Aghion, P., P. Bacchetta, and A. Banerjee (2001): “Currency crises and monetary policy in an economy with credit constraints,†European Economic Review, 45(7), 1121–1150.
Aguiar, M. (2005): “Investment, devaluation, and foreign currency exposure: The case of Mexico,†Journal of Development Economics, 78(1), 95–113.
Alfaro, L., C. Alejandro, H. Fadinger, and Y. Liu (2017): “The Real Exchange Rate, Innovation and Productivity: A Cross-country Firm-level Analysis,†mimeo.
Amiti, M., O. Itskhoki, and J. Konings (2014): “Importers, Exporters, and Exchange Rate Disconnect,†American Economic Review, 104(7), 1942–78.
Baskaya, S., J. di Giovanni, S. Kalemi-Ozcan, and M. Ulu (2017): “International Spillovers and Local Credit Cycles,†Mimeo.
Bauer, P., and M. Endresz (2016): “Modelling Bankruptcy using Hungarian Firm-Level Data,†MNB Occasional Papers 122.
Berman, N., P. Martin, and T. Mayer (2012): “How do Different Exporters React to Exchange Rate Changes?,†The Quarterly Journal of Economics, 127(1), 437–492.
Bleakley, H., and K. Cowan (2008): “Corporate Dollar Debt and Depreciations: Much Ado About Nothing?,†The Review of Economics and Statistics, 90(4), 612–626.
Bloom, N., M. Floetotto, N. Jaimovich, I. Saporta-Eksten, and S. J. Terry (2012): “Really Uncertain Business Cycles,†NBER Working Papers 18245, National Bureau of Economic Research, Inc.
Bocola, L., and G. Lorenzoni (2017): “Financial Crises and Lending of Last Resort in Open Economies,†Mimeo.
- Bodnár, K. (2006): “Survey evidence on the exchange rate exposure of Hungarian SMEs,†MNB Bulletin (discontinued), 1(1), 6–12.
Paper not yet in RePEc: Add citation now
Burstein, A., and G. Gopinath (2014): “International Prices and Exchange Rates,†Handbook of International Economics, 4, 391–451.
Caballero, R. J., and A. Krishnamurthy (2003): “Excessive Dollar Debt: Financial Development and Underinsurance, †Journal of Finance, 58(2), 867–894.
- Céspedes, L. F., R. Chang, and A. Velasco (2004): “Balance Sheets and Exchange Rate Policy,†The American Economic Review, 94(4), 1183–1193.
Paper not yet in RePEc: Add citation now
Chinn, A. (2005): “Long Run Labor Market Effects of Japanese American Internment during World War II on Working Age Male Internees,†Journal of Labor Economics, 23 (3), 491–525.
Chinn, M., and J. Frankel (1999): “More survey data on exchange rate expectations: More currencies, more horizons, more tests,†International Finance 9508003, Monetary Policy, Capital Flows and Financial Market Developments in the Era of Financial Globalisation: Essays in Honour of Max Fry, edited by Bill Allen and David Dickinson.v. Chinn, M. D., and S. Quayyum (2012): “Long Horizon Uncovered Interest Parity Re-Assessed,†Working Paper 18482, National Bureau of Economic Research.
Du, W., A. Tepper, and A. Verdelhan (2017): “Deviations from Covered Interest Rate Parity,†Working Paper 23170, National Bureau of Economic Research.
- Eichengreen, B., and R. Hausmann (eds.) (2005): Other People’s Money, no. 9780226194554 in University of Chicago Press Economics Books. University of Chicago Press.
Paper not yet in RePEc: Add citation now
Engel, C. (1996): “The forward discount anomaly and the risk premium: A survey of recent evidence,†Journal of Empirical Finance, 3(2), 123–192.
Engel, C., and K. West (2005): “Exchange Rates and Fundamentals,†Journal of Political Economy, 113(3), 485–517.
Foster, L., J. Haltiwanger, and C. Syverson (2008): “Reallocation, Firm Turnover, and Efficiency: Selection on Productivity or Profitability?,†American Economic Review, 98(1), 394–425.
Frankel, J., and J. Poonawala (2010): “The forward market in emerging currencies: Less biased than in major currencies,†Journal of International Money and Finance, 29(3), 585–598.
Froot, K. A., D. S. Scharfstein, and J. C. Stein (1993): “Risk Management: Coordinating Corporate Investment and Financing Policies,†The Journal of Finance, 48(5), 1629–1658.
Gilchrist, S., and J. W. Sim (2007): “Investment during the Korean Financial Crisis: A Structural Econometric Analysis,†NBER Working Papers 13315, National Bureau of Economic Research, Inc.
Goldberg, L., and C. Tille (2016): “Micro, macro, and strategic forces in international trade invoicing: Synthesis and novel patterns„†Journal of International Economics, 102, 173–187.
Gopinath, G., O. Itskhoki, and R. Rigobon (2010): “Currency Choice and Exchange Rate Pass-Through,†American Economic Review, 100(1), 304–36.
Gopinath, G., S. Kalemli-Ozcan, L. Karabarbounis, and C. Villegas-Sanchez (2017): “Capital Allocation and Productivity in South Europe,†The Quarterly Journal of Economics, (21453).
Graham, J. R. (2000): “How Big Are the Tax Benefits of Debt?,†The Journal of Finance, 55(5), 1901–1941.
Ito, H., and M. Chinn (2007): “Price-Based Measurement Of Financial Globalization: A Cross-Country Study Of Interest Rate Parity,†Pacific Economic Review, 12(4), 419–444.
Jeanne, O. D. (2003): “Why Do Emerging Economies Borrow in Foreign Currency?,†IMF Working Papers, (03/177).
Kalemli-Ozcan, S., H. Kamil, and C. Villegas-Sanchez (2010): “What Hinders Investment in the Aftermath of Financial Crises: Insolvent Firms or Illiquid Banks?,†Working Paper 16528, National Bureau of Economic Research.
Kim, Y. J., L. L. Tesar, and J. Zhang (2015): “The impact of foreign liabilities on small firms: Firm-level evidence from the Korean crisis,†Journal of International Economics, 97(2), 209–230.
Krugman, P. (1999): “Balance Sheets, the Transfer Problem, and Financial Crises,†International Tax and Public Finance, 6(4), 459–472.
Lustig, H., and A. Verdelhan (2006): “Investing in Foreign Currency is Like Betting on Your Intertemporal Marginal Rate of Subsitution,†Journal of the European Economic Association, 4(2-3), 644–655.
- Maggiori, M., B. Neiman, and J. Schreger (2017): “International Currencies and Capital Allocation,†mimeo.
Paper not yet in RePEc: Add citation now
Olley, G. S., and A. Pakes (1996): “The Dynamics of Productivity in the Telecommunications Equipment Industry,†Econometrica, 64(6), 1263–97.
- Petrin, A., and J. Levinsohn (2011): “Measuring Aggregate Productivity Growth Using Plant-Level Data,†NBER Working Papers 11887, RAND Journal of Economics.
Paper not yet in RePEc: Add citation now
Pratap, S., and C. Urrutia (2004): “Firm dynamics, investment and debt portfolio: balance sheet effects of the Mexican crisis of 1994,†Journal of Development Economics, 75(2), 535–563.
Rancière, R., and A. Tornell (2016): “Financial Liberalization, Debt Mismatch, Allocative Efficiency, and Growth,†American Economic Journal: Macroeconomics, 8(2), 1–44.
Ranciere, R., A. Tornell, and A. Vamvakidis (2010): “Currency mismatch, systemic risk and growth in emerging Europe,†Economic Policy, 25, 597–658.
- Rappoport, V. (2008): “Persistence of dollarization after pricestabilization,†Journal of Monetary Economics.
Paper not yet in RePEc: Add citation now
Rime, D., A. Schrimpf, and O. Syrstad (2017): “Segmented Money Markets and Covered Interest Parity Arbitrage,†Bank of International Settlements.
Rose, A. K., and R. P. Flood (2001): “Uncovered Interest Parity in Crisis; The Interest Rate Defense in the 1990s,†IMF Working Papers 01/207, International Monetary Fund.
Schneider, M., and A. Tornell (2004): “Balance Sheet Effects, Bailout Guarantees and Financial Crises,†The Review of Economic Studies, 71(3), 883–913.
Strebulaev, I. A., and B. Yang (2013): “The mystery of zero-leverage firms,†Journal of Financial Economics, 109(1), 1–23.
Tauchen, G., and R. Hussey (1991): “Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models,†Econometrica, 59(2), 371–396.
Varela, L. (2017): “Reallocation, Competition and Productivity: Evidence from a Financial Liberalization Episode,†The Review of Economic Studies, (225).
Wooldridge, J. M. (2009): “On estimating firm-level production functions using proxy variables to control for unobservables, †Economics Letters, 104(3), 112–114.
Yesin, P. (2013): “Foreign Currency Loans and Systemic Risk in Europe,†Federal Reserve Bank of St Louis Review. Theorical and Empirical Appendices (Not for publication)