| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Cross-Country Empirical Analysis of International Reserves |
4 |
8 |
10 |
10 |
9 |
17 |
20 |
20 |
| A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies |
1 |
6 |
36 |
36 |
6 |
19 |
54 |
54 |
| A High-Low Model of Daily Stock Price Ranges |
6 |
12 |
58 |
58 |
19 |
54 |
116 |
116 |
| A High-Low Model of Daily Stock Price Ranges |
2 |
10 |
78 |
86 |
16 |
52 |
457 |
505 |
| A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility |
7 |
9 |
13 |
13 |
11 |
17 |
22 |
22 |
| A Reappraisal of the Border Effect on Relative Price Volatility |
0 |
2 |
2 |
53 |
1 |
6 |
16 |
182 |
| A Reappraisal of the Border Effect on Relative Price Volatility |
0 |
1 |
12 |
16 |
1 |
5 |
34 |
75 |
| An Analysis of Hong Kong Export Performance |
0 |
0 |
10 |
88 |
6 |
13 |
50 |
265 |
| An Analysis of Hong Kong Export Performance |
2 |
5 |
15 |
19 |
15 |
29 |
77 |
84 |
| An Empirical Model of Daily Highs and Lows |
3 |
5 |
10 |
56 |
3 |
7 |
29 |
178 |
| An Empirical Model of Daily Highs and Lows |
2 |
4 |
13 |
27 |
12 |
22 |
87 |
147 |
| An Output Perspective on a Northeast Asia Currency Union |
0 |
2 |
4 |
92 |
3 |
8 |
18 |
256 |
| An Output Perspective on a Northeast Asia Currency Union |
0 |
2 |
6 |
13 |
5 |
10 |
44 |
83 |
| Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios |
0 |
0 |
10 |
10 |
0 |
3 |
7 |
7 |
| Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios |
0 |
1 |
15 |
59 |
0 |
2 |
31 |
103 |
| Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys |
0 |
0 |
11 |
240 |
1 |
2 |
36 |
1,358 |
| China's Current Account and Exchange Rate |
5 |
10 |
35 |
35 |
17 |
36 |
96 |
96 |
| China's Current Account and Exchange Rate |
10 |
24 |
48 |
48 |
18 |
38 |
43 |
43 |
| China's Current Account and Exchange Rate |
3 |
13 |
161 |
161 |
17 |
56 |
316 |
316 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
1 |
1 |
7 |
143 |
3 |
7 |
43 |
439 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
1 |
2 |
57 |
0 |
6 |
14 |
167 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
3 |
4 |
0 |
5 |
25 |
36 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
1 |
3 |
6 |
117 |
2 |
6 |
20 |
320 |
| Cross-Country Relative Price Volatility: Effects of Market Structure |
0 |
1 |
4 |
81 |
0 |
3 |
14 |
268 |
| Cross-Country Relative Price Volatility: Effects of Market Structure |
0 |
0 |
6 |
16 |
1 |
4 |
33 |
73 |
| Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market |
9 |
21 |
59 |
289 |
23 |
64 |
214 |
1,458 |
| Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis |
0 |
1 |
10 |
241 |
4 |
11 |
51 |
1,475 |
| Deviations from the Law of One Price in Japan |
0 |
2 |
4 |
20 |
1 |
4 |
13 |
54 |
| Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment |
1 |
3 |
16 |
103 |
1 |
7 |
57 |
362 |
| Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments |
2 |
4 |
16 |
18 |
2 |
10 |
52 |
59 |
| Does the Chinese Interest Rate Follow the US Interest Rate? |
1 |
3 |
24 |
86 |
2 |
22 |
110 |
304 |
| Does the Chinese Interest Rate Follow the US Interest Rate? |
5 |
11 |
20 |
72 |
23 |
45 |
83 |
234 |
| East Asian Equity Markets, Financial Crises, and the Japanese Currency |
0 |
2 |
15 |
18 |
8 |
26 |
89 |
102 |
| Effects of U.S. Inflation on Hong Kong and Singapore |
2 |
2 |
24 |
80 |
21 |
29 |
167 |
451 |
| Effects of U.S. Inflation on Hong Kong and Singapore |
0 |
1 |
10 |
158 |
3 |
7 |
59 |
977 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
1 |
6 |
23 |
192 |
4 |
13 |
68 |
437 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
3 |
12 |
34 |
327 |
14 |
33 |
93 |
807 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
1 |
4 |
18 |
230 |
5 |
16 |
78 |
651 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
3 |
9 |
33 |
729 |
13 |
45 |
114 |
1,861 |
| Equity Price Dynamics Before and After the Introduction of the Euro |
0 |
0 |
0 |
37 |
3 |
3 |
12 |
186 |
| Equity Price Dynamics Before and After the Introduction of the Euro: A Note |
0 |
1 |
1 |
15 |
0 |
2 |
8 |
218 |
| Exchange Rate Dynamics: Where is the Saddle Path? |
1 |
3 |
11 |
85 |
4 |
10 |
31 |
238 |
| Exchange Rates and Markov Switching Dynamics |
2 |
6 |
24 |
246 |
6 |
11 |
40 |
411 |
| Exchange Rates and Markov Switching Dynamics |
6 |
9 |
27 |
28 |
7 |
12 |
49 |
55 |
| Further Investigation of the Uncertain Unit Root in GNP |
0 |
6 |
9 |
97 |
2 |
15 |
33 |
636 |
| Further investigation of the uncertain unit root in GNP |
1 |
5 |
18 |
290 |
5 |
17 |
62 |
1,396 |
| Hoarding of International Reserves: A Comparison of the Asian and Latin American Experiences |
2 |
6 |
30 |
66 |
13 |
27 |
108 |
143 |
| Hoarding of International Reserves: Mrs Machlup¡¦s Wardrobe and the Joneses |
1 |
1 |
16 |
47 |
4 |
7 |
49 |
108 |
| Hoarding of International Reserves: Mrs Machlup’s Wardrobe and the Joneses |
2 |
4 |
18 |
43 |
14 |
31 |
76 |
171 |
| Hong Kong Output Dynamics: An Empirical Analysis |
0 |
0 |
2 |
33 |
0 |
1 |
7 |
115 |
| Hong Kong Output Dynamics: An Empirical Analysis |
0 |
1 |
1 |
32 |
0 |
2 |
8 |
209 |
| Hong Kong Output Dynamics: An Empirical Analysis |
0 |
0 |
2 |
7 |
1 |
3 |
17 |
48 |
| How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? |
3 |
6 |
23 |
399 |
10 |
25 |
97 |
1,689 |
| How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? |
0 |
1 |
7 |
117 |
2 |
6 |
27 |
513 |
| How do UK-Based Foreign Exchange Dealers Think Their Market Operates? |
1 |
1 |
4 |
4 |
3 |
8 |
19 |
19 |
| How sensitive are estimated trends to data definitions? Results for East Asian and G-5 countries |
0 |
0 |
1 |
94 |
0 |
1 |
18 |
1,042 |
| Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models |
0 |
3 |
21 |
341 |
2 |
9 |
50 |
695 |
| Integration, cointegration and the forecast consistency of structural exchange rate models |
1 |
6 |
18 |
493 |
5 |
18 |
57 |
1,537 |
| Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders |
2 |
8 |
41 |
303 |
5 |
17 |
95 |
986 |
| Market Structure and the Persistence of Sectoral Real Exchange Rates |
0 |
1 |
7 |
91 |
2 |
6 |
31 |
396 |
| Market Structure, Technology Spillovers, and Persistence in Productivity Differentials |
0 |
2 |
6 |
71 |
3 |
9 |
43 |
346 |
| Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries |
4 |
7 |
30 |
271 |
17 |
33 |
159 |
1,370 |
| Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries |
4 |
6 |
34 |
92 |
10 |
16 |
88 |
218 |
| On Cross-Country Differences in the Persistence of Real Exchange Rates |
1 |
2 |
7 |
49 |
2 |
3 |
15 |
218 |
| On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean |
0 |
0 |
0 |
1 |
2 |
7 |
16 |
171 |
| On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean |
0 |
1 |
19 |
65 |
4 |
10 |
55 |
545 |
| Output Dynamics of the G7 Countries - Stochastic Trends and Cyclical Movements |
1 |
4 |
8 |
26 |
2 |
10 |
31 |
795 |
| Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies |
0 |
3 |
25 |
48 |
1 |
7 |
62 |
92 |
| Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices |
0 |
0 |
10 |
227 |
0 |
1 |
24 |
702 |
| Return, Trading Volume, and Market Depth in Currency Futures Markets |
2 |
15 |
28 |
28 |
22 |
55 |
98 |
98 |
| Sectoral Trends and Cycles in Germany |
0 |
1 |
5 |
27 |
0 |
3 |
23 |
206 |
| Should the Nordic Countries Join A European Monetary Union? An Empirical Analysis |
2 |
2 |
18 |
186 |
4 |
6 |
59 |
571 |
| Speculative Attacks: A Laboratory Study in Continuous Time |
5 |
8 |
18 |
18 |
8 |
14 |
27 |
27 |
| Speculative Attacks: A Laboratory Study in Continuous Time |
2 |
5 |
20 |
20 |
5 |
12 |
49 |
49 |
| Testing for Output Convergence: A Re-Examination |
2 |
3 |
5 |
51 |
2 |
4 |
13 |
219 |
| Testing for Output Convergence: A Re-examination |
1 |
1 |
7 |
9 |
1 |
4 |
19 |
24 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
1 |
61 |
0 |
5 |
18 |
168 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
1 |
129 |
0 |
1 |
21 |
306 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
1 |
5 |
7 |
1 |
5 |
21 |
28 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
2 |
5 |
87 |
2 |
7 |
17 |
261 |
| The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations |
1 |
1 |
16 |
96 |
7 |
13 |
51 |
315 |
| The Empirics of China's Outward Direct Investment |
4 |
12 |
37 |
37 |
7 |
16 |
23 |
23 |
| The Empirics of China's Outward Direct Investment |
8 |
22 |
34 |
34 |
15 |
49 |
76 |
76 |
| The Illusion of Precision and the Role of the Renminbi in Regional Integration |
0 |
0 |
10 |
27 |
8 |
11 |
45 |
107 |
| The Overvaluation of Renminbi Undervaluation |
2 |
3 |
11 |
52 |
2 |
8 |
40 |
157 |
| The Overvaluation of Renminbi Undervaluation |
3 |
5 |
22 |
74 |
6 |
12 |
57 |
197 |
| The Overvaluation of Renminbi Undervaluation |
3 |
6 |
18 |
92 |
8 |
13 |
39 |
217 |
| The Suitability of A Greater China Currency Union |
0 |
2 |
10 |
11 |
2 |
8 |
30 |
33 |
| The Suitability of a Greater China Currency Union |
0 |
2 |
9 |
123 |
4 |
13 |
38 |
376 |
| Traders, Market Microstructure and Exchange Rate Dynamics |
3 |
7 |
25 |
341 |
8 |
19 |
70 |
1,197 |
| What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
11 |
133 |
2 |
3 |
28 |
307 |
| What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
11 |
78 |
0 |
3 |
28 |
202 |
| What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
1 |
4 |
13 |
128 |
5 |
15 |
50 |
352 |
| Total Working Papers |
146 |
396 |
1,641 |
9,668 |
538 |
1,385 |
5,277 |
35,229 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Fractional Cointegration Analysis of Purchasing Power Parity |
0 |
0 |
0 |
0 |
6 |
10 |
50 |
772 |
| A Note on the Power of Money-Output Causality Tests |
0 |
1 |
5 |
20 |
0 |
2 |
19 |
112 |
| A causality-in-variance test and its application to financial market prices |
7 |
30 |
68 |
243 |
13 |
51 |
116 |
478 |
| A comparison of learning and replicator dynamics using experimental data |
0 |
2 |
7 |
33 |
0 |
3 |
11 |
79 |
| A high-low model of daily stock price ranges |
2 |
5 |
23 |
23 |
15 |
39 |
137 |
137 |
| A search for long memory in international stock market returns |
0 |
3 |
9 |
69 |
3 |
7 |
21 |
206 |
| A survey of market practitioners' views on exchange rate dynamics |
2 |
3 |
17 |
113 |
3 |
6 |
35 |
240 |
| AN ANALYSIS OF HONG KONG EXPORT PERFORMANCE |
1 |
1 |
11 |
22 |
3 |
5 |
46 |
145 |
| Aggregate output dynamics in the twentieth century |
0 |
0 |
1 |
8 |
0 |
0 |
4 |
34 |
| An analysis of German effects on the Austrian business cycle |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
6 |
| An empirical model of daily highs and lows |
3 |
4 |
16 |
48 |
7 |
14 |
62 |
236 |
| Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios |
2 |
4 |
17 |
19 |
6 |
13 |
45 |
61 |
| Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test |
1 |
1 |
6 |
6 |
4 |
6 |
22 |
22 |
| China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration |
0 |
2 |
5 |
53 |
1 |
6 |
21 |
216 |
| Common Predictable Components in Regional Stock Markets |
0 |
0 |
0 |
0 |
1 |
1 |
14 |
178 |
| Cross-country Relative Price Volatility: Effects of Market Structure |
0 |
0 |
2 |
9 |
0 |
0 |
6 |
35 |
| Currency traders and exchange rate dynamics: a survey of the US market |
1 |
6 |
16 |
150 |
7 |
22 |
84 |
652 |
| Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis |
0 |
0 |
2 |
26 |
0 |
0 |
10 |
198 |
| Dimensions of financial integration in Greater China: money markets, banks and policy effects |
0 |
1 |
4 |
89 |
0 |
3 |
22 |
248 |
| Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments |
0 |
4 |
11 |
55 |
0 |
5 |
19 |
118 |
| Do Gold Market Returns Have Long Memory? |
0 |
0 |
0 |
0 |
3 |
7 |
25 |
126 |
| Does Austria Respond to the German or the US Business Cycle? |
0 |
0 |
3 |
34 |
0 |
0 |
12 |
216 |
| Does the Chinese interest rate follow the US interest rate? |
1 |
6 |
41 |
101 |
8 |
20 |
161 |
566 |
| EMPIRICS OF CHINA'S OUTWARD DIRECT INVESTMENT |
2 |
7 |
7 |
7 |
6 |
14 |
14 |
14 |
| East Asian equity markets, financial crises, and the Japanese currency |
1 |
1 |
5 |
16 |
3 |
11 |
29 |
70 |
| Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries |
0 |
0 |
1 |
11 |
0 |
0 |
2 |
44 |
| Effects of U.S. Inflation on Hong Kong and Singapore |
0 |
1 |
4 |
56 |
2 |
6 |
20 |
239 |
| Empirical exchange rate models of the nineties: Are any fit to survive? |
3 |
4 |
16 |
171 |
7 |
13 |
58 |
400 |
| Endogeneity bias in beta estimation: Thailand and Hong Kong |
0 |
0 |
1 |
6 |
0 |
0 |
8 |
53 |
| Exchange Rates and Markov Switching Dynamics |
6 |
11 |
36 |
76 |
8 |
17 |
56 |
142 |
| Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration |
0 |
0 |
0 |
10 |
8 |
23 |
128 |
902 |
| Further Investigation of the Uncertain Unit Root in GNP |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
122 |
| How Sensitive Are Trends to Data Definitions? Results for East Asian and G5 Countries |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
196 |
| How do UK-based foreign exchange dealers think their market operates? |
1 |
2 |
14 |
113 |
3 |
9 |
55 |
619 |
| Individual Learning in Normal Form Games: Some Laboratory Results |
1 |
3 |
10 |
75 |
1 |
8 |
32 |
258 |
| Integration, cointegration and the forecast consistency of structural exchange rate models |
0 |
0 |
2 |
51 |
0 |
2 |
15 |
148 |
| International economics: Peter H. Lindert and Thomas A. Pugel |
6 |
22 |
56 |
220 |
14 |
49 |
152 |
741 |
| International evidence on output persistence from postwar data |
0 |
1 |
1 |
11 |
0 |
2 |
3 |
42 |
| International evidence on the stock market and aggregate economic activity |
5 |
10 |
46 |
142 |
8 |
25 |
86 |
253 |
| Lag Order and Critical Values of a Modified Dickey-Fuller Test |
0 |
0 |
0 |
1 |
3 |
9 |
105 |
572 |
| Lag Order and Critical Values of the Augmented Dickey-Fuller Test |
0 |
0 |
0 |
0 |
19 |
62 |
354 |
2,629 |
| Long Memory in Foreign-Exchange Rates |
0 |
0 |
0 |
0 |
0 |
10 |
77 |
358 |
| Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates |
0 |
0 |
4 |
39 |
1 |
3 |
14 |
142 |
| Long-run purchasing power parity during the recent float |
3 |
7 |
23 |
130 |
6 |
14 |
36 |
209 |
| Macroeconomic Determinants of Long-Term Stock Market Comovements among Major EMS Countries |
1 |
4 |
12 |
45 |
1 |
5 |
18 |
204 |
| Market Structure and the Persistence of Sectoral Real Exchange Rates |
1 |
2 |
8 |
38 |
1 |
2 |
21 |
204 |
| Market Structure, Technology Spillovers, and Persistence in Productivity Differentials |
0 |
3 |
12 |
150 |
5 |
14 |
44 |
442 |
| Mean reversion in real exchange rates |
2 |
6 |
44 |
221 |
7 |
17 |
90 |
486 |
| Nominal exchange rate flexibility and real exchange rate adjustment: New evidence from dual exchange rates in developing countries |
2 |
2 |
22 |
30 |
3 |
11 |
78 |
108 |
| On cross-country differences in the persistence of real exchange rates |
0 |
0 |
11 |
41 |
2 |
2 |
18 |
101 |
| On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean |
0 |
1 |
4 |
34 |
0 |
2 |
12 |
103 |
| On the purchasing power parity puzzle |
5 |
5 |
21 |
104 |
11 |
15 |
48 |
233 |
| Output Dynamics of the G7 Countries--Stochastic Trends and Cyclical Movements |
0 |
0 |
2 |
23 |
1 |
2 |
18 |
178 |
| Pacific-Basin stock markets and real activity |
0 |
1 |
1 |
11 |
0 |
2 |
8 |
69 |
| Pacific-Basin stock markets and real activity |
0 |
1 |
1 |
7 |
0 |
4 |
10 |
50 |
| Parity reversion in real exchange rates during the post-Bretton Woods period |
0 |
0 |
5 |
34 |
0 |
0 |
8 |
93 |
| Pitfalls in Measuring Exchange Rate Misalignment |
0 |
1 |
5 |
5 |
2 |
5 |
12 |
12 |
| Purchasing power parity under the European Monetary System |
0 |
0 |
2 |
26 |
0 |
0 |
10 |
130 |
| RECENT ADVANCES IN INTERNATIONAL FINANCE: INTRODUCTION |
2 |
4 |
17 |
63 |
3 |
12 |
38 |
169 |
| Sectoral trends and cycles in Germany |
1 |
1 |
2 |
32 |
1 |
3 |
7 |
198 |
| Stock Market Volatility and Fractional Integration |
0 |
1 |
2 |
74 |
0 |
2 |
8 |
315 |
| Stock Price Dynamics and Firm Size: An Empirical Investigation |
1 |
2 |
18 |
69 |
1 |
4 |
35 |
144 |
| THE FOG ENCIRCLING THE RENMINBI DEBATE |
0 |
1 |
6 |
7 |
0 |
2 |
16 |
18 |
| THE SUITABILITY OF A GREATER CHINA CURRENCY UNION |
0 |
1 |
8 |
39 |
0 |
2 |
21 |
130 |
| Testing for output convergence: a re-examination |
0 |
0 |
0 |
2 |
0 |
0 |
14 |
171 |
| The Chinese economies in global context: The integration process and its determinants |
0 |
1 |
1 |
23 |
0 |
5 |
18 |
89 |
| The overvaluation of Renminbi undervaluation |
1 |
1 |
15 |
37 |
8 |
12 |
66 |
147 |
| What are the global sources of rational variation in international equity returns? |
0 |
0 |
1 |
17 |
0 |
0 |
6 |
82 |
| Which Measure of Aggregate Output Should We Use? |
0 |
0 |
3 |
13 |
2 |
11 |
45 |
111 |
| Why the renminbi might be overvalued (but probably isn’t) |
0 |
2 |
10 |
55 |
5 |
10 |
40 |
164 |
| Total Journal Articles |
64 |
182 |
723 |
3,471 |
222 |
643 |
2,908 |
17,385 |