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Why is it so difficult to beat the random walk forecast of exchange rates?. (2003). Taylor, Mark ; Kilian, Lutz.
In: Journal of International Economics.
RePEc:eee:inecon:v:60:y:2003:i:1:p:85-107.

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  1. Should stock returns predictability be ‘hooked on’ long?horizon regressions?. (2023). Pouliasis, Panos K ; Dergiades, Theologos.
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  2. Liquidity risk, market power and the informational effects of policy. (2023). Tryphonides, Andreas ; Papioti, Katerina Chara ; Claeys, Gregory.
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  3. Forecasting the U.S. Dollar in the 21st Century. (2023). Engel, Charles ; Yeung, Steve Pak.
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  4. Bibliometric review of research on exchange rate predictability and fundamentals. (2023). Gulati, Vishal.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006001.

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  5. How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x.

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  6. Why Do Analysts use a Zero Forecast for Other Comprehensive Income?. (2023). Wallis, Mark.
    In: Abacus.
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  7. Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin.
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  11. Do exchange rate changes have threshold effects on the trade balance? Evidence from Tunisia. (2022). Belhadj, Aram ; Saafi, Sami ; Nouira, Ridha ; ben Doudou, Makrem.
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  12. A hedging policy for seaborne forward freight markets based on probabilistic forecasts. (2022). Sel, Burakhan ; Minner, Stefan.
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  13. Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
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  15. Real Exchange Rates and Fundamentals in a new Markov?STAR Model. (2022). Sibbertsen, Philipp ; Ma, Jun ; Flock, Teresa ; Bertram, Philip .
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  20. Oil price analysts forecasts. (2021). Rodriguez, Alejandro ; Figuerolaferretti, Isabel ; Schwartz, Eduardo.
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    RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1351-1374.

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  21. Stock markets and exchange rate behavior of the BRICS. (2021). Salisu, Afees ; GUPTA, RANGAN ; Isah, Kazeem ; Cuado, Juncal.
    In: Journal of Forecasting.
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  22. Should crude oil price volatility receive more attention than the price of crude oil? An empirical investigation via a large?scale out?of?sample forecast evaluation of US macroeconomic data. (2021). Nonejad, Nima.
    In: Journal of Forecasting.
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  23. Model selection for one?day?ahead AUD/USD, AUD/EUR forecasts. (2021). Imam, Tasadduq.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1808-1824.

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  24. Nonlinear adjustment of exchange rate and exchange rate policy: Lessons from Singapore. (2021). Yip, Sau Leung ; Yan, Fangli.
    In: International Journal of Finance & Economics.
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  25. The impact of Euro through time: Exchange rate dynamics under different regimes. (2021). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David.
    In: International Journal of Finance & Economics.
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  26. MULTIMODALITY IN MACROFINANCIAL DYNAMICS. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias.
    In: International Economic Review.
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  27. Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K.
    In: Discussion Paper Series.
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  28. Should Deep Learning Models be in High Demand, or Should They Simply be a Very Hot Topic? A Comprehensive Study for Exchange Rate Forecasting. (2021). Arabaci, Ozer ; Yilmaz, Firat Melih.
    In: Computational Economics.
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  29. Transformed Regression-based Long-Horizon Predictability Tests. (2021). Rodrigues, Paulo ; Demetrescu, Matei ; Taylor, Am Robert ; A M Robert Taylor, ; Mm, Paulo.
    In: Essex Finance Centre Working Papers.
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  30. Trading the foreign exchange market with technical analysis and Bayesian Statistics. (2021). Stasinakis, Charalampos ; Sermpinis, Georgios ; Hassanniakalager, Arman.
    In: Journal of Empirical Finance.
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  31. Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta.
    In: Journal of Empirical Finance.
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  32. Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei .
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  33. Oil Price Fluctuation and Current Accounts: Exploring Mediation Effects for Oil Importing Nations. (2021). Rashid, Abdul ; Haq, Miraj ul ; Bibi, Salma.
    In: International Journal of Energy Economics and Policy.
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  34. Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil. (2021). Gaglianone, Wagner ; Moura, Jaqueline Terra ; Machado, Jose Valentim.
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  35. ASYMMETRIC EFFECTS OF EXCHANGE RATE VOLATILITY ON BILATERAL TRADE BETWEEN TAIWAN AND INDONESIA. (2020). Cheng, Chih-Yang ; Setyowati, Nur ; Chien, Mei-Se .
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  36. THE IMPACTS OF BIASED RESOURCE ALLOCATION ON THE EFFECTIVENESS OF OFFICIAL DEVELOPMENT ASSISTANCE. (2020). Tsang, Chun-Kei ; Li, Sung-Ko.
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  37. Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2020). Kunze, Frederik.
    In: Journal of Forecasting.
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  38. Does Asymmetric Nonlinear Approach Explain the Relationship Between Exchange Rate and Trade of Iran?. (2020). Stehrer, Robert ; Ghodsi, Mohammad Mahdi ; Karimi, Mohammad Sharif.
    In: wiiw Working Papers.
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  39. Macroeconomic forecasting in Poland: The role of forecasting competitions. (2020). Rybacki, Jakub.
    In: Central European Economic Journal.
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  40. Markov switching in exchange rate models: will more regimes help?. (2020). Stillwagon, Josh ; Sullivan, Peter.
    In: Empirical Economics.
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  41. Stock Markets and Exchange Rate Behaviour of the BRICS. (2020). Salisu, Afees ; GUPTA, RANGAN ; Cuñado, Juncal ; Cunado, Juncal ; Isah, Kazeem.
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  42. An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika .
    In: Working Papers.
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  43. An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika .
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  44. An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika .
    In: THEMA Working Papers.
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  45. Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?. (2020). Akdoan, Kurma .
    In: Resources Policy.
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  46. Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks. (2020). Pavlidis, Efthymios ; Vasilopoulos, Kostas.
    In: Journal of International Money and Finance.
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  47. Exchange rate forecasting on a napkin. (2020). Rubaszek, Michał ; Ca, Michele ; Michele Ca, .
    In: Journal of International Money and Finance.
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  48. Forecasting bulk prices of Bordeaux wines using leading indicators. (2020). Paroissien, Emmanuel.
    In: International Journal of Forecasting.
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  49. The relationship between oil prices and exchange rates: Revisiting theory and evidence. (2020). Czudaj, Robert ; Beckmann, Joscha ; Arora, Vipin.
    In: Energy Economics.
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  50. Impacts of exchange rate volatility and international oil price shock on Chinas regional economy: A dynamic CGE analysis. (2020). Wei, Weixian ; Wang, Ningjing ; Ma, Xili ; Dong, Baomin.
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  51. Multimodality in Macro-Financial Dynamics. (2020). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias.
    In: CEPR Discussion Papers.
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  52. Using Artificial Neural Networks to forecast Exchange Rate, including VAR‐VECM residual analysis and prediction linear combination. (2019). Parot, Alejandro ; Kristjanpoller, Werner D ; Michell, Kevin.
    In: Intelligent Systems in Accounting, Finance and Management.
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  53. Essays on banking and international trade. (2019). Schmitz, Emerson.
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  54. Size and sign asymmetries in house price adjustments. (2019). Akdoaan, Kurma .
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  55. Bank Net Interest Margin Forecasting and Capital Adequacy Stress Testing by Machine Learning Techniques. (2019). Luo, Zhongmin ; Brummelhuis, Raymond.
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  56. Macroeconomic convergence in the West African monetary zone: Evidence from rank tests. (2019). Gyamfi, Emmanuel Numapau ; Appiah, Emily Frimpomaa ; Adam, Anokye Mohammed.
    In: Economics and Business Letters.
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  57. The impact of Brexit uncertainties on international trade : Evidence from Belgium. (2019). Schmitz, Emerson Erik.
    In: Working Paper Research.
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  58. Does Uncovered Interest Rate Parity Hold After All?. (2019). Omer, Muhammad ; de Haan, Jakob ; Scholtens, Bert.
    In: Lahore Journal of Economics.
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  59. An Artificial Neural Network-Based Approach to the Monetary Model of Exchange Rate. (2019). Ince, Huseyin ; Imamoglu, Salih Zeki ; Cebeci, Ali Fehim.
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  60. Forecasting Crude Oil Prices: A Comparison Between Artificial Neural Networks and Vector Autoregressive Models. (2019). Kianfar, Farhad ; Ramyar, Sepehr.
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  61. Multimodality in Macro-Financial Dynamics. (2019). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias.
    In: Staff Reports.
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  62. Real exchange rate persistence and country characteristics: A global analysis. (2019). Velic, Adnan ; Curran, Michael.
    In: Journal of International Money and Finance.
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  63. The finite sample power of long-horizon predictive tests in models with financial bubbles. (2019). Ren, Dongmeng ; Maynard, Alex.
    In: International Review of Financial Analysis.
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  64. Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong.
    In: Economic Modelling.
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  65. Forward-Looking Policy Rules and Currency Premia. (2019). Taylor, Mark P ; Filippou, Ilias .
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  66. Resolving the unbiasedness and forward premium puzzles. (2019). Thornton, Daniel.
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  67. Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market. (2018). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan.
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  68. Exchange rate economics is always and everywhere controversial. (2018). Manzur, Meher.
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  69. What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim.
    In: Journal of Quantitative Economics.
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  70. Asymmetric mean reversion and volatility in African real exchange rates. (2018). Kuttu, Saint.
    In: Journal of Economics and Finance.
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  71. Linear and Nonlinear Attractors in Purchasing Power Parity. (2018). Moosa, Imad A ; Ma, Ming.
    In: Economia Internazionale / International Economics.
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  72. EXCHANGE RATE FORECAST FUTILITY FOR THE TAKA. (2018). Fullerton, Thomas ; Walke, Adam G ; Barai, Dipanwita.
    In: Eurasian Journal of Economics and Finance.
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  73. Forecasting Construction Cost Index based on visibility graph: A network approach. (2018). Zhang, Rong ; Deng, Yong ; Shyr, YU ; Ashuri, Baabak.
    In: Physica A: Statistical Mechanics and its Applications.
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  74. Forecasting the CNY-CNH pricing differential: The role of investor attention. (2018). Yin, Libo ; Han, Liyan ; Xu, Yang.
    In: Pacific-Basin Finance Journal.
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  75. Momentum of return predictability. (2018). Wang, Yudong ; Diao, Xundi ; Ma, Feng ; Liu, LI.
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  76. Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu.
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  77. Habit Formation with Smooth Transitions: Estimating Demand for U.S. Carbonated-Sweetened Beverages and Beer. (2018). Dorfman, Jeffrey H ; Li, Wenying.
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  78. Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2017). Kunze, Frederik.
    In: Center for European, Governance and Economic Development Research Discussion Papers.
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  79. Real Exchange Rate Persistence and Country Characteristics. (2017). Velic, Adnan ; Curran, Michael.
    In: Trinity Economics Papers.
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  80. Unemployment hysteresis and structural change in Europe. (2017). Akdoğan, Kurmaş ; Akdoan, Kurma.
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  81. Expected Spot Prices and the Dynamics of Commodity Risk Premia. (2017). Bianchi, Daniele ; Piana, Jacopo.
    In: 2017 Meeting Papers.
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  82. Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach. (2017). Haug, Alfred ; Basher, Syed.
    In: MPRA Paper.
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  83. Purchasing Power Parity in the 34 OECD Countries: Evidence from Quantile-Based Unit Root Tests with both Smooth and Sharp Breaks. (2017). Bahmani-Oskooee, Mohsen ; Wu, Tsung-Pao.
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  84. Exchange Rate Prediction Redux: New Models, New Data, New Currencies. (2017). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie ; Zhang, YI.
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  85. Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence. (2017). Omay, Tolga ; Çorakcı Eruygur, Aysegul ; Emirmahmutoglu, Furkan ; Orakci, Ayegul .
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  86. Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models. (2017). Buncic, Daniel.
    In: Working Paper Series.
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  87. Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach. (2017). Arize, Augustine C ; Igwe, Emmanuel U ; Malindretos, John.
    In: International Review of Economics & Finance.
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  88. 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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  89. Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra.
    In: International Journal of Forecasting.
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  90. Foreign exchange predictability and the carry trade: A decomposition approach. (2017). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim.
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  91. Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?. (2017). Wali, Muammer ; Manzur, Meher ; Chan, Felix.
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  92. Quantile Regression on Quantile Ranges – A Threshold Approach. (2017). Kuan, Chung-Ming ; Xiao, Zhijie ; Michalopoulos, Christos.
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  93. TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS. (2016). Shintani, Mototsugu ; Park, Joon Y.
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  94. Real Exchange Rate Persistence and Country Characteristics. (2016). Velic, Adnan ; Curran, Michael.
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  95. The random walk as a forecasting benchmark: drift or no drift?. (2016). Moosa, Imad ; Burns, Kelly.
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  96. Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory. (2016). Works, Richard.
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  97. Assessing forecast performance. (2016). Lees, Kirdan.
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  98. Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain. (2016). Dergiades, Theologos ; Mitianoudis, Nikolaos .
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  99. The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach. (2016). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: EcoMod2016.
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  100. The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates. (2016). Ahmad, Ahmad Hassan ; Aworinde, Olalekan Bashir .
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  101. Exchange rate predictability in a changing world. (2016). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
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  102. Nonlinear models for the sources of real effective exchange rate fluctuations: Evidence from the Republic of Korea. (2016). Huang, Chia-Hsing ; Meng, Xiangcai .
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  103. Effects of electricity-price policy on electricity demand and manufacturing output. (2016). Yu, Tun-hsiang ; Park, Kihyun ; Kim, Hyun Jae ; Roberts, Roland K ; Cho, Seong-Hoon ; Kwon, Sanguk .
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  104. Exchange rates and commodity prices: Measuring causality at multiple horizons. (2016). Dufour, Jean-Marie ; Galbraith, John W ; Zhang, Hui Jun .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:36:y:2016:i:c:p:100-120.

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  105. Dynamic allocations for currency futures under switching regimes signals. (2016). Reus, Lorenzo ; Mulvey, John M.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:253:y:2016:i:1:p:85-93.

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  106. Non-linear exchange rate relationships: An automated model selection approach with indicator saturation. (2016). Stillwagon, Josh.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:84-109.

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  107. Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach. (2016). Westerhoff, Frank ; Dieci, Roberto.
    In: Journal of Economic Dynamics and Control.
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  108. Robustness in Foreign Exchange Rate Forecasting Models: Economics-Based Modelling After the Financial Crisis. (2016). Medel, Carlos A. ; Kania, Stefan ; Hsu, Hsiang-Ling ; Camilleri, Gilmour ; Touloumtzoglou, Miltiadis .
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  109. Current Account Deficit in Mauritius: Risks and Prospects. (2016). Khadaroo, Ahmad Jameel.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:84:y:2016:i:1:p:109-128.

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  110. Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis. (2016). von Schweinitz, Gregor ; El-Shagi, Makram ; Lindner, Axel.
    In: Review of International Economics.
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  111. Can Economists Forecast Exchange Rates? The Debate Re-Visited: The Case of the USD/GBP Market. (2016). Avsar, Gulay S.
    In: Australian Economic Papers.
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  112. Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil. (2016). Gaglianone, Wagner ; Terra, Gabriel Jaqueline .
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  113. PREDICTING STOCK RETURNS — THE INFORMATION CONTENT OF PREDICTORS ACROSS HORIZONS. (2015). Deng, Kaihua ; Kim, Chang-Jin.
    In: Annals of Financial Economics (AFE).
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  114. Fundamentals and Exchange Rate Prediction Revisited. (2015). Wang, Yichiuan ; Wu, Jyhlin.
    In: Journal of Money, Credit and Banking.
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  115. Revisiting purchasing power parity in major oil-exporting countries. (2015). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Wu, Tsung-Pao ; Cheng, Shu-Ching .
    In: Macroeconomics and Finance in Emerging Market Economies.
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  116. Do markup dynamics reflect fundamentals or changes in conduct?. (2015). Kim, Moshe ; Juselius, John ; Ringbom, Staffan.
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  117. Factor Analysis of the Dynamics of the Real Exchange Rate of the Ruble. (2015). Trunin, Pavel ; Bozhechkova, Alexandra.
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  118. Analysis of Factors Affecting the Dynamics of the Real Ruble Exchange Rate. (2015). Trunin, Pavel ; Bozhechkova, Alexandra.
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  119. HAS NONLINEARITY RESOLVED THE A NOMALY OF UNIT ROOT BEHAVIOUR IN FORWARD DISCOUNT ? NEW EMPIRICAL EVIDENCE. (2015). SHAHRIN, Aidil Rizal .
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  120. Working Paper – WP/15/03- A Revised Quarterly Projection Model for South Africa. (2015). de Jager, Shaun ; Steinbach, Rudi ; Johnston, Michael.
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  121. Exchange rate forecasting in the West African Monetary Zone: a comparison of forecast performance of time series models. (2015). Issahaku, Haruna ; Harvey, Simon K ; Kriesie, Maryiam ; Abdulai, Hamdeeya ; Haruna, Issahaku.
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  122. Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis. (2015). Medel, Carlos A. ; Camilleri, Gilmour ; Touloumtzoglou, Miltiadis ; Kania, Stefan ; Hsu, Hsiang-Ling .
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    RePEc:pra:mprapa:65290.

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  123. Exchange Rates and Fundamentals: A New Look at the Evidence on Long-Horizon Predictability. (2015). Dutt, Swarna ; Austin, Adrian .
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:43:y:2015:i:1:p:147-159.

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  124. Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR model. (2015). Sibbertsen, Philipp ; Bertram, Philip ; Ma, Jun.
    In: Hannover Economic Papers (HEP).
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  125. Foreign exchange predictability during the financial crisis: implications for carry trade profitability. (2015). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim.
    In: FRB Atlanta Working Paper.
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  126. Unemployment Hysteresis and Structural Change in Europe. (2015). Akdoan, Kurma .
    In: EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey.
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  127. A nonparametric study of real exchange rate persistence over a century. (2015). Kim, Hyeongwoo ; Ryu, Deockhyun .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:37:y:2015:i:c:p:406-418.

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  128. Toward an early warning system of financial crises: What can index futures and options tell us?. (2015). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:55:y:2015:i:c:p:87-99.

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  129. Out-of-sample bond risk premium predictions: A global common factor. (2015). Zhu, Xiaoneng .
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  130. Assessing the anchoring of inflation expectations. (2015). Winkelmann, Lars ; Strohsal, Till.
    In: Journal of International Money and Finance.
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  131. Macroeconomic forecasting during the Great Recession: The return of non-linearity?. (2015). Mogliani, Matteo ; Marcellino, Massimiliano ; Ferrara, Laurent.
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  132. Pretesting for multi-step-ahead exchange rate forecasts with STAR models. (2015). Pascalau, Razvan ; Enders, Walter.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:2:p:473-487.

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  133. Nested forecast model comparisons: A new approach to testing equal accuracy. (2015). McCracken, Michael ; Clark, Todd.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:1:p:160-177.

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  134. Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?. (2015). Burns, Kelly ; Moosa, Imad A.
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    RePEc:eee:ecmode:v:50:y:2015:i:c:p:27-39.

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  135. Bayesian forecasting of real exchange rates with a Dornbusch prior. (2015). Rubaszek, Michał ; Kociecki, Andrzej ; Ca' Zorzi, Michele ; Kocicki, Andrzej ; Ca'Zorzi, Michele, ; Ca' Zorzi, Michele, .
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  136. Do foreign exchange interventions work as coordinating signals in Colombia?. (2015). Durán-Vanegas, Juan ; Duran-Vanegas, Juan David.
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
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  137. Forecasting in the presence of in and out of sample breaks. (2015). Perron, Pierre ; Xu, Jiawen.
    In: Boston University - Department of Economics - Working Papers Series.
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  138. Asymmetric Behaviour of Inflation around the Target in Inflation-Targeting Countries. (2015). AkdoÄŸan, KurmaÅŸ ; Akdoan, Kurma .
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:62:y:2015:i:5:p:486-504.

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  139. Do foreign exchange interventions work as coordinating signals in Colombia?. (2015). Durán-Vanegas, Juan ; Duran-Vanegas, Juan David.
    In: Revista ESPE - Ensayos sobre Política Económica.
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  143. Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis. (2014). von Schweinitz, Gregor ; El-Shagi, Makram ; Lindner, Axel.
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  144. Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation. (2014). Stillwagon, Josh.
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  145. Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period. (2014). Grossmann, Axel ; Ozuna, Teofilo ; Simpson, Marc .
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  146. Purchasing Power Parity Between the UK and Germany: The Euro Era. (2014). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen .
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  147. Predictive modeling in turbulent times – What Twitter reveals about the EUR/USD exchange rate. (2014). Janetzko, Dietmar .
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  148. Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test. (2014). Tiwari, Aviral ; Shahbaz, Muhammad.
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  149. Modelling the Real Exchange Rate: A new Sequential Approach. (2014). Chaouachi, Slim .
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  150. Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks. (2014). chaouachi, slim ; Ftiti, Zied.
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  151. Sign asymmetry and exchange rate market volatility: empirical evidence from two developing countries. (2014). Osei-Assibey, Kwame.
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  152. Stocks for the long run? Evidence from emerging markets. (2014). Spierdijk, Laura ; Umar, Zaghum.
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  153. Generating currency trading rules from the term structure of forward foreign exchange premia. (2014). Taylor, Mark ; Sager, Michael .
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  154. Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics. (2014). Bekiros, Stelios.
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  155. Testing for nonlinear panel unit roots under cross-sectional dependency — With an application to the PPP hypothesis. (2014). MÃ¥nsson, Kristofer ; Mnsson, Kristofer ; Sjolander, Par.
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  156. Purchasing power parity for 15 Latin American countries: Panel SURKSS test with a Fourier function. (2014). Chang, Tsangyao ; He, Huizhen ; Chou, Ming Che .
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  157. Common Macro Factors and Currency Premia. (2014). Taylor, Mark ; Filippou, Ilias.
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  158. Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors. (2014). Zhang, Zhaoyong ; Tsui, Albert ; Jayasinghe, Prabhath .
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  159. NON-PARAMETRIC SIGN TEST AND PAIRED SAMPLES TEST OF EFFECTIVENESS OF OFFICIAL FX INTERVENTION. (2014). Marinkovi, Sran .
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  160. Risk Assessment of the Brazilian FX Rate. (2014). Gaglianone, Wagner ; Jaqueline Terra Moura Marins, .
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  161. Using Twitter to Model the EUR/USD Exchange Rate. (2014). Janetzko, Dietmar.
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  162. Testing Timber Market Linkages with a STAR Model with Housing Start-Controlled Transitions. (2014). Dorfman, Jeffrey ; Hood, Harrison B..
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  163. A Nonparametric Study of Real Exchange Rate Persistence over a Century. (2014). Kim, Hyeongwoo ; Ryu, Deockhyun .
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  166. Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha.
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  167. Model-Free Evaluation of Directional Predictability in Foreign Exchange. (2013). Hong, Yongmiao ; Chung, Jaehun.
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  168. Causes of Nonlinearities in low order models of the real exchange rate. (2013). Staveley-O'Carroll, Olena ; Ahmad, Yamin.
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  169. Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values. (2013). Stillwagon, Josh.
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  170. The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward. (2013). Stillwagon, Josh.
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  171. Price Non-Convergence in Commodities: A Case Study of the Wheat Conundrum. (2013). van Huellen, Sophie.
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  172. Does Uncovered Interest Rate Parity Hold After All?. (2013). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
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  173. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
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  174. Behavioural Asymmetries in the G7 Foreign Exchange Market. (2013). mamatzakis, emmanuel ; Christodoulakis, G.
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  175. Does Uncovered Interest rate Parity Hold After All?. (2013). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
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  176. Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons. (2013). Galbraith, John ; Dufour, Jean-Marie ; Zhang, Hui Jun .
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  177. Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients. (2013). Park, Cheolbeom.
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  178. Fundamentals, forecast combinations and nominal exchange-rate predictability. (2013). Wu, Jyh-lin ; Wang, Yi-Chiuan.
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  179. Exchange rate predictability and a monetary model with time-varying cointegration coefficients. (2013). Park, Cheolbeom.
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  180. Exchange rate pass-through and inflation: A nonlinear time series analysis. (2013). Yabu, Tomoyoshi ; Shintani, Mototsugu ; Hagiwara, Akiko ; Terada-Hagiwara, Akiko.
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  181. Predictability of currency carry trades and asset pricing implications. (2013). Panayotov, George ; Bakshi, Gurdip .
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  182. Does the forward premium puzzle disappear over the horizon?. (2013). Snaith, Stuart ; Kellard, Neil ; Coakley, Jerry.
    In: Journal of Banking & Finance.
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  183. Purchasing power parity in transition countries: Old wine with new bottle. (2013). Ranjbar, Omid ; Chang, Tsangyao ; He, Huizhen .
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  184. Are Southeast Asian real exchange rates mean reverting?. (2013). ZENG, SONGLIN ; Bec, Frédérique.
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  185. Causes of nonlinearities in low-order models of the real exchange rate. (2013). Staveley-O'Carroll, Olena ; Ahmad, Yamin ; Lo, Ming Chien ; Mykhaylova, Olena .
    In: Journal of International Economics.
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  186. An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model. (2013). Morley, Bruce ; Ghoshray, Atanu ; Li, Dandan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:109-120.

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  187. Behavioural asymmetries in the G7 foreign exchange market. (2013). mamatzakis, emmanuel ; Christodoulakis, George .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:29:y:2013:i:c:p:261-270.

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  188. Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:665-678.

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  189. Beyond one-step-ahead forecasting: Evaluation of alternative multi-step-ahead forecasting models for crude oil prices. (2013). Xiong, Tao ; Hu, Zhongyi ; Bao, Yukun.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:405-415.

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  190. Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices. (2013). Beckmann, Joscha.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:24:y:2013:i:c:p:176-190.

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  191. Purchasing power parity in transition countries: Sequential panel selection method. (2013). Chang, Tsangyao ; He, Huizhen .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:604-609.

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  192. Macroeconomic forecasting during the Great Recession: The return of non-linearity?. (2013). Mogliani, Matteo ; Marcellino, Massimiliano ; Ferrara, Laurent.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9313.

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  193. Exchange rates and commodity prices: measuring causality at multiple horizons. (2013). Galbraith, John ; Dufour, Jean-Marie ; Zhang, Hui Jun .
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  194. Nonlinear Exchange Rate Adjustment and the Monetary Model. (2013). Beckmann, Joscha.
    In: Review of International Economics.
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  195. Exchange Rate Predictability. (2013). Rossi, Barbara.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:51:y:2013:i:4:p:1063-1119.

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  196. Exchange rate expectations of chartists and fundamentalists. (2012). Menkhoff, Lukas ; Dick, Christian.
    In: ZEW Discussion Papers.
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  197. FX intervention in the yen-US dollar market: A coordination channel perspective. (2012). Reitz, Stefan ; Taylor, Mark P.
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  198. The Taylor Rule and Forecast Intervals for Exchange Rates. (2012). Wu, Jason J ; Wang, Jian.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:44:y:2012:i:1:p:103-144.

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  199. LINEAR RELATIONSHIP BETWEEN THE AUD/USD EXCHANGE RATE AND THE RESPECTIVE STOCK MARKET INDICES: A COMPUTATIONAL FINANCE PERSPECTIVE. (2012). Ahmed, Abdullahi ; Guo, William ; Imam, Tasadduq ; Tickle, Kevin .
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    RePEc:wly:isacfm:v:19:y:2012:i:1:p:19-42.

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  200. Volatility and Persistence of Simulated DSGE Real Exchange Rates. (2012). Staveley-O'Carroll, Olena ; Ahmad, Yamin ; Lo, Ming Chien ; Mykhaylova, Olena .
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  201. Purchasing Power Parity between the UK and the Euro Area. (2012). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
    In: Working papers.
    RePEc:uct:uconnp:2012-46.

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  202. Large data sets, nonlinearity and the speed of adjustment to real exchange rate shocks. (2012). Kim, Hyeyoen.
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:5:p:631-639.

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  203. Revisiting purchasing power parity for African countries: with nonlinear panel unit-root tests. (2012). Chang, Tsangyao ; Su, Chi-Wei ; Liu, Yu-Shao .
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:25:p:3263-3273.

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  204. Testing the validity of the monetary model for ASEAN with structural break. (2012). Lee, Chin ; Azali, M. ; Chin, Lee.
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:25:p:3229-3236.

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  205. Revisiting purchasing power parity for 18 African countries: sequential panel selection method. (2012). Chang, Tsangyao ; Lee, Chia-Hao ; Liu, Wen-Chi ; Pan, Guochen.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:9:p:877-881.

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  206. Purchasing power parity with nonlinear threshold unit root test. (2012). Chang, Tsangyao ; Su, Chi-Wei ; Liu, Yu-Shao .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:9:p:839-842.

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  207. Nonlinear adjustment to purchasing power parity in transition countries: the ADL test for threshold cointegration. (2012). Chang, Tsangyao ; Lee, Chia-Hao ; Lu, Yang-Cheng Ralph .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:7:p:629-633.

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  208. Purchasing power parity with nonlinear and asymmetric smooth adjustment for the Middle Eastern countries. (2012). Chang, Tsangyao ; Su, Chi-Wei ; Liu, Yu-Shao .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:5:p:487-491.

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  209. Nonlinear adjustment to purchasing power parity for Germanys real exchange rate relative to its major trading partners. (2012). Chang, Tsangyao ; Su, Chi-Wei ; Hung, Ken.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:2:p:197-202.

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  210. Purchasing power parity in major OPEC countries: flexible Fourier stationary test. (2012). Su, Chi-Wei ; Liu, Yu-Shao ; Zhu, Meng-Nan ; Lee, Kuei-Chiu.
    In: Applied Economics Letters.
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  211. Purchasing power parity -- nonlinear threshold unit root test for transition countries. (2012). Chang, Tsangyao ; Zhang, Dongxiang ; Liu, Siyue .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:18:p:1781-1785.

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  212. Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate. (2012). Pierdzioch, Christian ; Stadtmann, Georg ; Jan-Christoph Rülke, .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:18:p:1759-1763.

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  213. Nonlinear adjustment to purchasing power parity with flexible Fourier function in G-7 countries. (2012). Chang, Tsangyao ; Su, Chi-Wei ; Lee, Chia-Hao.
    In: Applied Economics Letters.
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  214. What do we know about real exchange rate nonlinearities?. (2012). Sibbertsen, Philipp ; Menkhoff, Lukas ; Kruse, Robinson ; Frömmel, Michael ; Frommel, Michael.
    In: Empirical Economics.
    RePEc:spr:empeco:v:43:y:2012:i:2:p:457-474.

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  215. Digging out the PPP hypothesis: an integrated empirical coverage. (2012). Júlio, Paulo ; de Carvalho, Miguel ; Julio, Paulo.
    In: Empirical Economics.
    RePEc:spr:empeco:v:42:y:2012:i:3:p:713-744.

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  216. Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate. (2012). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis.
    In: DUTH Research Papers in Economics.
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  217. The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911. (2012). Holt, Matthew ; Craig, Lee / A., ; Holt, Matthew / T,, .
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  218. Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2012). Diebold, Francis.
    In: PIER Working Paper Archive.
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  219. Purchasing Power Parity between the UK and the Euro Area. (2012). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
    In: Working Papers.
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  220. Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2012). Diebold, Francis.
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  221. Can Oil Prices Forecast Exchange Rates?. (2012). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
    In: NBER Working Papers.
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  222. Dynamic Estimation of Trade Costs from Real Exchange Rates. (2012). Pavlidis, Efthymios.
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  223. FX intervention in the Yen-US dollar market: a coordination channel perspective. (2012). Taylor, Mark ; Reitz, Stefan.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:9:y:2012:i:2:p:111-128.

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  224. Nonlinear adjustment of Asian real exchange rates. (2012). Nusair, Salah.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:45:y:2012:i:3:p:221-246.

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  225. Assessing the Anchoring of Inflation Expectations. (2012). Winkelmann, Lars ; Strohsal, Till.
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  226. Are Southeast Asian Real Exchange Rates Mean Reverting?. (2012). ZENG, SONGLIN ; Bec, Frédérique.
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  227. Are Southeast Asian Real Exchange Rates Mean Reverting?. (2012). ZENG, SONGLIN ; Bec, Frédérique.
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  228. Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference processes. (2012). Pyun, Chong Soo ; Al-Khazali, Osamah M. ; Kim, Daewon .
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  229. Predictive regressions with time-varying coefficients. (2012). Halling, Michael ; Dangl, Thomas .
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  230. Nonlinear adjustment to purchasing power parity for ASEAN countries. (2012). Lee, Chia-Hao ; Chang, Tsangyao ; Liu, Wen-Chi .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:24:y:2012:i:4:p:325-331.

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  231. Nonlinear adjustment in the real dollar–euro exchange rate: The role of the productivity differential as a fundamental. (2012). Ordóñez, Javier ; Camarero, Mariam ; Ordez, Javier .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:444-449.

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  232. Money, Credit, Monetary Policy and the Business Cycle in the Euro Area. (2012). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
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  233. Purchasing Power Parity in African Countries: Further Evidence based on the ADL Test for Threshold Cointegration. (2012). Chang, Tsangyao ; Lee, Chia-Hao ; Pan, Guochen.
    In: Economics Bulletin.
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  234. Money, credit, monetary policy and the business cycle in the euro area. (2012). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico.
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  235. The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests. (2012). Kim, Hyeongwoo ; Moh, Young-Kyu.
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    RePEc:bok:journl:v:18:y:2012:i:4:p:1-22.

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  236. The Efficiency of the Global Markets for Final Goods and Productive Capabilities. (2012). Strasser, Georg.
    In: Boston College Working Papers in Economics.
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  237. El Niño, La Niña, and world coffee price dynamics. (2012). Ubilava, David.
    In: Agricultural Economics.
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  238. Macroeconomic forecasting during the Great Recession: The return of non-linearity?. (2012). Mogliani, Matteo ; Marcellino, Massimiliano ; Ferrara, Laurent.
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  239. Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices. (2011). Beckmann, Joscha.
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  240. Long-run purchasing power parity with asymmetric adjustment: further evidence from African countries. (2011). Chang, Tsangyao ; Tang, D. P. ; Lu, Yang-Cheng ; Liu, Wen-Chi .
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  241. Covariate selection for testing purchasing power parity. (2011). Lee, Cheng-Feng ; Tsong, Ching-Chuan .
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  242. Searching for nonlinearities in real exchange rates. (2011). Ahmad, Yamin ; Glosser, Stuart .
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  243. Re-examining long-run purchasing power parity for Central and Eastern European countries: nonlinear panel unit root tests. (2011). Su, Chi-Wei ; Liu, Pei ; Zhu, Meng-Nan ; Chang, Hsu-Ling.
    In: Applied Economics Letters.
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  244. Revisiting purchasing power parity for 16 Latin American countries: panel SURADF tests. (2011). Chang, Tsangyao ; Chiu, Chi-Chen ; Lu, Yang-Cheng Ralph ; Tzeng, Han-Wen .
    In: Applied Economics Letters.
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  245. Revisiting purchasing power parity for major oil-exporting countries using panel SURADF tests. (2011). Chang, Tsangyao ; Kang, Shu-Chen ; Lu, Yang-Cheng ; Liu, Wen-Chi .
    In: Applied Economics Letters.
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  246. Purchasing power parity in Mainland China and Taiwan: an empirical note based on threshold unit root test. (2011). Chang, Tsangyao ; Lee, Chia-Hao ; Zhang, Yi-Chun ; Chen, Tsung-Hsien .
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  247. The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach. (2011). Kühl, Michael ; Beckmann, Joscha ; Belke, Ansgar ; Kuhl, Michael.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
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  248. Hysteresis in Unemployment for G-7 Countries: Threshold Unit Root Test. (2011). Chang, Tsangyao.
    In: Journal for Economic Forecasting.
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  249. Long-Run Purchasing Power Parity with Asymmetric Adjustment: Evidence from Mainland China and Taiwan. (2011). Chang, Tsangyao ; Yu, Chin-Ping ; Lu, Yang-Cheng.
    In: Journal for Economic Forecasting.
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  250. Revisiting Purchasing Power Parity for Nine Transition Countries Using the Rank Test for Nonlinear Cointegration. (2011). Chang, Tsangyao ; Chiu, Chi Chen ; Tzeng, HanWen .
    In: Journal for Economic Forecasting.
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  251. The Efficiency of the Global Markets for Final Goods and Productive Capabilities. (2011). Strasser, Georg.
    In: 2011 Meeting Papers.
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  252. Panel unit root tests of purchasing power parity hypothesis: Evidence from Turkey. (2011). Gözgör, Giray.
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  253. EXCHANGE-RATES FORECASTING: EXPONENTIAL SMOOTHING TECHNIQUES AND ARIMA MODELS. (2011). Dezsi, Eva ; Eva, Dezsi ; Maria, Fat Codruta .
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  254. Performance Evaluation of Zero Net-Investment Strategies. (2011). Taylor, Alan ; Jorda, Oscar.
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  255. On the stability of the CRRA utility under high degrees of uncertainty. (2011). Spiru, A M.
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  256. Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange. (2011). Kühl, Michael ; Beckmann, Joscha ; Belke, Ansgar ; Kuhl, Michael.
    In: International Advances in Economic Research.
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  257. Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange. (2011). Belke, Ansgar ; Kuhl, Michael ; Beckmann, Joscha.
    In: International Advances in Economic Research.
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  258. Different Approaches to Forecast Interval Time Series: A Comparison in Finance. (2011). Maté, Carlos.
    In: Computational Economics.
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  259. Productivity Differential and Bilateral Real Exchange Rate between India and US. (2011). Pal, Soubarna.
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  260. Can oil prices forecast exchange rates?. (2011). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
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  261. Do central banks forecast influence private agents ? Forecasting performance vs. signals. (2011). Hubert, Paul.
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  262. Nonlinearity and time-variation in the monetary model of exchange rates. (2011). Korhonen, Marko ; Junttila, Juha.
    In: Journal of Macroeconomics.
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  263. Real exchange rates and time-varying trade costs. (2011). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan.
    In: Journal of International Money and Finance.
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  264. Nonlinear exchange rate predictability. (2011). Rodriguez-Lopez, Antonio ; Lopez-Suarez, Carlos Felipe .
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  265. Temporal aggregation and purchasing power parity persistence. (2011). Craighead, William ; Ahmad, Yamin.
    In: Journal of International Money and Finance.
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  266. Revisiting long-run purchasing power parity with asymmetric adjustment for G-7 countries. (2011). Chang, Tsangyao ; Lee, Chia-Hao ; Tang, Dai-Piao ; Chou, Pei-I, .
    In: Japan and the World Economy.
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  267. Examining nonlinear dynamics of exchange rates and forecasting performance based on the exchange rate parity of four Asian economies. (2011). Liang, Chin-Chia ; Yeh, Ming-Liang ; Lin, Jeng-Bau .
    In: Japan and the World Economy.
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  268. Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets. (2011). Kouretas, Georgios ; Syllignakis, Manolis N..
    In: Journal of International Financial Markets, Institutions and Money.
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  269. Purchasing power parity in LDCs: An empirical investigation. (2011). Arize, Augustine C..
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  270. Purchasing Power Parity analyzed through a continuous-time version of the ESTAR model. (2011). Nicolau, Jo o.
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  271. Long-run purchasing power parity with asymmetric adjustment: Further evidence from nine transition countries. (2011). Chang, Tsangyao ; Tzeng, Han-Wen .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:1383-1391.

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  272. Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?. (2011). PEGUIN-FEISSOLLE, Anne ; Boutahar, Mohamed ; Gente, Karine ; ALOY, Marcel.
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  273. Can Oil Prices Forecast Exchange Rates?. (2011). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
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  274. Can Oil Prices Forecast Exchange Rates?. (2011). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
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  275. Purchasing Power Parity Analyzed from a Continuous-Time Model. (2011). Nicolau, Jo o.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:15:y:2011:i:3:n:3.

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  276. Explaining the returns of active currency managers. (2011). Nasypbek, Sam ; Rehman, Scheherazade S.
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  277. Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern. (2010). Pierdzioch, Christian ; Stadtmann, Georg ; Schafer, Dirk .
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  278. On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates. (2010). Taylor, Mark ; Reitz, Stefan ; Ruelke, Jan C..
    In: Discussion Paper Series 1: Economic Studies.
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  279. Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion. (2010). Peel, David A ; Paya, Ivan ; Nobay, Bob.
    In: Journal of Money, Credit and Banking.
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  280. Random Walk Theory and Exchange Rate Dynamics in Transition Economies. (2010). Gradojevic, Nikola ; Djakovic, Vladimir ; Andjeli, Goran .
    In: Panoeconomicus.
    RePEc:voj:journl:v:57:y:2010:i:3:p:303-320.

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  281. Nonlinear mean-reversion to purchasing power parity: exponential smooth transition autoregressive models and stochastic unit root processes. (2010). Yoon, Gawon .
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:4:p:489-496.

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  282. Generalized long memory and mean reversion of the real exchange rate. (2010). Smallwood, Aaron ; Norrbin, Stefan.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:11:p:1377-1386.

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  283. Evaluating Blue Chip forecasts of the trade-weighted dollar exchange rate. (2010). Baghestani, Hamid.
    In: Applied Financial Economics.
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  284. Does nonlinearity help resolve the Fisher effect puzzle?. (2010). Yoon, Gawon .
    In: Applied Economics Letters.
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  285. Nonlinear mean reversion in real exchange rates: threshold autoregressive models and stochastic unit root processes. (2010). Yoon, Gawon .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:8:p:797-804.

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  286. Purchasing power parity for 15 COMESA and SADC countries: evidence based on panel SURADF tests. (2010). Chang, Tsangyao ; Lee, Chia-Hao ; Liu, Wen-Chi ; Tang, De-Piao .
    In: Applied Economics Letters.
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  287. On the performance of a nonparametric measure of convergence towards purchasing power parity in the presence of linearity. (2010). Yoon, Gawon .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:14:p:1389-1396.

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  288. Revisiting purchasing power parity for East Asian countries: panel SURADF tests. (2010). Chang, Tsangyao ; Lee, Chia-Hao.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:13:p:1329-1334.

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  289. Purchasing power parity for G-7 countries: panel SURADF tests. (2010). Chang, Tsangyao ; Yu, Chin-Ping ; Liu, Wen-Chi ; Tzeng, Han-Wen .
    In: Applied Economics Letters.
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  290. Nonlinearity in real exchange rates: an approach with disaggregated data and a new linearity test. (2010). Yoon, Gawon .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:11:p:1125-1132.

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  291. Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries. (2010). Liew, Venus ; Ling, Tai-Hu ; Chia, Ricky.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:11:p:1073-1077.

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  292. Monetary Policy, Imperfect Information and the Expectations Channel. (2010). Fitoussi, Jean-Paul ; Hubert, Paul.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/f4rshpf3v1umfa09lat09b1bg.

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  293. Monetary Policy, Imperfect Information and the Expectations Channel. (2010). Hubert, Paul.
    In: Sciences Po Economics Discussion Papers.
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  294. Forecasting the Polish Zloty with Non-Linear Models. (2010). Skrzypczyński, Paweł ; Rubaszek, Michał ; Koloch, Grzegorz ; Michal Rubaszek, Pawel Skrzypczynski, Grzegorz Kol, .
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  295. Re-examination of the long-run purchasing power parity: further evidence from Turkey. (2010). KORAP, LEVENT ; Aslan, zgur .
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  296. Modeling and Predicting the EUR/USD Exchange Rate: The Role of Nonlinear Adjustments to Purchasing Power Parity. (2010). Orthofer, Anna ; Crespo Cuaresma, Jesus.
    In: Monetary Policy & the Economy.
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  297. Currency Carry Trades. (2010). Taylor, Alan ; Jorda, Oscar ; Berge, Travis.
    In: NBER Working Papers.
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  298. Currency Carry Trades. (2010). Taylor, Alan M. ; Berge, Travis ; Jorda, scar .
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  299. Further empirical evidence on the consumption-real exchange rate anomaly.. (2010). Peel, David ; Paya, Ivan ; Pavlidis, Efthymios .
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  300. Forecast comparisons in unstable environments. (2010). Rossi, Barbara ; Giacomini, Raffaella.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:25:y:2010:i:4:p:595-620.

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  301. Nonlinear Exchange Rate Predictability. (2010). Rodriguez-Lopez, Antonio ; Carlos Felipe Lopez Suarez, .
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  302. Long-run purchasing power parity with asymmetric adjustment: evidence from nine major oil-exporting countries. (2010). Chang, Tsangyao ; Liu, Wen-Chi .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:3:p:263-274.

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  303. Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model. (2010). Carrasco, Marine ; Bec, Frédérique ; Ben Salem, Melika ; Bensalem, Melika .
    In: Post-Print.
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  304. Reality checks and nested forecast model comparisons. (2010). McCracken, Michael ; Clark, Todd.
    In: Working Papers.
    RePEc:fip:fedlwp:2010-032.

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  305. Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates. (2010). Leon-Ledesma, Miguel ; Christopoulos, Dimitris.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:6:p:1076-1093.

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  306. Current account sustainability in the US: What did we really know about it?. (2010). Leon-Ledesma, Miguel ; Christopoulos, Dimitris.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:3:p:442-459.

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  307. Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan. (2010). Lee, Kevin ; Garratt, Anthony.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:3:p:403-422.

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  308. 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.

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  309. Nonlinear dynamics in exchange rate deviations from the monetary fundamentals: An empirical study. (2010). Moh, Young-Kyu ; Min, Hong-Ghi ; Kim, Bong-Han.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:5:p:1167-1177.

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  310. Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?. (2010). Yoon, Gawon .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:2:p:605-612.

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  311. Methodological advances in the assessment of equilibrium exchange rates. (2010). Dieppe, Alistair ; Chudik, Alexander ; Ca' Zorzi, Michele ; Bussiere, Matthieu.
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  312. Carry Trade. (2010). Jorda, Oscar.
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  313. Carry Trade. (2010). Jorda, Oscar.
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  314. Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form. (2010). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan.
    In: Studies in Nonlinear Dynamics & Econometrics.
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  315. Brazilian Strategy for Managing the Risk of Foreign Exchange Rate Exposure During a Crisis. (2010). Silva Junior, Antonio Francisco ; Antonio Francisco A. Silva Jr., .
    In: Working Papers Series.
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  316. Dividend predictability around the world. (2010). Schrimpf, Andreas ; Schmeling, Maik ; Rangvid, Jesper .
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  317. How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach. (2009). Kühl, Michael ; Beckmann, Joscha ; Belke, Ansgar ; Kuhl, Michael.
    In: Ruhr Economic Papers.
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  318. Searching for Nonlinearities in Real Exchange Rates?. (2009). Ahmad, Yamin ; Glosser, Stuart .
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  319. The Case for an Intermediate Exchange Rate Regime with Endogenizing Market Structures and Capital Mobility. (2009). Kaltenbrunner, Annina ; Nissanke, Machiko .
    In: WIDER Working Paper Series.
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  320. Nonlinearity, Nonstationarity, and Spurious Forecasts. (2009). Marmer, Vadim.
    In: Microeconomics.ca working papers.
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  321. Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries. (2009). Lee, Chin ; Habibullah, Muzafar Shah ; Azali, M..
    In: Applied Economics.
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  322. Essay in dividend modelling and forecasting: does nonlinearity help?. (2009). JAWADI, Fredj.
    In: Applied Financial Economics.
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  323. Functional forms and PPP: new evidence for eight Asian countries. (2009). Hsing, YU.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:16:y:2009:i:1:p:95-98.

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  324. Purchasing power parity in Asian economies: further evidence from rank tests for cointegration. (2009). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:16:y:2009:i:1:p:51-54.

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  325. Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM. (2009). Li, Leon.
    In: Applied Economics Letters.
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  326. Exchange rates in the modern floating era: what do we really know?. (2009). Rogoff, Kenneth.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
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  327. Real Exchange Rates and Time-Varying Trade Costs. (2009). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan.
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  328. Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form. (2009). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan.
    In: Working Papers.
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  329. Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form. (2009). Peel, David ; Paya, Ivan ; Pavlidis, E.
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  330. Real Exchange Rates and Time-Varying Trade Costs. (2009). Peel, David ; Paya, Ivan ; Pavlidis, E.
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  331. Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form. (2009). Pavlidis, E ; Paya, Ivan.
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  332. Real Exchange Rates and Time-Varying Trade Costs. (2009). Peel, D ; Paya, Ivan ; Pavlidis, E.
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  333. Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form. (2009). Peel, D ; Paya, Ivan ; Pavlidis, E.
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  334. Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form. (2009). Peel, D ; Zhang, S ; Paya, Ivan.
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  335. Real Exchange Rates and Time-Varying Trade Costs. (2009). Pavlidis, E ; Paya, Ivan.
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  336. NON-LINEAR ADJUSTMENT PROCESS IN WON/DOLLAR AND WON/YEN REAL EXCHAGE RATES. (2009). Oh, Dong-Hwan ; Hong, Kyttack .
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  337. Exchange rate forecasters’ performance: evidence of skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
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  338. Understanding forecast failure of ESTAR models of real exchange rates. (2009). Buncic, Daniel.
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  339. A revisit to the non-linear mean reversion of real exchange rates: Evidence from a series-specific non-linear panel unit-root test. (2009). Wu, Jyh-lin ; Lee, Hsiu-Yun .
    In: Journal of Macroeconomics.
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  340. New evidence on nominal exchange rate predictability. (2009). Wu, Jyh-lin ; Hu, Yu-Hau .
    In: Journal of International Money and Finance.
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  341. Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach. (2009). Schröder, Michael ; Menkhoff, Lukas ; Schroder, Michael ; Rebitzky, Rafael R..
    In: Journal of Economic Behavior & Organization.
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  342. Evidence on the contrarian trading in foreign exchange markets. (2009). Kao, Chung-Wei ; Wan, Jer-Yuh .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:6:p:1420-1431.

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  343. Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity. (2009). Palomba, Giulio ; Lucchetti, Riccardo (Jack).
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:3:p:659-667.

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  344. Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach. (2009). Papadopoulos, Athanasios ; Giannellis, Nikolaos.
    In: Economic Modelling.
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  345. Exchange rate dynamics in a target zone--A heterogeneous expectations approach. (2009). Reitz, Stefan ; De Grauwe, Paul ; Bauer, Christian ; DeGrauwe, Paul.
    In: Journal of Economic Dynamics and Control.
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  346. Exchange rate forecasters’ performance: evidence of skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
    In: SIRE Discussion Papers.
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  347. Functional Forms and PPP: The Case of Canada, the EU, Japan, and the U.K.. (2009). Hsing, Y.
    In: Applied Econometrics and International Development.
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  348. Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model. (2009). Carrasco, Marine ; Bec, Frédérique ; Ben Salem, Melika ; Bensalem, Melika .
    In: CIRANO Working Papers.
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  349. Exchange Rate Forecasters Performance: Evidence of Skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
    In: CESifo Working Paper Series.
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  350. Do markup dynamics reflect fundamentals or changes in conduct?. (2009). Kim, Moshe ; Juselius, John ; Ringbom, Staffan.
    In: Research Discussion Papers.
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  351. Nonlinearity and Persistence in PPP: Does Controlling for Nonlinearity Solve the PPP Puzzle?. (2009). Rehim Kılıç, .
    In: Review of International Economics.
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  352. PURCHASING POWER PARITY, PRODUCTIVITY DIFFERENTIALS AND NON-LINEARITY. (2009). Wu, Jyh-lin ; Chen, Pei-Fen ; LEE, CHING-NUN .
    In: Manchester School.
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  353. Non-Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators?. (2009). Reitz, Stefan ; Slopek, Ulf .
    In: German Economic Review.
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  354. Non‐Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators?. (2009). Reitz, Stefan ; Slopek, Ulf.
    In: German Economic Review.
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  355. Nonlinear oil price dynamics: a tale of heterogeneous speculators?. (2008). Reitz, Stefan ; Slopek, Ulf Dieter .
    In: Discussion Paper Series 1: Economic Studies.
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  356. Commercially Available Order Flow Data and Exchange Rate Movements: Caveat Emptor. (2008). Taylor, Mark P ; Sager, Michael .
    In: Journal of Money, Credit and Banking.
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  357. Monitoring and Forecasting Currency Crises. (2008). Rossi, Barbara ; Inoue, Atsushi.
    In: Journal of Money, Credit and Banking.
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  358. Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod?Balassa?Samuelson Effect?. (2008). Taylor, Mark P ; Lothian, James R.
    In: Economic Journal.
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  359. Hybrid versus highbred: combined economic models with time-series analyses. (2008). Li, Leon.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:8:y:2008:i:6:p:637-647.

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  360. Are shocks to real effective exchange rates permanent or transitory? Evidence from Pacific Island countries. (2008). Narayan, Paresh ; Prasad, Biman Chand.
    In: Applied Economics.
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  361. On the dynamic relationship of exchange rates and monetary fundamentals: an impulse-response analysis by local projections. (2008). Ho, Tsung-Wu .
    In: Applied Economics Letters.
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  362. INFLATION CONVERGENCE IN CENTRAL AND EASTERN EUROPEAN ECONOMIES. (2008). Spiru, Alina M..
    In: Romanian Economic Business Review.
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  363. INFLATION CONVERGENCE IN CENTRAL AND EASTERN EUROPEAN ECONOMIES. (2008). Spiru, Alina M..
    In: Journal of Information Systems & Operations Management.
    RePEc:rau:jisomg:v:2:y:2008:i:1:p:289-316.

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  364. The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach. (2008). Holt, Matthew ; Goodwin, Barry ; Prestemon, Jeffery P..
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  365. Exchange Rates Predictability in Developing Countries. (2008). Sarmidi, Tamat.
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  366. Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity. (2008). Palomba, Giulio ; Lucchetti, Riccardo (Jack).
    In: MPRA Paper.
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  367. Nonlinearities in real exchange rate determination: do African exchange rates follow a radom walk?. (2008). Mourelle, Estefanía ; Cuestas, Juan.
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  368. The Continuing Puzzle of Short Horizon Exchange Rate Forecasting. (2008). Stavrakeva, Vania ; Rogoff, Kenneth.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14071.

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  369. Currency Crises and Monetary Policy in an Economy with Credit Constraints: The No Interest Parity Case. (2008). Hassan, Shakill ; Bergman, Michael U..
    In: EPRU Working Paper Series.
    RePEc:kud:epruwp:08-01.

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  370. Threshold adjustment in deviations from the law of one price. (2008). Taylor, Mark ; Juvenal, Luciana.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-027.

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  371. The Taylor rule and forecast intervals for exchange rates. (2008). Wu, Jason ; Wang, Jian.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:22.

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  372. 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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  373. Effective fair pricing of international mutual funds. (2008). Wu, Yangru ; Chua, Choong Tze ; Lai, Sandy .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:11:p:2307-2324.

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  374. Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP. (2008). Menkhoff, Lukas ; Rebitzky, Rafael R..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:3:p:455-467.

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  375. The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis. (2008). Taylor, Mark ; Reitz, Stefan.
    In: European Economic Review.
    RePEc:eee:eecrev:v:52:y:2008:i:1:p:55-76.

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  376. Bayesian Model Averaging and exchange rate forecasts. (2008). Wright, Jonathan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:2:p:329-341.

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  377. Nonlinearity, nonstationarity, and spurious forecasts. (2008). Marmer, Vadim.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:1-27.

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  378. The effects of small sample bias in Threshold Autoregressive models. (2008). Ahmad, Yamin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:101:y:2008:i:1:p:6-8.

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  379. Nonlinearities or outliers in real exchange rates?. (2008). López Villavicencio, Antonia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:25:y:2008:i:4:p:714-730.

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  380. Central bank intervention, threshold effects and asymmetric volatility: Evidence from the Japanese yen-US dollar foreign exchange market. (2008). Suardi, Sandy.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:25:y:2008:i:4:p:628-642.

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  381. Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach. (2008). Schröder, Michael ; Menkhoff, Lukas ; Schroder, Michael ; Rebitzky, Rafael R..
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2502.

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  382. Threshold Adjustment of Deviations from the Law of One Price. (2008). Taylor, Mark ; Juvenal, Luciana.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:12:y:2008:i:3:n:8.

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  383. The ACR Model: A Multivariate Dynamic Mixture Autoregression. (2008). Shephard, Neil ; Rahbek, Anders ; Bec, Frédérique.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:70:y:2008:i:5:p:583-618.

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  384. Non‐linearities, Business Cycles and Exchange Rates. (2008). Chinn, Menzie.
    In: Economic Notes.
    RePEc:bla:ecnote:v:37:y:2008:i:3:p:219-239.

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  385. SHOULD OIL PRICES RECEIVE SO MUCH ATTENTION? AN EVALUATION OF THE PREDICTIVE POWER OF OIL PRICES FOR THE U.S. ECONOMY. (2008). Liu, Dandan ; Bachmeier, Lance.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:46:y:2008:i:4:p:528-539.

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  386. The Exchange Rate Targeting of Central Banks Revised: The Role of Long-term Interest Rates. (2007). Lahtinen, Markus ; Maki-Frant, Petri.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:5733.

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  387. Exchange rate dynamics in a target zone: a heterogeneous expectations approach. (2007). Reitz, Stefan ; De Grauwe, Paul ; Bauer, Christian ; DeGrauwe, Paul.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5864.

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  388. Exchange-Rate Economics for the Resources Sector. (2007). Clements, Kenneth ; Roberts, John ; Lan, Yihui.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:07-13.

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  389. Exchange Rates and Fundamentals : Is there a Role for Nonlinearities in Real Time?. (2007). AkdoÄŸan, KurmaÅŸ ; Aksoy, Yunus ; Akdogan, Kurmas .
    In: Working Papers.
    RePEc:tcb:wpaper:0703.

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  390. The role of permanent and transitory components in the fluctuations of Latin-American real exchange rates. (2007). Rodríguez, Gabriel ; Gabriel Rodríguez, ; Romero, Indira.
    In: Applied Economics.
    RePEc:taf:applec:v:39:y:2007:i:21:p:2713-2722.

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  391. The monetary model of exchange rate: evidence from The Philippines. (2007). Yusop, Zulkornain ; Lee, Chin ; Azali, M. ; Chin, Lee ; Yusoff, Mohammed .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:14:y:2007:i:13:p:993-997.

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  392. Commodity price cycles and heterogeneous speculators: a STAR–GARCH model. (2007). Westerhoff, Frank ; Reitz, Stefan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:33:y:2007:i:2:p:231-244.

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  393. Changes in Predictive Ability with Mixed Frequency Data. (2007). Galvão, Ana.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp595.

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  394. Changes in Predictive Ability with Mixed Frequency Data. (2007). Galvão, Ana ; Galvo, Ana Beatriz.
    In: Working Papers.
    RePEc:qmw:qmwecw:595.

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  395. Non-linear adjustment in law of one price deviations and physical characteristics of goods. (2007). Berka, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:8606.

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  396. Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship?. (2007). Haug, Alfred ; Basher, Syed.
    In: Working Papers.
    RePEc:otg:wpaper:0712.

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  397. The behaviour of the real exchange rate: Evidence from regression quantiles. (2007). Nikolaou, Kleopatra .
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:46.

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  398. Inflation convergence in the new EU member states. (2007). Spiru, A M.
    In: Working Papers.
    RePEc:lan:wpaper:590260.

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  399. Inflation convergence in the new EU member states. (2007). Spiru, A M.
    In: Working Papers.
    RePEc:lan:wpaper:2668.

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  400. Inflation convergence in the new EU member states. (2007). Spiru, A M.
    In: Working Papers.
    RePEc:lan:wpaper:2522.

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  401. Inflation convergence in the new EU member states. (2007). Spiru, A M.
    In: Working Papers.
    RePEc:lan:wpaper:2440.

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  402. PURCHASING POWER PARITY IN CENTRAL AND EASTERN EUROPEAN COUNTRIES: AN ANALYSIS OF UNIT ROOTS AND NONLINEARITIES. (2007). Cuestas, Juan.
    In: Working Papers. Serie AD.
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  403. Exchange rates and fundamentals: a non-linear relationship?. (2007). Vansteenkiste, isabel ; De Grauwe, Paul ; DeGrauwe, Paul.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:12:y:2007:i:1:p:37-54.

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  404. Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP. (2007). Menkhoff, Lukas ; Rebitzky, Rafael.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-376.

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  405. Heterogeneity in the persistence of relative prices: What do the Japanese cities tell us?. (2007). Choi, Chi-Young ; Matsubara, Kiyoshi .
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:21:y:2007:i:2:p:260-286.

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  406. A Cardans discriminant approach to predicting currency crashes. (2007). Chan, Fabrice ; Fong, Wai Mun ; Koh, Seng Kee.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:1:p:131-148.

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  407. Heterogeneous expectations, exchange rate dynamics and predictability. (2007). Westerhoff, Frank ; Manzan, Sebastiano .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:64:y:2007:i:1:p:111-128.

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  408. Forecasting exchange rates: A robust regression approach. (2007). Franck, Raphael ; Preminger, Arie.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:23:y:2007:i:1:p:71-84.

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  409. Official interventions and the forward premium anomaly. (2007). Moh, Young-Kyu ; Mark, Nelson.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:4:p:499-522.

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  410. How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables. (2007). Tkacz, Greg ; Galbraith, John.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-1.

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  411. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2007). Taylor, Mark ; Menkhoff, Lukas.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:45:y:2007:i:4:p:936-972.

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  412. The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis. (2006). Taylor, Mark ; Reitz, Stefan.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4245.

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  413. The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:769.

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  414. Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?. (2006). Taylor, Mark ; Lothian, James.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:768.

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  415. Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment. (2006). Peel, David A ; Paya, Ivan.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:5:p:655-668.

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  416. Periodically Collapsing Rational Bubbles in Exchange Rates: A Markov-Switching Analysis for a Sample of Industrialised Markets. (2006). Jose Eduardo de A. Ferreira, .
    In: Studies in Economics.
    RePEc:ukc:ukcedp:0604.

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  417. Does PPP hold in African countries? Further evidence based on a highly dynamic non-linear (logistic) unit root test. (2006). Chang, Tsangyao ; Su, Chi-Wei ; Chu, Hsiao-Ping .
    In: Applied Economics.
    RePEc:taf:applec:v:38:y:2006:i:20:p:2453-2459.

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  418. Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India. (2006). Narayan, Paresh.
    In: Applied Economics.
    RePEc:taf:applec:v:38:y:2006:i:1:p:63-70.

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  419. Variance ratio tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity. (2006). Maki, Daiki .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:8:p:607-615.

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  420. Can fluctuations in the consumption-wealth ratio help to predict exchange rates?. (2006). Tuesta, Vicente ; Selaive, Jorge.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:17:p:1251-1263.

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  421. The Purchasing Power Parity puzzle: a sudden nonlinear perspective. (2006). Lahtinen, Marcus .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:119-125.

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  422. The Coordination Channel of Foreign Exchange Intervention. (2006). Taylor, Mark ; Reitz, Stefan.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:16.

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  423. Exchange Rates and Fundamentals: Is there a Role for Nonlinearities in Real Time?. (2006). AkdoÄŸan, KurmaÅŸ ; Aksoy, Yunus ; Akdogan, Kurmas .
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:12.

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  424. Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200618.

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  425. The (Un-) Stable Relationship between The Exchange rate and its Fundamentals. (2006). Altavilla, Carlo.
    In: Discussion Papers.
    RePEc:prt:dpaper:6_2006.

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  426. Forecasting and Combining Competing Models of Exchange rate Determination. (2006). De Grauwe, Paul ; Altavilla, Carlo ; DeGrauwe, Paul.
    In: Discussion Papers.
    RePEc:prt:dpaper:5_2006.

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  427. Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment. (2006). Peel, David ; Paya, Ivan.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:5:p:655-668.

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  428. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-352.

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  429. Idiosyncratic volatility, economic fundamentals, and foreign exchange rates. (2006). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-025.

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  430. Do asymmetric and nonlinear adjustments explain the forward premium anomaly?. (2006). Baillie, Richard ; Kilic, Rehim .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:1:p:22-47.

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  431. What defines `news in foreign exchange markets?. (2006). Dominguez, Kathryn ; Dominguez, Kathryn M. E., ; Panthaki, Freyan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:1:p:168-198.

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  432. Profits and speculation in intra-day foreign exchange trading. (2006). Menkhoff, Lukas ; Mende, Alexander.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:9:y:2006:i:3:p:223-245.

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  433. Exchange rate puzzles: A tale of switching attractors. (2006). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: European Economic Review.
    RePEc:eee:eecrev:v:50:y:2006:i:1:p:1-33.

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  434. Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis. (2006). West, Kenneth ; Clark, Todd.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:155-186.

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  435. On the speed of adjustment in ESTAR models when allowance is made for bias in estimation. (2006). Peel, David ; Paya, Ivan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:90:y:2006:i:2:p:272-277.

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  436. The behaviour of the real exchange rate: evidence from regression quantiles. (2006). Nikolaou, Kleopatra .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006667.

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  437. Real exchange rates and real interest rates : a nonlinear perspective. (2006). MacDonald, Ronald ; Bec, Frédérique ; Ben Salem, Melika.
    In: Discussion Papers (REL - Recherches Economiques de Louvain).
    RePEc:ctl:louvre:2006024.

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  438. Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-Based Approach.. (2006). Papadopoulos, Athanasios ; Giannellis, Nikolaos.
    In: Working Papers.
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  439. Forecasting and Combining Competing Models of Exchange Rate Determination. (2006). De Grauwe, Paul ; Altavilla, Carlo ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1747.

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  440. Computational Intelligence in Exchange-Rate Forecasting. (2006). ZOMBANAKIS, GEORGE ; Andreou, Andreas S..
    In: Working Papers.
    RePEc:bog:wpaper:49.

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  441. Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan. (2006). Lee, Kevin ; Garratt, Anthony.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0616.

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  442. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
    In: Economic Research Papers.
    RePEc:ags:uwarer:269739.

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  443. Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?. (2006). Taylor, Mark ; Lothian, James R.
    In: Economic Research Papers.
    RePEc:ags:uwarer:269738.

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  444. Biases in FX-Forecasts: Evidence from Panel Data. (2005). Audretsch, David ; Stadtmann, Georg.
    In: Research Notes.
    RePEc:zbw:dbrrns:19.

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  445. Real Equilibrium Exchange Rate Estimates: To What Extent Applicable for Setting the Central Parity?. (2005). Horvath, Roman.
    In: International Finance.
    RePEc:wpa:wuwpif:0509006.

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  446. FORECASTING EXCHANGE RATE :A Uni-variate out of sample Approach. (2005). Tambi, Mahesh Kumar.
    In: International Finance.
    RePEc:wpa:wuwpif:0506005.

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  447. Unit Roots, Nonlinear Cointegration and Purchasing Power Parity. (2005). Haug, Alfred ; Basher, Syed.
    In: Econometrics.
    RePEc:wpa:wuwpem:0401006.

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  448. Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers. (2005). Valente, Giorgio ; Sarno, Lucio.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:20:y:2005:i:3:p:345-376.

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  449. Valuation ratios and long?horizon stock price predictability. (2005). Wohar, Mark E ; Rapach, David E.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:20:y:2005:i:3:p:327-344.

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  450. Exchange Rates and Fundamentals. (2005). West, Kenneth ; Engel, Charles.
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:v:113:y:2005:i:3:p:485-517.

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  451. The process followed by PPP data. On the properties of linearity tests. (2005). Peel, David ; Paya, Ivan.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:21:p:2515-2522.

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  452. Exchange rates, and fundamental variables: a semi-parametric analysis of binary choice. (2005). Carter, David ; Johnston, Ken ; Hatem, John .
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:16:p:1915-1924.

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  453. Macroeconomic fundamentals and exchange rates: a non-parametric cointegration analysis. (2005). Davradakis, Emmanuel .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:7:p:439-446.

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  454. Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?. (2005). Tuesta, Vicente ; Selaive, Jorge.
    In: Working Papers.
    RePEc:rbp:wpaper:2005-002.

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  455. Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?. (2005). Baillie, Richard ; Kilic, Rehim .
    In: Working Papers.
    RePEc:qmw:qmwecw:wp543.

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  456. Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?. (2005). Kilic, Rehim ; Baillie, Richard T.
    In: Working Papers.
    RePEc:qmw:qmwecw:543.

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  457. Les économistes sont-ils chartistes ou fondamentalistes ? Une enquête auprès de quatre-vingt chercheurs français. (2005). Bessec, Marie.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2005_num_169_3_7022.

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  458. General Equilibrium Model of Arbitrage Trade and Real Exchange Rate Persistence. (2005). Berka, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:234.

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  459. Purchasing power parity in Asian economies: further evidence from rank tests for cointegration. (2005). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
    In: MPRA Paper.
    RePEc:pra:mprapa:15530.

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  460. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11769.

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  461. Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference. (2005). West, Kenneth ; Clark, Todd.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0305.

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  462. Revisiting the Martingale hypothesis for exchange rates. (2005). Newbold, Paul ; Lee, Young-Sook.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:19.

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  463. What Defines News in Foreign Exchange Markets. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
    In: Working Papers.
    RePEc:mie:wpaper:547.

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  464. Federal Funds Rate Prediction.. (2005). Valente, Giorgio ; Thornton, Daniel ; Sarno, Lucio.
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:37:y:2005:i:3:p:449-71.

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  465. A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994. (2005). Peel, David ; Paya, Ivan.
    In: Working Papers.
    RePEc:lan:wpaper:565953.

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  466. Temporal aggregation of an ESTAR process. (2005). Peel, David ; Paya, Ivan.
    In: Working Papers.
    RePEc:lan:wpaper:565938.

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  467. Temporal aggregation of an ESTAR process. (2005). Peel, David ; Paya, Ivan.
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  522. Should Central Banks React to Exchange Rate Movements? An Analysis of the Robustness of Simple Policy Rules under Exchange Rate Uncertainty. (2003). Wollmershäuser, Timo ; Wollmershaeuser, Timo.
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  538. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond. (2001). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
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  10. Do FX traders in Bishkek have similar perceptions to their London colleagues?: Survey evidence of market practitioners views. (2009). Fischer, Andreas ; Isakova, Gulzina ; Termechikov, Ulanbek .
    In: Journal of Asian Economics.
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  11. Dispersion of Beliefs in the Foreign Exchange Market. (2009). Wolff, Christian ; Verschoor, Willem ; Willem F. C. Verschoor, ; Willem F. C. Verschoor, ; Jongen, Ron ; Remco C. J. Zwinkels, ; Remco C. J. Zwinkels, .
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  12. Exchange Rate Forecasters Performance: Evidence of Skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
    In: CESifo Working Paper Series.
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  13. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
    In: Economics Working Papers.
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  14. Heterogeneity, Market Mechanisms, and Asset Price Dynamics. (2008). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto.
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  15. The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis. (2008). Taylor, Mark ; Reitz, Stefan.
    In: European Economic Review.
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  16. The Stochastic Dynamics of Speculative Prices. (2007). Zheng, Min ; Chiarella, Carl.
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  17. Price bubbles sans dividend anchors: Evidence from laboratory stock markets. (2007). Sunder, Shyam ; Hirota, Shinichi .
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  18. The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis. (2006). Taylor, Mark ; Reitz, Stefan.
    In: Discussion Paper Series 1: Economic Studies.
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  19. Interacting Agents in Finance. (2006). Hommes, Cars.
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  20. The Coordination Channel of Foreign Exchange Intervention. (2006). Taylor, Mark ; Reitz, Stefan.
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  21. Extended evidence on the use of technical analysis in foreign exchange. (2006). Menkhoff, Lukas ; Gehrig, Thomas.
    In: International Journal of Finance & Economics.
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  22. A dynamic analysis of moving average rules. (2006). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
    In: Journal of Economic Dynamics and Control.
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  23. What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey. (2006). Dreger, Christian ; Stadtmann, Georg.
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    In: Tinbergen Institute Discussion Papers.
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  25. Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan. (2005). Wong, Wing-Keung ; CHONG, Terence Tai Leung ; Du, Jun.
    In: SCAPE Policy Research Working Paper Series.
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  26. The Impact of FX Central Bank Intervention in a Noise Trading Framework. (2005). De Grauwe, Paul ; Beine, Michel ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
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  27. Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan. (2005). Wong, Wing-Keung ; CHONG, Terence Tai Leung ; Du, Jun.
    In: Review of Applied Economics.
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  28. A Dynamic Analysis of Moving Average Rules. (2004). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
    In: Research Paper Series.
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  29. The influence of the forecast horizon on judgemental probability forecasts of exchange rate movements. (2004). Macaulay, Alex ; Thomson, Mary ; Henriksen, Karen ; Pollock, Andrew.
    In: The European Journal of Finance.
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  30. Do high-tech stock prices revert to their fundamental value?. (2004). Becchetti, Leonardo ; Adriani, Fabrizio.
    In: Applied Financial Economics.
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  31. Exchange rates and fundamentals: new evidence from real-time data. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Working Paper Series.
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  32. The role of fundamentalists and technicians in the foreign exchange market when the domestic currency is pegged to a basket. (2003). Moosa, I A ; Al-Loughani, N E.
    In: Applied Financial Economics.
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  33. Technical analysis in foreign exchange markets: evidence from the EMS. (2003). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; F. FernÁndez-RodrÍguez, ; J. Andrada-FÉlix, .
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  34. Observed and Fundamental Price Earning Ratios: A Comparative Analysis of High-tech Stock Evaluation in the US and in Europe. (2003). Becchetti, Leonardo ; Bagella, Michele ; Adriani, Fabrizio.
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  35. Technical Analysis in Foreign Exchange - The Workhorse Gains Further Ground. (2003). Menkhoff, Lukas ; Gehrig, Thomas.
    In: Hannover Economic Papers (HEP).
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  36. The use of flow analysis in foreign exchange: exploratory evidence. (2003). Menkhoff, Lukas ; Gehrig, Thomas.
    In: Hannover Economic Papers (HEP).
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  37. Is Official Exchange Rate Intervention Effective?. (2003). Taylor, Mark.
    In: CEPR Discussion Papers.
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  38. The Effects of Capital Controls on Exchange Rate Volatility and Output. (2002). Shimidt, G. ; Christiane, Nickle ; Frenkel, M. ; Stadtmann, G..
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    In: Journal of Economic Dynamics and Control.
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    In: CEPR Discussion Papers.
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  42. 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.
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    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
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