| Working Paper |
File Downloads |
Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Cross-Country Empirical Analysis of International Reserves |
0 |
0 |
1 |
146 |
10 |
12 |
17 |
406 |
| A Decade of RMB Internationalization |
1 |
1 |
2 |
36 |
5 |
10 |
14 |
107 |
| A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies |
0 |
0 |
0 |
115 |
2 |
4 |
6 |
428 |
| A High-Low Model of Daily Stock Price Ranges |
0 |
0 |
0 |
152 |
17 |
34 |
51 |
683 |
| A High-Low Model of Daily Stock Price Ranges |
0 |
0 |
1 |
364 |
26 |
34 |
66 |
2,824 |
| A Jackknife Model Averaging Analysis of RMB Misalignment Estimates |
0 |
0 |
0 |
14 |
4 |
5 |
6 |
141 |
| A Jackknife Model Averaging Analysis of RMB Misalignment Estimates |
0 |
0 |
0 |
11 |
3 |
4 |
5 |
89 |
| A Long Memory Model with Mixed Normal GARCH for US Inflation Data |
0 |
0 |
0 |
8 |
2 |
4 |
5 |
73 |
| A Long Memory Model with Mixed Normal GARCH for US Inflation Data |
0 |
0 |
0 |
3 |
2 |
2 |
6 |
48 |
| A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility |
0 |
0 |
0 |
40 |
3 |
4 |
5 |
165 |
| A Reappraisal of the Border Effect on Relative Price Volatility |
0 |
0 |
0 |
28 |
4 |
6 |
6 |
177 |
| A Reappraisal of the Border Effect on Relative Price Volatility |
0 |
0 |
0 |
70 |
4 |
6 |
8 |
293 |
| A Tale of Two Surplus Countries: China and Germany |
0 |
0 |
0 |
26 |
5 |
6 |
6 |
54 |
| A Tale of Two Surplus Countries: China and Germany |
1 |
2 |
2 |
57 |
4 |
11 |
15 |
95 |
| A decade of RMB internationalization |
0 |
0 |
1 |
20 |
4 |
6 |
13 |
58 |
| A tale of two surplus countries: China and Germany |
0 |
0 |
0 |
44 |
5 |
7 |
9 |
91 |
| Accumulation of Reserves and Keeping Up with the Joneses: The Case of LATAM Economies |
0 |
0 |
0 |
53 |
0 |
5 |
5 |
219 |
| Accumulation of reserves and keeping up with the Joneses: the case of LATAM economies |
0 |
0 |
0 |
13 |
3 |
4 |
6 |
116 |
| An Analysis of Hong Kong Export Performance |
0 |
0 |
0 |
32 |
2 |
3 |
5 |
112 |
| An Analysis of Hong Kong Export Performance |
0 |
0 |
0 |
75 |
2 |
5 |
8 |
329 |
| An Empirical Model of Daily Highs and Lows |
0 |
0 |
1 |
116 |
7 |
9 |
21 |
430 |
| An Empirical Model of Daily Highs and Lows |
0 |
1 |
1 |
64 |
3 |
5 |
9 |
363 |
| An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats |
0 |
0 |
11 |
11 |
6 |
14 |
21 |
21 |
| An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats |
0 |
1 |
6 |
6 |
5 |
9 |
23 |
23 |
| An Output Perspective on a Northeast Asia Currency Union |
0 |
0 |
0 |
109 |
5 |
7 |
8 |
395 |
| An Output Perspective on a Northeast Asia Currency Union |
0 |
0 |
0 |
26 |
4 |
8 |
9 |
191 |
| Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios |
0 |
0 |
0 |
24 |
2 |
2 |
4 |
93 |
| Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios |
0 |
0 |
0 |
89 |
5 |
6 |
9 |
229 |
| Are Chinese Trade Flows Different? |
0 |
0 |
0 |
64 |
3 |
4 |
6 |
189 |
| Are Chinese trade flows different? |
0 |
0 |
0 |
48 |
8 |
10 |
15 |
156 |
| Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys |
0 |
0 |
0 |
255 |
2 |
3 |
4 |
1,462 |
| Capital Flight to Germany: Two Alternative Measures |
0 |
0 |
1 |
49 |
10 |
21 |
25 |
207 |
| Capital Flight: China's Experience |
0 |
0 |
0 |
95 |
2 |
4 |
7 |
295 |
| Capital Flight: China's Experience |
0 |
0 |
0 |
205 |
4 |
5 |
9 |
748 |
| China's Bilateral Currency Swap Lines |
1 |
1 |
3 |
139 |
15 |
32 |
43 |
507 |
| China's Capital Controls - Through the Prism of Covered Interest Differentials |
0 |
0 |
0 |
98 |
3 |
4 |
7 |
356 |
| China's Capital Controls - Through the Prism of Covered Interest Differentials |
0 |
0 |
0 |
40 |
3 |
7 |
8 |
182 |
| China's Capital Flight: Pre- and Post-Crisis Experiences |
0 |
0 |
0 |
51 |
4 |
9 |
12 |
137 |
| China's Capital Flight: Pre- and Post-Crisis Experiences |
0 |
0 |
0 |
39 |
6 |
31 |
36 |
195 |
| China's Current Account and Exchange Rate |
0 |
0 |
0 |
431 |
7 |
9 |
13 |
1,597 |
| China's Current Account and Exchange Rate |
0 |
0 |
2 |
154 |
2 |
11 |
20 |
662 |
| China's Current Account and Exchange Rate |
0 |
0 |
0 |
145 |
3 |
5 |
11 |
417 |
| China's Outward Direct Investment in Africa |
0 |
0 |
2 |
359 |
4 |
9 |
14 |
925 |
| China's capital controls: Through the prism of covered interest differentials |
0 |
0 |
0 |
23 |
8 |
11 |
13 |
126 |
| China's capital flight: Pre- and post-crisis experiences |
1 |
1 |
1 |
5 |
5 |
5 |
5 |
14 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
74 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
3 |
2 |
3 |
5 |
76 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
1 |
5 |
5 |
6 |
83 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
27 |
4 |
8 |
9 |
195 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
140 |
3 |
7 |
7 |
484 |
| China’s Bilateral Currency Swap Lines |
0 |
0 |
0 |
6 |
3 |
6 |
13 |
47 |
| China’s Capital Flight: Pre- and Post-Crisis Experiences |
0 |
0 |
0 |
17 |
2 |
5 |
11 |
43 |
| Commodity Price Effects on Currencies |
0 |
0 |
1 |
13 |
3 |
6 |
11 |
30 |
| Cross-Country Relative Price Volatility: Effects of Market Structure |
0 |
0 |
0 |
30 |
3 |
3 |
3 |
196 |
| Cross-Country Relative Price Volatility: Effects of Market Structure |
0 |
0 |
0 |
103 |
2 |
2 |
2 |
379 |
| Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market |
0 |
0 |
0 |
440 |
4 |
8 |
12 |
2,375 |
| Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis |
0 |
0 |
0 |
263 |
4 |
7 |
7 |
1,635 |
| Deviations from the Law of One Price in Japan |
0 |
0 |
0 |
100 |
3 |
6 |
9 |
374 |
| Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment |
0 |
0 |
0 |
162 |
3 |
4 |
7 |
614 |
| Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments |
0 |
0 |
0 |
36 |
2 |
4 |
5 |
191 |
| Does the Chinese Interest Rate Follow the US Interest Rate? |
0 |
0 |
0 |
137 |
6 |
9 |
10 |
498 |
| Does the Chinese Interest Rate Follow the US Interest Rate? |
0 |
0 |
0 |
158 |
6 |
6 |
7 |
625 |
| East Asian Equity Markets, Financial Crises, and the Japanese Currency |
0 |
0 |
0 |
31 |
3 |
6 |
8 |
280 |
| Effects of Capital Flow on the Equity and Housing Markets in Hong Kong |
0 |
0 |
0 |
10 |
6 |
8 |
10 |
38 |
| Effects of Capital Flow on the Equity and Housing Markets in Hong Kong |
0 |
0 |
1 |
43 |
3 |
7 |
9 |
110 |
| Effects of U.S. Inflation on Hong Kong and Singapore |
0 |
0 |
0 |
124 |
5 |
8 |
11 |
759 |
| Effects of U.S. Inflation on Hong Kong and Singapore |
0 |
0 |
0 |
233 |
2 |
6 |
9 |
1,552 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
21 |
7 |
8 |
9 |
184 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
1 |
1 |
32 |
5 |
13 |
14 |
213 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
798 |
7 |
13 |
19 |
2,360 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
1 |
1 |
10 |
1 |
4 |
6 |
189 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
403 |
13 |
47 |
49 |
1,549 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
10 |
5 |
7 |
7 |
159 |
| Equity Price Dynamics Before and After the Introduction of the Euro |
0 |
0 |
0 |
43 |
2 |
6 |
9 |
251 |
| Equity Price Dynamics Before and After the Introduction of the Euro: A Note |
0 |
0 |
0 |
42 |
4 |
10 |
13 |
363 |
| Estimating Currency Misalignment Using the Penn Effect: It’s Not as Simple As It Looks |
0 |
0 |
0 |
31 |
2 |
4 |
10 |
85 |
| Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules |
0 |
0 |
0 |
25 |
4 |
7 |
8 |
117 |
| Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules |
0 |
0 |
0 |
86 |
2 |
2 |
3 |
254 |
| Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules |
0 |
0 |
0 |
47 |
1 |
1 |
3 |
103 |
| Exchange Rate Dynamics: Where is the Saddle Path? |
0 |
0 |
0 |
123 |
2 |
3 |
7 |
397 |
| 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 |
6 |
9 |
9 |
187 |
| Exchange Rate Misalignment - The Case of the Chinese Renminbi |
0 |
0 |
0 |
134 |
5 |
7 |
9 |
391 |
| Exchange Rate Misalingment Estimates - Sources of Differences |
0 |
0 |
0 |
67 |
1 |
4 |
6 |
191 |
| Exchange Rate Prediction Redux: New Models, New Data, New Currencies |
0 |
0 |
1 |
90 |
4 |
7 |
9 |
184 |
| Exchange Rates and Markov Switching Dynamics |
0 |
0 |
0 |
314 |
1 |
8 |
10 |
666 |
| Exchange Rates and Markov Switching Dynamics |
0 |
0 |
2 |
84 |
6 |
10 |
16 |
243 |
| Exchange rate misalignment estimates: Sources of differences |
0 |
0 |
0 |
47 |
2 |
4 |
8 |
149 |
| Exchange rate prediction redux: new models, new data, new currencies |
0 |
0 |
0 |
117 |
3 |
6 |
7 |
307 |
| Further Investigation of the Uncertain Unit Root in GNP |
0 |
0 |
1 |
112 |
4 |
7 |
14 |
817 |
| Further investigation of the uncertain unit root in GNP |
0 |
0 |
0 |
312 |
3 |
5 |
8 |
1,692 |
| Geographic spread of currency trading: The renminbi and other EM currencies |
0 |
0 |
0 |
34 |
6 |
6 |
10 |
83 |
| Hoarding of International Reserves: A Comparison of the Asian and Latin American Experiences |
0 |
0 |
0 |
158 |
0 |
4 |
6 |
503 |
| Hoarding of International Reserves: Mrs Machlup¡¦s Wardrobe and the Joneses |
0 |
0 |
0 |
74 |
5 |
5 |
5 |
273 |
| Hoarding of International Reserves: Mrs Machlup’s Wardrobe and the Joneses |
0 |
0 |
0 |
162 |
3 |
9 |
12 |
656 |
| Hong Kong Output Dynamics: An Empirical Analysis |
0 |
0 |
0 |
12 |
2 |
4 |
6 |
135 |
| Hong Kong Output Dynamics: An Empirical Analysis |
0 |
0 |
0 |
42 |
5 |
6 |
11 |
317 |
| How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? |
0 |
0 |
0 |
451 |
4 |
6 |
10 |
2,014 |
| How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? |
0 |
0 |
0 |
130 |
4 |
8 |
13 |
656 |
| How sensitive are estimated trends to data definitions? Results for East Asian and G-5 countries |
0 |
0 |
0 |
98 |
2 |
2 |
6 |
1,115 |
| Impact of Exchange Rate Movements on Exports: An Analysis of Indian Non-Financial Sector Firms |
0 |
0 |
0 |
168 |
2 |
9 |
17 |
913 |
| Impact of exchange rate move-ments on exports: An analysis of Indian non-financial sector firms |
0 |
0 |
1 |
55 |
9 |
12 |
18 |
299 |
| Impact of exchange rate movements on exports: an analysis of Indian non-financial sector firms |
0 |
0 |
1 |
148 |
4 |
10 |
17 |
646 |
| Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models |
0 |
0 |
0 |
377 |
4 |
8 |
10 |
864 |
| Integration, cointegration and the forecast consistency of structural exchange rate models |
0 |
0 |
0 |
521 |
3 |
4 |
4 |
1,662 |
| International Reserve Management and Firm Investment in Emerging Market Economies |
0 |
0 |
0 |
43 |
6 |
10 |
13 |
107 |
| International Reserves Before and After the Global Crisis: Is There No End to Hoarding? |
0 |
0 |
0 |
143 |
4 |
7 |
11 |
251 |
| International Reserves Before and After the Global Crisis: Is There No End to Hoarding? |
0 |
0 |
0 |
36 |
5 |
8 |
12 |
128 |
| Investment and Growth in Rich and Poor Countries |
0 |
0 |
0 |
124 |
7 |
8 |
8 |
391 |
| Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders |
0 |
0 |
0 |
393 |
1 |
2 |
5 |
1,283 |
| Market Structure and the Persistence of Sectoral Real Exchange Rates |
0 |
0 |
0 |
111 |
13 |
16 |
18 |
607 |
| Market Structure, Technology Spillovers, and Persistence in Productivity Differentials |
0 |
0 |
0 |
99 |
1 |
3 |
7 |
513 |
| Measuring Renminbi Misalignment: Where Do We Stand? |
0 |
0 |
0 |
164 |
2 |
4 |
5 |
345 |
| Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries |
0 |
0 |
0 |
335 |
2 |
4 |
5 |
1,795 |
| Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries |
0 |
0 |
0 |
148 |
2 |
4 |
4 |
421 |
| On Cross-Country Differences in the Persistence of Real Exchange Rates |
0 |
0 |
1 |
86 |
2 |
4 |
7 |
352 |
| On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean |
0 |
0 |
0 |
85 |
5 |
9 |
16 |
696 |
| On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean |
0 |
0 |
0 |
1 |
4 |
6 |
7 |
266 |
| Output Dynamics of the G7 Countries - Stochastic Trends and Cyclical Movements |
0 |
0 |
0 |
48 |
8 |
11 |
14 |
945 |
| Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies |
0 |
0 |
0 |
111 |
5 |
9 |
9 |
320 |
| Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices |
0 |
0 |
0 |
248 |
2 |
2 |
2 |
813 |
| Renminbi Going Global |
0 |
0 |
0 |
40 |
3 |
4 |
5 |
170 |
| Renminbi Going Global |
0 |
0 |
0 |
214 |
4 |
11 |
15 |
422 |
| Renminbising China's Foreign Assets |
0 |
0 |
0 |
84 |
1 |
2 |
3 |
213 |
| Renminbising China's Foreign Assets |
0 |
0 |
0 |
165 |
8 |
12 |
15 |
409 |
| Return, Trading Volume, and Market Depth in Currency Futures Markets |
0 |
0 |
0 |
138 |
2 |
4 |
6 |
532 |
| Sectoral Trends and Cycles in Germany |
0 |
0 |
0 |
38 |
2 |
5 |
7 |
289 |
| Should the Nordic Countries Join A European Monetary Union? An Empirical Analysis |
0 |
0 |
0 |
244 |
3 |
3 |
3 |
844 |
| Speculative Attacks: A Laboratory Study in Continuous Time |
0 |
0 |
0 |
55 |
3 |
6 |
6 |
190 |
| Speculative Attacks: A Laboratory Study in Continuous Time |
0 |
0 |
0 |
63 |
1 |
8 |
11 |
204 |
| Testing for Output Convergence: A Re-Examination |
0 |
0 |
1 |
81 |
3 |
10 |
14 |
387 |
| Testing for Output Convergence: A Re-examination |
0 |
0 |
1 |
28 |
2 |
8 |
9 |
175 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
24 |
1 |
2 |
4 |
156 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
3 |
6 |
6 |
6 |
68 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
2 |
4 |
4 |
6 |
72 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
69 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
142 |
6 |
9 |
10 |
437 |
| The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations |
0 |
0 |
0 |
147 |
3 |
4 |
4 |
499 |
| The Currency Composition of International Reserves, Demand for International Reserves, and Global Safe Assets |
0 |
0 |
1 |
81 |
2 |
4 |
9 |
144 |
| The Empirics of China's Outward Direct Investment |
1 |
1 |
1 |
158 |
10 |
16 |
22 |
455 |
| The Empirics of China's Outward Direct Investment |
0 |
0 |
0 |
397 |
5 |
5 |
15 |
1,212 |
| The Evolution of Offshore Renminbi Trading: 2016 to 2019 |
0 |
0 |
0 |
14 |
3 |
6 |
8 |
80 |
| The Evolution of Offshore Renminbi Trading: 2016 to 2019 |
0 |
1 |
1 |
7 |
5 |
8 |
8 |
24 |
| The Evolution of Offshore Renminbi Trading: 2016 to 2019 |
0 |
2 |
3 |
33 |
3 |
8 |
11 |
81 |
| The Exchange Rate Effects of Macro News after the Global Financial Crisis |
0 |
0 |
1 |
56 |
5 |
11 |
18 |
167 |
| The Exchange Rate Effects of Macro News after the Global Financial Crisis |
0 |
0 |
0 |
21 |
1 |
3 |
8 |
36 |
| The Hoarding of International Reserves: It’s a neighborly day in Asia |
0 |
0 |
0 |
21 |
2 |
7 |
10 |
62 |
| The Illusion of Precision and the Role of the Renminbi in Regional Integration |
0 |
0 |
1 |
69 |
2 |
5 |
8 |
278 |
| The Interest Rate Effect on Private Saving: Alternative Perspectives |
0 |
0 |
0 |
42 |
3 |
4 |
12 |
122 |
| The Interest Rate Effect on Private Saving: Alternative Perspectives |
0 |
0 |
1 |
51 |
3 |
5 |
12 |
139 |
| The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market |
0 |
0 |
0 |
53 |
6 |
10 |
14 |
238 |
| The Overvaluation of Renminbi Undervaluation |
0 |
0 |
0 |
138 |
29 |
57 |
57 |
524 |
| The Overvaluation of Renminbi Undervaluation |
0 |
0 |
0 |
129 |
2 |
10 |
13 |
465 |
| The Overvaluation of Renminbi Undervaluation |
0 |
0 |
0 |
100 |
4 |
9 |
9 |
383 |
| The Penn Effect within a Country - Evidence from Japan |
0 |
0 |
0 |
104 |
6 |
7 |
10 |
454 |
| The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis |
0 |
0 |
0 |
55 |
0 |
4 |
8 |
139 |
| The RMB Central Parity Formation Mechanism: August 2015 to December 2016 |
0 |
0 |
0 |
24 |
5 |
12 |
14 |
53 |
| The Renminbi Central Parity: An Empirical Investigation |
0 |
0 |
2 |
15 |
4 |
6 |
11 |
91 |
| The Renminbi Central Parity: An Empirical Investigation |
0 |
0 |
2 |
39 |
4 |
10 |
15 |
184 |
| The Renminbi central parity: An empirical investigation |
0 |
0 |
1 |
42 |
8 |
10 |
16 |
123 |
| The Role of Offshore Financial Centers in the Process of Renminbi Internationalization |
0 |
0 |
0 |
60 |
2 |
4 |
6 |
118 |
| The Role of Offshore Financial Centers in the Process of Renminbi Internationalization |
0 |
0 |
0 |
55 |
2 |
3 |
5 |
193 |
| The Role of Offshore Financial Centers in the Process of Renminbi Internationalization |
0 |
0 |
1 |
45 |
3 |
18 |
22 |
124 |
| The Structural Behavior of China-US Trade Flows |
0 |
0 |
0 |
21 |
2 |
8 |
8 |
86 |
| The Suitability of A Greater China Currency Union |
1 |
1 |
1 |
36 |
8 |
12 |
13 |
194 |
| The Suitability of a Greater China Currency Union |
0 |
0 |
0 |
155 |
5 |
5 |
8 |
579 |
| The offshore renminbi exchange rate: Microstructure and links to the onshore market |
0 |
0 |
0 |
87 |
2 |
6 |
9 |
194 |
| The offshore renminbi exchange rate: Microstructure and links to the onshore market |
1 |
1 |
1 |
1 |
6 |
7 |
8 |
15 |
| The role of offshore financial centers in the process of Renminbi internationalization |
0 |
0 |
0 |
1 |
5 |
7 |
13 |
20 |
| The structural behavior of China–US trade flows |
0 |
0 |
0 |
67 |
2 |
6 |
9 |
110 |
| Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence from OECD Countries |
0 |
0 |
1 |
67 |
11 |
16 |
20 |
226 |
| Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence from OECD Countries |
0 |
0 |
0 |
80 |
8 |
12 |
14 |
322 |
| Traders, Market Microstructure and Exchange Rate Dynamics |
0 |
0 |
0 |
381 |
5 |
9 |
10 |
1,365 |
| Truths and myths about RMB misalignment: A meta-analysis |
0 |
0 |
0 |
40 |
10 |
13 |
16 |
121 |
| Uncovered Interest Rate Parity Redux: Non- Uniform Effects |
0 |
0 |
0 |
41 |
6 |
7 |
8 |
85 |
| What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
0 |
5 |
2 |
4 |
6 |
95 |
| What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
0 |
7 |
7 |
16 |
17 |
89 |
| What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
0 |
254 |
1 |
3 |
3 |
681 |
| What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
0 |
4 |
5 |
6 |
7 |
70 |
| Total Working Papers |
7 |
15 |
66 |
18,187 |
776 |
1,406 |
1,963 |
72,783 |
| 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 |
1 |
2 |
61 |
4 |
8 |
13 |
188 |
| A Factor Analysis of Trade Integration: the Case of Asian and Oceanic Economies |
0 |
0 |
0 |
33 |
1 |
2 |
4 |
149 |
| A Fractional Cointegration Analysis of Purchasing Power Parity |
0 |
0 |
0 |
0 |
3 |
7 |
8 |
1,096 |
| A Jackknife Model Averaging Analysis of RMB Misalignment Estimates |
0 |
0 |
0 |
6 |
5 |
11 |
12 |
51 |
| A Long Memory Model with Normal Mixture GARCH |
0 |
0 |
0 |
19 |
6 |
8 |
10 |
109 |
| A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility |
0 |
0 |
0 |
19 |
2 |
4 |
7 |
109 |
| A Note on the Power of Money‐Output Causality Tests |
0 |
0 |
0 |
0 |
2 |
18 |
20 |
26 |
| A Reappraisal of the Border Effect on Relative Price Volatility |
0 |
0 |
0 |
2 |
2 |
3 |
3 |
43 |
| A Tale of Two Surplus Countries: China and Germany |
0 |
0 |
0 |
35 |
5 |
8 |
13 |
126 |
| A causality-in-variance test and its application to financial market prices |
0 |
0 |
1 |
549 |
2 |
5 |
12 |
1,210 |
| A comparison of learning and replicator dynamics using experimental data |
0 |
0 |
0 |
41 |
4 |
8 |
9 |
142 |
| A decade of RMB internationalisation |
0 |
3 |
6 |
15 |
4 |
14 |
22 |
44 |
| A high-low model of daily stock price ranges |
0 |
0 |
0 |
82 |
10 |
13 |
17 |
511 |
| A search for long memory in international stock market returns |
0 |
0 |
0 |
112 |
9 |
22 |
24 |
402 |
| A survey of market practitioners' views on exchange rate dynamics |
0 |
0 |
0 |
208 |
5 |
6 |
8 |
558 |
| A trading strategy based on Callable Bull/Bear Contracts |
0 |
1 |
2 |
209 |
6 |
16 |
20 |
746 |
| AN ANALYSIS OF HONG KONG EXPORT PERFORMANCE |
0 |
0 |
0 |
37 |
2 |
5 |
8 |
248 |
| Accumulation of reserves and keeping up with the Joneses: The case of LATAM economies |
0 |
0 |
0 |
53 |
3 |
7 |
11 |
189 |
| Aggregate output dynamics in the twentieth century |
0 |
0 |
1 |
16 |
2 |
7 |
10 |
69 |
| An analysis of German effects on the Austrian business cycle |
0 |
0 |
2 |
20 |
2 |
3 |
8 |
87 |
| An empirical model of daily highs and lows |
0 |
0 |
1 |
84 |
2 |
3 |
9 |
402 |
| An introduction to the special issue “Financial globalization and de-globalization: Perspectives and prospects” |
0 |
0 |
0 |
14 |
2 |
4 |
6 |
35 |
| Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios |
0 |
0 |
0 |
55 |
4 |
6 |
9 |
251 |
| Are Chinese trade flows different? |
0 |
0 |
0 |
42 |
4 |
6 |
9 |
357 |
| Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test |
0 |
0 |
2 |
33 |
3 |
5 |
10 |
143 |
| Capital Flight: China's Experience |
0 |
1 |
2 |
46 |
9 |
12 |
20 |
222 |
| Capital flight to Germany: Two alternative measures |
0 |
1 |
1 |
17 |
2 |
7 |
16 |
100 |
| China's Bilateral Currency Swap Lines |
0 |
1 |
3 |
19 |
5 |
13 |
23 |
87 |
| China's Capital Controls: Through the Prism of Covered Interest Differentials |
0 |
0 |
0 |
22 |
2 |
4 |
4 |
82 |
| China's Outward Direct Investment in Africa |
0 |
0 |
2 |
118 |
3 |
7 |
16 |
486 |
| China's capital flight: Pre- and post-crisis experiences |
0 |
0 |
2 |
48 |
4 |
12 |
18 |
166 |
| China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration |
0 |
0 |
0 |
72 |
1 |
3 |
5 |
355 |
| China–US trade flow behavior: the implications of alternative exchange rate measures and trade classifications |
0 |
0 |
0 |
7 |
2 |
4 |
9 |
70 |
| Commodity price effects on currencies |
0 |
0 |
3 |
7 |
0 |
5 |
16 |
41 |
| Common Predictable Components in Regional Stock Markets |
0 |
0 |
0 |
0 |
2 |
5 |
7 |
246 |
| Cross‐country Relative Price Volatility: Effects of Market Structure* |
0 |
0 |
0 |
15 |
3 |
5 |
6 |
130 |
| Currency traders and exchange rate dynamics: a survey of the US market |
0 |
0 |
2 |
251 |
10 |
16 |
25 |
1,110 |
| Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis |
0 |
0 |
0 |
47 |
3 |
4 |
6 |
313 |
| Dimensions of financial integration in Greater China: money markets, banks and policy effects |
0 |
0 |
1 |
102 |
3 |
8 |
10 |
364 |
| Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments |
0 |
0 |
0 |
141 |
8 |
11 |
12 |
411 |
| Do Gold Market Returns Have Long Memory? |
0 |
0 |
0 |
0 |
2 |
4 |
7 |
277 |
| Does Austria Respond to the German or the US Business Cycle? |
0 |
0 |
1 |
58 |
1 |
2 |
6 |
305 |
| Does the Chinese interest rate follow the US interest rate? |
0 |
0 |
0 |
157 |
5 |
9 |
10 |
807 |
| EMPIRICS OF CHINA'S OUTWARD DIRECT INVESTMENT |
1 |
1 |
2 |
72 |
11 |
16 |
24 |
266 |
| ESTIMATING FINITE SAMPLE CRITICAL VALUES FOR UNIT ROOT TESTS USING PURE RANDOM WALK PROCESSES:A NOTE |
0 |
0 |
0 |
1 |
2 |
5 |
8 |
10 |
| EXCHANGE RATE MISALIGNMENT ESTIMATES—SOURCES OF DIFFERENCES |
0 |
0 |
0 |
21 |
6 |
11 |
13 |
93 |
| East Asian equity markets, financial crises, and the Japanese currency |
0 |
0 |
0 |
27 |
3 |
5 |
7 |
170 |
| Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries |
0 |
0 |
1 |
29 |
5 |
6 |
9 |
121 |
| Effects of U.S. Inflation on Hong Kong and Singapore |
0 |
0 |
0 |
72 |
3 |
4 |
6 |
366 |
| Effects of capital flow on the equity and housing markets in Hong Kong |
0 |
0 |
0 |
13 |
7 |
10 |
15 |
77 |
| Empirical exchange rate models of the nineties: Are any fit to survive? |
0 |
0 |
5 |
403 |
6 |
17 |
33 |
1,382 |
| Equity Price Dynamics Before and After the Introduction of the Euro: A Note |
0 |
0 |
0 |
17 |
5 |
8 |
13 |
87 |
| Estimating currency misalignment using the Penn effect: It is not as simple as it looks |
0 |
0 |
0 |
8 |
10 |
14 |
21 |
59 |
| Exchange Rates and Markov Switching Dynamics |
0 |
0 |
1 |
130 |
3 |
4 |
10 |
318 |
| Exchange rate prediction redux: New models, new data, new currencies |
0 |
0 |
4 |
63 |
4 |
8 |
27 |
226 |
| Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration |
0 |
0 |
0 |
11 |
7 |
15 |
33 |
1,522 |
| Foreign Financial Services Adoption in Manufacturing by Asian Economies: New Index from the Global Value Chain Perspective |
1 |
2 |
2 |
10 |
9 |
11 |
14 |
29 |
| Further Investigation of the Uncertain Unit Root in GNP |
0 |
0 |
0 |
0 |
5 |
5 |
7 |
246 |
| Geographic Spread of Currency Trading: The Renminbi and Other Emerging Market Currencies |
0 |
0 |
0 |
17 |
2 |
4 |
8 |
39 |
| Hoarding of International Reserves: Mrs Machlup's Wardrobe and the Joneses |
0 |
0 |
1 |
52 |
5 |
8 |
15 |
190 |
| Hoarding of international reserves: It's a neighbourly day in Asia |
0 |
0 |
1 |
7 |
8 |
8 |
11 |
49 |
| How do UK-based foreign exchange dealers think their market operates? |
0 |
0 |
0 |
157 |
2 |
7 |
10 |
918 |
| How sensitive are trends to data definitions? Results for East Asian and G5 countries |
0 |
0 |
0 |
17 |
0 |
2 |
6 |
224 |
| Impact of exchange rate movements on exports: An analysis of Indian non-financial sector firms |
1 |
3 |
7 |
145 |
12 |
22 |
54 |
643 |
| Individual Learning in Normal Form Games: Some Laboratory Results |
0 |
0 |
0 |
129 |
1 |
3 |
6 |
562 |
| Information Flows Between Eurodollar Spot and Futures Markets |
0 |
0 |
0 |
7 |
0 |
3 |
5 |
79 |
| Integration, cointegration and the forecast consistency of structural exchange rate models |
0 |
0 |
0 |
83 |
4 |
6 |
8 |
343 |
| International Reserve Management and Firm Investment in Emerging Market Economies |
0 |
0 |
0 |
0 |
4 |
8 |
11 |
11 |
| International economics: Peter H. Lindert and Thomas A. Pugel |
0 |
0 |
2 |
697 |
1 |
4 |
12 |
2,115 |
| International evidence on output persistence from postwar data |
0 |
0 |
0 |
11 |
2 |
3 |
5 |
76 |
| International evidence on the stock market and aggregate economic activity |
0 |
0 |
2 |
385 |
11 |
20 |
26 |
938 |
| International reserves before and after the global crisis: Is there no end to hoarding? |
0 |
0 |
0 |
88 |
6 |
9 |
12 |
302 |
| Introduction |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
8 |
| Lag Order and Critical Values of a Modified Dickey-Fuller Test |
0 |
0 |
0 |
1 |
2 |
5 |
13 |
940 |
| Lag Order and Critical Values of the Augmented Dickey-Fuller Test |
0 |
0 |
0 |
0 |
5 |
11 |
25 |
3,431 |
| Long Memory in Foreign-Exchange Rates |
0 |
0 |
0 |
0 |
3 |
8 |
12 |
564 |
| Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates |
0 |
0 |
0 |
61 |
3 |
8 |
10 |
252 |
| Long-run purchasing power parity during the recent float |
0 |
0 |
3 |
211 |
4 |
8 |
14 |
434 |
| Macroeconomic determinants of long-term stock market comovements among major EMS countries |
0 |
0 |
0 |
85 |
3 |
7 |
10 |
337 |
| Market Structure and the Persistence of Sectoral Real Exchange Rates |
0 |
0 |
0 |
49 |
4 |
5 |
6 |
422 |
| Market Structure, Technology Spillovers, and Persistence in Productivity Differentials |
0 |
0 |
0 |
179 |
3 |
7 |
9 |
654 |
| Mean reversion in real exchange rates |
0 |
0 |
1 |
306 |
3 |
4 |
6 |
730 |
| Nominal exchange rate flexibility and real exchange rate adjustment: New evidence from dual exchange rates in developing countries |
0 |
0 |
1 |
50 |
0 |
2 |
5 |
218 |
| Offshore renminbi trading: Findings from the 2013 Triennial Central Bank Survey |
0 |
0 |
0 |
6 |
2 |
7 |
8 |
44 |
| Offshore renminbi trading: Findings from the 2013 Triennial Central Bank Survey |
0 |
0 |
0 |
7 |
6 |
10 |
11 |
47 |
| On cross-country differences in the persistence of real exchange rates |
0 |
0 |
2 |
112 |
5 |
7 |
20 |
328 |
| On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean |
1 |
1 |
1 |
70 |
6 |
7 |
8 |
229 |
| On the purchasing power parity puzzle |
0 |
0 |
1 |
215 |
4 |
5 |
9 |
576 |
| Output dynamics of the G7 countries--stochastic trends and cyclical movements |
0 |
0 |
0 |
44 |
3 |
5 |
8 |
280 |
| Overview: Global safe assets, international reserves, and capital flow |
0 |
0 |
0 |
20 |
4 |
6 |
7 |
64 |
| Pacific-Basin stock markets and real activity |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
91 |
| Pacific-Basin stock markets and real activity |
0 |
0 |
0 |
18 |
2 |
3 |
4 |
124 |
| Parity reversion in real exchange rates during the post-Bretton Woods period |
0 |
0 |
0 |
63 |
12 |
41 |
43 |
249 |
| Pitfalls in Measuring Exchange Rate Misalignment |
0 |
0 |
0 |
38 |
4 |
5 |
6 |
148 |
| Purchasing power parity under the European Monetary System |
1 |
1 |
1 |
44 |
6 |
7 |
8 |
204 |
| RENMINBISING CHINA'S FOREIGN ASSETS |
0 |
0 |
0 |
22 |
5 |
6 |
7 |
131 |
| RMB misalignment: What does a meta‐analysis tell us? |
0 |
0 |
3 |
7 |
4 |
5 |
10 |
31 |
| Renminbi Going Global |
0 |
0 |
0 |
0 |
8 |
14 |
16 |
214 |
| Renminbisation des actifs internationaux de la Chine |
0 |
0 |
0 |
2 |
3 |
3 |
3 |
87 |
| Sectoral trends and cycles in Germany |
0 |
0 |
0 |
52 |
1 |
2 |
8 |
308 |
| Special Issue on Asset Price Dynamics and Risk Management |
0 |
0 |
0 |
2 |
1 |
4 |
5 |
39 |
| Speculative attacks: A laboratory study in continuous time |
0 |
0 |
0 |
35 |
3 |
8 |
9 |
168 |
| Stock Market Volatility and Fractional Integration |
0 |
0 |
0 |
81 |
2 |
4 |
4 |
362 |
| Stock Price Dynamics and Firm Size: An Empirical Investigation |
0 |
0 |
2 |
158 |
4 |
7 |
11 |
413 |
| TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION |
0 |
0 |
0 |
3 |
1 |
2 |
4 |
20 |
| THE FOG ENCIRCLING THE RENMINBI DEBATE |
0 |
0 |
0 |
0 |
3 |
5 |
8 |
24 |
| Testing for output convergence: a re-examination |
0 |
0 |
0 |
2 |
3 |
3 |
6 |
258 |
| The COVID-19 pandemics and import demand elasticities: evidence from China’s customs data |
0 |
0 |
2 |
4 |
7 |
9 |
11 |
16 |
| The Chinese economies in global context: The integration process and its determinants |
0 |
0 |
0 |
44 |
7 |
9 |
9 |
294 |
| The Determinants of Chinese Outward Direct Investment – By Hinrich Voss |
0 |
0 |
0 |
13 |
1 |
2 |
2 |
90 |
| The Interest Rate Effect on Private Saving: Alternative Perspectives |
0 |
1 |
3 |
34 |
7 |
8 |
17 |
164 |
| The Missing Link: China's Contracted Engineering Projects in Africa |
0 |
0 |
0 |
12 |
4 |
6 |
8 |
68 |
| The Penn effect within a country: evidence from Japan |
0 |
0 |
1 |
7 |
9 |
9 |
12 |
70 |
| The Performance of Trading Rules on Four Asian Currency Exchange Rates |
0 |
0 |
0 |
3 |
4 |
4 |
4 |
28 |
| The RMB central parity formation mechanism: August 2015 to December 2016 |
1 |
1 |
1 |
18 |
12 |
24 |
27 |
113 |
| The common-trend and transitory dynamics in real exchange rate fluctuations |
0 |
0 |
0 |
18 |
2 |
5 |
5 |
73 |
| The currency composition of international reserves, demand for international reserves, and global safe assets |
0 |
0 |
2 |
52 |
7 |
12 |
21 |
178 |
| The evolution of offshore renminbi trading: 2016 to 2019 |
1 |
3 |
3 |
22 |
4 |
11 |
13 |
81 |
| The exchange rate effects of macro news after the global Financial Crisis |
0 |
0 |
0 |
7 |
3 |
5 |
7 |
83 |
| The offshore renminbi exchange rate: Microstructure and links to the onshore market |
1 |
1 |
1 |
62 |
7 |
14 |
24 |
249 |
| The overvaluation of Renminbi undervaluation |
0 |
0 |
1 |
136 |
2 |
5 |
17 |
643 |
| Truths and Myths About RMB Misalignment: A Meta-analysis |
0 |
0 |
1 |
11 |
4 |
8 |
17 |
78 |
| Uncovered interest rate parity redux: Non-uniform effects |
0 |
0 |
1 |
7 |
1 |
2 |
6 |
23 |
| What are the global sources of rational variation in international equity returns? |
0 |
0 |
0 |
27 |
2 |
2 |
4 |
155 |
| Which Measure of Aggregate Output Should We Use? |
0 |
0 |
0 |
18 |
3 |
5 |
9 |
255 |
| Total Journal Articles |
8 |
22 |
93 |
7,991 |
513 |
950 |
1,479 |
39,414 |