-
1
-
-
20844443512
-
Exchange rates and fundamentals: evidence on the economic value of predictability
-
Abhyankar A., Sarno L., Valente G. Exchange rates and fundamentals: evidence on the economic value of predictability. Journal of International Economics 2005, 66:325-348.
-
(2005)
Journal of International Economics
, vol.66
, pp. 325-348
-
-
Abhyankar, A.1
Sarno, L.2
Valente, G.3
-
2
-
-
34248650723
-
Bayesian estimation of an open economy DSGE model with incomplete pass-through
-
Adolfson M., Laséen S., Lindé J., Villani M. Bayesian estimation of an open economy DSGE model with incomplete pass-through. Journal of International Economics 2007, 72:481-511.
-
(2007)
Journal of International Economics
, vol.72
, pp. 481-511
-
-
Adolfson, M.1
Laséen, S.2
Lindé, J.3
Villani, M.4
-
3
-
-
84883840849
-
Evaluating an estimated New Keynesian small open economy model
-
Adolfson M., Laséen S., Lindé J., Villani M. Evaluating an estimated New Keynesian small open economy model. Journal of Economic Dynamics and Control 2008, 32:2690-2721.
-
(2008)
Journal of Economic Dynamics and Control
, vol.32
, pp. 2690-2721
-
-
Adolfson, M.1
Laséen, S.2
Lindé, J.3
Villani, M.4
-
5
-
-
67549105072
-
Time-varying risk, interest rates and exchange rates in general equilibrium
-
Alvarez F., Atkeson A., Kehoe P. Time-varying risk, interest rates and exchange rates in general equilibrium. Review of Economic Studies 2009, 76:851-878.
-
(2009)
Review of Economic Studies
, vol.76
, pp. 851-878
-
-
Alvarez, F.1
Atkeson, A.2
Kehoe, P.3
-
6
-
-
0242345456
-
Micro effects of macro announcements: real-time price discovery in foreign exchange
-
Andersen T.G., Bollerslev T., Diebold F.X., Vega C. Micro effects of macro announcements: real-time price discovery in foreign exchange. The American Economic Review 2003, 93:38-62.
-
(2003)
The American Economic Review
, vol.93
, pp. 38-62
-
-
Andersen, T.G.1
Bollerslev, T.2
Diebold, F.X.3
Vega, C.4
-
7
-
-
35648955067
-
Real time price discovery in global stock, bond, and foreign exchange markets
-
Andersen T.G., Bollerslev T., Diebold F.X., Vega C. Real time price discovery in global stock, bond, and foreign exchange markets. Journal of International Economics 2007, 73:251-277.
-
(2007)
Journal of International Economics
, vol.73
, pp. 251-277
-
-
Andersen, T.G.1
Bollerslev, T.2
Diebold, F.X.3
Vega, C.4
-
8
-
-
33747706175
-
Can information heterogeneity explain the exchange rate determination puzzle?
-
Bacchetta P., van Wincoop E. Can information heterogeneity explain the exchange rate determination puzzle?. The American Economic Review 2006, 96:552-576.
-
(2006)
The American Economic Review
, vol.96
, pp. 552-576
-
-
Bacchetta, P.1
van Wincoop, E.2
-
9
-
-
77955140950
-
Infrequent portfolio decisions: a solution to the forward discount puzzle
-
Bacchetta P., van Wincoop E. Infrequent portfolio decisions: a solution to the forward discount puzzle. The American Economic Review 2010, 100:870-904.
-
(2010)
The American Economic Review
, vol.100
, pp. 870-904
-
-
Bacchetta, P.1
van Wincoop, E.2
-
10
-
-
84886326563
-
Modeling exchange rates with incomplete information
-
Wiley, J. James, I. Marsh, L. Sarno (Eds.)
-
Bacchetta P., van Wincoop E. Modeling exchange rates with incomplete information. Handbook of Exchange Rates 2012, Wiley. J. James, I. Marsh, L. Sarno (Eds.).
-
(2012)
Handbook of Exchange Rates
-
-
Bacchetta, P.1
van Wincoop, E.2
-
11
-
-
84881551481
-
On the unstable relationship between exchange rates and macroeconomic fundamentals
-
Bacchetta P., van Wincoop E. On the unstable relationship between exchange rates and macroeconomic fundamentals. Journal of International Economics 2013, 91:18-26.
-
(2013)
Journal of International Economics
, vol.91
, pp. 18-26
-
-
Bacchetta, P.1
van Wincoop, E.2
-
12
-
-
0039843719
-
Affine term structure models and the forward premium anomaly
-
Backus D.K., Foresi S., Telmer C.I. Affine term structure models and the forward premium anomaly. The Journal of Finance 2001, 56:279-304.
-
(2001)
The Journal of Finance
, vol.56
, pp. 279-304
-
-
Backus, D.K.1
Foresi, S.2
Telmer, C.I.3
-
13
-
-
84857160663
-
Monetary Policy and the Uncovered Interest Parity Puzzle
-
Working Paper, Stern School of Business, New York University
-
Backus, D.K., Gavazzoni, F., Telmer, C., Zin, S.E., 2013. Monetary Policy and the Uncovered Interest Parity Puzzle. Working Paper, Stern School of Business, New York University.
-
(2013)
-
-
Backus, D.K.1
Gavazzoni, F.2
Telmer, C.3
Zin, S.E.4
-
15
-
-
0034112701
-
The forward premium puzzle: different tales from developed and emerging economies
-
Bansal R., Dahlquist M. The forward premium puzzle: different tales from developed and emerging economies. Journal of International Economics 2000, 51:115-144.
-
(2000)
Journal of International Economics
, vol.51
, pp. 115-144
-
-
Bansal, R.1
Dahlquist, M.2
-
16
-
-
52249115216
-
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
-
Unpublished Working Paper, Duke University and Wharton Business School
-
Bansal, R., Shaliastovich, I., 2012. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. Unpublished Working Paper, Duke University and Wharton Business School.
-
(2012)
-
-
Bansal, R.1
Shaliastovich, I.2
-
19
-
-
0031236501
-
The implications of first-order risk aversion for asset market risk premiums
-
Bekaert G., Hodrick R.J., Marshall D.A. The implications of first-order risk aversion for asset market risk premiums. Journal of Monetary Economics 1997, 40:3-39.
-
(1997)
Journal of Monetary Economics
, vol.40
, pp. 3-39
-
-
Bekaert, G.1
Hodrick, R.J.2
Marshall, D.A.3
-
21
-
-
1642542021
-
Real exchange rate persistence and monetary policy rules
-
Benigno G. Real exchange rate persistence and monetary policy rules. Journal of Monetary Economics 2004, 51:473-502.
-
(2004)
Journal of Monetary Economics
, vol.51
, pp. 473-502
-
-
Benigno, G.1
-
23
-
-
0037356593
-
Equilibrium exchange rates and supply-side performance
-
Benigno G., Thoenissen C. Equilibrium exchange rates and supply-side performance. The Economic Journal 2003, 113:103-124.
-
(2003)
The Economic Journal
, vol.113
, pp. 103-124
-
-
Benigno, G.1
Thoenissen, C.2
-
24
-
-
84865602934
-
Risk, monetary policy and the exchange rate
-
Benigno G., Benigno P., Nisticò S. Risk, monetary policy and the exchange rate. NBER Macroeconomics Annual 2012, 2011:247-309.
-
(2012)
NBER Macroeconomics Annual
, vol.2011
, pp. 247-309
-
-
Benigno, G.1
Benigno, P.2
Nisticò, S.3
-
25
-
-
43049157541
-
Order flow and exchange rate dynamics in electronic brokerage system data
-
Berger D.W., Chaboud A.P., Chernenko S.V., Howorka E., Wright J.H. Order flow and exchange rate dynamics in electronic brokerage system data. Journal of International Economics 2008, 75:93-109.
-
(2008)
Journal of International Economics
, vol.75
, pp. 93-109
-
-
Berger, D.W.1
Chaboud, A.P.2
Chernenko, S.V.3
Howorka, E.4
Wright, J.H.5
-
26
-
-
33748431065
-
How well can the new open economy macroeconomics explain the exchange rate and current account?
-
Bergin P.R. How well can the new open economy macroeconomics explain the exchange rate and current account?. Journal of International Money and Finance 2006, 25:675-701.
-
(2006)
Journal of International Money and Finance
, vol.25
, pp. 675-701
-
-
Bergin, P.R.1
-
27
-
-
0040271450
-
The exchange rate in a model of pricing-to-market
-
Betts C., Devereux M.B. The exchange rate in a model of pricing-to-market. European Economic Review 1996, 40:1007-1021.
-
(1996)
European Economic Review
, vol.40
, pp. 1007-1021
-
-
Betts, C.1
Devereux, M.B.2
-
29
-
-
0001660278
-
The 'speculative efficiency' hypothesis
-
Bilson J.F.O. The 'speculative efficiency' hypothesis. Journal of Business 1981, 54:435-451.
-
(1981)
Journal of Business
, vol.54
, pp. 435-451
-
-
Bilson, J.F.O.1
-
30
-
-
69549107521
-
Monetary policy and exchange rate overshooting: Dornbusch was right after all
-
Bjørnland H.C. Monetary policy and exchange rate overshooting: Dornbusch was right after all. Journal of International Economics 2009, 79:64-77.
-
(2009)
Journal of International Economics
, vol.79
, pp. 64-77
-
-
Bjørnland, H.C.1
-
31
-
-
0000174465
-
The solution of linear difference models under rational expectations
-
Blanchard O.J., Kahn C.M. The solution of linear difference models under rational expectations. Econometrica 1980, 48:1305-1311.
-
(1980)
Econometrica
, vol.48
, pp. 1305-1311
-
-
Blanchard, O.J.1
Kahn, C.M.2
-
32
-
-
25144492738
-
International investors, the U.S. current account, and the dollar
-
Blanchard O., Giavazzi F., Sa F. International investors, the U.S. current account, and the dollar. Brookings Papers on Economic Activity 2005, 1:1-49.
-
(2005)
Brookings Papers on Economic Activity
, vol.1
, pp. 1-49
-
-
Blanchard, O.1
Giavazzi, F.2
Sa, F.3
-
33
-
-
33744539082
-
International risk sharing is better than you think, or exchange rates are too smooth
-
Brandt M.W., Cochrane J.H., Santa-Clara P. International risk sharing is better than you think, or exchange rates are too smooth. Journal of Monetary Economics 2006, 53:671-698.
-
(2006)
Journal of Monetary Economics
, vol.53
, pp. 671-698
-
-
Brandt, M.W.1
Cochrane, J.H.2
Santa-Clara, P.3
-
34
-
-
77049087298
-
An empirical study of portfolio-balance and information effects of order flow on exchange rates
-
Breedon F., Vitale P. An empirical study of portfolio-balance and information effects of order flow on exchange rates. Journal of International Money and Finance 2010, 29:504-524.
-
(2010)
Journal of International Money and Finance
, vol.29
, pp. 504-524
-
-
Breedon, F.1
Vitale, P.2
-
36
-
-
83755224385
-
The cross section of foreign currency risk premia and consumption growth risk: comment
-
Burnside C. The cross section of foreign currency risk premia and consumption growth risk: comment. The American Economic Review 2011, 101:3456-3476.
-
(2011)
The American Economic Review
, vol.101
, pp. 3456-3476
-
-
Burnside, C.1
-
37
-
-
34547366839
-
The Returns to Currency Speculation
-
National Bureau of Economic Research, Working Paper No. 12489
-
Burnside, C., Eichenbaum, M., Kleshchelski, I., Rebelo, S., 2006. The Returns to Currency Speculation. National Bureau of Economic Research, Working Paper No. 12489.
-
(2006)
-
-
Burnside, C.1
Eichenbaum, M.2
Kleshchelski, I.3
Rebelo, S.4
-
39
-
-
79952165560
-
Do peso problems explain the returns to the carry trade?
-
Burnside C., Eichenbaum M., Kleshchelski I., Rebelo S. Do peso problems explain the returns to the carry trade?. Review of Financial Studies 2011, 24:853-891.
-
(2011)
Review of Financial Studies
, vol.24
, pp. 853-891
-
-
Burnside, C.1
Eichenbaum, M.2
Kleshchelski, I.3
Rebelo, S.4
-
40
-
-
79953318408
-
Investor overconfidence and the forward premium puzzle
-
Burnside C., Han B., Hirshleifer D., Wang T.Y. Investor overconfidence and the forward premium puzzle. Review of Economic Studies 2011, 78:523-558.
-
(2011)
Review of Economic Studies
, vol.78
, pp. 523-558
-
-
Burnside, C.1
Han, B.2
Hirshleifer, D.3
Wang, T.Y.4
-
43
-
-
0032771542
-
By force of habit: a consumption-based explanation of aggregate stock market behavior
-
Campbell J.Y., Cochrane J.H. By force of habit: a consumption-based explanation of aggregate stock market behavior. Journal of Political Economy 1999, 107:205-251.
-
(1999)
Journal of Political Economy
, vol.107
, pp. 205-251
-
-
Campbell, J.Y.1
Cochrane, J.H.2
-
44
-
-
0000007521
-
The dividend-price ratio and expectations of future dividends and discount factors
-
Campbell J.Y., Shiller R.J. The dividend-price ratio and expectations of future dividends and discount factors. Review of Financial Studies 1988, 1:195-228.
-
(1988)
Review of Financial Studies
, vol.1
, pp. 195-228
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
45
-
-
0036339138
-
Net foreign assets and the exchange rate: redux revived
-
Cavallo M., Ghironi F. Net foreign assets and the exchange rate: redux revived. Journal of Monetary Economics 2002, 49:1057-1097.
-
(2002)
Journal of Monetary Economics
, vol.49
, pp. 1057-1097
-
-
Cavallo, M.1
Ghironi, F.2
-
46
-
-
77953622056
-
The monetary model strikes back: evidence from the world
-
Cerra V., Saxena S.C. The monetary model strikes back: evidence from the world. Journal of International Economics 2010, 81:184-196.
-
(2010)
Journal of International Economics
, vol.81
, pp. 184-196
-
-
Cerra, V.1
Saxena, S.C.2
-
48
-
-
0036655918
-
Can sticky price models generate volatile and persistent real exchange rates?
-
Chari V.V., Kehoe P.J., McGrattan E.R. Can sticky price models generate volatile and persistent real exchange rates?. The Review of Economic Studies 2002, 69:533-563.
-
(2002)
The Review of Economic Studies
, vol.69
, pp. 533-563
-
-
Chari, V.V.1
Kehoe, P.J.2
McGrattan, E.R.3
-
52
-
-
30944433041
-
The partial rehabilitation of interest rate parity in the floating rate era: longer horizons, alternative expectations, and emerging markets
-
Chinn M.D. The partial rehabilitation of interest rate parity in the floating rate era: longer horizons, alternative expectations, and emerging markets. Journal of International Money and Finance 2006, 25:7-21.
-
(2006)
Journal of International Money and Finance
, vol.25
, pp. 7-21
-
-
Chinn, M.D.1
-
53
-
-
12844280551
-
Monetary policy and long-horizon uncovered interest parity
-
Chinn M.D., Meredith G. Monetary policy and long-horizon uncovered interest parity. IMF Staff Papers 2004, 51:409-430.
-
(2004)
IMF Staff Papers
, vol.51
, pp. 409-430
-
-
Chinn, M.D.1
Meredith, G.2
-
54
-
-
82455184242
-
Order flow and the monetary model of exchange rates: evidence from a novel data set
-
Chinn M.D., Moore M.J. Order flow and the monetary model of exchange rates: evidence from a novel data set. Journal of Money, Credit and Banking 2011, 43:1599-1624.
-
(2011)
Journal of Money, Credit and Banking
, vol.43
, pp. 1599-1624
-
-
Chinn, M.D.1
Moore, M.J.2
-
55
-
-
61349086034
-
Is bad news about inflation good news for the exchange rate? And if so, can that tell us anything about the conduct of monetary policy?
-
In Asset Prices and Monetary Policy (NBER) 371-396.
-
Clarida, R.H., Waldman, D., 2008. Is bad news about inflation good news for the exchange rate? And if so, can that tell us anything about the conduct of monetary policy? In Asset Prices and Monetary Policy (NBER) 371-396.
-
(2008)
-
-
Clarida, R.H.1
Waldman, D.2
-
56
-
-
0036339136
-
A simple framework for international monetary policy analysis
-
Clarida R., Galí J., Gertler M. A simple framework for international monetary policy analysis. Journal of Monetary Economics 2002, 49:879-904.
-
(2002)
Journal of Monetary Economics
, vol.49
, pp. 879-904
-
-
Clarida, R.1
Galí, J.2
Gertler, M.3
-
57
-
-
0037403873
-
The out-of-sample success of term structure models as exchange rate predictors: a step beyond
-
Clarida R.H., Sarno L., Taylor M.P., Valente G. The out-of-sample success of term structure models as exchange rate predictors: a step beyond. Journal of International Economics 2003, 60:61-83.
-
(2003)
Journal of International Economics
, vol.60
, pp. 61-83
-
-
Clarida, R.H.1
Sarno, L.2
Taylor, M.P.3
Valente, G.4
-
59
-
-
33748618701
-
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
-
Clark T.E., West K.D. Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis. Journal of Econometrics 2006, 135:155-186.
-
(2006)
Journal of Econometrics
, vol.135
, pp. 155-186
-
-
Clark, T.E.1
West, K.D.2
-
60
-
-
0004291281
-
-
Princeton University Press, Princeton
-
Cochrane J.H. Asset Pricing 2005, Princeton University Press, Princeton. Revised Edition.
-
(2005)
Asset Pricing
-
-
Cochrane, J.H.1
-
61
-
-
79953693252
-
Risks for the long-run and the real exchange rate
-
Colacito R., Croce M.M. Risks for the long-run and the real exchange rate. Journal of Political Economy 2011, 119:153-181.
-
(2011)
Journal of Political Economy
, vol.119
, pp. 153-181
-
-
Colacito, R.1
Croce, M.M.2
-
62
-
-
84887538094
-
International asset pricing with recursive preferences
-
Colacito R., Croce M.M. International asset pricing with recursive preferences. Journal of Finance 2013, 68:2651-2686.
-
(2013)
Journal of Finance
, vol.68
, pp. 2651-2686
-
-
Colacito, R.1
Croce, M.M.2
-
63
-
-
40449136103
-
International risk sharing and the transmission of productivity shocks
-
Corsetti G., Dedola L., Leduc S. International risk sharing and the transmission of productivity shocks. Review of Economic Studies 2008, 75:443-473.
-
(2008)
Review of Economic Studies
, vol.75
, pp. 443-473
-
-
Corsetti, G.1
Dedola, L.2
Leduc, S.3
-
64
-
-
0036340669
-
Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect
-
Devereux M.B., Engel C. Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect. Journal of Monetary Economics 2002, 49:913-940.
-
(2002)
Journal of Monetary Economics
, vol.49
, pp. 913-940
-
-
Devereux, M.B.1
Engel, C.2
-
66
-
-
33947324236
-
The effectiveness of foreign exchange intervention in emerging market countries: evidence from the Czech koruna
-
Disyatat P., Galati G. The effectiveness of foreign exchange intervention in emerging market countries: evidence from the Czech koruna. Journal of International Money and Finance 2007, 26:383-402.
-
(2007)
Journal of International Money and Finance
, vol.26
, pp. 383-402
-
-
Disyatat, P.1
Galati, G.2
-
67
-
-
0037220252
-
The market microstructure of central bank intervention
-
Dominguez K.M.E. The market microstructure of central bank intervention. Journal of International Economics 2003, 59:25-45.
-
(2003)
Journal of International Economics
, vol.59
, pp. 25-45
-
-
Dominguez, K.M.E.1
-
68
-
-
33750935998
-
When do central bank interventions influence intra-daily and longer-term exchange rate movements?
-
Dominguez K.M.E. When do central bank interventions influence intra-daily and longer-term exchange rate movements?. Journal of International Money and Finance 2006, 25:1051-1071.
-
(2006)
Journal of International Money and Finance
, vol.25
, pp. 1051-1071
-
-
Dominguez, K.M.E.1
-
69
-
-
0001620586
-
Does foreign exchange intervention matter? The portfolio effect
-
Dominguez K.M., Frankel J. Does foreign exchange intervention matter? The portfolio effect. The American Economic Review 1993, 83:1356-1369.
-
(1993)
The American Economic Review
, vol.83
, pp. 1356-1369
-
-
Dominguez, K.M.1
Frankel, J.2
-
70
-
-
0000852872
-
Expectations and exchange rate dynamics
-
Dornbusch R. Expectations and exchange rate dynamics. Journal of Political Economy 1976, 84:1161-1176.
-
(1976)
Journal of Political Economy
, vol.84
, pp. 1161-1176
-
-
Dornbusch, R.1
-
71
-
-
52749092795
-
Nontraded goods, market segmentation, and exchange rates
-
Dotsey M., Duarte M. Nontraded goods, market segmentation, and exchange rates. Journal of Monetary Economics 2008, 55:1129-1142.
-
(2008)
Journal of Monetary Economics
, vol.55
, pp. 1129-1142
-
-
Dotsey, M.1
Duarte, M.2
-
73
-
-
77956424263
-
A multinomial logit approach to exchange rate policy classification with an application to growth
-
Dubas J.M., Lee B.-J., Mark N.C. A multinomial logit approach to exchange rate policy classification with an application to growth. Journal of International Money and Finance 2010, 29:1438-1462.
-
(2010)
Journal of International Money and Finance
, vol.29
, pp. 1438-1462
-
-
Dubas, J.M.1
Lee, B.-J.2
Mark, N.C.3
-
75
-
-
84959805338
-
Some empirical evidence on the effects of shocks to monetary policy on exchange rates
-
Eichenbaum M., Evans C.L. Some empirical evidence on the effects of shocks to monetary policy on exchange rates. Quarterly Journal of Economics 1995, 110:975-1009.
-
(1995)
Quarterly Journal of Economics
, vol.110
, pp. 975-1009
-
-
Eichenbaum, M.1
Evans, C.L.2
-
76
-
-
33745959564
-
The international monetary system in the last and next 20years
-
Eichengreen B., Razo-Garcia R. The international monetary system in the last and next 20years. Economic Policy 2006, 21:393-442.
-
(2006)
Economic Policy
, vol.21
, pp. 393-442
-
-
Eichengreen, B.1
Razo-Garcia, R.2
-
77
-
-
78650834313
-
How do fiscal and technology shocks affect real exchange rates? New evidence for the United States
-
Enders Z., Müller G.J., Scholl A. How do fiscal and technology shocks affect real exchange rates? New evidence for the United States. Journal of International Economics 2011, 83:53-69.
-
(2011)
Journal of International Economics
, vol.83
, pp. 53-69
-
-
Enders, Z.1
Müller, G.J.2
Scholl, A.3
-
78
-
-
0030163502
-
The forward discount anomaly and the risk premium: a survey of recent evidence
-
Engel C. The forward discount anomaly and the risk premium: a survey of recent evidence. Journal of Empirical Finance 1996, 3:123-192.
-
(1996)
Journal of Empirical Finance
, vol.3
, pp. 123-192
-
-
Engel, C.1
-
79
-
-
0033938808
-
Long-run PPP may not hold after all
-
Engel C. Long-run PPP may not hold after all. Journal of International Economics 2000, 51:243-273.
-
(2000)
Journal of International Economics
, vol.51
, pp. 243-273
-
-
Engel, C.1
-
80
-
-
25644445219
-
Some new variance bounds for asset prices
-
Engel C. Some new variance bounds for asset prices. Journal of Money, Credit and Banking 2005, 37:949-955.
-
(2005)
Journal of Money, Credit and Banking
, vol.37
, pp. 949-955
-
-
Engel, C.1
-
81
-
-
4043169149
-
Accounting for exchange rate variability in present value models when the discount factor is near one
-
Engel C., West K.D. Accounting for exchange rate variability in present value models when the discount factor is near one. The American Economic Review, Papers and Proceedings 2004, 94:119-125.
-
(2004)
The American Economic Review, Papers and Proceedings
, vol.94
, pp. 119-125
-
-
Engel, C.1
West, K.D.2
-
83
-
-
33747075817
-
Taylor rules and the deutschemark-dollar real exchange rate
-
Engel C., West K.D. Taylor rules and the deutschemark-dollar real exchange rate. Journal of Money, Credit and Banking 2006, 38:1175-1194.
-
(2006)
Journal of Money, Credit and Banking
, vol.38
, pp. 1175-1194
-
-
Engel, C.1
West, K.D.2
-
85
-
-
0000842941
-
Substitution, risk aversion, and the temporal behavior of consumption and asset returns: a theoretical framework
-
Epstein L.G., Zin S.E. Substitution, risk aversion, and the temporal behavior of consumption and asset returns: a theoretical framework. Econometrica 1989, 57:937-969.
-
(1989)
Econometrica
, vol.57
, pp. 937-969
-
-
Epstein, L.G.1
Zin, S.E.2
-
86
-
-
0008605534
-
FX trading and exchange rate dynamics
-
Evans M.D.D. FX trading and exchange rate dynamics. Journal of Finance 2002, 57:2405-2447.
-
(2002)
Journal of Finance
, vol.57
, pp. 2405-2447
-
-
Evans, M.D.D.1
-
87
-
-
72149111391
-
Order flows and the exchange rate disconnect puzzle
-
Evans M.D.D. Order flows and the exchange rate disconnect puzzle. Journal of International Economics 2010, 80:58-71.
-
(2010)
Journal of International Economics
, vol.80
, pp. 58-71
-
-
Evans, M.D.D.1
-
93
-
-
48549113655
-
Forward and spot exchange rates
-
Fama E.F. Forward and spot exchange rates. Journal of Monetary Economics 1984, 14:319-338.
-
(1984)
Journal of Monetary Economics
, vol.14
, pp. 319-338
-
-
Fama, E.F.1
-
94
-
-
44949086668
-
Rare Disasters and Exchange Rates
-
Working Paper. Harvard University
-
Farhi, E., Gabaix, X., 2011. Rare Disasters and Exchange Rates. Working Paper. Harvard University.
-
(2011)
-
-
Farhi, E.1
Gabaix, X.2
-
95
-
-
77149134045
-
Crash Risk in currency markets
-
Working Paper, Harvard University
-
Farhi, E., Fraiberger, S.P., Gabaix, X., Ranciere, R., Verdelhan, A., 2013. Crash Risk in currency markets. Working Paper, Harvard University.
-
(2013)
-
-
Farhi, E.1
Fraiberger, S.P.2
Gabaix, X.3
Ranciere, R.4
Verdelhan, A.5
-
96
-
-
84894270150
-
Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter after All? Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Paper, No
-
57
-
Fatum, R., 2010. Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter after All? Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Paper, No. 57.
-
(2010)
-
-
Fatum, R.1
-
97
-
-
0033480680
-
Is intervention a signal of future monetary policy? Evidence from the federal funds futures market
-
Fatum R., Hutchison M. Is intervention a signal of future monetary policy? Evidence from the federal funds futures market. Journal of Money, Credit and Banking 1999, 31:54-69.
-
(1999)
Journal of Money, Credit and Banking
, vol.31
, pp. 54-69
-
-
Fatum, R.1
Hutchison, M.2
-
98
-
-
33748578630
-
Do exchange rates respond to day-to-day changes in monetary policy expectations when no monetary policy changes occur?
-
Fatum R., Scholnick B. Do exchange rates respond to day-to-day changes in monetary policy expectations when no monetary policy changes occur?. Journal of Money, Credit and Banking 2006, 38:1641-1657.
-
(2006)
Journal of Money, Credit and Banking
, vol.38
, pp. 1641-1657
-
-
Fatum, R.1
Scholnick, B.2
-
99
-
-
0142055330
-
Monetary policy's role in exchange rate behavior
-
Faust J., Rogers J.H. Monetary policy's role in exchange rate behavior. Journal of Monetary Economics 2003, 50:1403-1424.
-
(2003)
Journal of Monetary Economics
, vol.50
, pp. 1403-1424
-
-
Faust, J.1
Rogers, J.H.2
-
101
-
-
34247379925
-
The high-frequency response of exchange rates and interest rates to macroeconomic announcements
-
Faust J., Rogers J.H., Wang S.-Y.B., Wright J.H. The high-frequency response of exchange rates and interest rates to macroeconomic announcements. Journal of Monetary Economics 2007, 54:1051-1068.
-
(2007)
Journal of Monetary Economics
, vol.54
, pp. 1051-1068
-
-
Faust, J.1
Rogers, J.H.2
Wang, S.-Y.B.3
Wright, J.H.4
-
102
-
-
84995733144
-
On the mark: a theory of floating exchange rates based on real interest differentials
-
Frankel J.A. On the mark: a theory of floating exchange rates based on real interest differentials. The American Economic Review 1979, 69:610-622.
-
(1979)
The American Economic Review
, vol.69
, pp. 610-622
-
-
Frankel, J.A.1
-
103
-
-
77149143534
-
The forward market in emerging currencies: less biased than in major currencies
-
Frankel J., Poonawala J. The forward market in emerging currencies: less biased than in major currencies. Journal of International Money and Finance 2010, 29:585-598.
-
(2010)
Journal of International Money and Finance
, vol.29
, pp. 585-598
-
-
Frankel, J.1
Poonawala, J.2
-
105
-
-
30944453933
-
On the long-term effectiveness of exchange rate communication and interventions
-
Fratzscher M. On the long-term effectiveness of exchange rate communication and interventions. Journal of International Money and Finance 2006, 25:146-167.
-
(2006)
Journal of International Money and Finance
, vol.25
, pp. 146-167
-
-
Fratzscher, M.1
-
106
-
-
45749102525
-
Oral interventions versus actual interventions in FX markets-an event-study approach
-
Fratzscher M. Oral interventions versus actual interventions in FX markets-an event-study approach. The Economic Journal 2008, 118:1079-1106.
-
(2008)
The Economic Journal
, vol.118
, pp. 1079-1106
-
-
Fratzscher, M.1
-
107
-
-
69749123015
-
How successful is the G7 in managing exchange rates?
-
Fratzscher M. How successful is the G7 in managing exchange rates?. Journal of International Economics 2009, 79:78-88.
-
(2009)
Journal of International Economics
, vol.79
, pp. 78-88
-
-
Fratzscher, M.1
-
108
-
-
19944363145
-
Currency returns, intrinsic value and institutional-investor flows
-
Froot K.A., Ramadorai T. Currency returns, intrinsic value and institutional-investor flows. Journal of Finance 2005, 60:1535-1566.
-
(2005)
Journal of Finance
, vol.60
, pp. 1535-1566
-
-
Froot, K.A.1
Ramadorai, T.2
-
110
-
-
10944234617
-
The new open economy macroeconomics of government debt
-
Ganelli G. The new open economy macroeconomics of government debt. Journal of International Economics 2005, 65:167-184.
-
(2005)
Journal of International Economics
, vol.65
, pp. 167-184
-
-
Ganelli, G.1
-
111
-
-
43849088610
-
The role of net foreign assets in a New Keynesian small open economy model
-
Ghironi F. The role of net foreign assets in a New Keynesian small open economy model. Journal of Economic Dynamics and Control 2008, 32:1780-1811.
-
(2008)
Journal of Economic Dynamics and Control
, vol.32
, pp. 1780-1811
-
-
Ghironi, F.1
-
115
-
-
0033710835
-
The monetary exchange rate model as a long-run phenomenon
-
Groen J.J.J. The monetary exchange rate model as a long-run phenomenon. Journal of International Economics 2000, 52:299-319.
-
(2000)
Journal of International Economics
, vol.52
, pp. 299-319
-
-
Groen, J.J.J.1
-
116
-
-
22544458181
-
Exchange rate predictability and monetary fundamentals in a small multi-country panel
-
Groen J.J.J. Exchange rate predictability and monetary fundamentals in a small multi-country panel. Journal of Money, Credit and Banking 2005, 37:495-516.
-
(2005)
Journal of Money, Credit and Banking
, vol.37
, pp. 495-516
-
-
Groen, J.J.J.1
-
117
-
-
34548307279
-
The choice of exchange rate regimes in developing countries: a multinomial panel analysis
-
Hagen J., Zhou J. The choice of exchange rate regimes in developing countries: a multinomial panel analysis. Journal of International Money and Finance 2007, 26:1071-1094.
-
(2007)
Journal of International Money and Finance
, vol.26
, pp. 1071-1094
-
-
Hagen, J.1
Zhou, J.2
-
118
-
-
0033998484
-
Exchange rate determination: the role of factor price rigidities and nontradeables
-
Hau H. Exchange rate determination: the role of factor price rigidities and nontradeables. Journal of International Economics 2000, 50:421-447.
-
(2000)
Journal of International Economics
, vol.50
, pp. 421-447
-
-
Hau, H.1
-
119
-
-
2342593393
-
The liquidity effects of foreign exchange intervention
-
Ho W.-M. The liquidity effects of foreign exchange intervention. Journal of International Economics 2004, 63:179-208.
-
(2004)
Journal of International Economics
, vol.63
, pp. 179-208
-
-
Ho, W.-M.1
-
121
-
-
12144283529
-
Exchange rate regime durability and performance in developing versus advanced economies
-
Husain A.M., Mody A., Rogoff K.S. Exchange rate regime durability and performance in developing versus advanced economies. Journal of Monetary Economics 2005, 52:35-64.
-
(2005)
Journal of Monetary Economics
, vol.52
, pp. 35-64
-
-
Husain, A.M.1
Mody, A.2
Rogoff, K.S.3
-
122
-
-
84865193395
-
Ambiguity aversion: implications for the uncovered interest parity puzzle
-
Ilut C. Ambiguity aversion: implications for the uncovered interest parity puzzle. American Economic Journal: Macroeconomics 2012, 4:33-65.
-
(2012)
American Economic Journal: Macroeconomics
, vol.4
, pp. 33-65
-
-
Ilut, C.1
-
124
-
-
13944252195
-
Talking heads: the effects of ECB statements on the euro-dollar exchange rate
-
Jansen D.-J., de Haan J. Talking heads: the effects of ECB statements on the euro-dollar exchange rate. Journal of International Money and Finance 2005, 24:343-361.
-
(2005)
Journal of International Money and Finance
, vol.24
, pp. 343-361
-
-
Jansen, D.-J.1
de Haan, J.2
-
126
-
-
84865756269
-
The carry trade and fundamentals: nothing to fear but FEER itself
-
Jordà Ò;., Taylor A.M. The carry trade and fundamentals: nothing to fear but FEER itself. Journal of International Economics 2012, 88:74-90.
-
(2012)
Journal of International Economics
, vol.88
, pp. 74-90
-
-
Jordà, Ò.1
Taylor, A.M.2
-
127
-
-
34249065626
-
Can the new open economy macroeconomic model explain exchange rate fluctuations?
-
Jung Y. Can the new open economy macroeconomic model explain exchange rate fluctuations?. Journal of International Economics 2007, 72:381-408.
-
(2007)
Journal of International Economics
, vol.72
, pp. 381-408
-
-
Jung, Y.1
-
128
-
-
79958263962
-
Sources of exchange rate fluctuations: are they real or nominal?
-
Juvenal L. Sources of exchange rate fluctuations: are they real or nominal?. Journal of International Money and Finance 2011, 30:849-876.
-
(2011)
Journal of International Money and Finance
, vol.30
, pp. 849-876
-
-
Juvenal, L.1
-
129
-
-
0030117205
-
Does foreign exchange intervention signal future monetary policy?
-
Kaminsky G.L., Lewis K.K. Does foreign exchange intervention signal future monetary policy?. Journal of Monetary Economics 1996, 37:285-312.
-
(1996)
Journal of Monetary Economics
, vol.37
, pp. 285-312
-
-
Kaminsky, G.L.1
Lewis, K.K.2
-
130
-
-
17144395610
-
Identifying the efficacy of central bank interventions: evidence from Australia and Japan
-
Kearns J., Rigobon R. Identifying the efficacy of central bank interventions: evidence from Australia and Japan. Journal of International Economics 2005, 66:31-48.
-
(2005)
Journal of International Economics
, vol.66
, pp. 31-48
-
-
Kearns, J.1
Rigobon, R.2
-
131
-
-
0033445337
-
Exchange rates and monetary fundamentals: what do we learn from long-horizon regressions?
-
Kilian L. Exchange rates and monetary fundamentals: what do we learn from long-horizon regressions?. Journal of Applied Econometrics 1999, 14:491-510.
-
(1999)
Journal of Applied Econometrics
, vol.14
, pp. 491-510
-
-
Kilian, L.1
-
132
-
-
0005674560
-
Exchange rate anomalies in the industrial countries: a solution with a structural VAR approach
-
Kim S., Roubini N. Exchange rate anomalies in the industrial countries: a solution with a structural VAR approach. Journal of Monetary Economics 2000, 45:561-586.
-
(2000)
Journal of Monetary Economics
, vol.45
, pp. 561-586
-
-
Kim, S.1
Roubini, N.2
-
133
-
-
0035177511
-
The exchange rate in a dynamic-optimizing business cycle model with nominal rigidities: a quantitative investigation
-
Kollmann R. The exchange rate in a dynamic-optimizing business cycle model with nominal rigidities: a quantitative investigation. Journal of International Economics 2001, 55:243-262.
-
(2001)
Journal of International Economics
, vol.55
, pp. 243-262
-
-
Kollmann, R.1
-
134
-
-
13944277024
-
Welfare effects of a monetary union: the role of trade openness
-
Kollmann R. Welfare effects of a monetary union: the role of trade openness. Journal of the European Economic Association 2004, 2:289-301.
-
(2004)
Journal of the European Economic Association
, vol.2
, pp. 289-301
-
-
Kollmann, R.1
-
135
-
-
77953325774
-
On the theory of sterilized foreign exchange intervention
-
Kumhof M. On the theory of sterilized foreign exchange intervention. Journal of Economic Dynamics and Control 2010, 34:1403-1420.
-
(2010)
Journal of Economic Dynamics and Control
, vol.34
, pp. 1403-1420
-
-
Kumhof, M.1
-
136
-
-
67349090069
-
Expectations and exchange rate dynamics: a state-dependent pricing approach
-
Landry A. Expectations and exchange rate dynamics: a state-dependent pricing approach. Journal of International Economics 2009, 78:60-71.
-
(2009)
Journal of International Economics
, vol.78
, pp. 60-71
-
-
Landry, A.1
-
137
-
-
0346409542
-
To float or to fix: evidence on the impact of exchange rate regimes on growth
-
Levy-Yeyati E., Sturzenegger F. To float or to fix: evidence on the impact of exchange rate regimes on growth. The American Economic Review 2003, 93:1173-1193.
-
(2003)
The American Economic Review
, vol.93
, pp. 1173-1193
-
-
Levy-Yeyati, E.1
Sturzenegger, F.2
-
138
-
-
21844490709
-
Are foreign exchange intervention and monetary policy related and does it really matter?
-
Lewis K.K. Are foreign exchange intervention and monetary policy related and does it really matter?. Journal of Business 1995, 68:185-214.
-
(1995)
Journal of Business
, vol.68
, pp. 185-214
-
-
Lewis, K.K.1
-
139
-
-
33646830333
-
A Bayesian look at new open economy macroeconomics
-
Lubik T.A., Schorfheide F. A Bayesian look at new open economy macroeconomics. NBER Macroeconomics Annual 2006, 2005:313-366.
-
(2006)
NBER Macroeconomics Annual
, vol.2005
, pp. 313-366
-
-
Lubik, T.A.1
Schorfheide, F.2
-
140
-
-
35448972935
-
The cross section of foreign currency risk premia and consumption growth risk
-
Lustig H., Verdelhan A. The cross section of foreign currency risk premia and consumption growth risk. The American Economic Review 2007, 97:89-117.
-
(2007)
The American Economic Review
, vol.97
, pp. 89-117
-
-
Lustig, H.1
Verdelhan, A.2
-
141
-
-
83755172789
-
The cross section of foreign currency risk premia and consumption growth risk: reply
-
Lustig H., Verdelhan A. The cross section of foreign currency risk premia and consumption growth risk: reply. The American Economic Review 2011, 101:3477-3500.
-
(2011)
The American Economic Review
, vol.101
, pp. 3477-3500
-
-
Lustig, H.1
Verdelhan, A.2
-
143
-
-
0001413344
-
Exchange rates and fundamentals: evidence on long-horizon predictability
-
Mark N.C. Exchange rates and fundamentals: evidence on long-horizon predictability. The American Economic Review 1995, 85:201-218.
-
(1995)
The American Economic Review
, vol.85
, pp. 201-218
-
-
Mark, N.C.1
-
144
-
-
68949128999
-
Changing monetary policy rules, learning, and real exchange rate dynamics
-
Mark N.C. Changing monetary policy rules, learning, and real exchange rate dynamics. Journal of Money, Credit and Banking 2009, 41:1047-1070.
-
(2009)
Journal of Money, Credit and Banking
, vol.41
, pp. 1047-1070
-
-
Mark, N.C.1
-
145
-
-
0035154184
-
Nominal exchange rates and monetary fundamentals: evidence from a small post-Bretton Woods panel
-
Mark N.C., Sul D. Nominal exchange rates and monetary fundamentals: evidence from a small post-Bretton Woods panel. Journal of International Economics 2001, 53:29-52.
-
(2001)
Journal of International Economics
, vol.53
, pp. 29-52
-
-
Mark, N.C.1
Sul, D.2
-
146
-
-
38149143534
-
A reconsideration of the uncovered interest parity relationship
-
McCallum B. A reconsideration of the uncovered interest parity relationship. Journal of Monetary Economics 1994, 33:105-132.
-
(1994)
Journal of Monetary Economics
, vol.33
, pp. 105-132
-
-
McCallum, B.1
-
147
-
-
22544462209
-
Evaluating the predictability of exchange rates using long-horizon regressions: mind your p's and q's!
-
McCracken M.W., Sapp S.G. Evaluating the predictability of exchange rates using long-horizon regressions: mind your p's and q's!. Journal of Money, Credit and Banking 2005, 37:473-494.
-
(2005)
Journal of Money, Credit and Banking
, vol.37
, pp. 473-494
-
-
McCracken, M.W.1
Sapp, S.G.2
-
148
-
-
33846907054
-
Empirical exchange rate models of the seventies: do they fit out of sample?
-
Meese R.A., Rogoff K. Empirical exchange rate models of the seventies: do they fit out of sample?. Journal of International Economics 1983, 14:3-24.
-
(1983)
Journal of International Economics
, vol.14
, pp. 3-24
-
-
Meese, R.A.1
Rogoff, K.2
-
149
-
-
84856225333
-
Carry trades and global foreign exchange volatility
-
Menkhoff L., Sarno L., Schmeling M., Schrimpf A. Carry trades and global foreign exchange volatility. Journal of Finance 2012, 67:681-718.
-
(2012)
Journal of Finance
, vol.67
, pp. 681-718
-
-
Menkhoff, L.1
Sarno, L.2
Schmeling, M.3
Schrimpf, A.4
-
150
-
-
84867853310
-
Currency momentum strategies
-
Menkhoff L., Sarno L., Schmeling M., Schrimpf A. Currency momentum strategies. Journal of Financial Economics 2012, 106:660-684.
-
(2012)
Journal of Financial Economics
, vol.106
, pp. 660-684
-
-
Menkhoff, L.1
Sarno, L.2
Schmeling, M.3
Schrimpf, A.4
-
151
-
-
61349143051
-
Out-of-sample exchange rate predictability with Taylor rule fundamentals
-
Molodtsova T., Papell D.H. Out-of-sample exchange rate predictability with Taylor rule fundamentals. Journal of International Economics 2009, 77:167-180.
-
(2009)
Journal of International Economics
, vol.77
, pp. 167-180
-
-
Molodtsova, T.1
Papell, D.H.2
-
153
-
-
79953022082
-
Taylor rules and the euro
-
Molodtsova T., Nikolsko-Rzhevskyy A., Papell D.H. Taylor rules and the euro. Journal of Money, Credit and Banking 2011, 43:535-552.
-
(2011)
Journal of Money, Credit and Banking
, vol.43
, pp. 535-552
-
-
Molodtsova, T.1
Nikolsko-Rzhevskyy, A.2
Papell, D.H.3
-
154
-
-
0036888106
-
Less of a puzzle: a new look at the forward forex market
-
Moore M.J., Roche M.J. Less of a puzzle: a new look at the forward forex market. Journal of International Economics 2002, 58:387-411.
-
(2002)
Journal of International Economics
, vol.58
, pp. 387-411
-
-
Moore, M.J.1
Roche, M.J.2
-
155
-
-
77955582311
-
Solving exchange rate puzzles with neither sticky prices nor trade costs
-
Moore M.J., Roche M.J. Solving exchange rate puzzles with neither sticky prices nor trade costs. Journal of International Money and Finance 2010, 29:1151-1170.
-
(2010)
Journal of International Money and Finance
, vol.29
, pp. 1151-1170
-
-
Moore, M.J.1
Roche, M.J.2
-
156
-
-
33646386707
-
An analysis of recent studies of the effect of foreign exchange intervention
-
Neely C.J. An analysis of recent studies of the effect of foreign exchange intervention. Federal Reserve Bank of St. Review 2005, 87:685-717.
-
(2005)
Federal Reserve Bank of St. Review
, vol.87
, pp. 685-717
-
-
Neely, C.J.1
-
157
-
-
80052564444
-
A foreign exchange intervention in an era of restraint
-
Neely C.J. A foreign exchange intervention in an era of restraint. Federal Reserve Bank of St. Louis Review 2011, 93:303-324.
-
(2011)
Federal Reserve Bank of St. Louis Review
, vol.93
, pp. 303-324
-
-
Neely, C.J.1
-
160
-
-
0001288722
-
The six major puzzles in international macroeconomics: is there a common cause?
-
Obstfeld M., Rogoff K. The six major puzzles in international macroeconomics: is there a common cause?. NBER Macroeconomics Annual 2001, 2000:339-390.
-
(2001)
NBER Macroeconomics Annual
, vol.2000
, pp. 339-390
-
-
Obstfeld, M.1
Rogoff, K.2
-
161
-
-
77955588622
-
Central bank intervention and the intraday process of price formation in the currency markets
-
Pasquariello P. Central bank intervention and the intraday process of price formation in the currency markets. Journal of International Money and Finance 2010, 29:1045-1061.
-
(2010)
Journal of International Money and Finance
, vol.29
, pp. 1045-1061
-
-
Pasquariello, P.1
-
162
-
-
0036888014
-
Testing the monetary model of exchange rate determination: new evidence from a century of data
-
Rapach D.E., Wohar M.E. Testing the monetary model of exchange rate determination: new evidence from a century of data. Journal of International Economics 2002, 58:359-385.
-
(2002)
Journal of International Economics
, vol.58
, pp. 359-385
-
-
Rapach, D.E.1
Wohar, M.E.2
-
163
-
-
1642369860
-
The modern history of exchange rate arrangements: a reinterpretation
-
Reinhart C.M., Rogoff K.S. The modern history of exchange rate arrangements: a reinterpretation. Quarterly Journal of Economics 2004, 119:1-48.
-
(2004)
Quarterly Journal of Economics
, vol.119
, pp. 1-48
-
-
Reinhart, C.M.1
Rogoff, K.S.2
-
164
-
-
37549011060
-
The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis
-
Reitz S., Taylor M.P. The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis. European Economic Review 2008, 52:55-76.
-
(2008)
European Economic Review
, vol.52
, pp. 55-76
-
-
Reitz, S.1
Taylor, M.P.2
-
165
-
-
72449123243
-
Exchange rate forecasting, order flow and macroeconomic information
-
Rime D., Sarno L., Sojli E. Exchange rate forecasting, order flow and macroeconomic information. Journal of International Economics 2010, 80:72-88.
-
(2010)
Journal of International Economics
, vol.80
, pp. 72-88
-
-
Rime, D.1
Sarno, L.2
Sojli, E.3
-
166
-
-
0000786475
-
The purchasing power parity puzzle
-
Rogoff K. The purchasing power parity puzzle. Journal of Economic Literature 1996, 34:647-668.
-
(1996)
Journal of Economic Literature
, vol.34
, pp. 647-668
-
-
Rogoff, K.1
-
167
-
-
0001284782
-
Official intervention in the foreign exchange market: is it effective and, if so, how does it work?
-
Sarno L., Taylor M.P. Official intervention in the foreign exchange market: is it effective and, if so, how does it work?. Journal of Economic Literature 2001, 39:839-868.
-
(2001)
Journal of Economic Literature
, vol.39
, pp. 839-868
-
-
Sarno, L.1
Taylor, M.P.2
-
168
-
-
48849102886
-
New evidence on the puzzles: results from agnostic identification on monetary policy and exchange rates
-
Scholl A., Uhlig H. New evidence on the puzzles: results from agnostic identification on monetary policy and exchange rates. Journal of International Economics 2008, 76:1-13.
-
(2008)
Journal of International Economics
, vol.76
, pp. 1-13
-
-
Scholl, A.1
Uhlig, H.2
-
169
-
-
1642324377
-
The effect of fixed exchange rates on monetary policy
-
Shambaugh J.C. The effect of fixed exchange rates on monetary policy. The Quarterly Journal of Economics 2004, 119:301-352.
-
(2004)
The Quarterly Journal of Economics
, vol.119
, pp. 301-352
-
-
Shambaugh, J.C.1
-
170
-
-
0000893807
-
Do stock prices move too much to be justified by subsequent changes in dividends?
-
Shiller R.J. Do stock prices move too much to be justified by subsequent changes in dividends?. The American Economic Review 1981, 71:421-436.
-
(1981)
The American Economic Review
, vol.71
, pp. 421-436
-
-
Shiller, R.J.1
-
171
-
-
49549098828
-
The classification and performance of alternative exchange-rate systems
-
Tavlas G., Dellas H., Stockman A.C. The classification and performance of alternative exchange-rate systems. European Economic Review 2008, 52:941-963.
-
(2008)
European Economic Review
, vol.52
, pp. 941-963
-
-
Tavlas, G.1
Dellas, H.2
Stockman, A.C.3
-
172
-
-
0034135003
-
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
-
Taylor M.P., Peel D.A. Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals. Journal of International Money and Finance 2000, 19:33-53.
-
(2000)
Journal of International Money and Finance
, vol.19
, pp. 33-53
-
-
Taylor, M.P.1
Peel, D.A.2
-
173
-
-
74249122981
-
A habit-based explanation of the exchange rate risk premium
-
Verdelhan A. A habit-based explanation of the exchange rate risk premium. Journal of Finance 2010, 65:123-146.
-
(2010)
Journal of Finance
, vol.65
, pp. 123-146
-
-
Verdelhan, A.1
-
174
-
-
0037567564
-
Foreign exchange intervention: how to signal policy objectives and stabilise the economy
-
Vitale P. Foreign exchange intervention: how to signal policy objectives and stabilise the economy. Journal of Monetary Economics 2003, 50:841-870.
-
(2003)
Journal of Monetary Economics
, vol.50
, pp. 841-870
-
-
Vitale, P.1
-
175
-
-
73049098338
-
Home bias, exchange rate disconnect, and optimal exchange rate policy
-
Wang J. Home bias, exchange rate disconnect, and optimal exchange rate policy. Journal of International Money and Finance 2010, 29:55-78.
-
(2010)
Journal of International Money and Finance
, vol.29
, pp. 55-78
-
-
Wang, J.1
-
176
-
-
84863068321
-
The Taylor rule and forecast intervals for exchange rates
-
Wang J., Wu J.J. The Taylor rule and forecast intervals for exchange rates. Journal of Money, Credit and Banking 2012, 44:103-144.
-
(2012)
Journal of Money, Credit and Banking
, vol.44
, pp. 103-144
-
-
Wang, J.1
Wu, J.J.2
-
177
-
-
0002394481
-
Dividend innovations and stock price volatility
-
West K.D. Dividend innovations and stock price volatility. Econometrica 1988, 56:37-61.
-
(1988)
Econometrica
, vol.56
, pp. 37-61
-
-
West, K.D.1
-
178
-
-
84865725155
-
Econometric analysis of present value models when the discount factor is near one
-
West K.D. Econometric analysis of present value models when the discount factor is near one. Journal of Econometrics 2012, 171:86-97.
-
(2012)
Journal of Econometrics
, vol.171
, pp. 86-97
-
-
West, K.D.1
-
179
-
-
0034389383
-
Cointegration and forward and spot exchange rate regressions
-
Zivot E. Cointegration and forward and spot exchange rate regressions. Journal of International Money and Finance 2000, 19:785-812.
-
(2000)
Journal of International Money and Finance
, vol.19
, pp. 785-812
-
-
Zivot, E.1
|