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A Cross-Country Empirical Analysis of International Reserves |
0 |
0 |
1 |
145 |
1 |
1 |
2 |
390 |
A Decade of RMB Internationalization |
1 |
1 |
6 |
35 |
1 |
2 |
16 |
94 |
A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies |
0 |
0 |
0 |
115 |
0 |
0 |
1 |
422 |
A High-Low Model of Daily Stock Price Ranges |
0 |
0 |
2 |
363 |
0 |
0 |
5 |
2,758 |
A High-Low Model of Daily Stock Price Ranges |
0 |
0 |
0 |
152 |
0 |
0 |
1 |
632 |
A Jackknife Model Averaging Analysis of RMB Misalignment Estimates |
0 |
0 |
1 |
11 |
0 |
1 |
3 |
84 |
A Jackknife Model Averaging Analysis of RMB Misalignment Estimates |
0 |
0 |
1 |
14 |
0 |
1 |
2 |
135 |
A Long Memory Model with Mixed Normal GARCH for US Inflation Data |
0 |
1 |
1 |
8 |
0 |
1 |
1 |
68 |
A Long Memory Model with Mixed Normal GARCH for US Inflation Data |
0 |
0 |
0 |
3 |
2 |
2 |
2 |
44 |
A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
160 |
A Reappraisal of the Border Effect on Relative Price Volatility |
0 |
0 |
0 |
70 |
1 |
1 |
1 |
286 |
A Reappraisal of the Border Effect on Relative Price Volatility |
0 |
0 |
0 |
28 |
0 |
1 |
1 |
171 |
A Tale of Two Surplus Countries: China and Germany |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
48 |
A Tale of Two Surplus Countries: China and Germany |
0 |
0 |
0 |
55 |
0 |
0 |
2 |
80 |
A decade of RMB internationalization |
0 |
1 |
5 |
19 |
0 |
1 |
14 |
45 |
A tale of two surplus countries: China and Germany |
0 |
0 |
1 |
44 |
1 |
2 |
5 |
83 |
Accumulation of Reserves and Keeping Up with the Joneses: The Case of LATAM Economies |
0 |
0 |
1 |
53 |
0 |
1 |
2 |
214 |
Accumulation of reserves and keeping up with the Joneses: the case of LATAM economies |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
110 |
An Analysis of Hong Kong Export Performance |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
107 |
An Analysis of Hong Kong Export Performance |
0 |
0 |
0 |
75 |
1 |
1 |
2 |
322 |
An Empirical Model of Daily Highs and Lows |
0 |
3 |
3 |
115 |
0 |
5 |
9 |
409 |
An Empirical Model of Daily Highs and Lows |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
354 |
An Output Perspective on a Northeast Asia Currency Union |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
182 |
An Output Perspective on a Northeast Asia Currency Union |
0 |
0 |
1 |
109 |
0 |
1 |
2 |
387 |
Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios |
0 |
0 |
1 |
24 |
0 |
1 |
2 |
89 |
Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios |
0 |
0 |
0 |
89 |
1 |
2 |
2 |
221 |
Are Chinese Trade Flows Different? |
0 |
0 |
1 |
64 |
0 |
0 |
1 |
183 |
Are Chinese trade flows different? |
0 |
0 |
0 |
48 |
1 |
2 |
2 |
142 |
Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys |
0 |
0 |
0 |
255 |
0 |
0 |
0 |
1,458 |
Capital Flight to Germany: Two Alternative Measures |
1 |
1 |
3 |
49 |
1 |
3 |
8 |
183 |
Capital Flight: China's Experience |
0 |
0 |
2 |
95 |
0 |
1 |
3 |
288 |
Capital Flight: China's Experience |
0 |
0 |
1 |
205 |
1 |
2 |
8 |
740 |
China's Bilateral Currency Swap Lines |
0 |
1 |
1 |
136 |
0 |
3 |
9 |
464 |
China's Capital Controls - Through the Prism of Covered Interest Differentials |
0 |
0 |
1 |
40 |
0 |
0 |
4 |
174 |
China's Capital Controls - Through the Prism of Covered Interest Differentials |
0 |
0 |
0 |
98 |
0 |
1 |
2 |
349 |
China's Capital Flight: Pre- and Post-Crisis Experiences |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
159 |
China's Capital Flight: Pre- and Post-Crisis Experiences |
0 |
0 |
1 |
51 |
0 |
2 |
5 |
125 |
China's Current Account and Exchange Rate |
0 |
0 |
0 |
145 |
1 |
1 |
1 |
407 |
China's Current Account and Exchange Rate |
2 |
2 |
2 |
154 |
2 |
2 |
2 |
644 |
China's Current Account and Exchange Rate |
0 |
0 |
1 |
431 |
0 |
0 |
3 |
1,584 |
China's Outward Direct Investment in Africa |
1 |
1 |
3 |
358 |
1 |
1 |
3 |
912 |
China's capital controls: Through the prism of covered interest differentials |
0 |
0 |
1 |
23 |
2 |
2 |
3 |
115 |
China's capital flight: Pre- and post-crisis experiences |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
9 |
China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
186 |
China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
77 |
China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
140 |
0 |
0 |
0 |
477 |
China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
73 |
China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
71 |
China’s Bilateral Currency Swap Lines |
0 |
0 |
0 |
6 |
1 |
1 |
4 |
35 |
China’s Capital Flight: Pre- and Post-Crisis Experiences |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
32 |
Commodity Price Effects on Currencies |
0 |
0 |
1 |
12 |
1 |
1 |
5 |
20 |
Cross-Country Relative Price Volatility: Effects of Market Structure |
0 |
0 |
0 |
103 |
0 |
0 |
0 |
377 |
Cross-Country Relative Price Volatility: Effects of Market Structure |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
193 |
Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market |
0 |
0 |
0 |
440 |
0 |
0 |
0 |
2,363 |
Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis |
0 |
0 |
0 |
263 |
0 |
0 |
0 |
1,628 |
Deviations from the Law of One Price in Japan |
0 |
0 |
0 |
100 |
0 |
1 |
3 |
365 |
Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment |
0 |
0 |
0 |
162 |
1 |
1 |
1 |
608 |
Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
186 |
Does the Chinese Interest Rate Follow the US Interest Rate? |
0 |
0 |
0 |
158 |
0 |
1 |
2 |
618 |
Does the Chinese Interest Rate Follow the US Interest Rate? |
0 |
1 |
1 |
137 |
1 |
2 |
3 |
489 |
East Asian Equity Markets, Financial Crises, and the Japanese Currency |
0 |
0 |
1 |
31 |
0 |
0 |
1 |
272 |
Effects of Capital Flow on the Equity and Housing Markets in Hong Kong |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
101 |
Effects of Capital Flow on the Equity and Housing Markets in Hong Kong |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
28 |
Effects of U.S. Inflation on Hong Kong and Singapore |
0 |
0 |
0 |
233 |
0 |
0 |
0 |
1,543 |
Effects of U.S. Inflation on Hong Kong and Singapore |
0 |
0 |
1 |
124 |
1 |
1 |
3 |
749 |
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
183 |
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
798 |
1 |
6 |
6 |
2,342 |
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
152 |
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
175 |
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
403 |
0 |
1 |
1 |
1,500 |
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
31 |
0 |
1 |
3 |
199 |
Equity Price Dynamics Before and After the Introduction of the Euro |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
242 |
Equity Price Dynamics Before and After the Introduction of the Euro: A Note |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
350 |
Estimating Currency Misalignment Using the Penn Effect: It’s Not as Simple As It Looks |
0 |
0 |
0 |
31 |
0 |
0 |
3 |
75 |
Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
109 |
Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules |
0 |
0 |
1 |
86 |
0 |
0 |
3 |
251 |
Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules |
0 |
0 |
1 |
47 |
0 |
1 |
2 |
100 |
Exchange Rate Dynamics: Where is the Saddle Path? |
0 |
0 |
0 |
123 |
0 |
0 |
0 |
390 |
Exchange Rate Equations Based on Interest Rate Rules: In-Sample and Out-of-Sample Performance (Faiz Kurallarina Dayali Doviz Kuru Denklemleri: Orneklem Ici ve Disi Performans) |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
178 |
Exchange Rate Misalignment - The Case of the Chinese Renminbi |
0 |
0 |
0 |
134 |
1 |
1 |
1 |
383 |
Exchange Rate Misalingment Estimates - Sources of Differences |
0 |
0 |
0 |
67 |
0 |
1 |
1 |
185 |
Exchange Rate Prediction Redux: New Models, New Data, New Currencies |
0 |
0 |
1 |
89 |
0 |
0 |
3 |
175 |
Exchange Rates and Markov Switching Dynamics |
1 |
1 |
1 |
83 |
1 |
2 |
3 |
228 |
Exchange Rates and Markov Switching Dynamics |
0 |
0 |
1 |
314 |
0 |
1 |
3 |
656 |
Exchange rate misalignment estimates: Sources of differences |
0 |
0 |
0 |
47 |
2 |
3 |
4 |
143 |
Exchange rate prediction redux: new models, new data, new currencies |
0 |
0 |
1 |
117 |
0 |
1 |
8 |
300 |
Further Investigation of the Uncertain Unit Root in GNP |
0 |
0 |
0 |
111 |
0 |
0 |
0 |
803 |
Further investigation of the uncertain unit root in GNP |
0 |
0 |
0 |
312 |
1 |
2 |
2 |
1,685 |
Geographic spread of currency trading: The renminbi and other EM currencies |
0 |
0 |
0 |
34 |
2 |
2 |
3 |
75 |
Hoarding of International Reserves: A Comparison of the Asian and Latin American Experiences |
0 |
0 |
0 |
158 |
0 |
0 |
0 |
497 |
Hoarding of International Reserves: Mrs Machlup¡¦s Wardrobe and the Joneses |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
268 |
Hoarding of International Reserves: Mrs Machlup’s Wardrobe and the Joneses |
0 |
0 |
0 |
162 |
1 |
1 |
1 |
645 |
Hong Kong Output Dynamics: An Empirical Analysis |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
306 |
Hong Kong Output Dynamics: An Empirical Analysis |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
130 |
How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? |
0 |
0 |
0 |
130 |
1 |
1 |
3 |
644 |
How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? |
0 |
0 |
0 |
451 |
0 |
0 |
1 |
2,004 |
How sensitive are estimated trends to data definitions? Results for East Asian and G-5 countries |
0 |
0 |
0 |
98 |
0 |
0 |
0 |
1,109 |
Impact of Exchange Rate Movements on Exports: An Analysis of Indian Non-Financial Sector Firms |
0 |
0 |
1 |
168 |
0 |
2 |
7 |
896 |
Impact of exchange rate move-ments on exports: An analysis of Indian non-financial sector firms |
0 |
0 |
0 |
54 |
1 |
1 |
2 |
282 |
Impact of exchange rate movements on exports: an analysis of Indian non-financial sector firms |
0 |
0 |
2 |
147 |
0 |
0 |
4 |
629 |
Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models |
0 |
0 |
1 |
377 |
0 |
0 |
1 |
854 |
Integration, cointegration and the forecast consistency of structural exchange rate models |
0 |
0 |
0 |
521 |
0 |
1 |
1 |
1,658 |
International Reserve Management and Firm Investment in Emerging Market Economies |
0 |
0 |
2 |
43 |
1 |
1 |
5 |
95 |
International Reserves Before and After the Global Crisis: Is There No End to Hoarding? |
0 |
0 |
2 |
36 |
0 |
1 |
5 |
116 |
International Reserves Before and After the Global Crisis: Is There No End to Hoarding? |
0 |
0 |
0 |
143 |
0 |
1 |
4 |
240 |
Investment and Growth in Rich and Poor Countries |
0 |
0 |
1 |
124 |
0 |
0 |
5 |
383 |
Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders |
0 |
0 |
0 |
393 |
1 |
2 |
5 |
1,279 |
Market Structure and the Persistence of Sectoral Real Exchange Rates |
0 |
0 |
0 |
111 |
0 |
0 |
0 |
589 |
Market Structure, Technology Spillovers, and Persistence in Productivity Differentials |
0 |
0 |
0 |
99 |
1 |
1 |
1 |
507 |
Measuring Renminbi Misalignment: Where Do We Stand? |
0 |
0 |
0 |
164 |
0 |
1 |
2 |
340 |
Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries |
0 |
0 |
1 |
335 |
0 |
0 |
2 |
1,790 |
Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries |
0 |
0 |
1 |
148 |
0 |
0 |
1 |
417 |
On Cross-Country Differences in the Persistence of Real Exchange Rates |
0 |
0 |
0 |
85 |
1 |
1 |
1 |
346 |
On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean |
0 |
0 |
0 |
85 |
0 |
1 |
1 |
680 |
On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
260 |
Output Dynamics of the G7 Countries - Stochastic Trends and Cyclical Movements |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
931 |
Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies |
0 |
0 |
0 |
111 |
0 |
0 |
0 |
311 |
Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices |
0 |
0 |
0 |
248 |
0 |
1 |
2 |
811 |
Renminbi Going Global |
0 |
0 |
0 |
214 |
1 |
1 |
4 |
408 |
Renminbi Going Global |
0 |
0 |
0 |
40 |
0 |
0 |
2 |
165 |
Renminbising China's Foreign Assets |
0 |
0 |
0 |
84 |
0 |
0 |
0 |
210 |
Renminbising China's Foreign Assets |
0 |
0 |
1 |
165 |
0 |
0 |
4 |
394 |
Return, Trading Volume, and Market Depth in Currency Futures Markets |
0 |
0 |
0 |
138 |
0 |
0 |
0 |
526 |
Sectoral Trends and Cycles in Germany |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
282 |
Should the Nordic Countries Join A European Monetary Union? An Empirical Analysis |
0 |
0 |
1 |
244 |
0 |
2 |
3 |
841 |
Speculative Attacks: A Laboratory Study in Continuous Time |
0 |
0 |
0 |
63 |
1 |
1 |
2 |
194 |
Speculative Attacks: A Laboratory Study in Continuous Time |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
184 |
Testing for Output Convergence: A Re-Examination |
0 |
0 |
0 |
80 |
2 |
2 |
2 |
375 |
Testing for Output Convergence: A Re-examination |
0 |
0 |
0 |
27 |
0 |
1 |
1 |
166 |
The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
66 |
The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
67 |
The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
142 |
0 |
0 |
1 |
427 |
The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
152 |
The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
62 |
The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations |
0 |
0 |
0 |
147 |
0 |
0 |
0 |
495 |
The Currency Composition of International Reserves, Demand for International Reserves, and Global Safe Assets |
0 |
0 |
5 |
80 |
0 |
1 |
10 |
135 |
The Empirics of China's Outward Direct Investment |
0 |
0 |
0 |
157 |
0 |
0 |
1 |
433 |
The Empirics of China's Outward Direct Investment |
0 |
0 |
2 |
397 |
1 |
1 |
3 |
1,198 |
The Evolution of Offshore Renminbi Trading: 2016 to 2019 |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
16 |
The Evolution of Offshore Renminbi Trading: 2016 to 2019 |
1 |
1 |
2 |
31 |
1 |
1 |
2 |
71 |
The Evolution of Offshore Renminbi Trading: 2016 to 2019 |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
72 |
The Exchange Rate Effects of Macro News after the Global Financial Crisis |
0 |
0 |
0 |
21 |
1 |
1 |
1 |
29 |
The Exchange Rate Effects of Macro News after the Global Financial Crisis |
0 |
0 |
0 |
55 |
1 |
1 |
2 |
150 |
The Hoarding of International Reserves: It’s a neighborly day in Asia |
0 |
2 |
8 |
21 |
2 |
4 |
18 |
54 |
The Illusion of Precision and the Role of the Renminbi in Regional Integration |
0 |
0 |
0 |
68 |
1 |
2 |
3 |
271 |
The Interest Rate Effect on Private Saving: Alternative Perspectives |
0 |
0 |
4 |
42 |
1 |
2 |
6 |
111 |
The Interest Rate Effect on Private Saving: Alternative Perspectives |
0 |
0 |
1 |
50 |
0 |
0 |
5 |
127 |
The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
224 |
The Overvaluation of Renminbi Undervaluation |
0 |
0 |
0 |
100 |
0 |
1 |
1 |
374 |
The Overvaluation of Renminbi Undervaluation |
0 |
0 |
0 |
129 |
1 |
1 |
3 |
453 |
The Overvaluation of Renminbi Undervaluation |
0 |
0 |
0 |
138 |
0 |
0 |
1 |
467 |
The Penn Effect within a Country - Evidence from Japan |
0 |
0 |
0 |
104 |
1 |
1 |
2 |
445 |
The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis |
0 |
0 |
1 |
55 |
0 |
1 |
2 |
131 |
The RMB Central Parity Formation Mechanism: August 2015 to December 2016 |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
39 |
The Renminbi Central Parity: An Empirical Investigation |
0 |
0 |
0 |
13 |
0 |
1 |
3 |
80 |
The Renminbi Central Parity: An Empirical Investigation |
0 |
0 |
0 |
37 |
1 |
1 |
2 |
170 |
The Renminbi central parity: An empirical investigation |
0 |
0 |
0 |
41 |
1 |
1 |
1 |
108 |
The Role of Offshore Financial Centers in the Process of Renminbi Internationalization |
0 |
0 |
0 |
60 |
1 |
1 |
1 |
113 |
The Role of Offshore Financial Centers in the Process of Renminbi Internationalization |
0 |
0 |
0 |
55 |
1 |
2 |
2 |
189 |
The Role of Offshore Financial Centers in the Process of Renminbi Internationalization |
0 |
0 |
0 |
44 |
1 |
1 |
3 |
103 |
The Structural Behavior of China-US Trade Flows |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
78 |
The Suitability of A Greater China Currency Union |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
181 |
The Suitability of a Greater China Currency Union |
0 |
0 |
0 |
155 |
1 |
1 |
2 |
572 |
The offshore renminbi exchange rate: Microstructure and links to the onshore market |
0 |
0 |
0 |
87 |
1 |
1 |
1 |
186 |
The offshore renminbi exchange rate: Microstructure and links to the onshore market |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
8 |
The role of offshore financial centers in the process of Renminbi internationalization |
0 |
0 |
1 |
1 |
3 |
3 |
5 |
10 |
The structural behavior of China–US trade flows |
0 |
0 |
0 |
67 |
1 |
1 |
1 |
102 |
Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence from OECD Countries |
0 |
0 |
2 |
80 |
0 |
1 |
6 |
308 |
Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence from OECD Countries |
1 |
1 |
2 |
67 |
2 |
6 |
10 |
208 |
Traders, Market Microstructure and Exchange Rate Dynamics |
0 |
0 |
0 |
381 |
0 |
0 |
1 |
1,355 |
Truths and myths about RMB misalignment: A meta-analysis |
0 |
0 |
0 |
40 |
1 |
1 |
2 |
106 |
Uncovered Interest Rate Parity Redux: Non- Uniform Effects |
0 |
0 |
1 |
41 |
0 |
0 |
2 |
77 |
What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
72 |
What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
89 |
What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
0 |
254 |
0 |
0 |
1 |
678 |
What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
63 |
Total Working Papers |
8 |
17 |
95 |
18,129 |
68 |
140 |
400 |
70,888 |
Journal Article |
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 |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
175 |
A Factor Analysis of Trade Integration: the Case of Asian and Oceanic Economies |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
145 |
A Fractional Cointegration Analysis of Purchasing Power Parity |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
1,088 |
A Jackknife Model Averaging Analysis of RMB Misalignment Estimates |
0 |
0 |
0 |
6 |
0 |
2 |
3 |
39 |
A Long Memory Model with Normal Mixture GARCH |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
99 |
A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
102 |
A Note on the Power of Money‐Output Causality Tests |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
A Reappraisal of the Border Effect on Relative Price Volatility |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
40 |
A Tale of Two Surplus Countries: China and Germany |
0 |
1 |
7 |
35 |
0 |
3 |
13 |
113 |
A causality-in-variance test and its application to financial market prices |
0 |
0 |
5 |
548 |
0 |
0 |
19 |
1,198 |
A comparison of learning and replicator dynamics using experimental data |
0 |
0 |
0 |
41 |
0 |
0 |
3 |
133 |
A decade of RMB internationalisation |
1 |
1 |
6 |
10 |
1 |
4 |
15 |
23 |
A high-low model of daily stock price ranges |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
494 |
A search for long memory in international stock market returns |
0 |
0 |
0 |
112 |
0 |
0 |
1 |
378 |
A survey of market practitioners' views on exchange rate dynamics |
0 |
1 |
3 |
208 |
0 |
1 |
7 |
550 |
A trading strategy based on Callable Bull/Bear Contracts |
0 |
0 |
0 |
207 |
0 |
0 |
3 |
726 |
AN ANALYSIS OF HONG KONG EXPORT PERFORMANCE |
0 |
0 |
1 |
37 |
0 |
0 |
2 |
240 |
Accumulation of reserves and keeping up with the Joneses: The case of LATAM economies |
0 |
0 |
2 |
53 |
1 |
1 |
6 |
179 |
Aggregate output dynamics in the twentieth century |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
59 |
An analysis of German effects on the Austrian business cycle |
0 |
0 |
2 |
18 |
0 |
0 |
2 |
79 |
An empirical model of daily highs and lows |
0 |
1 |
1 |
83 |
1 |
2 |
5 |
394 |
An introduction to the special issue “Financial globalization and de-globalization: Perspectives and prospects” |
0 |
0 |
0 |
14 |
0 |
2 |
3 |
29 |
Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
242 |
Are Chinese trade flows different? |
0 |
0 |
0 |
42 |
0 |
1 |
3 |
348 |
Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
133 |
Capital Flight: China's Experience |
0 |
0 |
0 |
44 |
0 |
2 |
5 |
202 |
Capital flight to Germany: Two alternative measures |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
84 |
China's Bilateral Currency Swap Lines |
0 |
0 |
2 |
16 |
1 |
1 |
9 |
65 |
China's Capital Controls: Through the Prism of Covered Interest Differentials |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
78 |
China's Outward Direct Investment in Africa |
0 |
0 |
2 |
116 |
2 |
3 |
7 |
472 |
China's capital flight: Pre- and post-crisis experiences |
1 |
1 |
1 |
47 |
2 |
3 |
7 |
150 |
China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration |
0 |
0 |
0 |
72 |
0 |
0 |
0 |
350 |
China–US trade flow behavior: the implications of alternative exchange rate measures and trade classifications |
0 |
1 |
1 |
7 |
0 |
1 |
2 |
61 |
Commodity price effects on currencies |
1 |
1 |
2 |
5 |
1 |
1 |
7 |
26 |
Common Predictable Components in Regional Stock Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
239 |
Cross‐country Relative Price Volatility: Effects of Market Structure* |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
125 |
Currency traders and exchange rate dynamics: a survey of the US market |
1 |
1 |
1 |
250 |
3 |
6 |
18 |
1,088 |
Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis |
0 |
0 |
0 |
47 |
0 |
0 |
4 |
307 |
Dimensions of financial integration in Greater China: money markets, banks and policy effects |
1 |
2 |
2 |
102 |
1 |
2 |
2 |
355 |
Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments |
0 |
0 |
0 |
141 |
0 |
0 |
4 |
399 |
Do Gold Market Returns Have Long Memory? |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
270 |
Does Austria Respond to the German or the US Business Cycle? |
0 |
0 |
2 |
57 |
0 |
0 |
3 |
299 |
Does the Chinese interest rate follow the US interest rate? |
0 |
1 |
1 |
157 |
0 |
2 |
3 |
797 |
EMPIRICS OF CHINA'S OUTWARD DIRECT INVESTMENT |
0 |
0 |
1 |
70 |
1 |
3 |
9 |
243 |
ESTIMATING FINITE SAMPLE CRITICAL VALUES FOR UNIT ROOT TESTS USING PURE RANDOM WALK PROCESSES:A NOTE |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
2 |
EXCHANGE RATE MISALIGNMENT ESTIMATES—SOURCES OF DIFFERENCES |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
80 |
East Asian equity markets, financial crises, and the Japanese currency |
0 |
0 |
0 |
27 |
1 |
1 |
1 |
164 |
Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries |
0 |
0 |
1 |
28 |
1 |
1 |
3 |
113 |
Effects of U.S. Inflation on Hong Kong and Singapore |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
360 |
Effects of capital flow on the equity and housing markets in Hong Kong |
0 |
0 |
0 |
13 |
1 |
3 |
5 |
63 |
Empirical exchange rate models of the nineties: Are any fit to survive? |
1 |
1 |
2 |
399 |
2 |
3 |
15 |
1,351 |
Equity Price Dynamics Before and After the Introduction of the Euro: A Note |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
74 |
Estimating currency misalignment using the Penn effect: It is not as simple as it looks |
0 |
0 |
0 |
8 |
0 |
2 |
2 |
38 |
Exchange Rates and Markov Switching Dynamics |
0 |
0 |
0 |
129 |
0 |
0 |
1 |
308 |
Exchange rate prediction redux: New models, new data, new currencies |
1 |
3 |
17 |
60 |
6 |
9 |
41 |
205 |
Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration |
0 |
0 |
0 |
11 |
5 |
7 |
14 |
1,494 |
Foreign Financial Services Adoption in Manufacturing by Asian Economies: New Index from the Global Value Chain Perspective |
0 |
0 |
7 |
8 |
0 |
0 |
9 |
15 |
Further Investigation of the Uncertain Unit Root in GNP |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
239 |
Geographic Spread of Currency Trading: The Renminbi and Other Emerging Market Currencies |
0 |
0 |
1 |
17 |
0 |
2 |
3 |
31 |
Hoarding of International Reserves: Mrs Machlup's Wardrobe and the Joneses |
0 |
0 |
1 |
51 |
0 |
1 |
6 |
175 |
Hoarding of international reserves: It's a neighbourly day in Asia |
1 |
1 |
1 |
7 |
2 |
3 |
4 |
40 |
How do UK-based foreign exchange dealers think their market operates? |
0 |
0 |
1 |
157 |
1 |
1 |
6 |
909 |
How sensitive are trends to data definitions? Results for East Asian and G5 countries |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
219 |
Impact of exchange rate movements on exports: An analysis of Indian non-financial sector firms |
0 |
1 |
16 |
138 |
2 |
9 |
55 |
591 |
Individual Learning in Normal Form Games: Some Laboratory Results |
0 |
0 |
6 |
129 |
0 |
0 |
8 |
556 |
Information Flows Between Eurodollar Spot and Futures Markets |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
74 |
Integration, cointegration and the forecast consistency of structural exchange rate models |
0 |
0 |
3 |
83 |
0 |
0 |
10 |
335 |
International economics: Peter H. Lindert and Thomas A. Pugel |
0 |
0 |
14 |
695 |
0 |
2 |
26 |
2,103 |
International evidence on output persistence from postwar data |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
71 |
International evidence on the stock market and aggregate economic activity |
2 |
3 |
7 |
385 |
3 |
6 |
23 |
915 |
International reserves before and after the global crisis: Is there no end to hoarding? |
0 |
0 |
3 |
88 |
2 |
2 |
15 |
292 |
Introduction |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
4 |
Lag Order and Critical Values of a Modified Dickey-Fuller Test |
0 |
0 |
0 |
1 |
3 |
3 |
8 |
930 |
Lag Order and Critical Values of the Augmented Dickey-Fuller Test |
0 |
0 |
0 |
0 |
1 |
2 |
19 |
3,407 |
Long Memory in Foreign-Exchange Rates |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
552 |
Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates |
0 |
0 |
0 |
61 |
0 |
0 |
3 |
242 |
Long-run purchasing power parity during the recent float |
1 |
1 |
1 |
209 |
2 |
2 |
4 |
422 |
Macroeconomic determinants of long-term stock market comovements among major EMS countries |
0 |
0 |
0 |
85 |
0 |
1 |
1 |
327 |
Market Structure and the Persistence of Sectoral Real Exchange Rates |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
416 |
Market Structure, Technology Spillovers, and Persistence in Productivity Differentials |
0 |
0 |
0 |
179 |
0 |
0 |
0 |
645 |
Mean reversion in real exchange rates |
0 |
0 |
0 |
305 |
0 |
0 |
1 |
724 |
Nominal exchange rate flexibility and real exchange rate adjustment: New evidence from dual exchange rates in developing countries |
1 |
2 |
3 |
50 |
1 |
2 |
4 |
214 |
Offshore renminbi trading: Findings from the 2013 Triennial Central Bank Survey |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
36 |
Offshore renminbi trading: Findings from the 2013 Triennial Central Bank Survey |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
36 |
On cross-country differences in the persistence of real exchange rates |
0 |
0 |
0 |
110 |
0 |
2 |
4 |
308 |
On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean |
0 |
0 |
1 |
69 |
0 |
1 |
5 |
221 |
On the purchasing power parity puzzle |
0 |
0 |
3 |
214 |
0 |
2 |
7 |
567 |
Output dynamics of the G7 countries--stochastic trends and cyclical movements |
0 |
0 |
0 |
44 |
1 |
1 |
1 |
273 |
Overview: Global safe assets, international reserves, and capital flow |
0 |
0 |
1 |
20 |
0 |
1 |
3 |
57 |
Pacific-Basin stock markets and real activity |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
120 |
Pacific-Basin stock markets and real activity |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
90 |
Parity reversion in real exchange rates during the post-Bretton Woods period |
0 |
0 |
1 |
63 |
0 |
0 |
4 |
206 |
Pitfalls in Measuring Exchange Rate Misalignment |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
142 |
Purchasing power parity under the European Monetary System |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
196 |
RENMINBISING CHINA'S FOREIGN ASSETS |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
124 |
RMB misalignment: What does a meta‐analysis tell us? |
1 |
1 |
2 |
5 |
1 |
3 |
9 |
22 |
Renminbi Going Global |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
199 |
Renminbisation des actifs internationaux de la Chine |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
84 |
Sectoral trends and cycles in Germany |
0 |
0 |
1 |
52 |
0 |
0 |
2 |
300 |
Special Issue on Asset Price Dynamics and Risk Management |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
34 |
Speculative attacks: A laboratory study in continuous time |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
159 |
Stock Market Volatility and Fractional Integration |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
358 |
Stock Price Dynamics and Firm Size: An Empirical Investigation |
0 |
1 |
7 |
156 |
0 |
3 |
15 |
402 |
TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
17 |
THE FOG ENCIRCLING THE RENMINBI DEBATE |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
16 |
Testing for output convergence: a re-examination |
0 |
0 |
0 |
2 |
1 |
2 |
2 |
253 |
The COVID-19 pandemics and import demand elasticities: evidence from China’s customs data |
1 |
2 |
3 |
3 |
1 |
3 |
6 |
6 |
The Chinese economies in global context: The integration process and its determinants |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
285 |
The Determinants of Chinese Outward Direct Investment – By Hinrich Voss |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
88 |
The Interest Rate Effect on Private Saving: Alternative Perspectives |
0 |
0 |
1 |
31 |
0 |
1 |
11 |
147 |
The Missing Link: China's Contracted Engineering Projects in Africa |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
60 |
The Penn effect within a country: evidence from Japan |
1 |
1 |
1 |
7 |
2 |
2 |
2 |
60 |
The Performance of Trading Rules on Four Asian Currency Exchange Rates |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
24 |
The RMB central parity formation mechanism: August 2015 to December 2016 |
0 |
0 |
2 |
17 |
0 |
0 |
7 |
86 |
The common-trend and transitory dynamics in real exchange rate fluctuations |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
68 |
The currency composition of international reserves, demand for international reserves, and global safe assets |
0 |
0 |
4 |
50 |
0 |
4 |
14 |
157 |
The evolution of offshore renminbi trading: 2016 to 2019 |
0 |
0 |
4 |
19 |
1 |
1 |
7 |
69 |
The exchange rate effects of macro news after the global Financial Crisis |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
76 |
The offshore renminbi exchange rate: Microstructure and links to the onshore market |
0 |
0 |
4 |
61 |
1 |
2 |
12 |
226 |
The overvaluation of Renminbi undervaluation |
0 |
0 |
2 |
135 |
2 |
3 |
14 |
628 |
Truths and Myths About RMB Misalignment: A Meta-analysis |
0 |
0 |
1 |
10 |
1 |
2 |
4 |
62 |
Uncovered interest rate parity redux: Non-uniform effects |
0 |
0 |
2 |
6 |
1 |
1 |
6 |
18 |
What are the global sources of rational variation in international equity returns? |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
151 |
Which Measure of Aggregate Output Should We Use? |
0 |
0 |
0 |
18 |
1 |
1 |
1 |
247 |
Why the renminbi might be overvalued (but probably isn’t) |
0 |
0 |
0 |
108 |
0 |
0 |
0 |
486 |
Total Journal Articles |
15 |
28 |
166 |
8,021 |
65 |
149 |
638 |
38,486 |