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Notes, Comments and Preliminary results

Aug 20 2014 Mohamed Arouri , Christophe Rault and Frédéric Teulon
  Economic policy uncertainty, oil price shocks and GCC stock markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 06 2014 Chih-hsiang Hsu , Ming-sung Kao and Wei-pen Tsai
  Information Transmission between Dual Listed Stocks with Non-Overlapping Trading Hours
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 06 2014 Chandan Sharma and Sunny K Singh
  Determinants of International Reserves: Empirical Evidence from Emerging Asia
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 06 2014 Florian Huber
  Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 06 2014 Reginaldo Pinto Nogueira, Jr.
  A causality test of inflation environment and lower exchange rate pass-through
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 26 2014 Josh Stillwagon
  Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 26 2014 Marcelo Griebeler
  Models for forecasting exchange rate volatility: a comparison between developed and emerging countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 20 2014 Audrey Rose Menard
  Do natural resources condition the aid-governance relationship? Evidence from Africa.
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 03 2014 Jean-michel Sahut and Medhi Mili
  Determinants of loans and deposits strategies of foreign bank subsidiaries in emerging countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 28 2014 Frederick H Wallace , Daniel Ventosa-santaulària and Manuel Gómez-zaldívar
  Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis?
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Feb 04 2014 Ginny ju-ann Yang , Koyin Chang , Yung-Hsiang Ying and Chen-hsun Lee
  Spillover Effects of Chinese Stock Markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 04 2014 Fernando N. Oliveira
  The Market of Foreign Exchange Hedge in Brazil: Reaction of Financial Institutions to Interventions of the Central Bank
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 30 2014 Mohsen Bahmani-oskooee and Hadise Fariditavana
  Do Exchange Rate Changes have Symmetric Effect on the S-Curve?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 23 2013 Benjamin Keddad
  Exchange rate coordination in Asia under regional currency basket systems.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 24 2013 Hanafiah Harvey , Fumitaka Furuoka and Qaiser Munir
  The role of tourism and exchange rate on economic growth:Evidence from the BIMP-EAGA countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 24 2013 Shankar Ghimire , Debasri Mukherjee and Eskander Alvi
  Sectoral Aid-for-Trade and Sectoral Exports: A Seemingly Unrelated Regression Analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 10 2013 P. B. Eregha
  Aid Flows and Growth Diagnosis: Empirical Evidence for A Panel of ECOWAS Countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 08 2013 Scott W Hegerty
  Exchange Market Pressure, Output Drops, and Domestic Credit: Do Emerging Markets Behave Differently?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 04 2013 Viktor Manahov and Robert Hudson
  New Evidence of Technical Trading Profitability
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 17 2013 Iuliana Matei
  Government bond market linkages within EMU: evidence from a multivariate Granger causality analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 24 2013 Elie I Bouri
  Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 03 2013 Daniel Ventosa-santaulària , Manuel Gómez-zaldívar and Lizet A Pérez
  Long-run relationship with shifts between Mexican current account revenues and expenditures
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 13 2013 William Akoto
  Do countries strategically improve their institutions to access increased debt relief?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 13 2013 Jean-yves Filbien , Fabien Labondance and Yann Echinard
  Macroeconomic, financial and institutional determinants of Eurozone sovereign crisis - Evidence from daily data
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 12 2013 Jay Kathavate
  Corruption, aid volatility & growth
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 12 2013 Simplice A Asongu
  How has politico-economic liberalization affected financial allocation efficiency? Fresh African evidence
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 04 2013 Kieran Burgess and Nicholas Rohde
  Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 14 2013 Florence Huart and Gaël Lagadec
  Current account balance and exchange rate adjustment in New Caledonia
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 08 2013 Aymen Ben Rejeb
  Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 03 2012 Matthias Hartmann and Helmut Herwartz
  Consolidation first - About twin deficits and the causal relation between fiscal budget and current account imbalances
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 30 2012 Manuel Ramos-Francia and José G Rangel
  Revisiting the effects of country specific fundamentals on sovereign default risk
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 09 2012 Mohamed E AROURI , Fredj JAWADI and Duc K NGUYEN
  Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 14 2012 Walid Chkili
  Is currency risk priced for emerging stock markets?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 03 2012 Mahalia Jackman
  Foreign exchange intervention in a small open economy with a long term peg
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 02 2012 Christian Pierdzioch , Jan C Rülke and Georg Stadtmann
  Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 01 2012 Simplice A Asongu
  On the effect of foreign aid on corruption
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Aug 01 2012 Takuji Kinkyo
  De facto exchange rate regimes in post-crisis Asia
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 07 2012 Turkhan Ali Abdul Manap and Gairuzazmi M Ghani
  Malaysia's Time Varying Capital Mobility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 24 2012 Tze-Haw Chan , Chee-Wooi Hooy and Ahmad Zubaidi Baharumshah
  A structural VARX modelling of international parities between China and Japan in the liberalization era
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 29 2012 Go Tamakoshi , Yuki Toyoshima and Shigeyuki Hamori
  A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 23 2012 Amit Ghosh
  Is there an S-curve relationship between U.S. trade balance and terms of trade? An analysis across industries and countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 20 2012 Tsangyao Chang , Chia-hao Lee and Guochen Pan
  Purchasing Power Parity in African Countries: Further Evidence based on the ADL Test for Threshold Cointegration
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 09 2012 Makram El-Shagi
  Protect and survive? Did capital controls help shield emerging markets from the crisis?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 28 2011 Renatas Kizys and Christian Pierdzioch
  Contagious speculative bubbles: A note on the Greek sovereign debt crisis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 09 2011 Edward W. Sun , Daniel Tenengauzer , Ali Bastani and Omid Rezania
  Identification of Driving Factors for Emerging Markets Sovereign Spreads
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 09 2011 Loredana Ureche-Rangau , Fabien Collado and Ulysse Galiay
  The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 05 2011 Chun-Teck Lye , Tze-Haw Chan and Chee-Wooi Hooy
  Nonlinear prediction of Malaysian exchange rate with monetary fundamentals
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 19 2011 Yi-Chi Chen and Wei-Choun Yu
  Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 06 2011 Caroline Duburcq and Eric Girardin
  The stabilization of foreign bank lending: A neglected benefit of hard pegs
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 05 2011 Virginie Coudert and Hélène Raymond-Feingold
  Gold and financial assets: Are there any safe havens in bear markets?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 05 2011 Yun-Shan Dai and Wei-Ming Lee
  The profitability of technical analysis in the Taiwan-U.S. forward foreign exchange market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 15 2011 Giray Gozgor
  Purchasing power parity hypothesis among the main trading partners of Turkey
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 22 2011 Richard Paul Gregory and Gary Shelley
  Purchasing Power Parity and the Chinese Yuan
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 17 2011 Claudiu T Albulescu and Daniel Goyeau
  Estimation of equilibrium exchange rate in CEECs: a rolling window approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 17 2011 Tsangyao Chang , Chia-hao Lee and Pei-I Chou
  Purchasing power parity in G-7 countries: Further evidence based on ADL test for threshold cointegration
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 15 2011 Serge Rey
  Exchange rate fluctuations and extra-eurozone exports: A comparison of Germany and France
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 15 2011 Walid Chkili and Duc Khuong Nguyen
  Modeling the volatility of Mediterranean stock markets: a regime-switching approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 10 2011 Khaled Guesmi
  Time varying regional integration in emerging stock market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 02 2011 Fernanda G Barba and Paulo S Ceretta
  Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 14 2011 Emna Trabelsi
  Does asymmetric information play a role in explaining the Asian crisis? Application to Indonesian and Malaysian cases using a two-state Markov Switching model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 08 2011 Paulo S.A. Sousa and Pedro Cosme C. Vieira
  Universities and authors: a ranking for international finance
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 03 2010 Tony Cavoli and Ramkishen Rajan
  A note on exchange rate regimes in Asia: Are they really what they claim to be?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 26 2010 Scott W Hegerty
  Exchange-market pressure and currency crises in Latin America: Empirical tests of their macroeconomic determinants
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 01 2010 Fabio Clementi , Mauro Gallegati and Antonio Palestrini
  A Big Mac test of price dynamics and dispersion across euro area
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 19 2010 Tsangyao Chang , Su-yuan Lin and Horng-jinh Chang
  Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 19 2010 Iuliana Matei
  Contagion and causality: an empirical analysis on sovereign bond spreads
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 12 2010 Tho D.Q. Nguyen and Jian Wu
  Spillover impacts of the US macroeconomic news: Australian sectoral perspective
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 03 2010 Jaunky Chandr Vishal
  Inflation divergence within the SADC
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 22 2010 Joseph P Byrne , Giorgio Fazio and Norbert Fiess
  Domestic vs. International Correlations of Interest Rate Maturities
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 21 2010 Venus Khim-Sen Liew and Tuck Cheong Tang
  An empirical investigation of purchasing power parity for a transition economy - Cambodia
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 11 2010 Samih A Azar
  Random risk aversion and the cost of eliminating the foreign exchange risk of the Euro
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 11 2010 Marcel Aloy , Mohamed Boutahar , Karine Gente and Anne Péguin-feissolle
  Fractional integration and cointegration in stock prices and exchange rates
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 06 2009 Atrayee Ghosh Roy and Hendrik Van den Berg
  Budget deficits and U.S. economic growth
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 23 2009 Hiroyuki Taguchi , Harutaka Murofushi and Hironao Tsuboue
  Exchange rate regime and real exchange rate behavior
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 17 2009 Mahmoud Sami Nabi and Imed Drine
  External Debt, Informal Economy and Growth
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 10 2009 Arouri Mohamed el hédi and Jamel Jouini
  Analysis of structural breaks in the stock market integration of mexico into world
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 08 2009 Scott W Hegerty
  Capital flows to transition economies: what is the role of external shocks?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 05 2009 Venus khim-sen Liew
  Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 05 2009 Shyh-wei Chen
  Random walks in asian foreign exchange markets:evidence from new multiple variance ratio tests
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 19 2009 Victoria Miller
  When banks are patients: The factors that determine treatment
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 17 2009 Christophe Rault and António Afonso
  Bootstrap panel granger-causality between government budget and external deficits for the EU
  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
 
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?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 20 2009 Juan Carlos Cuestas and Javier Ordoñez
  Nonlinearities in price convergence among Mercosur countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 20 2008 Fabrizio Carmignani
  Does capital account liberalisation promote economic growth? Evidence from system estimation.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 02 2008 Steven Buigut
  Determinants of the Public's Preference for a Referendum on Monetary Union
  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
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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
 
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
 
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
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 21 2008 Cristina Badarau Semenescu , Patrick Villieu and Nelly Gregoriadis
  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.
  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
  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
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 21 2008 Alex Lebedinsky
  Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing
  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
 
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
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 13 2008 Javier Ordóñez , Cecilio Tamarit and Mariam Camarero
  The expectations hypothesis of the term structure in the Euro area:
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 05 2008 Duc Khuong Nguyen , Walid Mensi and Adel Boubaker
  More on corporate diversification, firm size and value creation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
 
Aug 22 2007 Avik Chakraborty
  Learning, Forward Premium Puzzle and Exchange Rate Fundamentals under Sticky Prices
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
 
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
 
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
 
Aug 02 2007 Antonio Doblas-Madrid
  Implications of within-period timing in models of speculative attack
  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
 
May 14 2007 Hideki Nishigaki
  Relationship between the yen carry trade and the related financial variables
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2007 José L. Torres and M. Isabel Campos
  Exchange rate dynamics in crawling-band systems
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
 
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
 
Feb 10 2007 Stefan Norrbin and Onsurang Pipatchaipoom
  Is the real dollar rate highly volatile?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
 
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
 
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
 
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
 
Aug 25 2004 Frank Westerhoff and Sebastiano Manzan
  Does liquidity in the FX market depend on volatility?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 12 2004 Venus Khim-Sen Liew
  Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 01 2004 Hilde Bjørnland
  Estimating the equilibrium real exchange rate in Venezuela
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 09 2004 Udo Broll and Jack E. Wahl
  Optimal hedge ratio and elasticity of risk aversion
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 18 2004 AROURI Mohamed El Hedi
  The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 20 2003 Francois HERMET
  CURRENCY CRISIS AND BALANCE SHEET CHANNEL EFFECT. The Korean Experience
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 06 2003 Hiroshi Gunji
  The Feldstein-Horioka puzzle and law
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 27 2003 Francis Ahking
  Efficient unit root tests of real exchange rates in the post-Bretton Woods era
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 08 2003 Philip Shively
  Threshold stationary real exchange rates: a nonlinear, multivariate approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 03 2003 Sofiane Hicham Sekioua
  The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 10 2002 Andre Mollick
  EFFECTS OF U.S. INTEREST RATES ON THE REAL EXCHANGE RATE IN MEXICO
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 17 2001 David O. Cushman
  Bayesian and DF-GLS unit root tests of real exchange rates over the current floating period
  Abstract  Contact Information  Citation  Full Text  -  Note