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| Dec 30 2023 |
Prem Vaswani and Padmaja M |
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Asymmetric relationship between macroeconomic uncertainty and stock market performance: a study of the Indian stock market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2023 |
Mei-yin Lin |
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The impacts of cryptocurrency shocks on emerging market currencies: evidence from quantile regression |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2022 |
Seyid Fahri Mahmud , Seyid Amjad Ali and Fatih Furkan Akosman |
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Modeling 2018 currency crisis of Turkey: A balance of payments approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2022 |
Sy-Hoa Ho , Idir Hafrad and Viet Dung Tran |
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Asymmetric exchange rates pass-through in Vietnam |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 29 2021 |
Cheah Siew-pong , Yiew Thian-hee , Ng Cheong-fatt and Foo Chuan-chew |
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Revisiting the relation between stock price and exchange rate - An asymmetric panel ARDL analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 30 2020 |
Laurent Didier |
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Exchange rate regimes, trade in raw materials and exporters behavior: Evidence from some Small Island Developing States (SIDS) |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 14 2020 |
Frederique Bec and Melika Ben Salem |
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An asymmetrical overshooting correction model for G20 nominal effective exchange rates |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 18 2020 |
Cyriac Guillaumin , Salem Boubakri and Alexandre Silanine |
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Do commodity price volatilities impact currency misalignments in commodity-exporting countries? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 05 2020 |
Gabriel Di Bella , Francesco Grigoli and Rafael Romeu |
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A Note on the Algebra of Multiple Exchange Rates |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 13 2019 |
Taoufik Bouraoui |
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External debts, current account balance and exchange rates in emerging countries |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 18 2019 |
Paulo Ferreira and Éder Pereira |
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The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 15 2018 |
Khaled Khaled , Amel Belanes and Sandrine Kablan |
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The regional pricing of risk: An empirical investigation of the MENA Region |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 28 2017 |
Pei-Ling Lee , Lee Chin , Siong Hook Law and W.N.W. Azman-Saini |
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Do integrated economies grow faster? Evidence from domestic equity holdings |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 27 2017 |
Riadh El Abed |
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On the Co-movements among East Asian Foreign Exchange Markets: A Multivariate FIAPARCH-DCC approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 04 2017 |
Riadh El abed |
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Exploring the nexus between Stock prices and Macroeconomic
shocks: Panel VAR approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 25 2017 |
Siew-Voon Soon and Ahmad Zubaidi Baharumshah |
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Exchange Rate Pass-through (ERPT) into Domestic Prices: Evidence from a Nonlinear Perspective |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 22 2017 |
Ferdinand Owoundi |
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Investigating the link between the exchange rate regime and underlying misalignments
|
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 20 2017 |
Mirzosaid Sultonov |
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The impacts of the oil price fall on the exchange rates of ASEAN-5: Evidence from the 2014 oil price shock |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 22 2017 |
Siew-Pong Cheah , Thian-Hee Yiew and Cheong-Fatt Ng |
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A nonlinear ARDL analysis on the relation between stock price and exchange rate in Malaysia. |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 10 2016 |
Valeriya V. Lakshina and Andrey M. Silaev |
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Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts? |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 09 2016 |
Yu Hsing |
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Is Real Depreciation Contractionary? The Case of South Korea |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 18 2015 |
Jeremy Nguyen and Jen-je Su |
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Combining linear and nonlinear unit root tests with an application to PPP. |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 29 2015 |
Mourad Zmami and Ousama Ben-Salha |
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The adjustment of plant-level investment to exchange rate fluctuations in Tunisia: do the size and the ownership structure matter? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 12 2015 |
Alex Luiz Ferreira |
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The Simultaneity Bias of the Uncovered Interest Rate Parity: evidence using survey data for Brazil |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 11 2015 |
Hsiu-Hsin Ko |
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On the indirect causality relation from exchange rates to fundamentals |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 11 2015 |
Scott W Hegerty |
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Dollar depreciations and monthly local employment in three Midwestern states: Evidence from time-series and cointegration analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 11 2015 |
Yu Hsing |
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Short-Run Determinants of the USD/MYR Exchange Rate |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 06 2014 |
Florian Huber |
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Forecasting Exchange Rates using Bayesian Threshold Vector
Autoregressions |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 06 2014 |
Reginaldo Pinto Nogueira, Jr. |
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A causality test of inflation environment and lower exchange rate pass-through |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 26 2014 |
Josh Stillwagon |
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Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 26 2014 |
Marcelo Griebeler |
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Models for forecasting exchange rate volatility: a comparison between developed and emerging countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 08 2014 |
Ricky Chee Jiun Chia , Shiok Ye Lim and Sheue Li Ong |
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Long-Run Validity of Purchasing Power Parity and Cointegration Analysis for Low Income African Countries
|
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Abstract Contact Information Citation Full Text - Note |
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| May 08 2014 |
Márcio P. Laurini and Roberto B. Mauad |
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The stochastic volatility model with random jumps and its application to BRL/USD exchange rate. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 28 2014 |
Frederick H Wallace , Daniel Ventosa-santaulària and Manuel Gómez-zaldívar |
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Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? |
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Abstract Contact Information Citation Full Text - Comment |
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| Feb 12 2014 |
Olalekan Bashir Aworinde |
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Are Bilateral Real Exchange Rates Stationary? Empirical Evidence from Nigeria |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 23 2013 |
Benjamin Keddad |
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Exchange rate coordination in Asia under regional currency basket systems. |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 24 2013 |
Hanafiah Harvey , Fumitaka Furuoka and Qaiser Munir |
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The role of tourism and exchange rate on economic growth:Evidence from the BIMP-EAGA countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 08 2013 |
Yu Hsing |
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Test of the Bank Lending Channel: The Case of Australia |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 27 2013 |
Matthias Busse , Carsten Hefeker and Signe Nelgen |
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Foreign Direct Investment and Exchange Rate Regimes |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 04 2013 |
Ertan Oktay and Giray Gozgor |
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Estimation of disaggregated import demand functions for Turkey |
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Abstract Contact Information Citation Full Text - Note |
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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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| 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 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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| 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 23 2012 |
Hakan M. Berument , Zulal S Denaux and Yeliz Yalcin |
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How does the Exchange Rate Movement Affect Macroeconomic Performance? A VAR Analysis with Sign Restriction Approach– Evidence from Turkey |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 06 2011 |
Jamel Saadaoui |
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Exchange Rate Dynamics and Fundamental Equilibrium Exchange Rates |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 14 2011 |
Reginaldo Pinto Nogueira Jr., Claudio Djissey Shikida and Ari Francisco de Araujo Jr. |
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Structural changes in exchange rate regimes in Brazil |
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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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| 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 17 2011 |
Claudiu T Albulescu and Daniel Goyeau |
| |
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 |
Sadek Melhem and Michel Terraza |
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Onto Exchange Rate's Short Run Impact on Oil Prices Dynamics: An OPEC Members' perspective |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 15 2011 |
Myeong Hwan Kim and David A. Dilts |
| |
The Relationship of the value of the Dollar, and the Prices of Gold and Oil: A Tale of Asset Risk |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
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| 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 |
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Abstract Contact Information Citation Full Text - Note |
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| May 18 2010 |
Alper ASLAN |
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The validity of PPP: evidence from Lagrange multiplier unit root tests for ASEAN countries |
| |
Abstract Contact Information Citation Full Text - Note |
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| Apr 21 2010 |
Sovannroeun Samreth |
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A Note on Short-Run and Long-Run Relationships between Parallel and Official Exchange Rates: The Case of Cambodia |
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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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| Feb 25 2010 |
Caroline Duburcq and Eric Girardin |
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Domestic and external factors in interest rate determination: the minor role of the exchange rate regime |
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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 11 2009 |
Iuliana Matei |
| |
Testing for price convergence: how close are EU New Member's States to
euro zone? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 13 2009 |
Manish Kumar |
| |
A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 10 2009 |
Mizanur Rahman and Kaliappa Kalirajan |
| |
The effect of a collective exchange rate adjustment on East Asian exports |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 09 2009 |
Takeshi Inoue and Shigeyuki Hamori |
| |
What Explains Real and Nominal Exchange Rate Fluctuations?: Evidence from SVAR Analysis for India
|
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Abstract Contact Information Citation Full Text - Note |
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| Sep 07 2009 |
Emmanuel Dubois , Jerome Hericourt and Valerie Mignon |
| |
What if the euro had never been launched? A counterfactual analysis
of the macroeconomic impact of euro membership |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 01 2009 |
Michael Bleaney and Zhiyong Li |
| |
Do exchange rate bubbles deflate faster than they inflate? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| 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 |
| |
| 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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| 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 |
| |
| 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 |
| |
| 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 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 |
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 |
| |
| 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 |
| |
| Jun 15 2007 |
Yen-Hsien Lee and Chien-Liang Chiu |
| |
The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| 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 19 2007 |
Juan Paez-Farrell |
| |
Understanding monetary policy in Central European countries using Taylor-type rules: the case of the Visegrad four |
| |
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 |
| |
| 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 |
| |
| 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 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 |
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| May 08 2003 |
Philip Shively |
| |
Threshold stationary real exchange rates: a nonlinear, multivariate approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 24 2002 |
Anthony Bende-Nabende |
| |
Foreign direct investment determinants in Sub-Sahara Africa: A co-integration analysis |
| |
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 |
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