My bibliography
Save this item
Noise Trading and Exchange Rate Regimes
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Afonso, António & Arghyrou, Michael G. & Gadea, María Dolores & Kontonikas, Alexandros, 2018.
"“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects,"
Journal of International Money and Finance, Elsevier, vol. 86(C), pages 1-30.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects," CESifo Working Paper Series 6691, CESifo.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Working Papers REM 2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Afonso, Ant nio & Arghyrou, Michael G & Gadea, Mar a Dolores & Kontonikas, Alexandros, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Cardiff Economics Working Papers E2017/12, Cardiff University, Cardiff Business School, Economics Section.
- Afonso, A & Arghyrou, MG & Gadea, MD & Kontonikas, A, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Essex Finance Centre Working Papers 20417, University of Essex, Essex Business School.
- Mr. Thomas Philippon & Mr. Jeromin Zettelmeyer & Mr. Eduardo Borensztein, 2001. "Monetary Independence in Emerging Markets: Does the Exchange Rate Regime Make a Difference?," IMF Working Papers 2001/001, International Monetary Fund.
- Julio Blanco & Javier Cravino, 2018.
"Price Rigidities and the Relative PPP,"
2018 Meeting Papers
346, Society for Economic Dynamics.
- Andres Blanco & Javier Cravino, 2018. "Price Rigidities and Relative PPP," NBER Working Papers 24655, National Bureau of Economic Research, Inc.
- Christoph Himmels & Tatiana Kirsanova, 2009.
"The interest rate - exchange rate nexus: exchange rate regimes and policy equilibria,"
Discussion Papers
0904, University of Exeter, Department of Economics.
- Christoph Himmels & Tatiana Kirsanova, 2009. "The Interest Rate — Exchange Rate Nexus: Exchange Rate Regimes and Policy Equilibria," CDMA Conference Paper Series 0902, Centre for Dynamic Macroeconomic Analysis.
- Christoph Himmels & Tatiana Kirsanova, 2012. "The interest rate - exchange rate nexus: exchange rate regimes and policy equilibria," Economics Discussion Paper Series 1219, Economics, The University of Manchester.
- Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2010.
"Optimal Monetary Policy in Open Economies,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 16, pages 861-933,
Elsevier.
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2010. "Optimal monetary policy in open economies," Economics Working Papers ECO2010/35, European University Institute.
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2010. "Optimal monetary policy in open economies," Working Paper Series 2010-13, Federal Reserve Bank of San Francisco.
- Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2010. "Optimal monetary policy in open economies," CEPR Discussion Papers 8069, C.E.P.R. Discussion Papers.
- Masahiro Kawai & Shinji Takagi, 2005. "Strategy for a Regional Exchange Rate Arrangement in East Asia: Analysis, Review and Proposal," Global Economic Review, Taylor & Francis Journals, vol. 34(1), pages 21-64.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Matteo Maggiori & Brent Neiman & Jesse Schreger, 2020.
"International Currencies and Capital Allocation,"
Journal of Political Economy, University of Chicago Press, vol. 128(6), pages 2019-2066.
- Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2018. "International Currencies and Capital Allocation," CEPR Discussion Papers 12973, C.E.P.R. Discussion Papers.
- Matteo Maggiori & Brent Neiman & Jesse Schreger, 2018. "International Currencies and Capital Allocation," NBER Working Papers 24673, National Bureau of Economic Research, Inc.
- Chu, Shiou-Yen, 2015. "Funding liquidity constraints and the forward premium anomaly in a DSGE model," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 76-89.
- Charles Engel, 2003.
"Expenditure Switching and Exchange-Rate Policy,"
NBER Chapters, in: NBER Macroeconomics Annual 2002, Volume 17, pages 231-300,
National Bureau of Economic Research, Inc.
- Charles Engel, 2002. "Expenditure Switching and Exchange Rate Policy," NBER Working Papers 9016, National Bureau of Economic Research, Inc.
- Bauer, Christian & De Grauwe, Paul & Reitz, Stefan, 2009.
"Exchange rate dynamics in a target zone--A heterogeneous expectations approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 329-344, February.
- Bauer, Christian & De Grauwe, Paul & Reitz, Stefan, 2007. "Exchange rate dynamics in a target zone: a heterogeneous expectations approach," Discussion Paper Series 1: Economic Studies 2007,11, Deutsche Bundesbank.
- Christian Bauer & Paul De Grauwe & Stefan Reitz, 2007. "Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach," CESifo Working Paper Series 2080, CESifo.
- Pierdzioch, Christian, 2000. "Noise Traders? Trigger Rates, FX Options, and Smiles," Kiel Working Papers 970, Kiel Institute for the World Economy (IfW Kiel).
- Malamud, Semyon & Schrimpf, Paul, 2018.
"An Intermediation-Based Model of Exchange Rates,"
CEPR Discussion Papers
13182, C.E.P.R. Discussion Papers.
- Semyon Malamud & Andreas Schrimpf & Yuan Zhang, 2024. "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series 24-01, Swiss Finance Institute.
- Semyon Malamud & Andreas Schrimpf, 2018. "An intermediation-based model of exchange rates," BIS Working Papers 743, Bank for International Settlements.
- Semyon Malamud & Andreas Schrimpf, 2018. "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series 18-14, Swiss Finance Institute, revised Jun 2018.
- Goyal, Ashima, 2006. "Macroeconomic policy and the exchange rate: working together?," MPRA Paper 27768, University Library of Munich, Germany.
- Moore, Michael J. & Roche, Maurice J., 2010.
"Solving exchange rate puzzles with neither sticky prices nor trade costs,"
Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1151-1170, October.
- Maurice J. Roche & Michael J. Moore, 2007. "Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs," Economics Department Working Paper Series n1750507, Department of Economics, National University of Ireland - Maynooth.
- Maurice J. Roche & Michael J. Moore, 2009. "Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs," Working Papers 001, Toronto Metropolitan University, Department of Economics.
- Orlowski, Lucjan T., 2004.
"Exchange rate risk and convergence to the Euro,"
ZEI Working Papers
B 25-2004, University of Bonn, ZEI - Center for European Integration Studies.
- Lucjan T Orlowski, 2005. "Exchange Rate Risk and Convergence to the Euro," Macroeconomics 0501034, University Library of Munich, Germany.
- Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong, 2015. "A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 173-187.
- Flood, Robert P. & Jeanne, Olivier, 2005.
"An interest rate defense of a fixed exchange rate?,"
Journal of International Economics, Elsevier, vol. 66(2), pages 471-484, July.
- Flood, Robert P & Jeanne, Olivier, 2000. "An Interest Rate Defence of a Fixed Exchange Rate?," CEPR Discussion Papers 2507, C.E.P.R. Discussion Papers.
- Mr. Olivier D Jeanne & Mr. Robert P Flood, 2000. "An Interest Rate Defense of a Fixed Exchange Rate?," IMF Working Papers 2000/159, International Monetary Fund.
- Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2012.
"Self-Fulfilling Risk Panics,"
American Economic Review, American Economic Association, vol. 102(7), pages 3674-3700, December.
- Bacchetta, Philippe & van Wincoop, Eric & Tille, Cédric, 2010. "Self-Fulfilling Risk Panics," CEPR Discussion Papers 7920, C.E.P.R. Discussion Papers.
- Bacchetta, Philippe & Tille, Cédric & Wincoop, Eric, 2011. "Self-Fulfilling Risk Panics," Working Papers 2011-003, Banco Central de Reserva del Perú.
- Eric van Wincoop & Cédric Tille & Philippe Bacchetta, 2011. "Self-fulfilling risk panics," 2011 Meeting Papers 186, Society for Economic Dynamics.
- Philippe BACCHETTA & Cédric TILLE & Eric VAN WINCOOP, 2010. "Self-Fulfilling Risk Panics," Swiss Finance Institute Research Paper Series 10-32, Swiss Finance Institute.
- Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," NBER Working Papers 16159, National Bureau of Economic Research, Inc.
- Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Cahiers de Recherches Economiques du Département d'économie 10.05, Université de Lausanne, Faculté des HEC, Département d’économie.
- Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," IHEID Working Papers 17-2010, Economics Section, The Graduate Institute of International Studies.
- Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," Working Papers 282010, Hong Kong Institute for Monetary Research.
- Britta Gehrke & Fang Yao, 2016.
"Persistence and volatility of real exchange rates: the role of supply shocks revisited,"
Reserve Bank of New Zealand Discussion Paper Series
DP2016/02, Reserve Bank of New Zealand.
- Gehrke, Britta & Yao, Fang, 2016. "Persistence and Volatility of Real Exchange Rates: The Role of Supply Shocks Revisited," VfS Annual Conference 2016 (Augsburg): Demographic Change 145752, Verein für Socialpolitik / German Economic Association.
- Dąbrowski, Marek A. & Papież, Monika & Śmiech, Sławomir, 2024.
"Output volatility and exchange rates: New evidence from the updated de facto exchange rate regime classifications,"
International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 894-908.
- Dąbrowski, Marek A. & Papież, Monika & Śmiech, Sławomir, 2021. "Output volatility and exchange rates: New evidence from the updated de facto exchange rate regime classifications," MPRA Paper 107133, University Library of Munich, Germany.
- Kollmann, Robert, 2003. "Monetary Policy Rules in an Interdependent World," CEPR Discussion Papers 4012, C.E.P.R. Discussion Papers.
- Aghion, Philippe & Bacchetta, Philippe & Rancière, Romain & Rogoff, Kenneth, 2009.
"Exchange rate volatility and productivity growth: The role of financial development,"
Journal of Monetary Economics, Elsevier, vol. 56(4), pages 494-513, May.
- Philippe Aghion & Philippe Bacchetta & Romain Ranciere & Kenneth Rogoff, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," NBER Working Papers 12117, National Bureau of Economic Research, Inc.
- Philippe Aghion & Philippe Baccheta & Romain Ranciere & Kenneth Rogoff, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," Swiss Finance Institute Research Paper Series 06-16, Swiss Finance Institute.
- Rogoff, Kenneth & Bacchetta, Philippe & Aghion, Philippe & Rancière, Romain, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," CEPR Discussion Papers 5629, C.E.P.R. Discussion Papers.
- Philippe Aghion & Philippe Bacchetta & Romain Ranciere & Kenneth Rogoff, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," Working Papers 06.02, Swiss National Bank, Study Center Gerzensee.
- Aghion, Philippe & Bacchetta, Philippe & Ranciere, Romain & Rogoff, Kenneth S., 2009. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," Scholarly Articles 12490419, Harvard University Department of Economics.
- Philippe Aghion & Philippe Bacchetta & Romain Rancière & Kenneth Rogoff, 2009. "Exchange rate volatility and productivity growth: The role of financial development," Post-Print halshs-00754377, HAL.
- Ryan Chahrour & Vito Cormun & Pierre De Leo & Pablo Guerron-Quintana & Rosen Valchev, 2021.
"Exchange Rate Disconnect Revisited,"
Boston College Working Papers in Economics
1041, Boston College Department of Economics, revised 12 May 2023.
- Ryan Chahrour & Vito Cormun & Pierre De Leo & Pablo A. Guerrón-Quintana & Rosen Valchev, 2024. "Exchange Rate Disconnect Revisited," NBER Working Papers 32596, National Bureau of Economic Research, Inc.
- Ostry, D. A., 2023.
"Tails of Foreign Exchange-at-Risk (FEaR),"
Janeway Institute Working Papers
2311, Faculty of Economics, University of Cambridge.
- Ostry, D. A., 2023. "Tails of Foreign Exchange-at-Risk (FEaR)," Cambridge Working Papers in Economics 2343, Faculty of Economics, University of Cambridge.
- Choudhri, Ehsan U. & Faruqee, Hamid & Hakura, Dalia S., 2005.
"Explaining the exchange rate pass-through in different prices,"
Journal of International Economics, Elsevier, vol. 65(2), pages 349-374, March.
- Mr. Hamid Faruqee & Ms. Dalia S Hakura & Ehsan U. Choudhri, 2002. "Explaining the Exchange Rate Pass-Through in Different Prices," IMF Working Papers 2002/224, International Monetary Fund.
- Takuji Kinkyo, 2004. "Transmission channels of capital flow shocks: why Korean crisis was so severe," Working Papers 139, Department of Economics, SOAS University of London, UK.
- Philippe Bacchetta & Eric Van Wincoop, 2006.
"Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?,"
American Economic Review, American Economic Association, vol. 96(3), pages 552-576, June.
- Eric van Wincoop & Philippe Bacchetta, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," NBER Working Papers 9498, National Bureau of Economic Research, Inc.
- Philippe Bacchetta & Eric van Wincoop, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Working Papers 03.02, Swiss National Bank, Study Center Gerzensee.
- Bacchetta, Philippe & van Wincoop, Eric, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," CEPR Discussion Papers 3808, C.E.P.R. Discussion Papers.
- Eric van Wincoop & Philippe Bacchetta, 2004. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Econometric Society 2004 North American Winter Meetings 628, Econometric Society.
- Michael Bleaney, 2006. "Fundamentals And Exchange Rate Volatility," Discussion Papers 06/03, University of Nottingham, School of Economics.
- Kimberly A. Berg & Nelson C. Mark, 2024.
"Uncertainty, Long‐Run, And Monetary Policy Risks In A Two‐Country Macro Model,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(3), pages 1387-1413, August.
- Kimberly A. Berg & Nelson C. Mark, 2020. "Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model," NBER Working Papers 27844, National Bureau of Economic Research, Inc.
- Hess, Martin K., 2003. "What drives Markov regime-switching behavior of stock markets? The Swiss case," International Review of Financial Analysis, Elsevier, vol. 12(5), pages 527-543.
- repec:diw:diwwpp:dp1519 is not listed on IDEAS
- Schulmeister, Stephan, 2006.
"The interaction between technical currency trading and exchange rate fluctuations,"
Finance Research Letters, Elsevier, vol. 3(3), pages 212-233, September.
- Stephan Schulmeister, 2005. "The Interaction between Technical Currency Trading and Exchange Rate Fluctuations," Finance 0512033, University Library of Munich, Germany.
- Stephan Schulmeister, 2005. "The Interaction between Technical Currency Trading and Exchange Rate Fluctuations," WIFO Working Papers 264, WIFO.
- Paula Albuquerque, 2005. "The interdealer market and the central bank intervention," Working Papers Department of Economics 2005/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022.
"Geopolitical risks and historical exchange rate volatility of the BRICS,"
International Review of Economics & Finance, Elsevier, vol. 77(C), pages 179-190.
- Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020. "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers 2020105, University of Pretoria, Department of Economics.
- Bauer, Christian & Herz, Bernhard, 2009. "Monetary and exchange rate stability in South and East Asia," Pacific-Basin Finance Journal, Elsevier, vol. 17(3), pages 352-371, June.
- Derviz, Alexis, 2004. "Asset return dynamics and the FX risk premium in a decentralized dealer market," European Economic Review, Elsevier, vol. 48(4), pages 747-784, August.
- Oleg Itskhoki & Dmitry Mukhin, 2019.
"Mussa Puzzle Redux,"
2019 Meeting Papers
1434, Society for Economic Dynamics.
- Oleg Itskhoki & Dmitry Mukhin, 2021. "Mussa Puzzle Redux," NBER Working Papers 28950, National Bureau of Economic Research, Inc.
- Itskhoki, Oleg & Mukhin, Dmitry, 2021. "Mussa Puzzle Redux," CEPR Discussion Papers 16301, C.E.P.R. Discussion Papers.
- Michael B. Devereux, 2003. "A Macroeconomic Analysis of EU Accession under Alternative Monetary Policies," Journal of Common Market Studies, Wiley Blackwell, vol. 41(5), pages 941-964, December.
- Sergeyev, Dmitriy & Iovino, Luigi, 2018. "Central Bank Balance Sheet Policies Without Rational Expectations," CEPR Discussion Papers 13100, C.E.P.R. Discussion Papers.
- Oscar Jorda, "undated".
"Carry Trade,"
Working Papers
1018, University of California, Davis, Department of Economics.
- Oscar Jorda, 2010. "Carry Trade," Working Papers 1019, University of California, Davis, Department of Economics.
- Adam, Klaus & Beutel, Johannes & Marcet, Albert & Merkel, Sebastian, 2015.
"Can a financial transaction tax prevent stock price booms?,"
Journal of Monetary Economics, Elsevier, vol. 76(S), pages 90-109.
- Klaus Adam & Albert Marcet & Sebastian Merkel & Johannes Beutel, 2015. "Can a Financial Transaction Tax Prevent Stock Price Booms?," Working Papers 840, Barcelona School of Economics.
- Adam, Klaus & Marcet, Albert & Merkel, Sebastian & Beutel, Johannes, 2015. "Can a financial transaction tax prevent stock price booms?," Working Papers 15-10, University of Mannheim, Department of Economics.
- Marcet, Albert & Adam, Klaus & Beutel, Johannes & Merkel, Sebastian, 2015. "Can a Financial Transaction Tax Prevent Stock Price Booms?," CEPR Discussion Papers 10727, C.E.P.R. Discussion Papers.
- Engel, Charles, 2014.
"Exchange Rates and Interest Parity,"
Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 453-522,
Elsevier.
- Charles Engel, 2013. "Exchange Rates and Interest Parity," NBER Working Papers 19336, National Bureau of Economic Research, Inc.
- Djeutem, Edouard & Kasa, Kenneth, 2013.
"Robustness and exchange rate volatility,"
Journal of International Economics, Elsevier, vol. 91(1), pages 27-39.
- Edouard Djeutem & Ken Kasa, 2012. "Robustness and Exchange Rate Volatility," Discussion Papers dp12-01, Department of Economics, Simon Fraser University.
- Bauer, Christian & Herz, Bernhard, 2005. "Technical trading, monetary policy, and exchange rate regimes," Global Finance Journal, Elsevier, vol. 15(3), pages 281-302, February.
- Ashima Goyal, 2005.
"Incentives from exchange rate regimes in an institutional context,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2005-002, Indira Gandhi Institute of Development Research, Mumbai, India.
- Ashima Goyal, 2006. "Incentives from Exchange Rate Regimes in an Institutional Context," Macroeconomics Working Papers 22375, East Asian Bureau of Economic Research.
- Ashima Goyal, 2006. "Incentives from exchange rate regimes in an institutional context," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2006-015r, Indira Gandhi Institute of Development Research, Mumbai, India.
- Goyal, Ashima, 2008. "Incentives from Exchange Rate Regimes in an Institutional Context," MPRA Paper 24310, University Library of Munich, Germany.
- Devereux, Michael B. & Engel, Charles, 2002.
"Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect,"
Journal of Monetary Economics, Elsevier, vol. 49(5), pages 913-940, July.
- Michael B. Devereux & Charles Engel, 2002. "Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect," NBER Working Papers 8858, National Bureau of Economic Research, Inc.
- Eric Hillebrand & Gunther Schnabl, 2003.
"The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection,"
Departmental Working Papers
2003-09, Department of Economics, Louisiana State University.
- Eric Hillebrand & Gunther Schnabl, 2004. "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," International Finance 0410008, University Library of Munich, Germany.
- Eric Hillebrand & Gunther Schnabl, 2004. "The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection," Money Macro and Finance (MMF) Research Group Conference 2004 7, Money Macro and Finance Research Group.
- Eric Hillebrand, 2003. "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," Departmental Working Papers 2003-10, Department of Economics, Louisiana State University.
- Moran, Kevin & Nono, Simplice Aimé, 2018. "Gradual learning about shocks and the forward premium puzzle," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 79-100.
- Richard K. Lyons, 2002.
"Foreign exchange: macro puzzles, micro tools,"
Economic Review, Federal Reserve Bank of San Francisco, pages 51-69.
- Richard K. Lyons, 2001. "Foreign exchange: macro puzzles, micro tools," Pacific Basin Working Paper Series 2001-10, Federal Reserve Bank of San Francisco.
- Neil McCulloch & Grazia Pacillo, 2010. "The Tobin Tax A Review of the Evidence," Working Paper Series 1611, Department of Economics, University of Sussex Business School.
- Morad Bali & Thanh T. Nguyen & Lincoln F. Pratson, 2024. "Impacts of EU Sanctions Levied in 2014 on Individual European Countries' Exports to Russia: Winners and Losers," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 50(2), pages 154-194, April.
- Bennett T. McCallum, 2014. "Monetary Policy in a Very Open Economy: Some Major Analytical Issues," Pacific Economic Review, Wiley Blackwell, vol. 19(1), pages 27-60, February.
- Olivier Damette, 2009. "Exchange rate volatility and noise traders: Currency Transaction Tax as an eviction device," Economics Bulletin, AccessEcon, vol. 29(3), pages 2449-2464.
- Ashima Goyal, 2005. "“Incentives from Exchange Rate Regimes in an Institutional Context"," Macroeconomics Working Papers 22370, East Asian Bureau of Economic Research.
- Travis Berge & Òscar Jordà & Alan M. Taylor, 2011.
"Currency Carry Trades,"
NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 357-388.
- Travis Berge & Òscar Jordà & Alan M. Taylor, 2010. "Currency Carry Trades," NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 357-387, National Bureau of Economic Research, Inc.
- Travis J. Berge & Òscar Jordà & Alan M. Taylor, 2010. "Currency Carry Trades," NBER Working Papers 16491, National Bureau of Economic Research, Inc.
- Ashima Goyal, 2015. "Foreign exchange markets, intervention and exchange rate regimes," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2015-011, Indira Gandhi Institute of Development Research, Mumbai, India.
- Paul R. Bergin, 2017.
"How Well Can the New Open Economy Macroeconomics Explain the Exchange Rate and Current Account?,"
World Scientific Book Chapters, in: International Macroeconomic Interdependence, chapter 5, pages 117-152,
World Scientific Publishing Co. Pte. Ltd..
- Bergin, Paul R., 2006. "How well can the New Open Economy Macroeconomics explain the exchange rate and current account?," Journal of International Money and Finance, Elsevier, vol. 25(5), pages 675-701, August.
- Paul R. Bergin, 2004. "How Well Can the New Open Economy Macroeconomics Explain the Exchange Rate and Current Account?," NBER Working Papers 10356, National Bureau of Economic Research, Inc.
- Kollmann, Robert, 2001.
"The exchange rate in a dynamic-optimizing business cycle model with nominal rigidities: a quantitative investigation,"
Journal of International Economics, Elsevier, vol. 55(2), pages 243-262, December.
- Robert Kollmann, 2001. "The exchange rate in a dynamic-optimizing business cycle model with nominal rigidities: a quantitative investigation," ULB Institutional Repository 2013/7630, ULB -- Universite Libre de Bruxelles.
- Maurice Obstfeld & Kenneth Rogoff, 2001.
"The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?,"
NBER Chapters, in: NBER Macroeconomics Annual 2000, Volume 15, pages 339-412,
National Bureau of Economic Research, Inc.
- Maurice Obstfeld & Kenneth Rogoff & Ben Bernanke & Kenneth Rogoff, "undated". "The Six Major Puzzles in International Macroeconomics: Is there a Common Cause?," Working Paper 32326, Harvard University OpenScholar.
- Maurice Obstfeld & Kenneth Rogoff, 2001. "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?," International Trade 0012003, University Library of Munich, Germany.
- Maurice Obstfeld and Kenneth Rogoff., 2000. "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?," Center for International and Development Economics Research (CIDER) Working Papers C00-112, University of California at Berkeley.
- Maurice Obstfeld & Kenneth Rogoff, 2000. "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?," NBER Working Papers 7777, National Bureau of Economic Research, Inc.
- Obstfeld, Maurice & Rogoff, Kenneth, 2000. "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?," Department of Economics, Working Paper Series qt0sx02651, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Obstfeld, Maurice & Rogoff, Kenneth, 2000. "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?," Center for International and Development Economics Research, Working Paper Series qt0sx02651, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Flood, Robert P. & Marion, Nancy P., 2004. "A model of the joint distribution of banking and currency crises," Journal of International Money and Finance, Elsevier, vol. 23(6), pages 841-865, October.
- Kollmann, Robert, 2002.
"Monetary policy rules in the open economy: effects on welfare and business cycles,"
Journal of Monetary Economics, Elsevier, vol. 49(5), pages 989-1015, July.
- Robert Kollmann, 2002. "Monetary policy rules in the open economy: effects of welfare and business cycles," ULB Institutional Repository 2013/7628, ULB -- Universite Libre de Bruxelles.
- Kollmann, Robert, 2002. "Monetary Policy Rules in the Open Economy: Effects on Welfare and Business Cycles," CEPR Discussion Papers 3279, C.E.P.R. Discussion Papers.
- Vansteenkiste, Isabel, 2011. "What is driving oil futures prices? Fundamentals versus speculation," Working Paper Series 1371, European Central Bank.
- Maggiori, Matteo, 2021. "International Macroeconomics With Imperfect Financial Markets," SocArXiv z8g6r, Center for Open Science.
- Killeen, William P. & Lyons, Richard K. & Moore, Michael J., 2006.
"Fixed versus flexible: Lessons from EMS order flow,"
Journal of International Money and Finance, Elsevier, vol. 25(4), pages 551-579, June.
- William P. Killeen & Richard K. Lyons & Michael J. Moore, 2001. "Fixed versus Flexible: Lessons from EMS Order Flow," NBER Working Papers 8491, National Bureau of Economic Research, Inc.
- Ansgar Belke & Daniel Gros, 2003. "The Cost of Financial Market Variability in the Southern Cone," Revue économique, Presses de Sciences-Po, vol. 54(5), pages 1091-1115.
- Gehrke, Britta & Yao, Fang, 2014. "Phillips curve shocks and real exchange rate fluctuations: SVAR evidence," FAU Discussion Papers in Economics 11/2014, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Javier Bianchi & Guido Lorenzoni, 2021.
"The Prudential Use of Capital Controls and Foreign Currency Reserves,"
NBER Working Papers
29476, National Bureau of Economic Research, Inc.
- Javier Bianchi & Guido Lorenzoni, 2021. "The Prudential Use of Capital Controls and Foreign Currency Reserves," Working Papers 787, Federal Reserve Bank of Minneapolis.
- Felipe Morandé & Klaus Schmidt-Hebbel, 2000.
"Chile's Peso: Better than (Just) Living with the Dollar?,"
Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 37(110), pages 177-226.
- Felipe Morandé & Klaus Schmidt-Hebbel, 2000. "Chile's Peso: Better Than (Just) Living with the Dollar?," Working Papers Central Bank of Chile 68, Central Bank of Chile.
- Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani, 2008. "Real exchange rate volatility and disconnect: an empirical investigation," Temi di discussione (Economic working papers) 660, Bank of Italy, Economic Research and International Relations Area.
- Chen, Shiu-Sheng, 2007. "A note on interest rate defense policy and exchange rate volatility," Economic Modelling, Elsevier, vol. 24(5), pages 768-777, September.
- Eric Hillebrand & Gunther Schnabl, 2008.
"A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility,"
International Economics and Economic Policy, Springer, vol. 5(4), pages 389-401, December.
- Schnabl, Gunther & Hillebrand, Eric, 2006. "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," Working Paper Series 650, European Central Bank.
- Fornaro, Luca, 2019. "Monetary Union and Financial Integration," CEPR Discussion Papers 14216, C.E.P.R. Discussion Papers.
- Rich Lyons & Martin Evans, 2004.
"A New Micro Model of Exchange Rate Dynamics,"
Econometric Society 2004 North American Winter Meetings
622, Econometric Society.
- Martin D.D. Evans & Richard K. Lyons, 2004. "A New Micro Model of Exchange Rate Dynamics," NBER Working Papers 10379, National Bureau of Economic Research, Inc.
- Olivier Damette & St鰨ane Goutte, 2015.
"Tobin tax and trading volume tightening: a reassessment,"
Applied Economics, Taylor & Francis Journals, vol. 47(29), pages 3124-3141, June.
- Olivier Damette & Stéphane Goutte, 2015. "Tobin tax and trading volume tightening: a reassessment," Post-Print hal-01203841, HAL.
- Candian, Giacomo, 2019.
"Information frictions and real exchange rate dynamics,"
Journal of International Economics, Elsevier, vol. 116(C), pages 189-205.
- Giacomo Candian, 2016. "Information Frictions and Real Exchange Rate Dynamics," EcoMod2016 9106, EcoMod.
- Carmen M. Reinhart & Vincent Raymond Reinhart, 2002.
"What Hurts Emerging Markets Most? G3 Exchange Rate or Interest Rate Volatility?,"
NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 133-170,
National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Reinhart, Vincent, 2000. "What does a G-3 target zone mean for emerging-market economies?," MPRA Paper 14099, University Library of Munich, Germany.
- Reinhart, Carmen & Reinhart, Vincent, 2001. "What hurts most?: G-3 exchange rate or interest rate volatility," MPRA Paper 14098, University Library of Munich, Germany.
- Reinhart, Carmen & Reinhart, Vincent, 2003. "Twin fallacies about exchange rate policy in emerging markets," MPRA Paper 13874, University Library of Munich, Germany.
- Reinhart, Carmen & Reinhart, Vincent, 2003. "Twin fallacies about exchange rate policy: A note," MPRA Paper 13763, University Library of Munich, Germany.
- Carmen M. Reinhart & Vincent R. Reinhart, 2001. "What Hurts Most? G-3 Exchange Rate or Interest Rate Volatility," NBER Working Papers 8535, National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Reinhart, Vincent, 2002. "Una banda cambiaria en el G–3 ¿Es lo mejor para los mercados emergentes? [Is a G-3 Target Zone on Target for Emerging Markets?]," MPRA Paper 13694, University Library of Munich, Germany.
- Carmen M. Reinhart & Vincent R. Reinhart, 2003. "Twin Fallacies About Exchange Rate Policy in Emerging Markets," NBER Working Papers 9670, National Bureau of Economic Research, Inc.
- Rebecca L Driver & Peter F Westaway, 2005. "Concepts of equilibrium exchange rates," Bank of England working papers 248, Bank of England.
- Berg, Andrew & Borensztein, Eduardo & Mauro, Paolo, 2002.
"An evaluation of monetary regime options for Latin America,"
The North American Journal of Economics and Finance, Elsevier, vol. 13(3), pages 213-235, December.
- Andrew Berg & Eduardo Borensztein & Paolo Mauro, 2002. "An Evaluation of Monetary Regime Options for Latin America," Working Papers 67, Oesterreichische Nationalbank (Austrian Central Bank).
- Andrew Berg & Eduardo Borensztein & Paolo Mauro, 2002. "An Evaluation of Monetary Regime Options for Latin America," Working Papers Central Bank of Chile 178, Central Bank of Chile.
- Mr. Andrew Berg & Mr. Paolo Mauro & Mr. Eduardo Borensztein, 2002. "An Evaluation of Monetary Regime Options for Latin America," IMF Working Papers 2002/211, International Monetary Fund.
- Michael B Devereux, 2018. "Discussion of Charles Engel and Feng Zhu’s paper," BIS Papers chapters, in: Bank for International Settlements (ed.), The price, real and financial effects of exchange rates, volume 96, pages 12-18, Bank for International Settlements.
- Wang, Jian, 2010.
"Home bias, exchange rate disconnect, and optimal exchange rate policy,"
Journal of International Money and Finance, Elsevier, vol. 29(1), pages 55-78, February.
- Jian Wang, 2007. "Home bias, exchange rate disconnect, and optimal exchange rate policy," Working Papers 0701, Federal Reserve Bank of Dallas.
- Charles Engel, 2000. "Comments on Obstfeld and Rogoff's "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?"," NBER Working Papers 7818, National Bureau of Economic Research, Inc.
- Stijn Claessens & M. Ayhan Kose, 2017.
"Asset prices and macroeconomic outcomes: A survey,"
CAMA Working Papers
2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
- Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
- Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
- Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
- Choudhri, Ehsan U. & Hakura, Dalia S., 2006.
"Exchange rate pass-through to domestic prices: Does the inflationary environment matter?,"
Journal of International Money and Finance, Elsevier, vol. 25(4), pages 614-639, June.
- Ms. Dalia S Hakura & Ehsan U. Choudhri, 2001. "Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter?," IMF Working Papers 2001/194, International Monetary Fund.
- Jacob, Punnoose & Uusküla, Lenno, 2019.
"Deep habits and exchange rate pass-through,"
Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 67-89.
- Punnoose Jacob & Lenno Uuskula, 2016. "Deep habits and exchange rate pass-through," CAMA Working Papers 2016-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Punnoose Jacob & Lenno Uuskula, 2016. "Deep habits and exchange rate pass-through," Bank of Estonia Working Papers wp2016-4, Bank of Estonia, revised 19 Jul 2016.
- Oleg Itskhoki & Dmitry Mukhin, 2021.
"Exchange Rate Disconnect in General Equilibrium,"
Journal of Political Economy, University of Chicago Press, vol. 129(8), pages 2183-2232.
- Oleg Itskhoki & Dmitry Mukhin, 2017. "Exchange Rate Disconnect in General Equilibrium," NBER Working Papers 23401, National Bureau of Economic Research, Inc.
- Itskhoki, Oleg & Mukhin, Dmitry, 2021. "Exchange rate disconnect in general equilibrium," LSE Research Online Documents on Economics 112140, London School of Economics and Political Science, LSE Library.
- Francis Breedon & Thórarinn Pétursson & Andrew Rose, 2012.
"Exchange Rate Policy in Small Rich Economies,"
Open Economies Review, Springer, vol. 23(3), pages 421-445, July.
- Francis Breedon, & Thórarinn G. Pétursson & Andrew K. Rose, 2011. "Exchange Rate Policy in Small Rich Economies," Working Papers 684, Queen Mary University of London, School of Economics and Finance.
- Francis Breedon & Thórarinn G. Pétursson & Andrew K. Rose, 2011. "Exchange Rate Policy in Small Rich Economies," Economics wp53, Department of Economics, Central bank of Iceland.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Ashima Goyal, 2006. "Exchange Rate Regimes: Middling Through," Global Economic Review, Taylor & Francis Journals, vol. 35(2), pages 153-175.
- Damette, Olivier, 2016.
"Mixture Distribution Hypothesis And The Impact Of A Tobin Tax On Exchange Rate Volatility: A Reassessment,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(6), pages 1600-1622, September.
- Olivier Damette, 2013. "Mixture distribution hypothesis and the impact of a Tobin tax on exhange rate volatility : a reassessment," Working Papers of BETA 2013-07, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Olivier Damette, 2016. "Mixture distribution hypothesis and the impact of a Tobin tax on exchange rate volatility : a reassessment," Post-Print hal-01601393, HAL.
- Christian Bauer & Bernhard Herz, 2004. "Technical trading and the volatility of exchange rates," Quantitative Finance, Taylor & Francis Journals, vol. 4(4), pages 399-415.
- Eric van Wincoop & Cedric Tille & Philippe Bacchetta, 2010. "On the Dynamics of Leverage, Liquidity, and Risk," 2010 Meeting Papers 393, Society for Economic Dynamics.
- Chen, Shiu-Sheng, 2006.
"Revisiting the interest rate-exchange rate nexus: a Markov-switching approach,"
Journal of Development Economics, Elsevier, vol. 79(1), pages 208-224, February.
- Shiu-Sheng Chen, 2003. "Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach," International Finance 0303002, University Library of Munich, Germany, revised 05 Apr 2003.
- Agnieszka Markiewicz, 2012. "Model Uncertainty And Exchange Rate Volatility," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 815-844, August.
- Mr. Claudio A Paiva, 2003. "Trade Elasticities and Market Expectations in Brazil," IMF Working Papers 2003/140, International Monetary Fund.
- Nikola Gradojević & Vladimir Djaković & Goran Andjelić, 2010. "Random Walk Theory and Exchange Rate Dynamics in Transition Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 303-320, September.
- Olivier Damette & Beum-Jo Park, 2015. "Tobin Tax and Volatility: A Threshold Quantile Autoregressive Regression Framework," Review of International Economics, Wiley Blackwell, vol. 23(5), pages 996-1022, November.
- Menkhoff, Lukas & Rebitzky, Rafael R. & Schröder, Michael, 2009.
"Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach,"
Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 241-252, May.
- Lukas Menkhoff & Rafael R. Rebitzky & Michael Schröder, 2008. "Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach," CESifo Working Paper Series 2502, CESifo.
- Philippe Bacchetta & Eric Van Wincoop, 2004.
"A Scapegoat Model of Exchange-Rate Fluctuations,"
American Economic Review, American Economic Association, vol. 94(2), pages 114-118, May.
- Philippe BACCHETTA & Eric VAN WINCOOP, 2004. "A Scapegoat Model of Exchange Rate Fluctuations," Cahiers de Recherches Economiques du Département d'économie 04.01, Université de Lausanne, Faculté des HEC, Département d’économie.
- Philippe Bacchetta & Eric van Wincoop, 2004. "A Scapegoat Model of Exchange Rate Fluctuations," Working Papers 04.01, Swiss National Bank, Study Center Gerzensee.
- Bacchetta, Philippe & van Wincoop, Eric, 2004. "A Scapegoat Model of Exchange Rate Fluctuations," CEPR Discussion Papers 4268, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Eric van Wincoop, 2004. "A Scapegoat Model of Exchange Rate Fluctuations," NBER Working Papers 10245, National Bureau of Economic Research, Inc.
- Castrén, Olli, 2004. "Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?," Working Paper Series 379, European Central Bank.
- Luis A. V. Catão, 2007.
"Sudden Stops and Currency Drops: A Historical Look,"
NBER Chapters, in: The Decline of Latin American Economies: Growth, Institutions, and Crises, pages 243-290,
National Bureau of Economic Research, Inc.
- Mr. Luis Catão, 2006. "Sudden Stops and Currency Drops: A Historical Look," IMF Working Papers 2006/133, International Monetary Fund.
- Moons, Cindy & Garretsen, Harry & van Aarle, Bas & Fornero, Jorge, 2007.
"Monetary policy in the New-Keynesian model: An application to the Euro Area,"
Journal of Policy Modeling, Elsevier, vol. 29(6), pages 879-902.
- MOONS, Cindy & GARRETSEN, Harry & VAN AARLE, Bas & FORNERO, Jorge, 2007. "Monetary policy in the new-Keynesian model: An application to the Euro-Area," Working Papers 2007014, University of Antwerp, Faculty of Business and Economics.
- Alexei Deviatov & Igor Dodonov, 2006.
"Exchange-rate volatility, exchange-rate disconnect, and the failure of volatility conservation,"
Working Papers
w0079, Center for Economic and Financial Research (CEFIR).
- Alexei Deviatov & Igor Dodonov, 2006. "Exchange-rate volatility, exchange-rate disconnect, and the failure of volatility conservation," Working Papers w0079, New Economic School (NES).
- Nelson Mark & Young-Kyu Moh, 2003.
"Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market,"
NBER Working Papers
9948, National Bureau of Economic Research, Inc.
- Young-Kyu Moh & Nelson C. Mark, 2004. "Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market," Econometric Society 2004 Far Eastern Meetings 762, Econometric Society.
- Berg, Kimberly A. & Mark, Nelson C., 2015.
"Third-country effects on the exchange rate,"
Journal of International Economics, Elsevier, vol. 96(2), pages 227-243.
- Nelson Mark & Kimberly Berg, 2013. "Third-Country Effects on the Exchange Rate," 2013 Meeting Papers 1050, Society for Economic Dynamics.
- Philippe Bacchetta & Eric Van Wincoop, 2017.
"Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns,"
Cahiers de Recherches Economiques du Département d'économie
17.05, Université de Lausanne, Faculté des HEC, Département d’économie.
- Philippe Bacchetta & Eric van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," NBER Working Papers 23363, National Bureau of Economic Research, Inc.
- Bacchetta, Philippe & van Wincoop, Eric, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," CEPR Discussion Papers 11983, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Eric van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," Swiss Finance Institute Research Paper Series 17-15, Swiss Finance Institute.
- Jakree Koosakul & Ilhyock Shim, 2017. "The beneficial aspect of FX volatility for market liquidity," BIS Working Papers 629, Bank for International Settlements.
- Romain Ranciere & Philippe Bacchetta & Philippe Aghion & Kenneth Rogoff, 2005.
"Productivity Growth and the Exchange Rate Regime: The Role of Financial Development,"
Working Papers
214, Barcelona School of Economics.
- Philippe Aghion & Philippe Bacchetta & Romain Rancière & Kenneth Rogoff, 2005. "Productivity growth and the exchange rate regime: The role of financial development," Economics Working Papers 850, Department of Economics and Business, Universitat Pompeu Fabra.
- Shin, Jong Kook & Subramanian, Chetan, 2016. "Monetary policy and noise traders: A welfare analysis," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 33-45.
- Christian Bauer & Bernhard Herz, 2006. "Monetary and Exchange Rate Stability at the EU. Mediterranean Borders," Revue économique, Presses de Sciences-Po, vol. 57(4), pages 899-917.
- Oleg Itskhoki, 2021.
"The Story of the Real Exchange Rate,"
Annual Review of Economics, Annual Reviews, vol. 13(1), pages 423-455, August.
- Oleg Itskhoki, 2020. "The Story of the Real Exchange Rate," NBER Working Papers 28225, National Bureau of Economic Research, Inc.
- Itskhoki, Oleg, 2020. "The Story of the Real Exchange Rate," CEPR Discussion Papers 15572, C.E.P.R. Discussion Papers.
- Leonardo Bartolini & Lorenzo Giorgianni, 2001.
"Excess Volatility of Exchange Rates with Unobservable Fundamentals,"
Review of International Economics, Wiley Blackwell, vol. 9(3), pages 518-530, August.
- Leonardo Bartolini & Lorenzo Giorgianni, 2000. "Excess volatility of exchange rates with unobservable fundamentals," Staff Reports 103, Federal Reserve Bank of New York.
- Machiko Nissanke, 2003. "Revenue Potential of the Currency Transaction Tax for Development Finance: A Critical Appraisal," WIDER Working Paper Series DP2003-81, World Institute for Development Economic Research (UNU-WIDER).
- Roche, M.J. & Moore. M.J., 2002. "Volatile and persistent real exchange rates without the contrivance of sticky prices," Economics Department Working Paper Series n1160402, Department of Economics, National University of Ireland - Maynooth.
- Tassos Anastasatos & Ian R. Davidson, 2004. "An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency," Discussion Paper Series 2004_8, Department of Economics, Loughborough University, revised Aug 2004.
- Charles Engel & Steve Pak Yeung Wu, 2023.
"Liquidity and Exchange Rates: An Empirical Investigation,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(5), pages 2395-2438.
- Engel, Charles & Wu, Steve Pak Yeung, 2018. "Liquidity and Exchange Rates - An Empirical Investigation," CEPR Discussion Papers 13401, C.E.P.R. Discussion Papers.
- Charles Engel & Steve Pak Yeung Wu, 2018. "Liquidity and Exchange Rates: An Empirical Investigation," NBER Working Papers 25397, National Bureau of Economic Research, Inc.
- Engel, Charles & Wu, Steve Pak Yeung, 2023. "Liquidity and Exchange Rates: An Empirical Investigation," University of California at San Diego, Economics Working Paper Series qt4z80w6cd, Department of Economics, UC San Diego.
- Prati, Alessandro & Sbracia, Massimo, 2010.
"Uncertainty and currency crises: Evidence from survey data,"
Journal of Monetary Economics, Elsevier, vol. 57(6), pages 668-681, September.
- Prati, Alessandro & Sbracia, Massimo, 2010. "Uncertainty and Currency Crises: Evidence from Survey Data," MPRA Paper 21209, University Library of Munich, Germany.
- Agnieszka Markiewicz, 2010. "Monetary Policy, Model Uncertainty and Exchange Rate Volatility," CESifo Working Paper Series 2949, CESifo.
- Redding, Lee, 2005. "Endogenous liquidity in emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(2), pages 159-171, April.
- Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2022.
"The Two‐Pillar Policy for the RMB,"
Journal of Finance, American Finance Association, vol. 77(6), pages 3093-3140, December.
- Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2019. "The Two-Pillar Policy for the RMB," FRB Atlanta Working Paper 2019-8, Federal Reserve Bank of Atlanta.
- Bennett McCallum, 2002.
"Inflation Targeting and the Liquidity Trap,"
Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.),Inflation Targeting: Desing, Performance, Challenges, edition 1, volume 5, chapter 9, pages 395-438,
Central Bank of Chile.
- Bennett T. McCallum, 2001. "Inflation targeting and the liquidity trap," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Bennett T. McCallum, 2001. "Inflation Targeting and the Liquidity Trap," Working Papers Central Bank of Chile 112, Central Bank of Chile.
- Bennett T. McCallum, 2001. "Inflation Targeting and the Liquidity Trap," NBER Working Papers 8225, National Bureau of Economic Research, Inc.
- Hongjun Yan, 2010.
"Is Noise Trading Cancelled Out by Aggregation?,"
Management Science, INFORMS, vol. 56(7), pages 1047-1059, July.
- Hongjun Yan, 2008. "Is Noise Trading Cancelled Out by Aggregation?," Yale School of Management Working Papers amz2604, Yale School of Management, revised 01 Jan 2009.
- Hossein Bastanzad & Pedram Davoudi & Hossein Tavakolian, 2018. "Foreign Exchange Rate Pricing at the Future Contract (Case of I.R. of Iran)," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 22(1), pages 253-293, Winter.
- Gehrke, Britta & Yao, Fang, 2013. "Sources of Real Exchange Rate Fluctuations: The Role of Supply Shocks Revisited," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79821, Verein für Socialpolitik / German Economic Association.
- Audretsch, David B. & Stadtmann, Georg, 2005.
"Biases in FX-forecasts: Evidence from panel data,"
Global Finance Journal, Elsevier, vol. 16(1), pages 99-111, August.
- Audretsch, David B. & Stadtmann, Georg, 2005. "Biases in FX-Forecasts: Evidence from Panel Data," Research Notes 19, Deutsche Bank Research.
- Mr. Andrew K. Rose & Mr. Robert P Flood, 2001.
"Uncovered Interest Parity in Crisis: The Interest Rate Defense in the 1990s,"
IMF Working Papers
2001/207, International Monetary Fund.
- Flood, Robert P & Rose, Andrew, 2001. "Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s," CEPR Discussion Papers 2943, C.E.P.R. Discussion Papers.
- Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "A New Micro Model of Exchange Rate Dynamics (March 2004)," Working Papers gueconwpa~05-05-04, Georgetown University, Department of Economics.
- Himmels, Christoph & Kirsanova, Tatiana, 2018. "Discretionary policy in a small open economy: Exchange rate regimes and multiple equilibria," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 53-64.
- Luca Fornaro, 2022.
"A Theory of Monetary Union and Financial Integration,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(4), pages 1911-1947.
- Luca Fornaro, 2019. "A Theory of monetary union and financial integration," Economics Working Papers 1677, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2021.
- Luca Fornaro, 2019. "A Theory of Monetary Union and Financial Integration," Working Papers 1138, Barcelona School of Economics.
- Michael Bleaney, 2008. "Openness and Real Exchange Rate Volatility: In Search of an Explanation," Open Economies Review, Springer, vol. 19(2), pages 135-146, April.
- Jordà, Òscar & Taylor, Alan M., 2012.
"The carry trade and fundamentals: Nothing to fear but FEER itself,"
Journal of International Economics, Elsevier, vol. 88(1), pages 74-90.
- Taylor, Alan M. & Jordà , Òscar, 2009. "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," CEPR Discussion Papers 7568, C.E.P.R. Discussion Papers.
- Òscar Jordà & Alan M. Taylor, 2009. "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," NBER Working Papers 15518, National Bureau of Economic Research, Inc.
- repec:bla:reviec:v:9:y:2001:i:3:p:518-30 is not listed on IDEAS
- Mark, Nelson C. & Moh, Young-Kyu, 2007. "Official interventions and the forward premium anomaly," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 499-522, September.
- Mathias Hoffmann & Ronald MacDonald, 2003.
"A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials,"
CESifo Working Paper Series
894, CESifo.
- Mathias Hoffmann & Ronald MacDonald, 2006. "A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials," Working Papers 2007_36, Business School - Economics, University of Glasgow.
- Philippe Bacchetta & Eric van Wincoop, 2005. "Can Information Heterogeneity Explain the Exchange Rate Determination?," FAME Research Paper Series rp155, International Center for Financial Asset Management and Engineering.
- Shin, Jong Kook & Singh, Rajesh & Subramanian, Chetan, 2014.
"Monetary policy and Tobin taxes: a welfare analysis,"
ISU General Staff Papers
201403080800001035, Iowa State University, Department of Economics.
- Subramanian, Chetan & Shin, Jong Kook, 2014. "Monetary Policy and Tobin Taxes: A Welfare Analysis," Staff General Research Papers Archive 37392, Iowa State University, Department of Economics.
- Olivier Damette & Stéphane Goutte, 2014. "Tobin tax and trading volume tightening: a reassessment," Working Papers halshs-00926805, HAL.
- Paolo Manasse & Graziano Moramarco & Giulio Trigilia, 2024.
"Exchange rates and political uncertainty: the Brexit case,"
Economica, London School of Economics and Political Science, vol. 91(362), pages 621-652, April.
- P. Manasse & G. Moramarco & G. Trigilia, 2020. "Exchange Rates and Political Uncertainty: The Brexit Case," Working Papers wp1141, Dipartimento Scienze Economiche, Universita' di Bologna.
- Suman S. Basu & Atish R. Ghosh & Jonathan D. Ostry & Pablo E. Winant, 2018. "Managing Capital Outflows with Limited Reserves," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 66(2), pages 333-374, June.
- Mr. Hamid Faruqee, 2004. "Exchange Rate Pass-Through in the Euro Area: The Role of Asymmetric Pricing Behavior," IMF Working Papers 2004/014, International Monetary Fund.
- Kulish, Mariano & Rees, Daniel, 2011. "The yield curve in a small open economy," Journal of International Economics, Elsevier, vol. 85(2), pages 268-279.
- Oscar Jorda, 2010. "Carry Trade," Working Papers 196, University of California, Davis, Department of Economics.
- Oleg Itskhoki, 2022. "The Research Agenda: Oleg Itskhoki on Exchange Rate Puzzles and Policies," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 23(2), November.
- Pierdzioch Christian & Stadtmann Georg, 2010. "Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(4), pages 436-453, August.
- Seojin Lee & Young Min Kim, 2020. "Effect of foreign exchange intervention: The case of Korea," Pacific Economic Review, Wiley Blackwell, vol. 25(5), pages 641-659, December.
- Alessandro Prati & Massimo Sbracia, 2002.
"Currency crises and uncertainty about fundamentals,"
Temi di discussione (Economic working papers)
446, Bank of Italy, Economic Research and International Relations Area.
- Mr. M. Sbracia & Mr. Alessandro Prati, 2002. "Currency Crises and Uncertainty About Fundamentals," IMF Working Papers 2002/003, International Monetary Fund.
- Kang Shi & Juanyi Xu, 2009.
"Entry cost, the Tobin tax, and noise trading in the foreign exchange market,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(4), pages 1501-1526, November.
- Kang Shi & Juanyi Xu, 2009. "Entry cost, the Tobin tax, and noise trading in the foreign exchange market," Canadian Journal of Economics, Canadian Economics Association, vol. 42(4), pages 1501-1526, November.
- Takuji Kinkyo, 2004. "Disorderly adjustments to exchange rate misalignments: The experience of Korea," Working Papers 140, Department of Economics, SOAS University of London, UK.
- Jimmy Melo, 2014. "Expectativas cambiarias, selección adversa y liquidez," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 27-62, May.
- Annina Kaltenbrunner & Machiko Nissanke, 2009. "The Case for an Intermediate Exchange Rate Regime with Endogenizing Market Structures and Capital Mobility: The Empirical Study of Brazil," WIDER Working Paper Series RP2009-29, World Institute for Development Economic Research (UNU-WIDER).
- Alex Cukierman & Itay Goldstein & Yossi Spiegel, 2004.
"The Choice of Exchange-Rate Regime and Speculative Attacks,"
Journal of the European Economic Association, MIT Press, vol. 2(6), pages 1206-1241, December.
- Cukierman, Alex & Spiegel, Yossi & Goldstein, Itay, 2003. "The Choice of Exchange Rate Regime and Speculative Attacks," CEPR Discussion Papers 3714, C.E.P.R. Discussion Papers.
- Chen, Haiwei, 2016. "A Tobin tax only on sellers," Finance Research Letters, Elsevier, vol. 19(C), pages 83-89.
- Beng, Gan Wee, 2000. "Exchange-rate policy in East Asia after the fall: how much have things changed?," Journal of Asian Economics, Elsevier, vol. 11(4), pages 403-430.
- Maurice Obstfeld & Jonathan D. Ostry & Mahvash S. Qureshi, 2019.
"A Tie That Binds: Revisiting the Trilemma in Emerging Market Economies,"
The Review of Economics and Statistics, MIT Press, vol. 101(2), pages 279-293, May.
- Mr. Maurice Obstfeld & Mr. Jonathan David Ostry & Mahvash S Qureshi, 2017. "A Tie That Binds: Revisiting the Trilemma in Emerging Market Economies," IMF Working Papers 2017/130, International Monetary Fund.
- Obstfeld, Maurice & Ostry, Jonathan D. & Qureshi, Mahvash S., 2017. "A Tie That Binds: Revisiting the Trilemma in Emerging Market Economies," CEPR Discussion Papers 12093, C.E.P.R. Discussion Papers.
- Takuji Kinkyo, 2004. "The case for regional exchange rate arrangement in East Asia," Working Papers 141, Department of Economics, SOAS University of London, UK.
- Monika Blaszkiewicz-Schwartzman, 2007. "Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence," Money Macro and Finance (MMF) Research Group Conference 2006 144, Money Macro and Finance Research Group.
- Mr. Guy M Meredith & Yue Ma, 2002. "The Forward Premium Puzzle Revisited," IMF Working Papers 2002/028, International Monetary Fund.
- Pierdzioch, Christian & Schäfer, Dirk & Stadtmann, Georg, 2010. "Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern," Discussion Papers 287, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2015.
"International Portfolio Flows and Exchange Rate Volatility for Emerging Markets,"
Discussion Papers of DIW Berlin
1519, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2015. "International Portfolio Flows and Exchange Rate Volatility for Emerging Markets," CESifo Working Paper Series 5615, CESifo.
- Bauer, Christian & Herz, Bernhard, 2007. "Credibility of CIS exchange rate policies -- A technical trader's view," Emerging Markets Review, Elsevier, vol. 8(1), pages 50-66, March.
- Blanco, Andrés & Cravino, Javier, 2020. "Price rigidities and the relative PPP," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 104-116.
- Bas van Aarle & Harry Garretsen & Florence Huart & Bas Van Aarle, 2003. "Transatlantic Monetary and Fiscal Policy Interaction," CESifo Working Paper Series 1042, CESifo.
- Aysun, Uluc, 2024. "Identifying the external and internal drivers of exchange rate volatility in small open economies," Emerging Markets Review, Elsevier, vol. 58(C).
- Frederik Herzberg, 2008. "Black-Scholes theory for an underlying with multiple attractors," Quantitative Finance, Taylor & Francis Journals, vol. 8(5), pages 453-457.
- Ansgar Belke & Kai Geisslreither & Daniel Gros, 2004.
"On the Relationship Between Exchange Rates and Interest Rates: Evidence from the Southern Cone,"
Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 41(122), pages 35-64.
- Ansgar Belke & Kai Geisslreither & Daniel Gros, 2004. "On the Relationship Between Exchange Rates and Interest Rates: Evidence from the Southern Cone," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 232/2004, Department of Economics, University of Hohenheim, Germany.
- Duarte, Margarida, 2003. "Why don't macroeconomic quantities respond to exchange rate variability?," Journal of Monetary Economics, Elsevier, vol. 50(4), pages 889-913, May.
- Dumitriu Ramona & Stefanescu Razvan, 2021. "TOQ Effects on the Romanian Foreign Exchange Market," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 246-253.
- Frenkel, Michael & Stadtmann, Georg, 2002. "Capital controls, exchange rate volatility and risk premium," Research Notes 5, Deutsche Bank Research.
- Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2017. "Portfolio flows and the US dollar–yen exchange rate," Empirical Economics, Springer, vol. 52(1), pages 179-189, February.
- Hongjun Yan, 2010.
"Is Noise Trading Cancelled Out by Aggregation?,"
Management Science, INFORMS, vol. 56(7), pages 1047-1059, July.
- Hongjun Yan, 2008. "Is Noise Trading Cancelled Out by Aggregation?," Yale School of Management Working Papers amz2604, Yale School of Management, revised 01 Jan 2009.
- Dr. Nicolas Alexis Cuche-Curti & Harris Dellas & Jean-Marc Natal, 2009. "A dynamic stochastic general equilibrium model for Switzerland," Economic Studies 2009-05, Swiss National Bank.
- Enrique Martínez García, 2007. "A monetary model of the exchange rate with informational frictions," Globalization Institute Working Papers 02, Federal Reserve Bank of Dallas.
- Xu, Juanyi, 2010. "Noise traders, exchange rate disconnect puzzle, and the Tobin tax," Journal of International Money and Finance, Elsevier, vol. 29(2), pages 336-357, March.
- Kawai, Masahiro & Takagi, Shinji, 2000. "Proposed strategy for a regional exchange rate arrangement in post-crisis East Asia," Policy Research Working Paper Series 2503, The World Bank.
- Charles Engel & Feng Zhu, 2019. "Exchange rate puzzles: evidence from rigidly fixed nominal exchange rate systems," BIS Working Papers 805, Bank for International Settlements.
- Bernd Kempa, 2005. "Exchange Rate Disconnect in a Standard Open-Economy Macro Model," Open Economies Review, Springer, vol. 16(3), pages 283-293, July.