Nothing Special   »   [go: up one dir, main page]

create a website
Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls. (2017). Pieters, Gina.
In: 2017 Papers.
RePEc:jmp:jm2017:ppi307.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 51

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. FinTech and the future of financial services: What are the research gaps?. (2019). , Alistairmilne ; Milne, Alistair ; Kavuri, Anil Savio.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2019-18.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Akram, Q. F., Rime, D., Sarno, L., December 2008. Arbitrage in the Foreign Exchange Market: Turning on the Microscope. Journal of International Economics 76 (2), 237–253.

  2. Alesina, A., Wagner, A., 2006. Choosing (and reneging on) exchange rate regimes. Journal of the European Economic Association 4 (4), 770–799.

  3. Baek, C., Elbeck, M., 2015. Bitcoins as an investment or speculative vehicle? a first look. Applied Economics Letters 22 (1), 30–34.

  4. Bahmani-Oskoee, M., Miteza, I., Nasir, A., August 2002. The long-run relation between black market and official exchange rates: evidence from panel cointegration. Economics Letters 76 (3), 397–404.

  5. Banco De Mexico, 2015. Informe Trimestral: Enero - Marzo 2015. Retrieved at: www.banxico.org.mx/publicaciones-y-discursos/publicaciones/informesperiodicos /trimestral-inflacion/ Bekaert, G., Harvey, C., 2005. Does Financial Liberalization Spur Growth? Journal of Financial Economics 77.
    Paper not yet in RePEc: Add citation now
  6. Bouoiyour, J., Selmi, R., 2015. What does bitcoin look like? Annals of Economics and Finance 16 (2), 449–92.

  7. Bouoiyour, J., Selmi, R., 2016. Bitcoin: A beginning of a new phase? Economics Bulletin 36 (3), 1430–1440.

  8. Bouoiyour, J., Selmi, R., Tiwari, A. K., Olayeni, O. R., 2016. What drives bitcoin price? Economics Bulletin 36 (2), 843–850.

  9. Brandvold, M., Molnar, P., Vagstad, K., Valstad, O. C. A., May 2015. Price discovery on Bitcoin exchanges. Journal of International Financial Markets, Institutions and Money 36, 18–35.

  10. Calvo, G. A., Reinhart, C. M., May 2002. Fear of Floating. Quarterly Journal of Economics 107 (2), 379–408.

  11. Cardenas, S. N., 2015. Banxico, engordndole un cochinito a SHCP? El Financiero. Retrieved at: www.elfinanciero.com.mx/opinion/banxico-engordandole-un-cochinito-a-shcp.html.
    Paper not yet in RePEc: Add citation now
  12. Cheah, E.-T., Fry, J., 2015. Speculative bubbles in bitcoin markets? an empirical investigation into the fundamental value of bitcoin. Economics Letters 130 (0), 32–36.

  13. Cheung, A. W.-K., Roca, E., Su, J.-J., 2015. Crypto-currency bubbles: an application of the phillipsshiyu (2013) methodology on mt. gox bitcoin prices. Applied Economics 47 (23), 2348–2358.

  14. Chinn, M. D., Ito, H., October 2006. What Matters for Financial Development? Capital Controls, Institutions, and Interactions. Journal of Development Economics 81 (1), 163– 192.

  15. Ciaian, P., Rajcaniova, M., Kancs, d., 2016. The economics of bitcoin price formation.

  16. Dickey, D. A., Fuller, W. A., 1979. Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association 74, 427–431.
    Paper not yet in RePEc: Add citation now
  17. Dwyer, G. P., April 2015. The economics of Bitcoin and similar private digital economies. Journal of Financial Stability, 81–91.

  18. Esaka, T., 2014. Are consistent pegs really more prone to currency crises? Journal of International Money and Finance 44 (C), 136–163.

  19. Fernández, A., Rebucci, A., Uribe, M., November 2015. Are capital controls countercyclical? Journal of Monetary Economics 76.

  20. Fernndez, A., Klein, M. W., Rebucci, A., Schindler, M., Uribe, M., August 2016. Capital Control Measures: A New Dataset. IMF Economic Review 64 (3), 548–574.

  21. Ferraro, D., Rogoff, K., Rossi, B., 2015. Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates. Journal of International Money and Finance 54 (C), 116–141.

  22. Hendrickson, J., Hogan, T., Luther, W., 2016. The Political Economy of Bitcoin. Economic Inquiry 54 (2).

  23. Huett, H., Krapf, M., Uysal, D., September 2014. Price Dynamics in the Belarusian black market for foreign exchange. Journal of International Economics (1), 169–176.

  24. Human Rights Watch, 2015. World Report 2015: Thailand, events of 2014. Retrieved at: https://www.hrw.org/world-report/2015/country-chapters/thailand.
    Paper not yet in RePEc: Add citation now
  25. Ilzetzki, E., Reinhart, C. M., Rogoff, K. S., February 2017. Exchange arrangements entering the 21st century: Which anchor will hold? Working Paper 23134, National Bureau of Economic Research.

  26. IMF Annual Report on Exchange Arrangements and Exchange Restrictions, October 2014. Tech. rep., International Monetary Fund, Washington.
    Paper not yet in RePEc: Add citation now
  27. Ju, L., Lu, T. J., Tu, Z., 2016. Capital flight and bitcoin regulation. International Review of Finance 16 (3), 445–455.

  28. Kiguel, M. A., O’Connell, S. A., 1995. Parallel Exchange Rates in Developing Countries. The World Bank Research Observer 10, 21–52.

  29. Kim, S., December 2016. What Is Learned from a Currency Crisis, Fear of Floating, or Hollow Middle? Identifying Exchange Rate Policy in Crisis Countries. International Journal of Central Banking 12 (4), 105–146.

  30. Klein, M. W., 2012. Capital Controls: Gates versus Walls. Brookings Papers on Economic Activity 43 (2 (Fall)), 317–367.

  31. Klein, M. W., Shambaugh, J. C., October 2015. Rounding the Corners of the Policy Trilemma: Sources of Monetary Policy Autonomy. American Economic Journal: Macroeconomics 7 (4), 33–66.

  32. Kwiatkowski, P. D., Phillips, P., Schmidt, P., Shin, Y., 1992. Testing the null of stationarity against the alternative of a unit root: How sure are we that the economic time series have a unit root? Journal of Econometrics 54, 159–178.

  33. Lane, P., Milesi-Ferretti, G., 2007. The External Wealth of Nations Mark II: Revised and Extended Estimates of Foreign Assets and Liabilities, 1970-2004. Journal of International Economics 73.

  34. Levy-Yeyati, E., Schmukler, S. L., Horen, N. V., 2009. International Financial Integration through the Law of One Price: The Role of Liquidity and Capital Controls. Journal of Financial Intermediation 18 (3).

  35. Levy-Yeyati, E., Sturzenegger, F., August 2005. Classifying exchange rate regimes: Deeds vs. words. European Economic Review 49 (6), 1603–1635.

  36. Luther, W., 2016. Cryptocurrencies, Network Effects, and Switching Costs. Contemporary Economic Policy 34 (3).

  37. Michalski, T., Stoltz, G., May 2013. Do Countries Falsify Economic Data Strategically? Some Evidence That They Might. The Review of Economics and Statistics 95 (2), 591– 616.

  38. Nakamoto, S., 2008. Bitcoin: A Peer-to-Peer Electronic Cash System. http://bitcoin.org/bitcoin.pdf.
    Paper not yet in RePEc: Add citation now
  39. Pieters, G. C., Vivanco, S., 2017. Financial Regulations and Price Inconsistencies across Bitcoin Markets. Information Economics and Policy.

  40. Pieters, G., April 2017. The Potential Impact of Decentralized Virtual Currency on Monetary Policy. Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute 2016 Annual Research Report, 20–25.

  41. Quéré, A. B., Coeuré, B., Mignon, V., March 2006. On the identification of de facto currency pegs. Journal of the Japanese and International Economies 20 (1), 112–127.

  42. Quinna, D., Schindler, M., Toyoda, A. M., 2011. Assessing Measures of Financial Openness and Integration. IMF Economic Review 59 (3).

  43. Reinhart, C. M., Rogoff, K. S., February 2004. The Modern History of Exchange Rate Arrangements: A Reinterpretation. Quarterly Journal of Economics 119 (1), 1–48.

  44. Shambaugh, J., 2004. The effect of fixed exchange rate on monetary policy. Quarterly Journal of Economics 119, 301–352.

  45. Toda, H., Yamamoto, T., 1995. Statistical inferences in vector autoregressions with possibly integrated processes. Journal of Econometrics 66, 225–250.

  46. Urquhart, A., 2016. The inefficiency of bitcoin. Economics Letters 148, 80 – 82.

  47. Weber, W., 2016. A bitcoin standard: Lessons from the gold standard. Bank of Canada, Staff Working Papers (4).

  48. White, L., 2015. The Market for Cyryptocurrencies. Cato Journal 35 (2).

  49. Yang, G., Gu, Q., 2016. Effects of exchange rate variations on bilateral trade with a vehicle currency: Evidence from China and Singapore. Journal of International Money and Finance 68 (C), 50–73.

  50. Yelowitz, A., Wilson, M., 2015. Characteristics of bitcoin users: an analysis of google search data. Applied Economics Letters 22 (13), 1030–1036.

  51. Yermack, D., 2015. Is bitcoin a real currency? An economic appraisal. In: Lee, D. K. (Ed.), The Handbook of Digital Currency. Elsevier, pp. 31–44.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Time-Varying Risk Price of Currency Carry Trades. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
    In: MPRA Paper.
    RePEc:pra:mprapa:80788.

    Full description at Econpapers || Download paper

  2. Carry Trades, Order Flow and the Forward Bias Puzzle. (2015). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp761.

    Full description at Econpapers || Download paper

  3. Arbitrage and the Law of One Price: Setting the Record Straight. (2015). Pippenger, John .
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt27t4q265.

    Full description at Econpapers || Download paper

  4. Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?. (2014). Tsiakas, Ilias ; Wang, Wei ; Li, Jiahan.
    In: Working Paper series.
    RePEc:rim:rimwps:05_14.

    Full description at Econpapers || Download paper

  5. Foreign Exchange Risk and the Predictability of Carry Trade Returns. (2014). Tsiakas, Ilias ; Sarno, Lucio ; Cenedese, Gino.
    In: Working Paper series.
    RePEc:rim:rimwps:02_14.

    Full description at Econpapers || Download paper

  6. Common Macro Factors and Currency Premia. (2014). Taylor, Mark ; Filippou, Ilias.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10016.

    Full description at Econpapers || Download paper

  7. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
    In: MPRA Paper.
    RePEc:pra:mprapa:53745.

    Full description at Econpapers || Download paper

  8. The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis. (2013). Nath, Golaka .
    In: MPRA Paper.
    RePEc:pra:mprapa:51591.

    Full description at Econpapers || Download paper

  9. The performance of NDF carry trades. (2013). Zhang, Hao ; Doukas, John A..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:36:y:2013:i:c:p:172-190.

    Full description at Econpapers || Download paper

  10. Are capital controls in the foreign exchange market effective?. (2013). Wolff, Christian ; Versteeg, Roald ; Straetmans, Stefan ; Wolff, Christian C. P., ; Straetmans, Stefan T. M., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:35:y:2013:i:c:p:36-53.

    Full description at Econpapers || Download paper

  11. The microstructure of covered interest arbitrage in a market with a dominant market maker. (2013). Witte, Mark ; Liu, Hao-Chen .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:24:y:2013:i:c:p:25-41.

    Full description at Econpapers || Download paper

  12. THE FAILURE OF UNCOVERED INTEREST PARITY, FORWARD BIAS AND RELATED PUZZLES. (2013). Pippenger, John .
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt50n5p8bv.

    Full description at Econpapers || Download paper

  13. Information flows in foreign exchange markets: dissecting customer currency trades. (2013). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Mankhoff, Lukas .
    In: BIS Working Papers.
    RePEc:bis:biswps:405.

    Full description at Econpapers || Download paper

  14. Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity. (2012). Ranaldo, Angelo ; Griffoli, Tommaso Mancini .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2012:12.

    Full description at Econpapers || Download paper

  15. Interrelación entre los mercados de derivados y el mercado de bonos soberanos del Perú y su impacto en las tasas de interés. (2012). Choy, Marylin ; Cerna, Jorge.
    In: Working Papers.
    RePEc:rbp:wpaper:2012-021.

    Full description at Econpapers || Download paper

  16. Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets. (2012). Ito, Takatoshi ; Takayasu, Hideki ; Yamada, Kenta .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18541.

    Full description at Econpapers || Download paper

  17. Dollar Funding and the Lending Behavior of Global Banks. (2012). Stein, Jeremy ; Scharfstein, David ; Ivashina, Victoria.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18528.

    Full description at Econpapers || Download paper

  18. Overcoming the Fear of Free Falling: Monetary Policy Graduation in Emerging Markets. (2012). Vuletin, Guillermo ; Vegh, Carlos ; CARLOS A. VÉGH, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18175.

    Full description at Econpapers || Download paper

  19. Dollar funding and the lending behavior of global banks. (2012). Scharfstein, David.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-74.

    Full description at Econpapers || Download paper

  20. Global liquidity risk in the foreign exchange market. (2012). Sarno, Lucio ; Phylaktis, Kate ; Banti, Chiara.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:2:p:267-291.

    Full description at Econpapers || Download paper

  21. Currency momentum strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:3:p:660-684.

    Full description at Econpapers || Download paper

  22. A new interpretation of known facts: The case of two-way causality between trading and volatility. (2012). www.s-e-i.ch, deactivated account ; Mller, Christian .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:3:p:664-670.

    Full description at Econpapers || Download paper

  23. Currency Momentum Strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8747.

    Full description at Econpapers || Download paper

  24. What Covered Interest Parity Implies about the Theory of Uncovered Interest Parity.. (2012). Pippenger, John .
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt0zk6t2hj.

    Full description at Econpapers || Download paper

  25. The solution to the forward-bias puzzle: Reply. (2011). John, Pippenger .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:4:p:629-636.

    Full description at Econpapers || Download paper

  26. A comment on: The solution to the forward-bias puzzleâ. (2011). Alan, King .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:4:p:623-628.

    Full description at Econpapers || Download paper

  27. The solution to the forward-bias puzzle. (2011). Pippenger, John .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:2:p:296-304.

    Full description at Econpapers || Download paper

  28. A COMPLETE SOLUTION TO THE FORWARD-BIAS PUZZLE. (2011). Pippenger, John .
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt5gq9z4j0.

    Full description at Econpapers || Download paper

  29. The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?. (2011). Sestieri, Giulia ; Sarno, Lucio ; Della Corte, P..
    In: Working papers.
    RePEc:bfr:banfra:313.

    Full description at Econpapers || Download paper

  30. Convertibility Restriction Determination in Chinas Foreign Exchange Market and its Impact of Forward Pricing. (2010). Wang, YI.
    In: Discussion Papers.
    RePEc:sip:dpaper:09-024.

    Full description at Econpapers || Download paper

  31. The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market. (2010). Perlin, Marcelo ; Dufour, Alfonso ; Brooks, Chris.
    In: MPRA Paper.
    RePEc:pra:mprapa:23381.

    Full description at Econpapers || Download paper

  32. A stochastic dominance analysis of yen carry trades. (2010). Fong, Wai Mun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1237-1246.

    Full description at Econpapers || Download paper

  33. Covered interest arbitrage profits: The role of liquidity and credit risk. (2010). Valente, Giorgio ; Fung, Joseph K. W., ; Fong, Wai-Ming .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:5:p:1098-1107.

    Full description at Econpapers || Download paper

  34. Timing exchange rates using order flow: The case of the Loonie. (2010). Sojli, Elvira ; Sarno, Lucio ; King, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:2917-2928.

    Full description at Econpapers || Download paper

  35. Exchange rate forecasting, order flow and macroeconomic information. (2010). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:80:y:2010:i:1:p:72-88.

    Full description at Econpapers || Download paper

  36. The forward premium puzzle in the interwar period and deviations from covered interest parity. (2010). Peel, David ; Paya, Ivan ; Spiru, Alina.
    In: Economics Letters.
    RePEc:eee:ecolet:v:108:y:2010:i:1:p:55-57.

    Full description at Econpapers || Download paper

  37. A Transaction Data Study of the Forward Bias Puzzle. (2010). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7791.

    Full description at Econpapers || Download paper

  38. The Solution to the Forward-Bias and Related Puzzles. (2010). Pippenger, John E.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt6br3599r.

    Full description at Econpapers || Download paper

  39. Puzzle solver. (2009). www.s-e-i.ch, deactivated account ; Christian, Mueller-Kademann .
    In: MPRA Paper.
    RePEc:pra:mprapa:19852.

    Full description at Econpapers || Download paper

  40. Carry Trades and Global FX Volatility. (2009). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: MPRA Paper.
    RePEc:pra:mprapa:14728.

    Full description at Econpapers || Download paper

  41. Crash Risk in Currency Markets. (2009). Verdelhan, Adrien ; Ranciere, Romain ; Gabaix, Xavier ; Farhi, Emmanuel ; Fraiberger, Samuel Paul .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15062.

    Full description at Econpapers || Download paper

  42. From turmoil to crisis: Dislocations in the FX swap market before and after the failure of Lehman Brothers. (2009). Packer, Frank ; Baba, Naohiko .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:8:p:1350-1374.

    Full description at Econpapers || Download paper

  43. Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08. (2009). Packer, Frank ; Baba, Naohiko .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:1953-1962.

    Full description at Econpapers || Download paper

  44. Does the law of one price hold in international financial markets? Evidence from tick data. (2009). Sarno, Lucio ; Rime, Dagfinn ; Akram, Qaisar.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:10:p:1741-1754.

    Full description at Econpapers || Download paper

  45. Exchange Rate Forecasting, Order Flow and Macroeconomic Information. (2009). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7225.

    Full description at Econpapers || Download paper

  46. The Forward-Bias Puzzle: A Solution Based on Covered Interest Parity. (2009). Pippenger, John .
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt4dd1075r.

    Full description at Econpapers || Download paper

  47. The Forward-Bias Puzzle: A Solution Based on Covered Interest Parity. (2009). Pippenger, John E.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt05d0t24b.

    Full description at Econpapers || Download paper

  48. From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers. (2009). Packer, Frank ; Baba, Naohiko .
    In: BIS Working Papers.
    RePEc:bis:biswps:285.

    Full description at Econpapers || Download paper

  49. FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value. (2008). Valente, Giorgio ; Joseph K. W. Fung, ; Fong, Wai-Ming .
    In: Working Papers.
    RePEc:hkm:wpaper:082008.

    Full description at Econpapers || Download paper

  50. Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08. (2008). Packer, Frank ; Baba, Naohiko .
    In: BIS Working Papers.
    RePEc:bis:biswps:267.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-16 20:58:08 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.