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Notes, Comments and Preliminary results

Mar 30 2024 Houssam Bouzgarrou , Zied Ftiti , Wael Louhichi and Mohamed Youssfi
  Stock market performance under COVID-19: Evidence from investor behavior
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 30 2023 Mei-yin Lin
  The impacts of cryptocurrency shocks on emerging market currencies: evidence from quantile regression
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 30 2023 Javed Iqbal , Sareer Ahmad , Misbah Nosheen and Mark Wohar
  Empirical investigation of the S-curve phenomenon in Pakistan-China commodity trade
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 30 2023 Jean Claude Kouakou Brou and Mamadou Thiam
  External debt and capital flight in sub-Saharan Africa: The role of institutions
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 30 2023 Mohamed Arouri , Sabrine Ayed , Mathieu Gomes and Adel Barguellil
  War and cryptocurrency markets: An empirical investigation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 30 2023 Bruna K. S. Peixoto and Roberto T Ferreira
  Herd behavior and contagion effects of the COVID-19
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2023 Mohamed Arouri , Hayet Ben Haj Hamida , Issam Mejri and Srdjan Redzepagic
  Drivers of cash holdings value: does economic policy uncertainty matter?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2023 Samuel cédric Nkot and Sezard Timbi
  Governance and financial development: does financial openness matter? Evidence from Sub-Saharan African countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 30 2022 Seyid Fahri Mahmud , Seyid Amjad Ali and Fatih Furkan Akosman
  Modeling 2018 currency crisis of Turkey: A balance of payments approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 30 2022 Cheng Zhou
  The impact of financial openness on income inequality
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 30 2022 Whelsy Boungou and Alhonita YATIE
  Climate change and global stock market returns
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2022 Sy-Hoa Ho , Idir Hafrad and Viet Dung Tran
  Asymmetric exchange rates pass-through in Vietnam
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 30 2022 Refk Selmi
  A war in a pandemic- The recent spike in economic uncertainty and the hedging abilities of Bitcoin
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 30 2022 Kelly Lifchez and Beatriz Maldonado
  Health consequences of the Mexico City policy
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2022 Guglielmo Maria Caporale , Luis A Gil-Alana and Olaoluwa Simon Yaya
  Modeling persistence and non-linearities in the US treasury 10-year bond yields
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 30 2022 Wenwen Zhang
  Stock Market Co-movements in RCEP Participating Countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 30 2022 Miao Wang and Hong Zhuang
  Effect of official development assistance on adolescent fertility rate: within-country evidence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 20 2022 Munawar Sayyad , Pat Obi and Kaushik Bhattacharjee
  International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 29 2021 Salem Adel Ziadat and David Gordon McMillan
  Oil innovations and Gulf Cooperation Council stock market connectedness
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 18 2021 Jing Li
  On Estimating Risk Premium With Flexible Fourier Form
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 09 2021 Brahim Gaies
  Curse or blessing: how do oil price fluctuations influence financial development in low- and middle-income net oil-exporting countries?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 09 2021 Jude Eggoh and Chrysost Bangaké
  Remittances and Financial Inclusion: Does Financial Development Matter?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 09 2021 Abba Yadou Barnabé , Ningaye Paul and Bangake Chrysost
  Do remittances spur financial inclusion in Africa? a multi-dimensional approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 10 2021 Masao Kumamoto and Juanjuan Zhuo
  Hedge and safe haven status of Bitcoin: copula-DCC approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 31 2020 Georg Stadtmann , Christian Pierdzioch and Timo Schöber
  Law of one price: BigMac versus Fortnite - A Note
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 02 2020 Ibrahim N Ouattara
  A bootstrap panel granger causality analysis of the relationships between financial sector development and globalization in sub-saharan african countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 30 2020 Laurent Didier
  Exchange rate regimes, trade in raw materials and exporters behavior: Evidence from some Small Island Developing States (SIDS)
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 24 2020 Rashid Sbia and Helmi Hamdi
  Remittances and inflation in OPEC countries:Evidence from bias-corrected least-squares dummy variable (CLSDV) estimator
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 24 2020 K.P. Prabheesh , Bhavesh Garg and Rakesh Padhan
  Time-varying dependence between stock markets and oil prices during COVID-19: The case of net oil-exporting countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 31 2020 Kai Yin Woo , Shu Kam Lee and Alan T. Y. Chan
  Food price convergence in Canada: A nonparametric nonlinear cointegration analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 19 2020 Tony Addison and Mina Baliamoune-Lutz
  Does aid stimulate foreign direct investment? The role of social cohesion
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 08 2020 Bruno Thiago Tomio
  Carry trade in developing and developed countries: A Granger causality analysis with the Toda-Yamamoto approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 08 2020 Kais Tissaoui , Taha Zaghdoudi and Khaled issa Alfreahat
  Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach.  
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 08 2020 Jorge Silva
  Determinants of the structure of external funding: the Portuguese case
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 08 2020 Anoop S Kumar
  Testing Safe Haven Property of Bitcoin and Gold during Covid-19 : Evidence from Multivariate GARCH analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 14 2020 Frederique Bec and Melika Ben Salem
  An asymmetrical overshooting correction model for G20 nominal effective exchange rates
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 14 2020 Olivier Habimana , Jamel Dugbeh and Jacqueline Muhawenayo
  Are African current accounts on a sustainable path? A tale of two components
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 18 2020 Bertrand Groslambert and Wan-Ni Lai
  Ranking tail risk across international stock markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 18 2020 Chin Chia Liang , Carol Troy and Ellen Rouyer
  The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 18 2020 Cyriac Guillaumin , Salem Boubakri and Alexandre Silanine
  Do commodity price volatilities impact currency misalignments in commodity-exporting countries?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 02 2020 Jeong Eui Suh
  An Economic Thought about How to Detect Currency Manipulation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 06 2020 Yan Alperovych and Xavier Mouchette
  Industry Concentration and Venture Capital Flows around the World
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 15 2020 Lumengo Bonga-Bonga and Mathias mandla Manguzvane
  Assessing the extent of contagion of sovereign credit risk among BRICS countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 23 2020 Youngjin Yun
  Post-crisis changes in the pattern of capital flows - The case of Korea
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 22 2020 Veysel Avsar
  Travel Visas and Trade Finance
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 05 2020 Sena Kimm Gnangnon
  Development Aid and Regulatory Policies in Recipient-Countries: Is there a Specific Effect of Aid for Trade?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 13 2019 Thierry Kangoye
  Title: Aid, Institutional Transplants and The Rule of Law
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 11 2019 Paulo Vitor Jordão da Gama Silva , Augusto F.C. Neto , Marcelo Cabus Klotzle , Antonio Carlos Figueiredo pinto and Leonardo Lima Gomes
  Does the cryptocurrency market exhibits feedback trading?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 13 2019 Taoufik Bouraoui
  External debts, current account balance and exchange rates in emerging countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2019 Cynthia Royal Tori and Scott L. Tori
  Swedish krona-euro return volatility and non-traditional monetary policies
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 15 2019 Bertrand Groslambert , Devraj Basu and Wan Ni Lai
  Is tail risk the missing link between institutions and risk?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 15 2019 Jamal Bouoiyour and Refk Selmi
  How do futures contracts affect Bitcoin prices ?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 02 2019 Benjamin M. Blau and Ryan J. Whitby
  The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 02 2019 Hela Ben Hassine Khalladi
  Fiscal fatigue, public debt limits and fiscal space in some MENA countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 27 2019 Román Ferrer , Syed Jawad Hussain Shahzad and Adrián Maizonada
  Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 25 2019 Francesco Marchionne and Evelina Lazareva
  The limits to integration before and after the great financial crisis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 16 2019 Debi P Bal and Badri N Rath
  Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India - A Reassessment
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Mar 16 2019 Jamal Bouoiyour and Refk Selmi
  Should Bitcoin be used to help devastated economies? Evidence from Greece
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 18 2019 Esra Hasdemir , Tolga Omay and Zulal S Denaux
  Testing the Current Account Sustainability for BRICS Countries: Evidence from a Nonlinear Framework
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 02 2019 Jamal Bouoiyour , Refk Selmi and Mark E. Wohar
  Bitcoin: competitor or complement to gold?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 13 2019 Samouel Beji
  Financial Openness and Income Inequality: Do Institutions matter for Africa?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 30 2018 Refk Selmi , Aviral Kumar Tiwari and Shawkat Hammoudeh
  Efficiency or speculation? A dynamic analysis of the Bitcoin market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 30 2018 Irem Zeyneloglu
  Currency crises and monetary policy: the role of foreign inputs
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 10 2018 Chee-Hong Law
  The heterogeneous impact of oil price on exchange rate: Evidence from Thailand
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 07 2018 Lucas S. Lourenço and Claudio R. F. Vasconcelos
  Nonlinear exchange rate pass-through in Latin America
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 05 2018 Michael E Araki , Marcelo Cabus Klotzle and Antonio C. F. Pinto
  Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 27 2018 Sahar Milani and Rebecca Neumann
  International financial openness and industrial R&D
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 27 2018 Osamah Al-Khazali , Elie Bouri and David Roubaud
  The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 21 2018 Wahyoe Soedarmono
  Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 28 2017 Pei-Ling Lee , Lee Chin , Siong Hook Law and W.N.W. Azman-Saini
  Do integrated economies grow faster? Evidence from domestic equity holdings
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 28 2017 Santosh Kumar Dash
  Analyzing Current Account Sustainability through the Saving-Investment Correlation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 26 2017 Naveed Raza , Syed Jawad Hussain Shahzad , Muhammad Shahbaz and Aviral kumar Tiwari
  Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 31 2017 Kam Hon Chu
  The Feldstein-Horioka puzzle, the Frankel-Dooley-Mathieson puzzle, spurious ratio correlation and measurement errors
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 31 2017 Amba Oyon Claude Marius , Taoufiki Mbratana and Kane Gilles Quentin
  Assessing the current account sustainability in ECCAS economies: A dual cointegration analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 31 2017 Satoshi Tobe
  Local Banking Systems and Sensitivity of Capital Inflows to Global Factors
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 29 2017 Yaya Keho
  Effect of remittances on household consumption in African and Asian countries: A quantile regression approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 16 2017 Yoshiko Suzuki
  Return of the Japan premium in the abenomics period
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 05 2017 Umar Bala , Patchaya Songsiengchai and Lee Chin
  Asymmetric behavior of exchange rate pass-through in Thailand
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 25 2017 Siew-Voon Soon and Ahmad Zubaidi Baharumshah
  Exchange Rate Pass-through (ERPT) into Domestic Prices: Evidence from a Nonlinear Perspective
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 05 2017 Duc Hong Vo and Anh The Vo
  Currency evaluation using a big mac index for Thailand – lessons for Vietnam
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 09 2017 Taha Zaghdoudi and Abdelaziz Hakimi
  Does external debt- poverty relationship confirm the debtoverhang hypothesis for developing counties?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 09 2017 Satoshi Tobe
  Domestic Credit Growth, International Capital Inflows, and Risk Perception in Global Markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 20 2017 Mirzosaid Sultonov
  The impacts of the oil price fall on the exchange rates of ASEAN-5: Evidence from the 2014 oil price shock
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 22 2017 Siew-Pong Cheah , Thian-Hee Yiew and Cheong-Fatt Ng
  A nonlinear ARDL analysis on the relation between stock price and exchange rate in Malaysia.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 26 2016 Dimitrios Dimitriou
  Greek debt negotiations and VIX currency indices: A HYGARCH approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 09 2016 Sandeep Mazumder
  iPad Purchasing Parity: Farewell to the Big Mac Index
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 09 2016 Yu Hsing
  Is Real Depreciation Contractionary? The Case of South Korea
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 10 2016 Aurore Burietz and Loredana Ureche - Rangau
  A modern Dionysus' tale: new evidence on the Greek debt crisis and the related costs
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 10 2016 Amit Ghosh
  Determinants of Gold Demand in Reserve Bank of India's foreign exchange reserve portfolio.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 03 2016 Jamal Bouoiyour and Refk Selmi
  Brexit concerns, UK and European equities: A lose-lose scenario?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 03 2016 Jamal Bouoiyour and Refk Selmi
  Bitcoin: a beginning of a new phase?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 11 2016 Sandrine Kablan and Khaled Guesmi
  Financial Integration and Japanese Stock market Performance
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 11 2016 Mirzosaid Sultonov
  Dynamic conditional correlation and causality relationship among foreign exchange, stock and commodity markets: Evidence from 2014 Russian financial crisis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 18 2016 Yannick Bineau
  Real exchange rate and bilateral trade balance of Cambodia: A panel investigation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 18 2016 Julian Donaubauer and Peter Nunnenkamp
  Is Aid for Infrastructure Effective? A Difference-in-Difference-in-Differences Approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 18 2016 Jamal Bouoiyour , Refk Selmi , Aviral Kumar Tiwari and Olaolu Richard Olayeni
  What drives Bitcoin price?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 14 2016 Yoshiko Suzuki
  European banks' funding realignment during the European debt crisis: impact of counterparty risk and funding liquidity on FX swap pricing
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 04 2016 Maiko Koga
  Momentum trading behavior in the FX market: Evidence from Japanese retail investors
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 18 2015 Jeremy Nguyen and Jen-je Su
  Combining linear and nonlinear unit root tests with an application to PPP.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 29 2015 Mourad Zmami and Ousama Ben-Salha
  The adjustment of plant-level investment to exchange rate fluctuations in Tunisia: do the size and the ownership structure matter?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 12 2015 Alex Luiz Ferreira
  The Simultaneity Bias of the Uncovered Interest Rate Parity: evidence using survey data for Brazil
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 11 2015 Hsiu-Hsin Ko
  On the indirect causality relation from exchange rates to fundamentals
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 14 2015 Mohsen Bahmani-oskooee and Jungho Baek
  The Marshall-Lerner condition at commodity level: Evidence from Korean-U.S. trade
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 22 2015 Thai-Ha Le
  Exchange rate determination in Vietnam
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 11 2015 Sidheswar Panda and Ranjan Kumar Mohanty
  Effects of Exchange Rate Volatility on Exports: Evidence from India
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 11 2015 Shigeto Kitano and Kenya Takaku
  Monetary policy, incomplete asset markets, and welfare in a small open economy
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 11 2015 Yu Hsing
  Short-Run Determinants of the USD/MYR Exchange Rate
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 20 2014 Mohamed Arouri , Christophe Rault and Frédéric Teulon
  Economic policy uncertainty, oil price shocks and GCC stock markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 06 2014 Chih-hsiang Hsu , Ming-sung Kao and Wei-pen Tsai
  Information Transmission between Dual Listed Stocks with Non-Overlapping Trading Hours
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 06 2014 Chandan Sharma and Sunny K Singh
  Determinants of International Reserves: Empirical Evidence from Emerging Asia
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 06 2014 Florian Huber
  Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 06 2014 Reginaldo Pinto Nogueira, Jr.
  A causality test of inflation environment and lower exchange rate pass-through
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 26 2014 Josh Stillwagon
  Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 26 2014 Marcelo Griebeler
  Models for forecasting exchange rate volatility: a comparison between developed and emerging countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 20 2014 Audrey Rose Menard
  Do natural resources condition the aid-governance relationship? Evidence from Africa.
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 03 2014 Jean-michel Sahut and Medhi Mili
  Determinants of loans and deposits strategies of foreign bank subsidiaries in emerging countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 28 2014 Frederick H Wallace , Daniel Ventosa-santaulària and Manuel Gómez-zaldívar
  Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis?
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Feb 04 2014 Ginny ju-ann Yang , Koyin Chang , Yung-Hsiang Ying and Chen-hsun Lee
  Spillover Effects of Chinese Stock Markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 04 2014 Fernando N. Oliveira
  The Market of Foreign Exchange Hedge in Brazil: Reaction of Financial Institutions to Interventions of the Central Bank
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 30 2014 Mohsen Bahmani-oskooee and Hadise Fariditavana
  Do Exchange Rate Changes have Symmetric Effect on the S-Curve?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 23 2013 Benjamin Keddad
  Exchange rate coordination in Asia under regional currency basket systems.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 24 2013 Hanafiah Harvey , Fumitaka Furuoka and Qaiser Munir
  The role of tourism and exchange rate on economic growth:Evidence from the BIMP-EAGA countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 24 2013 Shankar Ghimire , Debasri Mukherjee and Eskander Alvi
  Sectoral Aid-for-Trade and Sectoral Exports: A Seemingly Unrelated Regression Analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 10 2013 P. B. Eregha
  Aid Flows and Growth Diagnosis: Empirical Evidence for A Panel of ECOWAS Countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 08 2013 Scott W Hegerty
  Exchange Market Pressure, Output Drops, and Domestic Credit: Do Emerging Markets Behave Differently?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 04 2013 Viktor Manahov and Robert Hudson
  New Evidence of Technical Trading Profitability
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 17 2013 Iuliana Matei
  Government bond market linkages within EMU: evidence from a multivariate Granger causality analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 24 2013 Elie I Bouri
  Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 03 2013 Daniel Ventosa-santaulària , Manuel Gómez-zaldívar and Lizet A Pérez
  Long-run relationship with shifts between Mexican current account revenues and expenditures
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 13 2013 William Akoto
  Do countries strategically improve their institutions to access increased debt relief?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 13 2013 Jean-yves Filbien , Fabien Labondance and Yann Echinard
  Macroeconomic, financial and institutional determinants of Eurozone sovereign crisis - Evidence from daily data
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 12 2013 Jay Kathavate
  Corruption, aid volatility & growth
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 12 2013 Simplice A Asongu
  How has politico-economic liberalization affected financial allocation efficiency? Fresh African evidence
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 04 2013 Kieran Burgess and Nicholas Rohde
  Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 14 2013 Florence Huart and Gaël Lagadec
  Current account balance and exchange rate adjustment in New Caledonia
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 08 2013 Aymen Ben Rejeb
  Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 03 2012 Matthias Hartmann and Helmut Herwartz
  Consolidation first - About twin deficits and the causal relation between fiscal budget and current account imbalances
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 30 2012 Manuel Ramos-Francia and José G Rangel
  Revisiting the effects of country specific fundamentals on sovereign default risk
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 09 2012 Mohamed E AROURI , Fredj JAWADI and Duc K NGUYEN
  Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 14 2012 Walid Chkili
  Is currency risk priced for emerging stock markets?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 03 2012 Mahalia Jackman
  Foreign exchange intervention in a small open economy with a long term peg
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 02 2012 Christian Pierdzioch , Jan C Rülke and Georg Stadtmann
  Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 01 2012 Simplice A Asongu
  On the effect of foreign aid on corruption
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Aug 01 2012 Takuji Kinkyo
  De facto exchange rate regimes in post-crisis Asia
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 07 2012 Turkhan Ali Abdul Manap and Gairuzazmi M Ghani
  Malaysia's Time Varying Capital Mobility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 24 2012 Tze-Haw Chan , Chee-Wooi Hooy and Ahmad Zubaidi Baharumshah
  A structural VARX modelling of international parities between China and Japan in the liberalization era
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 29 2012 Go Tamakoshi , Yuki Toyoshima and Shigeyuki Hamori
  A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 23 2012 Amit Ghosh
  Is there an S-curve relationship between U.S. trade balance and terms of trade? An analysis across industries and countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 20 2012 Tsangyao Chang , Chia-hao Lee and Guochen Pan
  Purchasing Power Parity in African Countries: Further Evidence based on the ADL Test for Threshold Cointegration
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 09 2012 Makram El-Shagi
  Protect and survive? Did capital controls help shield emerging markets from the crisis?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 28 2011 Renatas Kizys and Christian Pierdzioch
  Contagious speculative bubbles: A note on the Greek sovereign debt crisis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 09 2011 Edward W. Sun , Daniel Tenengauzer , Ali Bastani and Omid Rezania
  Identification of Driving Factors for Emerging Markets Sovereign Spreads
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 09 2011 Loredana Ureche-Rangau , Fabien Collado and Ulysse Galiay
  The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 05 2011 Chun-Teck Lye , Tze-Haw Chan and Chee-Wooi Hooy
  Nonlinear prediction of Malaysian exchange rate with monetary fundamentals
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 19 2011 Yi-Chi Chen and Wei-Choun Yu
  Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 06 2011 Caroline Duburcq and Eric Girardin
  The stabilization of foreign bank lending: A neglected benefit of hard pegs
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 05 2011 Virginie Coudert and Hélène Raymond-Feingold
  Gold and financial assets: Are there any safe havens in bear markets?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 05 2011 Yun-Shan Dai and Wei-Ming Lee
  The profitability of technical analysis in the Taiwan-U.S. forward foreign exchange market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 15 2011 Giray Gozgor
  Purchasing power parity hypothesis among the main trading partners of Turkey
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 22 2011 Richard Paul Gregory and Gary Shelley
  Purchasing Power Parity and the Chinese Yuan
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 17 2011 Claudiu T Albulescu and Daniel Goyeau
  Estimation of equilibrium exchange rate in CEECs: a rolling window approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 17 2011 Tsangyao Chang , Chia-hao Lee and Pei-I Chou
  Purchasing power parity in G-7 countries: Further evidence based on ADL test for threshold cointegration
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 15 2011 Serge Rey
  Exchange rate fluctuations and extra-eurozone exports: A comparison of Germany and France
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 15 2011 Walid Chkili and Duc Khuong Nguyen
  Modeling the volatility of Mediterranean stock markets: a regime-switching approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 10 2011 Khaled Guesmi
  Time varying regional integration in emerging stock market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 02 2011 Fernanda G Barba and Paulo S Ceretta
  Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 14 2011 Emna Trabelsi
  Does asymmetric information play a role in explaining the Asian crisis? Application to Indonesian and Malaysian cases using a two-state Markov Switching model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 08 2011 Paulo S.A. Sousa and Pedro Cosme C. Vieira
  Universities and authors: a ranking for international finance
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 03 2010 Tony Cavoli and Ramkishen Rajan
  A note on exchange rate regimes in Asia: Are they really what they claim to be?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 26 2010 Scott W Hegerty
  Exchange-market pressure and currency crises in Latin America: Empirical tests of their macroeconomic determinants
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 01 2010 Fabio Clementi , Mauro Gallegati and Antonio Palestrini
  A Big Mac test of price dynamics and dispersion across euro area
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 19 2010 Tsangyao Chang , Su-yuan Lin and Horng-jinh Chang
  Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 19 2010 Iuliana Matei
  Contagion and causality: an empirical analysis on sovereign bond spreads
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 12 2010 Tho D.Q. Nguyen and Jian Wu
  Spillover impacts of the US macroeconomic news: Australian sectoral perspective
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 03 2010 Jaunky Chandr Vishal
  Inflation divergence within the SADC
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 22 2010 Joseph P Byrne , Giorgio Fazio and Norbert Fiess
  Domestic vs. International Correlations of Interest Rate Maturities
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 21 2010 Venus Khim-Sen Liew and Tuck Cheong Tang
  An empirical investigation of purchasing power parity for a transition economy - Cambodia
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 11 2010 Samih A Azar
  Random risk aversion and the cost of eliminating the foreign exchange risk of the Euro
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 11 2010 Marcel Aloy , Mohamed Boutahar , Karine Gente and Anne Péguin-feissolle
  Fractional integration and cointegration in stock prices and exchange rates
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 06 2009 Atrayee Ghosh Roy and Hendrik Van den Berg
  Budget deficits and U.S. economic growth
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 23 2009 Hiroyuki Taguchi , Harutaka Murofushi and Hironao Tsuboue
  Exchange rate regime and real exchange rate behavior
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 30 2009 Olivier Damette
  Exchange rate volatility and noise traders: Currency Transaction Tax as an eviction device
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 29 2009 Chee-keong Choong Ph.D and Venus khim-sen Liew Ph.D
  Impact of foreign direct investment volatility on economic growth of asean-5 countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 17 2009 Mahmoud Sami Nabi and Imed Drine
  External Debt, Informal Economy and Growth
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 10 2009 Arouri Mohamed el hédi and Jamel Jouini
  Analysis of structural breaks in the stock market integration of mexico into world
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 08 2009 Scott W Hegerty
  Capital flows to transition economies: what is the role of external shocks?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 05 2009 Venus khim-sen Liew
  Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 05 2009 Shyh-wei Chen
  Random walks in asian foreign exchange markets:evidence from new multiple variance ratio tests
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 19 2009 Victoria Miller
  When banks are patients: The factors that determine treatment
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 17 2009 Christophe Rault and António Afonso
  Bootstrap panel granger-causality between government budget and external deficits for the EU
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 03 2009 C. emre Alper and Orhan Torul
  Asymmetric adjustment of retail gasoline prices in turkey to world crude oil price changes: the role of taxes
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 26 2009 Chia-Cheng Ho , Su-Yin Cheng and Han Hou
  Purchasing Power Parity and Country Characteristics: Evidence from Time Series Analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 23 2009 Hock-Ann Lee , Kian-Ping Lim and Venus Khim-Sen Liew
  Is There Any International Diversification Benefits in ASEAN Stock Markets?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 24 2009 Meixing Dai
  Public debt and currency crisis: how central bank opacity can make things bad?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 20 2009 Juan Carlos Cuestas and Javier Ordoñez
  Nonlinearities in price convergence among Mercosur countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 19 2009 Hyeongwoo Kim and Young-Kyu Moh
  On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 20 2008 Fabrizio Carmignani
  Does capital account liberalisation promote economic growth? Evidence from system estimation.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 02 2008 Steven Buigut
  Determinants of the Public's Preference for a Referendum on Monetary Union
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 10 2008 Ching-Chun Wei
  Multivariate GARCH modeling analysis of unexpected U.S. D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 07 2008 Avik Chakraborty and Stephen E. Haynes
  Econometrics of the Forward Premium Puzzle
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 17 2008 Hyeongwoo Kim
  Country-specific shocks and optimal monetary policy
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 17 2008 Frédérique Bec , Anders Rahbek and Mélika Ben Salem
  Purchasing power parity: A nonlinear multivariate perspective
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 25 2008 Frederick Wallace
  Nonlinear unit root tests of PPP using long-horizon data
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 04 2008 Ahmad Zubaidi Baharumshah and Darja Borsic
  Purchasing power parity in Central and Eastern European countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 04 2008 Sovannroeun SAMRETH and Dara LONG
  The Monetary Model of Exchange Rate: Evidence from the Philippines Using ARDL Approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 23 2008 Sergio Da Silva , Leandro Stocco and J. Anchieta Neves
  Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 21 2008 Cristina Badarau Semenescu , Patrick Villieu and Nelly Gregoriadis
  Monetary policy transmission asymmetries in a heterogeneous monetary union: a simple contractual solution
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 03 2008 Hideki Nishigaki
  Are the fiscal and monetary policies of the G-7 countries effective in decreasing the U.S. trade deficit?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 02 2008 Sofiane Amri
  Analysing the forward premium anomaly using a Logistic Smooth Transition Regression model.
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 09 2008 Michael Bleaney
  The terms of trade, repudiation and default on sovereign debt
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 19 2008 Jean-François Hoarau
  Testing PPP for Central American real exchange rates. Evidence from new panel data stationary tests with structural breaks
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 29 2008 Abdullah Noman
  Testing for PPP in the mean-group panel rgression framework: further evidence
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 21 2008 Takaaki Aoki
  One Proposition about Dynamic Portfolio Selection in an Open Economy and International Diversification
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 21 2008 Alex Lebedinsky
  Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 21 2008 Elif Akben , Gökhan Özertan and Aslýhan D. Spaulding
  Are the Asian Equity Markets more Interdependent after the Financial Crisis?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 21 2008 Shabbir Ahmad and Abdul Rashid
  Non-linear PPP in South Asia and China
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 26 2008 Chrysost Bangaké
  Exchange Rate Volatility and Optimum Currency Area: Evidence from Africa
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 26 2008 Mohsen Bahmani-Oskooee , Ilir Miteza and Gour Goswami
  Could Changes in Black Market Exchange Rates be Expansionary in LDCs?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 11 2008 C. Emre Alper and Orhan Torul
  Oil Prices, aggregate economic activity and global liquidity conditions: evidence from Turkey
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 06 2008 Duc NGUYEN
  An empirical analysis of structural changes in emerging market volatility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 05 2008 Jeng-Bau Lin , Jin-Ming Liang and Chin-Chia Liang
  Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 28 2008 Rebecca Neumann and Ron Penl
  Volatile capital flows: Interactions between de jure and de facto financial liberalization
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 13 2008 Javier Ordóñez , Cecilio Tamarit and Mariam Camarero
  The expectations hypothesis of the term structure in the Euro area:
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 05 2008 Duc Khuong Nguyen , Walid Mensi and Adel Boubaker
  More on corporate diversification, firm size and value creation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 23 2007 Hideki Nishigaki
  The impact of the appreciation of East Asian currencies on global imbalance
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 11 2007 Hideki Nishigaki
  The Impact of a Net Increase in Japanese Investment in Foreign Assets on the Yen Rate
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 22 2007 Avik Chakraborty
  Learning, Forward Premium Puzzle and Exchange Rate Fundamentals under Sticky Prices
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 20 2007 Shigeyuki Hamori and Naoko Hamori
  Sources of Real and Nominal Exchange Rate Movements for the Euro
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 14 2007 Mohsen Bahmani-Oskooee , Su Zhou and Ali Kutan
  A Century of Purchasing Power Parity: Further Evidence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 02 2007 Venus Khim-Sen Liew , Wing-Keung Wong and Zhuo Qiao
  Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 02 2007 Mohsen Bahmani-Oskooee and Zohre Ardalani
  Is there a J-Curve at the Industry Level?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 02 2007 Antonio Doblas-Madrid
  Implications of within-period timing in models of speculative attack
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 02 2007 Roman Horvath
  Modelling Central Bank Intervention Activity under Inflation Targeting
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 22 2007 Chien-Fu Chen , Chien-an Andy Wang and Chung-Hua Shen
  Does PPP hold for Big Mac price or consumer price index? Evidence from panel cointegration
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 14 2007 Hideki Nishigaki
  Relationship between the yen carry trade and the related financial variables
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2007 José L. Torres and M. Isabel Campos
  Exchange rate dynamics in crawling-band systems
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 16 2007 Pelin Oge Guney
  Fiscal Theory of Exchange Rate Determination: Empirical Evidence from Turkey
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 21 2007 Vincent Bouvatier
  Are International Interest Rate Differentials Driven by the Risk Premium? The Case of Asian Countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 10 2007 Michael Bleaney and Manuela Francisco
  Classifying exchange rate regimes: a statistical analysis of alternative methods
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 10 2007 Stefan Norrbin and Onsurang Pipatchaipoom
  Is the real dollar rate highly volatile?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 18 2007 Sergio Da Silva , Annibal Figueiredo , Iram Gleria and Raul Matsushita
  Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 28 2006 Mohsen Bahmani-Oskooee and Abera Gelan
  Testing the PPP in the non-linear STAR Framework: Evidence from Africa
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 30 2006 Brian Francis and Sunday Iyare
  Do exchange rates in caribbean and latin american countries exhibit nonlinearities?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 13 2006 Shiu-Sheng Chen
  Perspectives on teaching international macroeconomics and finance: is there more consensus in the 2000s?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 12 2006 Mario Cerrato and Nick Sarantis
  Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 13 2006 Maxym Chaban
  Real variables and the real exchange rate: The importance of traded goods in the transmission mechanism
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 27 2005 Sergio Da Silva , Guilherme Moura and Roberto Meurer
  Travel hysteresis in the Brazilian current account
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 06 2005 Stéphane Colliac and Nader Akmar
  A primer on the empirics of original sin
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 06 2005 Sergio Da Silva , Guilherme Moura and Roberto Meurer
  Travel hysteresis in the US current account after the mid-1980s
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 14 2005 Venus Khim-Sen Liew , Chee-Keong Choong , Evan Lau and Kian-Ping Lim
  Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 08 2005 Sergio Da Silva and Guilherme Moura
  Is There a Brazilian J-Curve?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 20 2005 Mao-wei Hung and Hsiao-yuan Yu
  Capital Flow, Nontradable Consumption and Home Bias
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 24 2005 Fernando Seabra and Lisandra Flach
  Foreign direct investment and profit outflows: a causality analysis for the Brazilian economy
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 06 2004 Johann Scharler
  International Risk Sharing and Investor Protection: Some Evidence from the EU-15
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 15 2004 Victor Vaugirard
  Bank runs, political distortions and contagion
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 02 2004 Yukinobu Kitamura and Hiroshi Fujiki
  The Big Mac Standard: A statistical Illustration
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 26 2004 Sergio Da Silva , Guilherme Moura and Sidney Caetano
  Big Mac parity, income, and trade
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 25 2004 Frank Westerhoff and Sebastiano Manzan
  Does liquidity in the FX market depend on volatility?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 12 2004 Venus Khim-Sen Liew
  Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 01 2004 Hilde Bjørnland
  Estimating the equilibrium real exchange rate in Venezuela
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 09 2004 Udo Broll and Jack E. Wahl
  Optimal hedge ratio and elasticity of risk aversion
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 18 2004 AROURI Mohamed El Hedi
  The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 20 2003 Francois HERMET
  CURRENCY CRISIS AND BALANCE SHEET CHANNEL EFFECT. The Korean Experience
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 06 2003 Hiroshi Gunji
  The Feldstein-Horioka puzzle and law
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 27 2003 Francis Ahking
  Efficient unit root tests of real exchange rates in the post-Bretton Woods era
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 08 2003 Philip Shively
  Threshold stationary real exchange rates: a nonlinear, multivariate approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 03 2003 Sofiane Hicham Sekioua
  The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 10 2002 Andre Mollick
  EFFECTS OF U.S. INTEREST RATES ON THE REAL EXCHANGE RATE IN MEXICO
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 17 2001 David O. Cushman
  Bayesian and DF-GLS unit root tests of real exchange rates over the current floating period
  Abstract  Contact Information  Citation  Full Text  -  Note