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The behaviour of the real exchange rate: Evidence from regression quantiles. (2008). Nikolaou, Kleopatra .
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:32:y:2008:i:5:p:664-679.

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Cited: 29

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  2. Testing the validity of purchasing power parity for China: Evidence from the Fourier quantile unit root test. (2023). Lai, Jennifer ; Liang, Xiaoyi ; Chan, Kenneth S.
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  3. The COVID-19 black swan crisis: Reaction and recovery of various financial markets. (2022). Matkovskyy, Roman ; Jalan, Akanksha ; Yarovaya, Larisa.
    In: Research in International Business and Finance.
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  4. Quantile unit root inference for panel data with common shocks. (2022). Cai, Biqing ; Wei, Jinbao ; Yang, Jisheng.
    In: Economics Letters.
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  5. Overreaction in the REITs Market: New Evidence from Quantile Autoregression Approach. (2020). Julio, Ivan F ; Manohar, Catherine Anitha ; Ngene, Geoffrey M.
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  6. Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange.
    In: EconomiX Working Papers.
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  7. Black swan events in Chinas stock markets: Intraday price behaviors on days of volatility. (2019). Lin, Wen-Yuan ; Tsai, I-Chun ; I-Chun Tsai, .
    In: International Review of Economics & Finance.
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  8. Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries. (2017). Park, Sung Y. ; Li, Haiqi ; Ma, Wei.
    In: International Review of Economics & Finance.
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  9. Does mispricing, liquidity or third-party certification contribute to IPO downside risk?. (2017). Reber, Beat .
    In: International Review of Financial Analysis.
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  10. Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression. (2017). Gaglianone, Wagner ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Viola, Alessandra Pasqualina.
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  11. The Efficiency of Monetary Policy when Guiding Inflation Expectations. (2016). Bauer, Christian ; Weber, Sebastian.
    In: Research Papers in Economics.
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  12. Quantile unit root test and PPP: evidence from 23 OECD countries. (2016). Ranjbar, Omid ; Bahmani-Oskooee, Mohsen.
    In: Applied Economics.
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  13. Central Bank Intervention, Exchange Rate Regime and the Purchasing Power Parity. (2016). Lin, Luke ; Lee, Chun I.
    In: The World Economy.
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  14. Asymmetric dynamics in REIT prices: Further evidence based on quantile regression analysis. (2014). Lee, Chien-Chiang.
    In: Economic Modelling.
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  15. Expectations of future income and real exchange rate movements. (2013). Tang, Xueli ; Ganiev, Bahodir ; Hayat, Aziz .
    In: Journal of Banking & Finance.
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  16. Asymmetric behavior of unemployment rates: Evidence from the quantile covariate unit root test. (2013). Lee, Cheng-Feng ; Hu, Te-Chung ; Li, Ping-Cheng ; Tsong, Ching-Chuan .
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  17. The asymmetry of inflation adjustment in Turkey. (2013). Cicek, Serkan ; Akar, Cuneyt ; Iek, Serkan .
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  18. Unit Root Testing with Stationary Covariates in the Framework of Asymmetric STAR Nonlinearity. (2012). Ching-Chuan, Tsong .
    In: Studies in Nonlinear Dynamics & Econometrics.
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  19. Unit Root Testing with Stationary Covariates in the Framework of Asymmetric STAR Nonlinearity. (2012). Ching-Chuan, Tsong .
    In: Studies in Nonlinear Dynamics & Econometrics.
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  20. Volatility forecasting of exchange rate by quantile regression. (2011). Huang, Alex Yihou ; Peng, Sheng-Pen ; Li, Fangjhy ; Ke, Ching-Jie .
    In: International Review of Economics & Finance.
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  21. Asymmetric inflation dynamics: Evidence from quantile regression analysis. (2011). Lee, Cheng-Feng ; Tsong, Ching-Chuan .
    In: Journal of Macroeconomics.
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  22. Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates. (2011). Kutan, Ali ; Zhou, SU.
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  23. Testing the Purchasing Power Parity Hypothesis for the New Member and Candidate Countries of the European Union: Evidence from Lagrange Multiplier Unit Root Tests with Structural Breaks. (2010). Kasman, Adnan ; Ayhan, Duygu.
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  24. Getting PPP right: Identifying mean-reverting real exchange rates in panels. (2009). Chortareas, Georgios ; Kapetanios, George.
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  25. How much intraregional exchange rate variability could a currency union remove? The case of ASEAN+3. (2009). Qin, Duo ; Tan, Tao.
    In: Journal of Banking & Finance.
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  26. 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.
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  27. Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels. (2008). Chortareas, Georgios ; Kapetanios, George.
    In: Working Papers.
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  28. Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels. (2008). Chortareas, Georgios ; Kapetanios, George.
    In: Working Papers.
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  29. Does the law of one price hold in international financial markets? Evidence from tick data. (2008). Sarno, Lucio ; Rime, Dagfinn ; Akram, Qaisar.
    In: Working Paper.
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    RePEc:syd:wpaper:2123/7642.

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  37. Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s. (2004). Pierdzioch, Christian ; Frenkel, Michael ; Stadtmann, Georg.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:140:y:2004:i:3:p:709-729.

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  38. What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function. (2004). Yabu, Tomoyoshi ; Ito, Takatoshi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10456.

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  39. On the determinants of small and large foreign exchange market interventions: The case of the Japanese interventions in the 1990s. (2004). Pierdzioch, Christian ; Stadtmann, Georg ; Frenkel, Michael.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:13:y:2004:i:3:p:231-243.

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  40. Modeling the intensity of foreign exchange intervention activity. (2004). Pierdzioch, Christian ; Stadtmann, Georg ; Frenkel, Michael.
    In: Economics Letters.
    RePEc:eee:ecolet:v:85:y:2004:i:3:p:347-351.

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  41. The design of effective Central Bank interventions: the yen/dollar case. (2003). Szafarz, Ariane ; Beine, Michel.
    In: Working Papers CEB.
    RePEc:sol:wpaper:03-008.

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  42. Identifying the Efficacy of Central Bank Interventions: Evidence from Australia. (2003). Rigobon, Roberto ; Kearns, Jonathan.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2003-04.

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  43. Sterilized Foreign Exchange Market Interventions in a Chartist-Fundamentalist Exchange Rate Model. (2003). Wollmershäuser, Timo ; Schmidt, Robert ; Wollmershaeuser, Timo.
    In: EcoMod2004.
    RePEc:ekd:003306:330600162.

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  44. Why Did Central Banks Intervene in the EMS? The Post-1993 Experience. (2002). Grech, Harald ; Brandner, Peter .
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2002:i:192.

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  45. Identifying the Efficacy of Central Bank Interventions: The Australian Case. (2002). Rigobon, Roberto ; Kearns, Jonathan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9062.

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  46. The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits. (2002). Neely, Christopher.
    In: Working Papers.
    RePEc:fip:fedlwp:2000-018.

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  47. The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits. (2002). Neely, Christopher.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:58:y:2002:i:1:p:211-232.

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  48. Foreign Exchange Market Intervention in Two Small Open Economies: The Canadian and Australian Experience. (2001). Siklos, Pierre ; Rogers, Jeff M..
    In: Research Paper Series.
    RePEc:uts:rpaper:57.

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  49. Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?. (2001). Taylor, Mark ; Sarno, Lucio.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:39:y:2001:i:3:p:839-868.

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  50. Suez and Sterling, 1956. (1999). Smith, Gregor ; Klug, Adam .
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:36:y:1999:i:3:p:181-203.

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