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Notes, Comments and Preliminary results |
Mar 30 2024 |
Houssam Bouzgarrou , Zied Ftiti , Wael Louhichi and Mohamed Youssfi |
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Stock market performance under COVID-19: Evidence from investor behavior |
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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 2023 |
Javed Iqbal , Sareer Ahmad , Misbah Nosheen and Mark Wohar |
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Empirical investigation of the S-curve phenomenon in Pakistan-China commodity trade |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Dec 30 2023 |
Jean Claude Kouakou Brou and Mamadou Thiam |
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External debt and capital flight in sub-Saharan Africa: The role of institutions |
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Abstract Contact Information Citation Full Text - Note |
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Dec 30 2023 |
Mohamed Arouri , Sabrine Ayed , Mathieu Gomes and Adel Barguellil |
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War and cryptocurrency markets: An empirical investigation |
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Abstract Contact Information Citation Full Text - Note |
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Jun 30 2023 |
Bruna K. S. Peixoto and Roberto T Ferreira |
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Herd behavior and contagion effects of the COVID-19 |
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Abstract Contact Information Citation Full Text - Note |
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Mar 30 2023 |
Mohamed Arouri , Hayet Ben Haj Hamida , Issam Mejri and Srdjan Redzepagic |
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Drivers of cash holdings value: does economic policy uncertainty matter? |
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Abstract Contact Information Citation Full Text - Note |
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Mar 30 2023 |
Samuel cédric Nkot and Sezard Timbi |
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Governance and financial development: does financial openness matter? Evidence from Sub-Saharan African countries |
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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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Dec 30 2022 |
Cheng Zhou |
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The impact of financial openness on income inequality |
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Abstract Contact Information Citation Full Text - Note |
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Dec 30 2022 |
Whelsy Boungou and Alhonita YATIE |
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Climate change and global stock market returns |
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Abstract Contact Information Citation Full Text - Note |
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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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Sep 30 2022 |
Refk Selmi |
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A war in a pandemic- The recent spike in economic uncertainty and the hedging abilities of Bitcoin |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Sep 30 2022 |
Kelly Lifchez and Beatriz Maldonado |
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Health consequences of the Mexico City policy |
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Abstract Contact Information Citation Full Text - Note |
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Sep 30 2022 |
Guglielmo Maria Caporale , Luis A Gil-Alana and Olaoluwa Simon Yaya |
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Modeling persistence and non-linearities in the US treasury 10-year bond yields |
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Abstract Contact Information Citation Full Text - Note |
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Jun 30 2022 |
Wenwen Zhang |
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Stock Market Co-movements in RCEP Participating Countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jun 30 2022 |
Miao Wang and Hong Zhuang |
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Effect of official development assistance on adolescent fertility rate: within-country evidence |
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Abstract Contact Information Citation Full Text - Note |
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Feb 20 2022 |
Munawar Sayyad , Pat Obi and Kaushik Bhattacharjee |
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International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Dec 29 2021 |
Salem Adel Ziadat and David Gordon McMillan |
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Oil innovations and Gulf Cooperation Council stock market connectedness |
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Abstract Contact Information Citation Full Text - Note |
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Jul 18 2021 |
Jing Li |
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On Estimating Risk Premium With Flexible Fourier Form |
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Abstract Contact Information Citation Full Text - Note |
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Apr 09 2021 |
Brahim Gaies |
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Curse or blessing: how do oil price fluctuations influence financial development in low- and middle-income net oil-exporting countries? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 09 2021 |
Jude Eggoh and Chrysost Bangaké |
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Remittances and Financial Inclusion: Does Financial Development Matter? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 09 2021 |
Abba Yadou Barnabé , Ningaye Paul and Bangake Chrysost |
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Do remittances spur financial inclusion in Africa? a multi-dimensional approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Mar 10 2021 |
Masao Kumamoto and Juanjuan Zhuo |
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Hedge and safe haven status of Bitcoin: copula-DCC approach |
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Abstract Contact Information Citation Full Text - Note |
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Dec 31 2020 |
Georg Stadtmann , Christian Pierdzioch and Timo Schöber |
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Law of one price: BigMac versus Fortnite - A Note |
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Abstract Contact Information Citation Full Text - Note |
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Dec 02 2020 |
Ibrahim N Ouattara |
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A bootstrap panel granger causality analysis of the relationships between financial sector development and globalization in sub-saharan african countries |
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Abstract Contact Information Citation Full Text - Note |
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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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Sep 24 2020 |
Rashid Sbia and Helmi Hamdi |
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Remittances and inflation in OPEC countries:Evidence from bias-corrected least-squares dummy variable (CLSDV) estimator |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Sep 24 2020 |
K.P. Prabheesh , Bhavesh Garg and Rakesh Padhan |
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Time-varying dependence between stock markets and oil prices during COVID-19: The case of net oil-exporting countries |
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Abstract Contact Information Citation Full Text - Note |
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Aug 31 2020 |
Kai Yin Woo , Shu Kam Lee and Alan T. Y. Chan |
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Food price convergence in Canada: A nonparametric nonlinear cointegration analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 19 2020 |
Tony Addison and Mina Baliamoune-Lutz |
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Does aid stimulate foreign direct investment? The role of social cohesion |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 08 2020 |
Bruno Thiago Tomio |
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Carry trade in developing and developed countries: A Granger causality analysis with the Toda-Yamamoto approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 08 2020 |
Kais Tissaoui , Taha Zaghdoudi and Khaled issa Alfreahat |
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Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 08 2020 |
Jorge Silva |
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Determinants of the structure of external funding: the Portuguese case |
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Abstract Contact Information Citation Full Text - Note |
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Aug 08 2020 |
Anoop S Kumar |
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Testing Safe Haven Property of Bitcoin and Gold during Covid-19 : Evidence from Multivariate GARCH analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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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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Jul 14 2020 |
Olivier Habimana , Jamel Dugbeh and Jacqueline Muhawenayo |
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Are African current accounts on a sustainable path? A tale of two components |
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Abstract Contact Information Citation Full Text - Note |
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Jun 18 2020 |
Bertrand Groslambert and Wan-Ni Lai |
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Ranking tail risk across international stock markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jun 18 2020 |
Chin Chia Liang , Carol Troy and Ellen Rouyer |
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The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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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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Jun 02 2020 |
Jeong Eui Suh |
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An Economic Thought about How to Detect Currency Manipulation |
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Abstract Contact Information Citation Full Text - Note |
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May 06 2020 |
Yan Alperovych and Xavier Mouchette |
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Industry Concentration and Venture Capital Flows around the World |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 15 2020 |
Lumengo Bonga-Bonga and Mathias mandla Manguzvane |
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Assessing the extent of contagion of sovereign credit risk among BRICS countries |
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Abstract Contact Information Citation Full Text - Note |
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Feb 23 2020 |
Youngjin Yun |
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Post-crisis changes in the pattern of capital flows - The case of Korea |
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Abstract Contact Information Citation Full Text - Note |
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Feb 22 2020 |
Veysel Avsar |
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Travel Visas and Trade Finance |
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Abstract Contact Information Citation Full Text - Note |
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Feb 05 2020 |
Sena Kimm Gnangnon |
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Development Aid and Regulatory Policies in Recipient-Countries: Is there a Specific Effect of Aid for Trade? |
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Abstract Contact Information Citation Full Text - Note |
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Dec 13 2019 |
Thierry Kangoye |
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Title: Aid, Institutional Transplants and The Rule of Law |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Dec 11 2019 |
Paulo Vitor Jordão da Gama Silva , Augusto F.C. Neto , Marcelo Cabus Klotzle , Antonio Carlos Figueiredo pinto and Leonardo Lima Gomes |
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Does the cryptocurrency market exhibits feedback trading? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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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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Sep 30 2019 |
Cynthia Royal Tori and Scott L. Tori |
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Swedish krona-euro return volatility and non-traditional monetary policies |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jun 15 2019 |
Bertrand Groslambert , Devraj Basu and Wan Ni Lai |
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Is tail risk the missing link between institutions and risk? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 15 2019 |
Jamal Bouoiyour and Refk Selmi |
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How do futures contracts affect Bitcoin prices ? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 02 2019 |
Benjamin M. Blau and Ryan J. Whitby |
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The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects |
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Abstract Contact Information Citation Full Text - Note |
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May 02 2019 |
Hela Ben Hassine Khalladi |
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Fiscal fatigue, public debt limits and fiscal space in some MENA countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 27 2019 |
Román Ferrer , Syed Jawad Hussain Shahzad and Adrián Maizonada |
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Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 25 2019 |
Francesco Marchionne and Evelina Lazareva |
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The limits to integration before and after the great financial crisis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Mar 16 2019 |
Debi P Bal and Badri N Rath |
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Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India - A Reassessment |
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Abstract Contact Information Citation Full Text - Comment |
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Mar 16 2019 |
Jamal Bouoiyour and Refk Selmi |
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Should Bitcoin be used to help devastated economies? Evidence from Greece |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Feb 18 2019 |
Esra Hasdemir , Tolga Omay and Zulal S Denaux |
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Testing the Current Account Sustainability for BRICS Countries: Evidence from a Nonlinear Framework |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Feb 02 2019 |
Jamal Bouoiyour , Refk Selmi and Mark E. Wohar |
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Bitcoin: competitor or complement to gold? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jan 13 2019 |
Samouel Beji |
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Financial Openness and Income Inequality: Do Institutions matter for Africa? |
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Abstract Contact Information Citation Full Text - Note |
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Oct 30 2018 |
Refk Selmi , Aviral Kumar Tiwari and Shawkat Hammoudeh |
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Efficiency or speculation? A dynamic analysis of the Bitcoin market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Oct 30 2018 |
Irem Zeyneloglu |
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Currency crises and monetary policy: the role of foreign inputs |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Oct 10 2018 |
Chee-Hong Law |
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The heterogeneous impact of oil price on exchange rate: Evidence from Thailand
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Sep 07 2018 |
Lucas S. Lourenço and Claudio R. F. Vasconcelos |
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Nonlinear exchange rate pass-through in Latin America |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 05 2018 |
Michael E Araki , Marcelo Cabus Klotzle and Antonio C. F. Pinto |
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Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Feb 27 2018 |
Sahar Milani and Rebecca Neumann |
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International financial openness and industrial R&D |
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Abstract Contact Information Citation Full Text - Note |
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Feb 27 2018 |
Osamah Al-Khazali , Elie Bouri and David Roubaud |
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The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin |
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Abstract Contact Information Citation Full Text - Note |
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Jan 21 2018 |
Wahyoe Soedarmono |
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Stock market integration in the Asia-Pacific region:
Evidence from cointegration of liquidity risk
|
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Abstract Contact Information Citation Full Text - Preliminary Result |
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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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Dec 28 2017 |
Santosh Kumar Dash |
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Analyzing Current Account Sustainability through the Saving-Investment Correlation |
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Abstract Contact Information Citation Full Text - Note |
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Oct 26 2017 |
Naveed Raza , Syed Jawad Hussain Shahzad , Muhammad Shahbaz and Aviral kumar Tiwari |
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Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 31 2017 |
Kam Hon Chu |
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The Feldstein-Horioka puzzle, the Frankel-Dooley-Mathieson puzzle, spurious ratio correlation and measurement errors |
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Abstract Contact Information Citation Full Text - Note |
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Aug 31 2017 |
Amba Oyon Claude Marius , Taoufiki Mbratana and Kane Gilles Quentin |
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Assessing the current account sustainability in ECCAS economies: A dual cointegration analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 31 2017 |
Satoshi Tobe |
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Local Banking Systems and Sensitivity of Capital Inflows to Global Factors |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 29 2017 |
Yaya Keho |
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Effect of remittances on household consumption in African and Asian countries: A quantile regression approach |
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Abstract Contact Information Citation Full Text - Note |
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Jun 16 2017 |
Yoshiko Suzuki |
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Return of the Japan premium in the abenomics period |
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Abstract Contact Information Citation Full Text - Note |
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Jun 05 2017 |
Umar Bala , Patchaya Songsiengchai and Lee Chin |
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Asymmetric behavior of exchange rate pass-through in Thailand |
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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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May 05 2017 |
Duc Hong Vo and Anh The Vo |
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Currency evaluation using a big mac index for Thailand – lessons for Vietnam |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 09 2017 |
Taha Zaghdoudi and Abdelaziz Hakimi |
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Does external debt- poverty relationship confirm the debtoverhang hypothesis for developing counties? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 09 2017 |
Satoshi Tobe |
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Domestic Credit Growth, International Capital Inflows, and Risk Perception in Global Markets |
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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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Nov 26 2016 |
Dimitrios Dimitriou |
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Greek debt negotiations and VIX currency indices: A HYGARCH approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Nov 09 2016 |
Sandeep Mazumder |
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iPad Purchasing Parity: Farewell to the Big Mac Index |
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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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Oct 10 2016 |
Aurore Burietz and Loredana Ureche - Rangau |
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A modern Dionysus' tale: new evidence on the Greek debt crisis and the related costs |
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Abstract Contact Information Citation Full Text - Note |
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Oct 10 2016 |
Amit Ghosh |
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Determinants of Gold Demand in Reserve Bank of India's foreign exchange reserve portfolio. |
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Abstract Contact Information Citation Full Text - Note |
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Sep 03 2016 |
Jamal Bouoiyour and Refk Selmi |
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Brexit concerns, UK and European equities: A lose-lose scenario? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 03 2016 |
Jamal Bouoiyour and Refk Selmi |
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Bitcoin: a beginning of a new phase? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jun 11 2016 |
Sandrine Kablan and Khaled Guesmi |
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Financial Integration and Japanese Stock market Performance |
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Abstract Contact Information Citation Full Text - Note |
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Jun 11 2016 |
Mirzosaid Sultonov |
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Dynamic conditional correlation and causality relationship among foreign exchange, stock and commodity markets: Evidence from 2014 Russian financial crisis |
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Abstract Contact Information Citation Full Text - Note |
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May 18 2016 |
Yannick Bineau |
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Real exchange rate and bilateral trade balance of Cambodia: A panel investigation |
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Abstract Contact Information Citation Full Text - Note |
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May 18 2016 |
Julian Donaubauer and Peter Nunnenkamp |
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Is Aid for Infrastructure Effective? A Difference-in-Difference-in-Differences Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 18 2016 |
Jamal Bouoiyour , Refk Selmi , Aviral Kumar Tiwari and Olaolu Richard Olayeni |
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What drives Bitcoin price? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 14 2016 |
Yoshiko Suzuki |
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European banks' funding realignment during the European debt crisis: impact of counterparty risk and funding liquidity on FX swap pricing |
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Abstract Contact Information Citation Full Text - Note |
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Feb 04 2016 |
Maiko Koga |
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Momentum trading behavior in the FX market: Evidence from Japanese retail investors |
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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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May 14 2015 |
Mohsen Bahmani-oskooee and Jungho Baek |
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The Marshall-Lerner condition at commodity level: Evidence from Korean-U.S. trade |
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Abstract Contact Information Citation Full Text - Note |
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Mar 22 2015 |
Thai-Ha Le |
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Exchange rate determination in Vietnam |
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Abstract Contact Information Citation Full Text - Note |
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Mar 11 2015 |
Sidheswar Panda and Ranjan Kumar Mohanty |
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Effects of Exchange Rate Volatility on Exports: Evidence from India |
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Abstract Contact Information Citation Full Text - Note |
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Mar 11 2015 |
Shigeto Kitano and Kenya Takaku |
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Monetary policy, incomplete asset markets, and welfare in a small open economy |
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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 20 2014 |
Mohamed Arouri , Christophe Rault and Frédéric Teulon |
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Economic policy uncertainty, oil price shocks and GCC stock markets |
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Abstract Contact Information Citation Full Text - Note |
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Aug 06 2014 |
Chih-hsiang Hsu , Ming-sung Kao and Wei-pen Tsai |
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Information Transmission between Dual Listed Stocks with Non-Overlapping Trading Hours |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 06 2014 |
Chandan Sharma and Sunny K Singh |
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Determinants of International Reserves: Empirical Evidence from Emerging Asia |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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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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Jun 20 2014 |
Audrey Rose Menard |
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Do natural resources condition the aid-governance relationship? Evidence from Africa. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 03 2014 |
Jean-michel Sahut and Medhi Mili |
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Determinants of loans and deposits strategies of foreign bank subsidiaries in emerging countries |
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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 04 2014 |
Ginny ju-ann Yang , Koyin Chang , Yung-Hsiang Ying and Chen-hsun Lee |
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Spillover Effects of Chinese Stock Markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Feb 04 2014 |
Fernando N. Oliveira |
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The Market of Foreign Exchange Hedge in Brazil: Reaction of Financial Institutions to Interventions of the Central Bank |
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Abstract Contact Information Citation Full Text - Note |
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Jan 30 2014 |
Mohsen Bahmani-oskooee and Hadise Fariditavana |
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Do Exchange Rate Changes have Symmetric Effect on the S-Curve? |
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Abstract Contact Information Citation Full Text - Note |
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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 24 2013 |
Shankar Ghimire , Debasri Mukherjee and Eskander Alvi |
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Sectoral Aid-for-Trade and Sectoral Exports: A Seemingly Unrelated Regression Analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Oct 10 2013 |
P. B. Eregha |
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Aid Flows and Growth Diagnosis: Empirical Evidence for A Panel of ECOWAS Countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Oct 08 2013 |
Scott W Hegerty |
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Exchange Market Pressure, Output Drops, and Domestic Credit: Do Emerging Markets Behave Differently? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Oct 04 2013 |
Viktor Manahov and Robert Hudson |
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New Evidence of Technical Trading Profitability |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 17 2013 |
Iuliana Matei |
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Government bond market linkages within EMU: evidence from a multivariate Granger causality analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jun 24 2013 |
Elie I Bouri |
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Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications |
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Abstract Contact Information Citation Full Text - Note |
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Jun 03 2013 |
Daniel Ventosa-santaulària , Manuel Gómez-zaldívar and Lizet A Pérez |
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Long-run relationship with shifts between Mexican current account revenues and expenditures |
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Abstract Contact Information Citation Full Text - Note |
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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 |
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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 |
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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 |
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Exchange rate volatility and noise traders: Currency Transaction Tax as an eviction device |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 29 2009 |
Chee-keong Choong Ph.D and Venus khim-sen Liew Ph.D |
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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 |
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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 |
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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 |
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Capital flows to transition economies: what is the role of external shocks? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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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 |
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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 |
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May 03 2009 |
C. emre Alper and Orhan Torul |
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Asymmetric adjustment of retail gasoline prices in turkey to world crude oil price changes: the role of taxes |
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Abstract Contact Information Citation Full Text - Note |
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Mar 26 2009 |
Chia-Cheng Ho , Su-Yin Cheng and Han Hou |
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Purchasing Power Parity and Country Characteristics: Evidence from Time Series Analysis |
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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 |
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Is There Any International Diversification Benefits in ASEAN Stock Markets? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Feb 24 2009 |
Meixing Dai |
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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 |
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Nonlinearities in price convergence among Mercosur countries |
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Abstract Contact Information Citation Full Text - Note |
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Feb 19 2009 |
Hyeongwoo Kim and Young-Kyu Moh |
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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 |
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Dec 20 2008 |
Fabrizio Carmignani |
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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 |
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Determinants of the Public's Preference for a Referendum on Monetary Union |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Oct 10 2008 |
Ching-Chun Wei |
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Multivariate GARCH modeling analysis of unexpected U.S. D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets |
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Abstract Contact Information Citation Full Text - Note |
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Oct 07 2008 |
Avik Chakraborty and Stephen E. Haynes |
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Econometrics of the Forward Premium Puzzle |
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Abstract Contact Information Citation Full Text - Note |
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Sep 17 2008 |
Hyeongwoo Kim |
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Country-specific shocks and optimal monetary policy |
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Abstract Contact Information Citation Full Text - Note |
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Sep 17 2008 |
Frédérique Bec , Anders Rahbek and Mélika Ben Salem |
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Purchasing power parity: A nonlinear multivariate perspective |
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Abstract Contact Information Citation Full Text - Note |
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Aug 25 2008 |
Frederick Wallace |
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Nonlinear unit root tests of PPP using long-horizon data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 04 2008 |
Ahmad Zubaidi Baharumshah and Darja Borsic |
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Purchasing power parity in Central and Eastern European countries |
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Abstract Contact Information Citation Full Text - Note |
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Aug 04 2008 |
Sovannroeun SAMRETH and Dara LONG |
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The Monetary Model of Exchange Rate: Evidence from the Philippines Using ARDL Approach |
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Abstract Contact Information Citation Full Text - Note |
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Jul 23 2008 |
Sergio Da Silva , Leandro Stocco and J. Anchieta Neves |
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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 |
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Abstract Contact Information Citation Full Text - Note |
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Jul 03 2008 |
Hideki Nishigaki |
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Are the fiscal and monetary policies of the G-7 countries effective in decreasing the U.S. trade deficit? |
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Abstract Contact Information Citation Full Text - Note |
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Jul 02 2008 |
Sofiane Amri |
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Analysing the forward premium anomaly using a Logistic Smooth Transition Regression model. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jun 09 2008 |
Michael Bleaney |
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The terms of trade, repudiation and default on sovereign debt |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 19 2008 |
Jean-François Hoarau |
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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 |
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Apr 29 2008 |
Abdullah Noman |
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Testing for PPP in the mean-group panel rgression framework: further evidence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 21 2008 |
Takaaki Aoki |
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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 |
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Apr 21 2008 |
Alex Lebedinsky |
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Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing |
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Abstract Contact Information Citation Full Text - Note |
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Apr 21 2008 |
Elif Akben , Gökhan Özertan and Aslýhan D. Spaulding |
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Are the Asian Equity Markets more Interdependent after the Financial Crisis? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 21 2008 |
Shabbir Ahmad and Abdul Rashid |
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Non-linear PPP in South Asia and China |
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Abstract Contact Information Citation Full Text - Note |
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Mar 26 2008 |
Chrysost Bangaké |
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Exchange Rate Volatility and Optimum Currency Area: Evidence from Africa |
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Abstract Contact Information Citation Full Text - Note |
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Mar 26 2008 |
Mohsen Bahmani-Oskooee , Ilir Miteza and Gour Goswami |
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Could Changes in Black Market Exchange Rates be Expansionary in LDCs? |
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Abstract Contact Information Citation Full Text - Note |
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Mar 11 2008 |
C. Emre Alper and Orhan Torul |
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Oil Prices, aggregate economic activity and global liquidity conditions: evidence from Turkey |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Mar 06 2008 |
Duc NGUYEN |
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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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Mar 05 2008 |
Jeng-Bau Lin , Jin-Ming Liang and Chin-Chia Liang |
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Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jan 28 2008 |
Rebecca Neumann and Ron Penl |
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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 |
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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 |
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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 |
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The impact of the appreciation of East Asian currencies on global imbalance |
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Abstract Contact Information Citation Full Text - Note |
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Oct 11 2007 |
Hideki Nishigaki |
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The Impact of a Net Increase in Japanese Investment in Foreign Assets on the Yen Rate |
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Abstract Contact Information Citation Full Text - Note |
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Aug 22 2007 |
Avik Chakraborty |
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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 |
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Sources of Real and Nominal Exchange Rate Movements for the Euro |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 14 2007 |
Mohsen Bahmani-Oskooee , Su Zhou and Ali Kutan |
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A Century of Purchasing Power Parity: Further Evidence |
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Abstract Contact Information Citation Full Text - Note |
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Aug 02 2007 |
Venus Khim-Sen Liew , Wing-Keung Wong and Zhuo Qiao |
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Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model |
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Abstract Contact Information Citation Full Text - Note |
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Aug 02 2007 |
Mohsen Bahmani-Oskooee and Zohre Ardalani |
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Is there a J-Curve at the Industry Level? |
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Abstract Contact Information Citation Full Text - Note |
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Aug 02 2007 |
Antonio Doblas-Madrid |
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Implications of within-period timing in models of speculative attack |
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Abstract Contact Information Citation Full Text - Note |
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Aug 02 2007 |
Roman Horvath |
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Modelling Central Bank Intervention Activity under Inflation Targeting |
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Abstract Contact Information Citation Full Text - Note |
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May 22 2007 |
Chien-Fu Chen , Chien-an Andy Wang and Chung-Hua Shen |
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Does PPP hold for Big Mac price or consumer price index? Evidence from panel cointegration |
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Abstract Contact Information Citation Full Text - Note |
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May 14 2007 |
Hideki Nishigaki |
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Relationship between the yen carry trade and the related financial variables |
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Abstract Contact Information Citation Full Text - Note |
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Mar 30 2007 |
José L. Torres and M. Isabel Campos |
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Exchange rate dynamics in crawling-band systems |
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Abstract Contact Information Citation Full Text - Note |
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Mar 16 2007 |
Pelin Oge Guney |
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Fiscal Theory of Exchange Rate Determination: Empirical Evidence from Turkey |
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Abstract Contact Information Citation Full Text - Note |
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Feb 21 2007 |
Vincent Bouvatier |
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Are International Interest Rate Differentials Driven by the Risk Premium? The Case of Asian Countries |
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Abstract Contact Information Citation Full Text - Note |
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Feb 10 2007 |
Michael Bleaney and Manuela Francisco |
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Classifying exchange rate regimes: a statistical analysis of alternative methods |
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Abstract Contact Information Citation Full Text - Note |
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Feb 10 2007 |
Stefan Norrbin and Onsurang Pipatchaipoom |
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Is the real dollar rate highly volatile? |
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Abstract Contact Information Citation Full Text - Note |
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Jan 18 2007 |
Sergio Da Silva , Annibal Figueiredo , Iram Gleria and Raul Matsushita |
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Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market |
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Abstract Contact Information Citation Full Text - Note |
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Dec 28 2006 |
Mohsen Bahmani-Oskooee and Abera Gelan |
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Testing the PPP in the non-linear STAR Framework: Evidence from Africa |
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Abstract Contact Information Citation Full Text - Note |
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Oct 30 2006 |
Brian Francis and Sunday Iyare |
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Do exchange rates in caribbean and latin american countries exhibit nonlinearities? |
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Abstract Contact Information Citation Full Text - Note |
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Sep 13 2006 |
Shiu-Sheng Chen |
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Perspectives on teaching international macroeconomics and finance: is there more consensus in the 2000s? |
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Abstract Contact Information Citation Full Text - Note |
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Jun 12 2006 |
Mario Cerrato and Nick Sarantis |
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Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies |
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Abstract Contact Information Citation Full Text - Note |
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Jan 13 2006 |
Maxym Chaban |
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Real variables and the real exchange rate: The importance of traded goods in the transmission mechanism |
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Abstract Contact Information Citation Full Text - Note |
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Dec 27 2005 |
Sergio Da Silva , Guilherme Moura and Roberto Meurer |
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Travel hysteresis in the Brazilian current account |
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Abstract Contact Information Citation Full Text - Note |
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Dec 06 2005 |
Stéphane Colliac and Nader Akmar |
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A primer on the empirics of original sin |
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Abstract Contact Information Citation Full Text - Note |
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Dec 06 2005 |
Sergio Da Silva , Guilherme Moura and Roberto Meurer |
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Travel hysteresis in the US current account after the mid-1980s |
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Abstract Contact Information Citation Full Text - Note |
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Jul 14 2005 |
Venus Khim-Sen Liew , Chee-Keong Choong , Evan Lau and Kian-Ping Lim |
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Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 08 2005 |
Sergio Da Silva and Guilherme Moura |
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Is There a Brazilian J-Curve? |
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Abstract Contact Information Citation Full Text - Note |
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Jun 20 2005 |
Mao-wei Hung and Hsiao-yuan Yu |
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Capital Flow, Nontradable Consumption and Home Bias |
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Abstract Contact Information Citation Full Text - Note |
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Feb 24 2005 |
Fernando Seabra and Lisandra Flach |
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Foreign direct investment and profit outflows: a causality analysis for the Brazilian economy |
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Abstract Contact Information Citation Full Text - Note |
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Dec 06 2004 |
Johann Scharler |
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International Risk Sharing and Investor Protection: Some Evidence from the EU-15 |
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Abstract Contact Information Citation Full Text - Note |
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Oct 15 2004 |
Victor Vaugirard |
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Bank runs, political distortions and contagion |
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Abstract Contact Information Citation Full Text - Note |
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Sep 02 2004 |
Yukinobu Kitamura and Hiroshi Fujiki |
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The Big Mac Standard: A statistical Illustration |
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Abstract Contact Information Citation Full Text - Note |
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Aug 26 2004 |
Sergio Da Silva , Guilherme Moura and Sidney Caetano |
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Big Mac parity, income, and trade |
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Abstract Contact Information Citation Full Text - Note |
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Aug 25 2004 |
Frank Westerhoff and Sebastiano Manzan |
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Does liquidity in the FX market depend on volatility? |
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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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