirical tests of their macroeconomic determinants |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 01 2010 |
Fabio Clementi , Mauro Gallegati and Antonio Palestrini |
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A Big Mac test of price dynamics and dispersion across euro area |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 19 2010 |
Tsangyao Chang , Su-yuan Lin and Horng-jinh Chang |
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Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 19 2010 |
Iuliana Matei |
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Contagion and causality: an empirical analysis on sovereign bond spreads |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 12 2010 |
Tho D.Q. Nguyen and Jian Wu |
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Spillover impacts of the US macroeconomic news: Australian sectoral perspective |
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Abstract Contact Information Citation Full Text - Note |
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| May 03 2010 |
Jaunky Chandr Vishal |
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Inflation divergence within the SADC |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 22 2010 |
Joseph P Byrne , Giorgio Fazio and Norbert Fiess |
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Domestic vs. International Correlations of Interest Rate Maturities |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 21 2010 |
Venus Khim-Sen Liew and Tuck Cheong Tang |
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An empirical investigation of purchasing power parity for a transition economy - Cambodia |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 11 2010 |
Samih A Azar |
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Random risk aversion and the cost of eliminating the foreign exchange risk of the Euro |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 11 2010 |
Marcel Aloy , Mohamed Boutahar , Karine Gente and Anne Péguin-feissolle |
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Fractional integration and cointegration in stock prices and exchange rates |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 06 2009 |
Atrayee Ghosh Roy and Hendrik Van den Berg |
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Budget deficits and U.S. economic growth |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 23 2009 |
Hiroyuki Taguchi , Harutaka Murofushi and Hironao Tsuboue |
| |
Exchange rate regime and real exchange rate behavior |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2009 |
Olivier Damette |
| |
Exchange rate volatility and noise traders: Currency Transaction Tax as an eviction device |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 29 2009 |
Chee-keong Choong Ph.D and Venus khim-sen Liew Ph.D |
| |
Impact of foreign direct investment volatility on
economic growth of asean-5 countries
|
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Abstract Contact Information Citation Full Text - Note |
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| Jul 17 2009 |
Mahmoud Sami Nabi and Imed Drine |
| |
External Debt, Informal Economy and Growth |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 10 2009 |
Arouri Mohamed el hédi and Jamel Jouini |
| |
Analysis of structural breaks in the stock market integration of mexico into world |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 08 2009 |
Scott W Hegerty |
| |
Capital flows to transition economies: what is the role of external shocks? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 05 2009 |
Venus khim-sen Liew |
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Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 05 2009 |
Shyh-wei Chen |
| |
Random walks in asian foreign exchange markets:evidence from new multiple variance ratio tests |
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Abstract Contact Information Citation Full Text - Note |
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| May 19 2009 |
Victoria Miller |
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When banks are patients: The factors that determine treatment |
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Abstract Contact Information Citation Full Text - Note |
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| May 17 2009 |
Christophe Rault and António Afonso |
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Bootstrap panel granger-causality between government budget and external deficits for the EU |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 03 2009 |
C. emre Alper and Orhan Torul |
| |
Asymmetric adjustment of retail gasoline prices in turkey to world crude oil price changes: the role of taxes |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 26 2009 |
Chia-Cheng Ho , Su-Yin Cheng and Han Hou |
| |
Purchasing Power Parity and Country Characteristics: Evidence from Time Series Analysis |
| |
Abstract Contact Information Citation Full Text - Note |
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| Mar 23 2009 |
Hock-Ann Lee , Kian-Ping Lim and Venus Khim-Sen Liew |
| |
Is There Any International Diversification Benefits in ASEAN Stock Markets? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 24 2009 |
Meixing Dai |
| |
Public debt and currency crisis: how central bank opacity can make things bad? |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 20 2009 |
Juan Carlos Cuestas and Javier Ordoñez |
| |
Nonlinearities in price convergence among Mercosur countries |
| |
Abstract Contact Information Citation Full Text - Note |
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| Feb 19 2009 |
Hyeongwoo Kim and Young-Kyu Moh |
| |
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates |
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Abstract Contact Information Citation Full Text - Note |
| |
| Dec 20 2008 |
Fabrizio Carmignani |
| |
Does capital account liberalisation promote economic growth? Evidence from system estimation. |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 02 2008 |
Steven Buigut |
| |
Determinants of the Public's Preference for a Referendum on Monetary Union |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 10 2008 |
Ching-Chun Wei |
| |
Multivariate GARCH modeling analysis of unexpected U.S. D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 07 2008 |
Avik Chakraborty and Stephen E. Haynes |
| |
Econometrics of the Forward Premium Puzzle |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2008 |
Frédérique Bec , Anders Rahbek and Mélika Ben Salem |
| |
Purchasing power parity: A nonlinear multivariate perspective |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2008 |
Hyeongwoo Kim |
| |
Country-specific shocks and optimal monetary policy |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 25 2008 |
Frederick Wallace |
| |
Nonlinear unit root tests of PPP using long-horizon data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 04 2008 |
Sovannroeun SAMRETH and Dara LONG |
| |
The Monetary Model of Exchange Rate: Evidence from the Philippines Using ARDL Approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 04 2008 |
Ahmad Zubaidi Baharumshah and Darja Borsic |
| |
Purchasing power parity in Central and Eastern European countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 23 2008 |
Sergio Da Silva , Leandro Stocco and J. Anchieta Neves |
| |
Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 21 2008 |
Cristina Badarau Semenescu , Patrick Villieu and Nelly Gregoriadis |
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Monetary policy transmission asymmetries in a heterogeneous monetary union: a simple contractual solution |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 03 2008 |
Hideki Nishigaki |
| |
Are the fiscal and monetary policies of the G-7 countries effective in decreasing the U.S. trade deficit? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 02 2008 |
Sofiane Amri |
| |
Analysing the forward premium anomaly using a Logistic Smooth Transition Regression model. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 09 2008 |
Michael Bleaney |
| |
The terms of trade, repudiation and default on sovereign debt |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 19 2008 |
Jean-François Hoarau |
| |
Testing PPP for Central American real exchange rates. Evidence from new panel data stationary tests with structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 29 2008 |
Abdullah Noman |
| |
Testing for PPP in the mean-group panel rgression framework: further evidence |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 21 2008 |
Elif Akben , Gökhan Özertan and Aslýhan D. Spaulding |
| |
Are the Asian Equity Markets more Interdependent after the Financial Crisis? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 21 2008 |
Shabbir Ahmad and Abdul Rashid |
| |
Non-linear PPP in South Asia and China |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 21 2008 |
Takaaki Aoki |
| |
One Proposition about Dynamic Portfolio Selection in an Open Economy and International Diversification |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 21 2008 |
Alex Lebedinsky |
| |
Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing |
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Abstract Contact Information Citation Full Text - Note |
| |
| Mar 26 2008 |
Chrysost Bangaké |
| |
Exchange Rate Volatility and Optimum Currency Area: Evidence from Africa |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 26 2008 |
Mohsen Bahmani-Oskooee , Ilir Miteza and Gour Goswami |
| |
Could Changes in Black Market Exchange Rates be Expansionary in LDCs? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 11 2008 |
C. Emre Alper and Orhan Torul |
| |
Oil Prices, aggregate economic activity and global liquidity conditions: evidence from Turkey |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 06 2008 |
Duc NGUYEN |
| |
An empirical analysis of structural changes in emerging market volatility |
| |
Abstract Contact Information Citation Full Text - Note |
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| Mar 05 2008 |
Jeng-Bau Lin , Jin-Ming Liang and Chin-Chia Liang |
| |
Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 28 2008 |
Rebecca Neumann and Ron Penl |
| |
Volatile capital flows: Interactions between de jure and de facto financial liberalization |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 13 2008 |
Javier Ordóñez , Cecilio Tamarit and Mariam Camarero |
| |
The expectations hypothesis of the term structure in the Euro area: |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 05 2008 |
Duc Khuong Nguyen , Walid Mensi and Adel Boubaker |
| |
More on corporate diversification, firm size and value creation |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 23 2007 |
Hideki Nishigaki |
| |
The impact of the appreciation of East Asian currencies on global imbalance |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 11 2007 |
Hideki Nishigaki |
| |
The Impact of a Net Increase in Japanese Investment in Foreign Assets on the Yen Rate |
| |
Abstract Contact Information Citation Full Text - Note |
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| Aug 22 2007 |
Avik Chakraborty |
| |
Learning, Forward Premium Puzzle and Exchange Rate Fundamentals under Sticky Prices |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 20 2007 |
Shigeyuki Hamori and Naoko Hamori |
| |
Sources of Real and Nominal Exchange Rate Movements for the Euro |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 14 2007 |
Mohsen Bahmani-Oskooee , Su Zhou and Ali Kutan |
| |
A Century of Purchasing Power Parity: Further Evidence |
| |
Abstract Contact Information Citation Full Text - Note |
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| Aug 02 2007 |
Mohsen Bahmani-Oskooee and Zohre Ardalani |
| |
Is there a J-Curve at the Industry Level? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 02 2007 |
Roman Horvath |
| |
Modelling Central Bank Intervention Activity under Inflation Targeting |
| |
Abstract Contact Information Citation Full Text - Note |
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| Aug 02 2007 |
Antonio Doblas-Madrid |
| |
Implications of within-period timing in models of speculative attack |
| |
Abstract Contact Information Citation Full Text - Note |
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| Aug 02 2007 |
Venus Khim-Sen Liew , Wing-Keung Wong and Zhuo Qiao |
| |
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 22 2007 |
Chien-Fu Chen , Chien-an Andy Wang and Chung-Hua Shen |
| |
Does PPP hold for Big Mac price or consumer price index? Evidence from panel cointegration |
| |
Abstract Contact Information Citation Full Text - Note |
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| May 14 2007 |
Hideki Nishigaki |
| |
Relationship between the yen carry trade and the related financial variables |
| |
Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2007 |
José L. Torres and M. Isabel Campos |
| |
Exchange rate dynamics in crawling-band systems |
| |
Abstract Contact Information Citation Full Text - Note |
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| Mar 16 2007 |
Pelin Oge Guney |
| |
Fiscal Theory of Exchange Rate Determination: Empirical Evidence from Turkey |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 21 2007 |
Vincent Bouvatier |
| |
Are International Interest Rate Differentials Driven by the Risk Premium? The Case of Asian Countries |
| |
Abstract Contact Information Citation Full Text - Note |
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| Feb 10 2007 |
Michael Bleaney and Manuela Francisco |
| |
Classifying exchange rate regimes: a statistical analysis of alternative methods |
| |
Abstract Contact Information Citation Full Text - Note |
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| Feb 10 2007 |
Stefan Norrbin and Onsurang Pipatchaipoom |
| |
Is the real dollar rate highly volatile? |
| |
Abstract Contact Information Citation Full Text - Note |
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| Jan 18 2007 |
Sergio Da Silva , Annibal Figueiredo , Iram Gleria and Raul Matsushita |
| |
Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 28 2006 |
Mohsen Bahmani-Oskooee and Abera Gelan |
| |
Testing the PPP in the non-linear STAR Framework: Evidence from Africa |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 30 2006 |
Brian Francis and Sunday Iyare |
| |
Do exchange rates in caribbean and latin american countries exhibit nonlinearities? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 13 2006 |
Shiu-Sheng Chen |
| |
Perspectives on teaching international macroeconomics and finance: is there more consensus in the 2000s? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 12 2006 |
Mario Cerrato and Nick Sarantis |
| |
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 13 2006 |
Maxym Chaban |
| |
Real variables and the real exchange rate: The importance of traded goods in the transmission mechanism |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 27 2005 |
Sergio Da Silva , Guilherme Moura and Roberto Meurer |
| |
Travel hysteresis in the Brazilian current account |
| |
Abstract Contact Information Citation Full Text - Note |
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| Dec 06 2005 |
Stéphane Colliac and Nader Akmar |
| |
A primer on the empirics of original sin |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 06 2005 |
Sergio Da Silva , Guilherme Moura and Roberto Meurer |
| |
Travel hysteresis in the US current account after the mid-1980s |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 14 2005 |
Venus Khim-Sen Liew , Chee-Keong Choong , Evan Lau and Kian-Ping Lim |
| |
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 08 2005 |
Sergio Da Silva and Guilherme Moura |
| |
Is There a Brazilian J-Curve? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 20 2005 |
Mao-wei Hung and Hsiao-yuan Yu |
| |
Capital Flow, Nontradable Consumption and Home Bias |
| |
Abstract Contact Information Citation Full Text - Note |
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| Feb 24 2005 |
Fernando Seabra and Lisandra Flach |
| |
Foreign direct investment and profit outflows: a causality analysis for the Brazilian economy |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 06 2004 |
Johann Scharler |
| |
International Risk Sharing and Investor Protection: Some Evidence from the EU-15 |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 15 2004 |
Victor Vaugirard |
| |
Bank runs, political distortions and contagion |
| |
Abstract Contact Information Citation Full Text - Note |
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| Sep 02 2004 |
Yukinobu Kitamura and Hiroshi Fujiki |
| |
The Big Mac Standard: A statistical Illustration |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 26 2004 |
Sergio Da Silva , Guilherme Moura and Sidney Caetano |
| |
Big Mac parity, income, and trade |
| |
Abstract Contact Information Citation Full Text - Note |
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| Aug 25 2004 |
Frank Westerhoff and Sebastiano Manzan |
| |
Does liquidity in the FX market depend on volatility? |
| |
Abstract Contact Information Citation Full Text - Note |
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| Aug 12 2004 |
Venus Khim-Sen Liew |
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Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 01 2004 |
Hilde Bjørnland |
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Estimating the equilibrium real exchange rate in Venezuela |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 09 2004 |
Udo Broll and Jack E. Wahl |
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Optimal hedge ratio and elasticity of risk aversion |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 18 2004 |
AROURI Mohamed El Hedi |
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The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk. |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 20 2003 |
Francois HERMET |
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CURRENCY CRISIS AND BALANCE SHEET CHANNEL EFFECT. The Korean Experience |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 06 2003 |
Hiroshi Gunji |
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The Feldstein-Horioka puzzle and law |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 27 2003 |
Francis Ahking |
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Efficient unit root tests of real exchange rates in the post-Bretton Woods era |
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Abstract Contact Information Citation Full Text - Note |
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| May 08 2003 |
Philip Shively |
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Threshold stationary real exchange rates: a nonlinear, multivariate approach |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 03 2003 |
Sofiane Hicham Sekioua |
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The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests |
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Abstract Contact Information Citation Full Text - Note |
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| May 10 2002 |
Andre Mollick |
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EFFECTS OF U.S. INTEREST RATES ON THE REAL EXCHANGE RATE IN MEXICO |
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Abstract Contact Information Citation Full Text - Note |
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| May 17 2001 |
David O. Cushman |
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Bayesian and DF-GLS unit root tests of real exchange rates over the current floating period |
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Abstract Contact Information Citation Full Text - Note |
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