Search Results

Exchange rate uncertainty and the efficiency of the forward market for foreign exchange,
Joachim Zietz and Ghassem Homaifar, in Review of World Economics (Weltwirtschaftliches Archiv) (1994)
Keywords: F31, G15,

Real exchange rates and unit root tests,
Ashok Parikh and Elizabeth Wakerly, in Review of World Economics (Weltwirtschaftliches Archiv) (2000)
Keywords: C23, F31,

Deviations from long-run equilibria and probabilities of devaluations: An empirical analysis of Danish realignments,
Jesper Rangvid, in Review of World Economics (Weltwirtschaftliches Archiv) (1997)
Keywords: F31, F41,

Global Exchange Rate Configurations: Do Oil Shocks Matter?,
Maurizio Michael Habib, Sascha Bützer and Livio Stracca, in IMF Economic Review (2016)
Keywords: F31, Q43

Are Capital Inflows Expansionary or Contractionary? Theory, Policy Implications, and Some Evidence,
Olivier Blanchard, Jonathan Ostry, Atish Ghosh and Marcos Chamon, in IMF Economic Review (2017)
Keywords: F31, F32

Simple credibility tests of the ERM bands for the pound sterling and the Italian lira,
Elias Belessakos and Michael Papaioannou, in Open Economies Review (1996)
Keywords: F31, F33,

Análisis de las expectativas cambiarias en Bolivia,
Rolando Einar Paz Rodriguez, in Revista de Análisis del BCB (2021)
Keywords: C53, D84, F31, F47

Can the covid bailouts save the economy?,
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh, in Economic Policy (2022)
Keywords: G12, G15, F31

Japans Lehren für das Schweizer Wechselkursdilemma,
Gunther Schnabl, in Wirtschaftsdienst (2015)
Keywords: F15, F31, F33,

Investition in die Zukunft? Zur Entwicklung des deutschen Auslandsvermögens,
Erik Klär, Fabian Lindner and Kenan Šehović, in Wirtschaftsdienst (2013)
Keywords: F21, F31, F32,

A multi-country DSGE model with incomplete Exchange Rate Pass-through: application for the Euro area,
Tovonony Razafindrabe, from HAL (2014)
Keywords: F31, F41, E52, C11

A New Approach to the Estimation of Equilibrium Real Exchange Rates among East-Asian Economies,
Kelvin Ho, Eric Wong and Edward Tan, from Hong Kong Institute for Monetary Research (2016)
Keywords: F31, F33, F42, F45

Sanctions and the Exchange Rate,
Oleg Itskhoki and Dmitry Mukhin, in Intereconomics: Review of European Economic Policy (2022)
Keywords: F51, F31, F41

How do Overnight Stays React to Exchange Rate Changes?,
Christian Stettler, in Swiss Journal of Economics and Statistics (2017)
Keywords: F14, F31, E52, Z31

A re-examination of the forward exchange rate unbiasedness hypothesis,
Yerima Ngama, in Review of World Economics (Weltwirtschaftliches Archiv) (1994)
Keywords: F31, G15, C50,

The impact of EMU on trade flows,
Paul Grauwe and Frauke Skudelny, in Review of World Economics (Weltwirtschaftliches Archiv) (2000)
Keywords: F15, F41, F31,

Does purchasing power parity survive political shocks in South Africa?,
Brian Kahn and Ashok Parikh, in Review of World Economics (Weltwirtschaftliches Archiv) (1998)
Keywords: F31, C22, C32,

State-space estimation of rational bubbles in the Yen/Deutsche Mark exchange rate,
S. Elwood, Ehsan Ahmed and J. Barkley Rosser, in Review of World Economics (Weltwirtschaftliches Archiv) (1999)
Keywords: C15, C32, F31, G12,

Learning about fundamentals: The widening of the French ERM bands in 1993,
Harry Garretsen, Klaas Knot and Erwin Nijsse, in Review of World Economics (Weltwirtschaftliches Archiv) (1998)
Keywords: E44, E52, F31,

Misalignments of real exchange rates and the credibility of nominal currency bands,
Bernd Kempa and Michael Nelles, in Review of World Economics (Weltwirtschaftliches Archiv) (1999)
Keywords: F31, F33, F41,

Capital controls and international trade finance in a dual exchange rate regime: The Belgian experience post-mortem,
Paul Reding and Jean-Marie Viaene, in Review of World Economics (Weltwirtschaftliches Archiv) (1995)
Keywords: F31, F32, F36,

Shifting Motives: Explaining the Buildup in Official Reserves in Emerging Markets Since the 1980s,
Atish Ghosh, Jonathan Ostry and Charalambos Tsangarides, in IMF Economic Review (2017)
Keywords: E58, F15, F31, F43

How Important Are Trade Prices for Trade Flows?,
Logan Lewis, in IMF Economic Review (2017)
Keywords: F14, F31, F32, E31

Managing Capital Outflows with Limited Reserves,
Suman S. Basu, Atish Ghosh, Jonathan Ostry and Pablo E. Winant, in IMF Economic Review (2018)
Keywords: E44, F31, F32

Exchange Rate Unification Under Non-Credibility: The Haïtian Economy,
Kathleen Dorsainvil, in International Advances in Economic Research (2006)
Keywords: E58, F31, O54,

Testing Uncovered Interest Parity for Structural Breaks: A Developing Country Perspective,
Srđan Marinković, Ognjen Radović and Željko Šević, from Springer (2016)
Keywords: F31, F36, E43

The Journey towards Dollarization: The Role of the Tourism Industry,
Ibrahim Raheem and Kazeem Ajide, from European Xtramile Centre of African Studies (EXCAS) (2021)
Keywords: C11, E41, F31

Pertinence de la dévaluation du Franc CFA de janvier 1994: Une évaluation par le taux de change réel d’équilibre. Cas de l’économie camerounaise,
Jamal Bouoiyour and Oscar Kuikeu, from University Library of Munich, Germany (2007)
Keywords: JEL Classification : C22, F31.

Homicides, exchange rates, and northern border retail activity in Mexico,
Thomas Fullerton and Adam Walke, in The Annals of Regional Science (2014)
Keywords: R12, F31, F44, K42,

The Dollar-Mark axis,
Gabriele Galati, in Review of World Economics (Weltwirtschaftliches Archiv) (2001)
Keywords: F3, F4, F31, F36,

When Do Low-Frequency Measures Really Measure Effective Spreads? Evidence from Equity and Foreign Exchange Markets,
Mohammad R and Filip Zikes, in The Review of Financial Studies (2023)
Keywords: C15, C58, G12, G20, F31

For Whom the Levy Tolls: The Case of a Macroprudential Stability Levy in South Korea,
JaeBin Ahn, Youngju Kim and Hyunjoon Lim, in IMF Economic Review (2022)
Keywords: F31, F38, F42, G15, G21

Hot Money Inflows and Renminbi Revaluation Pressure,
Yue Ma and Huayu Sun, in Journal of Chinese Economic and Business Studies (2007)
Keywords: JEL C LASSIFICATION : E58, F31,

Capital Flows and the Swiss Franc,
Pinar Yesin, in Swiss Journal of Economics and Statistics (2017)
Keywords: JEL-ckssification, F21, F31, F32

Influence of psychological exchange rates (PER) on forex price formation: theory, empirical, and experimental evidence,
M’bakob Gilles Brice and Mandeng ma Ntamack Jules, in SN Business & Economics (2024)
Keywords: F31, G15, C22, C53, D84

Estimating Expected Exchange Rates Under Target Zone Regimes,
Zhaohui Chen and Alberto Giovannini, in International Journal of Theoretical and Applied Finance (IJTAF) (1998)
Keywords: JEL classification code: F33, F31, C24

Foreign buyers and housing price dynamics,
Meng-Yi Tai, Shih Wen Hu, Chi-Chur Chao and Vey Wang, in International Review of Economics & Finance (2017)
Keywords: E10; F31; Housing prices; Foreign demand;

Global Trends in the Choice of Exchange Rate Regime,
Michael Bleaney, Mo Tian and Lin Yin, in Open Economies Review (2016)
Keywords: Exchange rate regimes, Inflation, Openness, F31,

A testing of the purchasing power parity hypothesis using a vector autoregressive model,
Tatsuyoshi Miyakoshi, in Empirical Economics (2004)
Keywords: PPP, UIP, ECM, prediction, Japan-US, F31,

Nonlinear adjustment effects in the purchasing power parity,
Andrew Phiri, in Journal of Economics and Econometrics (2017)
Keywords: B22, C22, C32, E31, E58, F31.

Is there J-Curve effect in the commodity trade between Korea and rest of the world?,
Mohsen Bahmani-Oskooee and Ruixin Zhang, in Economic Change and Restructuring (2014)
Keywords: J-Curve, Industry data, Korea, The world, F31,

Are devaluations contractionary in emerging economies of Eastern Europe?,
Mohsen Bahmani-Oskooee and Ali Kutan, in Economic Change and Restructuring (2008)
Keywords: Emerging economies, Depreciation, Output, Bound testing, F31,

Exchange rate volatility and the mixture of distribution hypothesis,
Luc Bauwens, Dagfinn Rime and Genaro Sucarrat, in Empirical Economics (2006)
Keywords: Exchange rate volatility, Mixture of distribution hypothesis, F31,

The Composition of Foreign Reserves of the Central Banks of Selected Countries: Will the Euro Replace the Dollar?,
Akbar Komijani and Hossein Tavakolian, in Eurasian Economic Review (2011)
Keywords: US dollar, Euro, Foreign reserves, F31,

Timing of price clustering and trader behavior in the foreign exchange market: evidence from Taiwan,
Hao-Chen Liu, in Journal of Economics and Finance (2011)
Keywords: Foreign Exchange, Microstructure, Price Clustering, F31, G15,

The behavior of the exchange rate in the genetic algorithm with agents having long memory,
Yiping Xu, in Journal of Evolutionary Economics (2006)
Keywords: C63, F31, F47, Exchange rate, Genetic algorithm,

Exchange rates and asymmetric shocks in small open economies,
Annika Alexius and Erik Post, in Empirical Economics (2008)
Keywords: Exchange rates, Asymmetric shocks, Structural VAR, F31,

EFFECTS OF RETURN PREDICTABILITY ON OPTION PRICES WITH STOCHASTIC VOLATILITY FOR THE MARKET PORTFOLIO,
Melanie Cao, in Annals of Financial Economics (AFE) (2005)
Keywords: Option, return predictability, stochastic volatility, F31

What Makes Currencies Volatile? An Empirical Investigation,
Michael Bleaney and Manuela Francisco, in Open Economies Review (2010)
Keywords: Exchange rate regimes, Inflation, Volatility, F31,

The lira and the pound in the 1992 currency crisis: Fundamentals or speculation?,
Michele Fratianni and Michael Artis, in Open Economies Review (1996)
Keywords: EMS, currency speculation, credibility, F31, F33, C12,

Openness and Real Exchange Rate Volatility: In Search of an Explanation,
Michael Bleaney, in Open Economies Review (2008)
Keywords: Openness, Real exchange rate volatility, F31, F41,

Nonlinear adjustment effects in the purchasing power parity,
Andrew Phiri, from Economics and Econometrics Research Institute (EERI), Brussels (2017)
Keywords: B22, C22, C32, E31, E58, F31.

Determining illicit financial outflows from sixty developing countries,
Matiur Rahman, Muhammad Mustafa and Lonnie Turpin, in Journal of Financial Economic Policy (2018)
Keywords: Financial markets and the macroeconomy, Globalization, F30, F31, F32

International reserves and domestic money market disequilibrium,
Shibananda Nayak and Mirza Allim Baig, in International Journal of Emerging Markets (2019)
Keywords: Macroeconomics, Finance, Emerging economies, F31, E51, C22

The Signalling Channel of Central Bank Interventions: Modelling the Yen/US Dollar Exchange Rate,
Yu-Fu Chen, Michael Funke and Nicole Glanemann, in Open Economies Review (2014)
Keywords: Exchange rates, Interventions, Japan, C61, E58, F31,

Classifying Exchange Rate Regimes by Regression Methods,
Michael Bleaney and Mo Tian, from University of Nottingham, School of Economics (2014)
Keywords: exchange rates, currency pegs, trade JEL codes: F31

De Facto Exchange Rate Regime Classifications Are Better Than You Think,
Michael Bleaney, Mo Tian and Lin Yin, from University of Nottingham, School of Economics (2015)
Keywords: exchange rate regimes, trade, volatility JEL codes: F31

Global Trends in the Choice of Exchange Rate Regime,
Michael Bleaney, Mo Tian and Lin Yin, from University of Nottingham, School of Economics (2015)
Keywords: exchange rate regimes, inflation, openness JEL codes: F31

A Dissection of the Current Account Persistence Puzzle,
Michael Bleaney and Mo Tian, from University of Nottingham, School of Economics (2015)
Keywords: current account, exchange rates, trade balance JEL codes: F31

Currency Shocks and Firm Behaviour in Ethiopia and Uganda,
Tewodros M Gebrewolde, Michael Koelle, Pramila Krishnan and Andualem T Mengistu, in Journal of African Economies (2022)
Keywords: productivity, currency shock, firms, Ethiopia, JEL classification: D24, F14, F31

Transitional appreciation of equilibrium exchange rates and the ERM II,
Martin Melecký and Lubos Komarek, in Transition Studies Review (2008)
Keywords: Trend appreciation, Convergence, Exchange rate fixing, F36, F31, F33, F15,

The impact of real exchange rates adjustments on global imbalances: a multilateral approach,
Jean-Pierre Allegret and Audrey Allegret-Sallenave, from HAL (2014)
Keywords: GVAR,Misalignments,Growth JEL Codes: F31,F41,F43

Exchange rate movements and manufacturing employment in Tunisia: Do different categories of firms react similarly?,
Mourad Zmami and Ousama Ben-Salha, in Economic Change and Restructuring (2015)
Keywords: Employment, System GMM, Exchange rate, Tunisia, F31, E24, C23,

Asymmetric cointegration relationship among Asian exchange rates,
Shu-Chen Chang, in Economic Change and Restructuring (2008)
Keywords: Threshold autoregressive process, Asymmetric adjustment, Threshold error-correction, E4, F31,

Export diversification and the S-curve effect in a resource-rich state: evidence from Azerbaijan,
Mohsen Bahmani-Oskooee and Rustam Jamilov, in Economic Change and Restructuring (2014)
Keywords: Resource curse, Export diversification, S-curve, F14, F31, F43,

Implicit exchange regimes in Central and Eastern Europe: a first exploration,
Francisco Ledesma, Jorge Pérez-Rodríguez and Simon Sosvilla-Rivero, in International Economics and Economic Policy (2009)
Keywords: Exchange rate regimes, Implicit fluctuation bands, Exchange rates, F31, F33,

The optimal exchange rate regime for a small country,
Hiroya Akiba, Yukihiro Iida and Yoshihiro Kitamura, in International Economics and Economic Policy (2009)
Keywords: De jure and de facto, Intervention, Managed floating, F31, F33, F41,

Economic integration and the foreign exchange,
Enzo Weber, in International Economics and Economic Policy (2013)
Keywords: Monetary exchange rate model, Convergence, Stationarity, Australia, F31, F41, C32,

Accession to the euro-area: a stylized analysis using a NK model,
Bas Aarle, Harry Garretsen and Cindy Moons, in International Economics and Economic Policy (2008)
Keywords: Euro-area, Fiscal policy, Monetary policy, F31, F41, G15,

Price and income elasticities: evidence from commodity trade between the U.S. and Egypt,
Mohsen Bahmani-Oskooee and Amr Hosny, in International Economics and Economic Policy (2014)
Keywords: The Marshall-Lerner Condition, Egypt, The U.S, Commodity Trade, F31,

Global current account adjustment: trade implications for the euro area countries,
Kristin Langwasser, in International Economics and Economic Policy (2009)
Keywords: Exports, Imports, Elasticities, Euro area, Divergences, F17, F31, F41,

Oil and gold price dynamics in a multivariate cointegration framework,
Joscha Beckmann and Robert Czudaj, in International Economics and Economic Policy (2013)
Keywords: Multivariate cointegration, Gold price, Oil price, JEL classification, E31, F31,

EXCHANGE RATE PASS-THROUGH IN ASEAN: IMPLICATIONS FOR THE PROSPECTS OF MONETARY INTEGRATION IN THE REGION,
Carlos Cortinhas, in The Singapore Economic Review (SER) (2009)
Keywords: Exchange Rate Pass-through, Monetary Integration, ASEAN, F31, F33, E42

MANAGING EXCHANGE RATE VOLATILITY: A COMPARATIVE COUNTERFACTUAL ANALYSIS OF SINGAPORE, 1994–2003,
Peter Wilson and Henry Shang Ren Ng, in The Singapore Economic Review (SER) (2009)
Keywords: East Asia, exchange rates, counterfactuals, F31, F33, F36

CURRENCY LINKAGES AMONG ASEAN,
Chin Lee and M Azali, in The Singapore Economic Review (SER) (2010)
Keywords: Exchange rate, cointegration, Granger causality, ASEAN, F31, F33

CENTRAL BANK INTERVENTION AND EXCHANGE RATE BEHAVIOR: EMPIRICAL EVIDENCE FOR INDIA,
Takeshi Inoue, in The Singapore Economic Review (SER) (2015)
Keywords: Causality-in-variance, central bank, exchange rate, India, intervention, E58, F31

FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES,
John Pippenger, from Department of Economics, UC Santa Barbara (2018)
Keywords: Social and Behavioral Sciences, JEL: E43, E44, F30, F31, G14, G15.

THE IMPACT OF EXCHANGE RATE ON FDI AND THE INTERDEPENDENCE OF FDI OVER TIME,
Joseph Alba, Peiming Wang and Donghyun Park, in The Singapore Economic Review (SER) (2010)
Keywords: Exchange rate, FDI, Markov, unbalanced panel, F31, F21, F23

Estimates of foreign exchange risk premia: a pricing kernel approach,
Lorenzo Cappiello and Nikolaos Panigirtzoglou, in Empirical Economics (2008)
Keywords: UIP, Risk premia, Pricing kernel, F31, G12, C32,

Evaluating currency crises: the case of the European monetary system,
Andrea Cipollini, Kostas Mouratidis and Nicola Spagnolo, in Empirical Economics (2008)
Keywords: Currency crises, Multiple equilibria, Markov-switching, C22, D84, F31,

Currency appreciation and stock market performance: Evidence from China,
Bing Zhang and Xindan Li, in Frontiers of Economics in China (2010)
Keywords: exchange rate, stock price, cointegration, F31, G15, C22,

Impact of exchange rate volatility on commodity trade between U.S. and China: is there a third country effect,
Mohsen Bahmani-Oskooee and Jia Xu, in Journal of Economics and Finance (2012)
Keywords: Exchange Rate Volatility, China, The U.S., Canada, Industry Data, F31,

The nexus between exchange rates and stock markets: evidence from the euro-dollar rate and composite European stock indices using rolling analysis,
Christos Kollias, Nikolaos Mylonidis and Suzanna-Maria Paleologou, in Journal of Economics and Finance (2012)
Keywords: Stock Prices, Exchange Rates, Rolling Causality Tests, C32, F31, G15,

Noise trading and autocorrelation interactions in the foreign exchange market: Evidence from developed and emerging economies,
Nikiforos Laopodis, in Journal of Economics and Finance (2008)
Keywords: Noise trading, Autocorrelation, GARCH, Asymmetry, Exchange rate, F31, F37, C32,

Exchange rate bifurcation in a stochastic evolutionary finance model,
Gregory Gagnon, in Decisions in Economics and Finance (2012)
Keywords: Evolutionary finance, Speculative bubble, Stochastic differential equation, C62, G12, F31,

The PPP hypothesis and structural breaks: the case of Mexico,
Manuel Gómez-Zaldívar, Daniel Ventosa-Santaulària and Frederick Wallace, in Empirical Economics (2013)
Keywords: PPP, Structural breaks, Mexico, Real exchange rate, F31, C22,

The trade effect of price risk: a system-wide approach,
Dengjun Zhang, in Empirical Economics (2015)
Keywords: Import demand, Price risk, Cointegration, Whitefish, D81, F14, F31,

Nonlinear adjustment in PPP—evidence from threshold cointegration,
Kari Heimonen, in Empirical Economics (2006)
Keywords: PPP, Asymmetric adjustment, Threshold cointegration, C22, F31, F41,

Purchasing power parity and cultural convergence: evidence from the global video games market,
Joe Cox, in Journal of Cultural Economics (2008)
Keywords: Purchasing power parity, Video games, Cultural convergence, Z10, F31,

Fiscal Policy and Exchange Rates,
Barbara Annicchiarico, in Journal of Economics (2006)
Keywords: exchange rates, fiscal deficits, current account dynamics, F31, F32, E62,