| 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 |
0 |
0 |
2 |
134 |
2 |
2 |
12 |
346 |
| A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies |
0 |
0 |
1 |
115 |
0 |
0 |
3 |
411 |
| A High-Low Model of Daily Stock Price Ranges |
0 |
0 |
2 |
352 |
0 |
2 |
30 |
2,702 |
| A High-Low Model of Daily Stock Price Ranges |
0 |
0 |
0 |
150 |
0 |
0 |
2 |
614 |
| A Long Memory Model with Mixed Normal GARCH for US Inflation Data |
0 |
1 |
2 |
3 |
1 |
3 |
4 |
39 |
| A Long Memory Model with Mixed Normal GARCH for US Inflation Data |
0 |
0 |
0 |
7 |
3 |
4 |
5 |
61 |
| 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 |
150 |
| A Reappraisal of the Border Effect on Relative Price Volatility |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
153 |
| A Reappraisal of the Border Effect on Relative Price Volatility |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
272 |
| A Tale of Two Surplus Countries: China and Germany |
1 |
27 |
48 |
48 |
4 |
21 |
28 |
28 |
| Accumulation of Reserves and Keeping Up with the Joneses: The Case of LATAM Economies |
0 |
0 |
1 |
47 |
3 |
3 |
10 |
184 |
| Accumulation of reserves and keeping up with the Joneses: the case of LATAM economies |
0 |
0 |
0 |
7 |
2 |
4 |
8 |
78 |
| An Analysis of Hong Kong Export Performance |
0 |
0 |
1 |
72 |
2 |
3 |
4 |
297 |
| An Analysis of Hong Kong Export Performance |
0 |
0 |
3 |
29 |
0 |
0 |
6 |
69 |
| An Empirical Model of Daily Highs and Lows |
0 |
0 |
0 |
62 |
1 |
1 |
1 |
338 |
| An Empirical Model of Daily Highs and Lows |
0 |
0 |
0 |
107 |
1 |
2 |
7 |
370 |
| An Output Perspective on a Northeast Asia Currency Union |
0 |
0 |
1 |
108 |
0 |
3 |
7 |
375 |
| An Output Perspective on a Northeast Asia Currency Union |
0 |
0 |
0 |
25 |
1 |
1 |
3 |
171 |
| Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios |
0 |
0 |
0 |
87 |
1 |
1 |
1 |
205 |
| Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios |
0 |
0 |
0 |
22 |
1 |
3 |
5 |
75 |
| Are Chinese Trade Flows Different? |
0 |
0 |
2 |
63 |
1 |
1 |
6 |
162 |
| Are Chinese trade flows different? |
0 |
0 |
1 |
46 |
1 |
2 |
5 |
118 |
| Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys |
0 |
0 |
1 |
255 |
0 |
1 |
4 |
1,450 |
| Capital Flight: China's Experience |
0 |
1 |
3 |
200 |
1 |
4 |
9 |
714 |
| Capital Flight: China's Experience |
0 |
0 |
1 |
89 |
4 |
7 |
13 |
245 |
| China's Bilateral Currency Swap Lines |
3 |
7 |
26 |
85 |
7 |
22 |
108 |
256 |
| China's Capital Controls - Through the Prism of Covered Interest Differentials |
0 |
0 |
3 |
38 |
0 |
1 |
13 |
106 |
| China's Capital Controls - Through the Prism of Covered Interest Differentials |
0 |
0 |
4 |
92 |
2 |
5 |
19 |
284 |
| China's Capital Flight: Pre- and Post-Crisis Experiences |
2 |
2 |
3 |
31 |
2 |
5 |
12 |
127 |
| China's Capital Flight: Pre- and Post-Crisis Experiences |
0 |
1 |
3 |
50 |
0 |
2 |
9 |
90 |
| China's Current Account and Exchange Rate |
1 |
2 |
4 |
425 |
11 |
20 |
78 |
1,445 |
| China's Current Account and Exchange Rate |
0 |
0 |
1 |
147 |
0 |
1 |
3 |
602 |
| China's Current Account and Exchange Rate |
0 |
0 |
0 |
142 |
1 |
4 |
7 |
381 |
| China's Outward Direct Investment in Africa |
1 |
2 |
15 |
330 |
7 |
15 |
54 |
805 |
| China's capital controls: Through the prism of covered interest differentials |
0 |
0 |
1 |
20 |
1 |
1 |
4 |
93 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
27 |
0 |
1 |
6 |
168 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
57 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
139 |
1 |
1 |
7 |
446 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
3 |
2 |
3 |
5 |
57 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
52 |
| China’s Bilateral Currency Swap Lines |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
4 |
| China’s Capital Flight: Pre- and Post-Crisis Experiences |
1 |
14 |
14 |
14 |
2 |
7 |
7 |
7 |
| Cross-Country Relative Price Volatility: Effects of Market Structure |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
367 |
| Cross-Country Relative Price Volatility: Effects of Market Structure |
0 |
0 |
0 |
30 |
1 |
2 |
3 |
177 |
| Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market |
0 |
0 |
5 |
433 |
5 |
6 |
62 |
2,191 |
| Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis |
0 |
0 |
1 |
263 |
1 |
1 |
6 |
1,615 |
| Deviations from the Law of One Price in Japan |
0 |
1 |
2 |
98 |
0 |
2 |
9 |
340 |
| Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment |
1 |
1 |
1 |
157 |
2 |
2 |
3 |
586 |
| Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments |
0 |
1 |
1 |
35 |
3 |
5 |
8 |
167 |
| Does the Chinese Interest Rate Follow the US Interest Rate? |
0 |
0 |
0 |
131 |
0 |
2 |
5 |
461 |
| Does the Chinese Interest Rate Follow the US Interest Rate? |
0 |
0 |
1 |
152 |
1 |
2 |
5 |
590 |
| East Asian Equity Markets, Financial Crises, and the Japanese Currency |
0 |
0 |
1 |
30 |
3 |
3 |
7 |
252 |
| Effects of Capital Flow on the Equity and Housing Markets in Hong Kong |
0 |
1 |
3 |
37 |
1 |
4 |
17 |
59 |
| Effects of Capital Flow on the Equity and Housing Markets in Hong Kong |
5 |
6 |
6 |
6 |
1 |
4 |
4 |
4 |
| Effects of U.S. Inflation on Hong Kong and Singapore |
0 |
0 |
0 |
118 |
1 |
3 |
7 |
688 |
| Effects of U.S. Inflation on Hong Kong and Singapore |
0 |
0 |
0 |
228 |
2 |
6 |
13 |
1,514 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
8 |
4 |
6 |
16 |
135 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
2 |
20 |
1 |
2 |
14 |
126 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
798 |
1 |
4 |
17 |
2,280 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
10 |
3 |
5 |
17 |
119 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
2 |
25 |
2 |
4 |
25 |
130 |
| Empirical Exchange Rate Models of the Nineties; Are Any Fit to Survive? |
0 |
0 |
2 |
397 |
3 |
7 |
40 |
1,450 |
| Equity Price Dynamics Before and After the Introduction of the Euro |
1 |
1 |
1 |
43 |
1 |
1 |
1 |
226 |
| Equity Price Dynamics Before and After the Introduction of the Euro: A Note |
1 |
1 |
2 |
42 |
5 |
8 |
10 |
344 |
| Estimating Currency Misalignment Using the Penn Effect: It’s Not as Simple As It Looks |
0 |
0 |
2 |
31 |
2 |
3 |
6 |
52 |
| Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules |
0 |
0 |
0 |
23 |
0 |
0 |
5 |
93 |
| Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules |
0 |
0 |
0 |
46 |
1 |
1 |
2 |
88 |
| Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules |
0 |
1 |
2 |
82 |
1 |
2 |
7 |
235 |
| Exchange Rate Dynamics: Where is the Saddle Path? |
0 |
0 |
0 |
122 |
1 |
3 |
6 |
367 |
| 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 |
1 |
1 |
4 |
164 |
| Exchange Rate Misalignment - The Case of the Chinese Renminbi |
0 |
0 |
6 |
126 |
2 |
4 |
22 |
353 |
| Exchange Rate Misalingment Estimates - Sources of Differences |
0 |
0 |
1 |
66 |
3 |
5 |
12 |
154 |
| Exchange Rate Prediction Redux: New Models, New Data, New Currencies |
0 |
1 |
8 |
71 |
0 |
3 |
21 |
94 |
| Exchange Rates and Markov Switching Dynamics |
0 |
0 |
3 |
79 |
5 |
11 |
19 |
196 |
| Exchange Rates and Markov Switching Dynamics |
0 |
0 |
0 |
309 |
3 |
3 |
4 |
637 |
| Exchange rate misalignment estimates: Sources of differences |
0 |
0 |
0 |
47 |
2 |
3 |
9 |
114 |
| Exchange rate prediction redux: new models, new data, new currencies |
0 |
1 |
6 |
90 |
3 |
10 |
69 |
165 |
| Further Investigation of the Uncertain Unit Root in GNP |
0 |
0 |
0 |
111 |
1 |
1 |
3 |
787 |
| Further investigation of the uncertain unit root in GNP |
0 |
0 |
0 |
312 |
1 |
1 |
7 |
1,662 |
| Hoarding of International Reserves: A Comparison of the Asian and Latin American Experiences |
0 |
0 |
2 |
149 |
0 |
0 |
4 |
470 |
| Hoarding of International Reserves: Mrs Machlup¡¦s Wardrobe and the Joneses |
0 |
0 |
1 |
74 |
0 |
0 |
5 |
253 |
| Hoarding of International Reserves: Mrs Machlup’s Wardrobe and the Joneses |
0 |
0 |
1 |
153 |
1 |
1 |
8 |
593 |
| Hong Kong Output Dynamics: An Empirical Analysis |
0 |
0 |
0 |
12 |
2 |
3 |
6 |
116 |
| Hong Kong Output Dynamics: An Empirical Analysis |
0 |
0 |
0 |
41 |
2 |
2 |
3 |
296 |
| How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? |
0 |
0 |
0 |
128 |
1 |
2 |
5 |
617 |
| How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? |
0 |
1 |
1 |
449 |
3 |
6 |
11 |
1,970 |
| How do UK-Based Foreign Exchange Dealers Think Their Market Operates? |
0 |
0 |
0 |
21 |
1 |
3 |
7 |
111 |
| How sensitive are estimated trends to data definitions? Results for East Asian and G-5 countries |
0 |
0 |
0 |
98 |
2 |
3 |
3 |
1,100 |
| Impact of Exchange Rate Movements on Exports: An Analysis of Indian Non-Financial Sector Firms |
0 |
0 |
3 |
162 |
1 |
3 |
38 |
830 |
| Impact of exchange rate move-ments on exports: An analysis of Indian non-financial sector firms |
0 |
0 |
2 |
52 |
1 |
2 |
9 |
244 |
| Impact of exchange rate movements on exports: an analysis of Indian non-financial sector firms |
1 |
2 |
3 |
135 |
5 |
10 |
52 |
572 |
| Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models |
0 |
0 |
0 |
375 |
0 |
0 |
5 |
831 |
| Integration, cointegration and the forecast consistency of structural exchange rate models |
0 |
0 |
0 |
519 |
1 |
2 |
6 |
1,641 |
| International Reserves Before and After the Global Crisis: Is There No End to Hoarding? |
0 |
0 |
5 |
138 |
5 |
7 |
22 |
191 |
| International Reserves Before and After the Global Crisis: Is There No End to Hoarding? |
0 |
0 |
0 |
28 |
1 |
1 |
4 |
76 |
| Investment and Growth in Rich and Poor Countries |
0 |
0 |
0 |
116 |
2 |
3 |
8 |
337 |
| Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders |
0 |
0 |
1 |
378 |
2 |
3 |
6 |
1,202 |
| Market Structure and the Persistence of Sectoral Real Exchange Rates |
0 |
0 |
0 |
111 |
1 |
2 |
4 |
573 |
| Market Structure, Technology Spillovers, and Persistence in Productivity Differentials |
0 |
0 |
0 |
94 |
2 |
2 |
3 |
480 |
| Measuring Renminbi Misalignment: Where Do We Stand? |
0 |
1 |
3 |
155 |
0 |
1 |
7 |
301 |
| Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries |
0 |
0 |
0 |
326 |
2 |
3 |
3 |
1,748 |
| Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries |
0 |
0 |
1 |
142 |
1 |
3 |
8 |
393 |
| On Cross-Country Differences in the Persistence of Real Exchange Rates |
0 |
0 |
0 |
82 |
0 |
1 |
1 |
326 |
| On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean |
0 |
0 |
0 |
84 |
0 |
0 |
0 |
659 |
| On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
239 |
| Output Dynamics of the G7 Countries - Stochastic Trends and Cyclical Movements |
1 |
1 |
1 |
45 |
3 |
3 |
3 |
912 |
| Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies |
0 |
1 |
1 |
111 |
1 |
3 |
6 |
296 |
| Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices |
0 |
0 |
0 |
246 |
2 |
3 |
10 |
794 |
| Renminbi Going Global |
0 |
0 |
1 |
208 |
1 |
3 |
10 |
362 |
| Renminbi Going Global |
0 |
0 |
1 |
34 |
1 |
5 |
16 |
119 |
| Renminbising China's Foreign Assets |
0 |
0 |
0 |
83 |
2 |
2 |
5 |
190 |
| Renminbising China's Foreign Assets |
1 |
1 |
3 |
164 |
1 |
2 |
7 |
375 |
| Return, Trading Volume, and Market Depth in Currency Futures Markets |
0 |
0 |
3 |
137 |
1 |
1 |
11 |
518 |
| Sectoral Trends and Cycles in Germany |
0 |
0 |
0 |
37 |
2 |
3 |
3 |
276 |
| Should the Nordic Countries Join A European Monetary Union? An Empirical Analysis |
0 |
0 |
0 |
241 |
1 |
2 |
5 |
825 |
| Speculative Attacks: A Laboratory Study in Continuous Time |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
168 |
| Speculative Attacks: A Laboratory Study in Continuous Time |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
177 |
| Testing for Output Convergence: A Re-Examination |
0 |
0 |
0 |
78 |
1 |
1 |
3 |
351 |
| Testing for Output Convergence: A Re-examination |
0 |
0 |
0 |
26 |
0 |
0 |
2 |
144 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
58 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
3 |
1 |
2 |
2 |
53 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
135 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
142 |
3 |
3 |
4 |
415 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
53 |
| The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations |
0 |
0 |
1 |
144 |
0 |
0 |
6 |
478 |
| The Currency Composition of International Reserves, Demand for International Reserves, and Global Safe Assets |
11 |
35 |
35 |
35 |
9 |
22 |
22 |
22 |
| The Empirics of China's Outward Direct Investment |
0 |
0 |
7 |
156 |
1 |
4 |
12 |
391 |
| The Empirics of China's Outward Direct Investment |
1 |
3 |
11 |
382 |
5 |
14 |
48 |
1,091 |
| The Exchange Rate Effects of Macro News after the Global Financial Crisis |
0 |
17 |
17 |
17 |
0 |
6 |
6 |
6 |
| The Exchange Rate Effects of Macro News after the Global Financial Crisis |
0 |
2 |
7 |
47 |
2 |
8 |
28 |
87 |
| The Hoarding of International Reserves: It’s a neighborly day in Asia |
6 |
7 |
7 |
7 |
3 |
8 |
8 |
8 |
| The Illusion of Precision and the Role of the Renminbi in Regional Integration |
1 |
1 |
2 |
67 |
3 |
3 |
4 |
250 |
| The Interest Rate Effect on Private Saving: Alternative Perspectives |
0 |
4 |
6 |
33 |
4 |
12 |
18 |
64 |
| The Interest Rate Effect on Private Saving: Alternative Perspectives |
6 |
15 |
15 |
15 |
4 |
16 |
16 |
16 |
| The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market |
0 |
0 |
2 |
49 |
0 |
2 |
11 |
199 |
| The Overvaluation of Renminbi Undervaluation |
0 |
0 |
0 |
136 |
0 |
1 |
3 |
437 |
| The Overvaluation of Renminbi Undervaluation |
0 |
0 |
0 |
99 |
1 |
2 |
3 |
348 |
| The Overvaluation of Renminbi Undervaluation |
0 |
0 |
1 |
127 |
7 |
16 |
20 |
428 |
| The Penn Effect within a Country - Evidence from Japan |
0 |
0 |
4 |
99 |
1 |
2 |
20 |
387 |
| The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis |
1 |
1 |
7 |
47 |
1 |
1 |
22 |
83 |
| The RMB Central Parity Formation Mechanism: August 2015 to December 2016 |
3 |
14 |
14 |
14 |
5 |
8 |
8 |
8 |
| The Renminbi Central Parity: An Empirical Investigation |
0 |
0 |
0 |
11 |
1 |
2 |
7 |
26 |
| The Renminbi Central Parity: An Empirical Investigation |
1 |
1 |
1 |
33 |
4 |
6 |
16 |
96 |
| The Renminbi central parity: An empirical investigation |
0 |
0 |
1 |
38 |
2 |
4 |
12 |
35 |
| The Role of Offshore Financial Centers in the Process of Renminbi Internationalization |
0 |
0 |
1 |
40 |
0 |
0 |
5 |
83 |
| The Role of Offshore Financial Centers in the Process of Renminbi Internationalization |
0 |
0 |
0 |
48 |
1 |
1 |
6 |
154 |
| The Role of Offshore Financial Centers in the Process of Renminbi Internationalization |
0 |
0 |
1 |
53 |
0 |
0 |
2 |
85 |
| The Structural Behavior of China-US Trade Flows |
0 |
0 |
3 |
16 |
0 |
0 |
8 |
61 |
| The Suitability of A Greater China Currency Union |
0 |
0 |
0 |
34 |
1 |
3 |
5 |
166 |
| The Suitability of a Greater China Currency Union |
0 |
0 |
0 |
154 |
0 |
2 |
3 |
555 |
| The offshore renminbi exchange rate: Microstructure and links to the onshore market |
0 |
0 |
3 |
83 |
4 |
8 |
30 |
127 |
| The structural behavior of China–US trade flows |
0 |
0 |
2 |
67 |
1 |
1 |
9 |
78 |
| Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence from OECD Countries |
0 |
0 |
3 |
64 |
3 |
4 |
12 |
252 |
| Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence from OECD Countries |
0 |
0 |
1 |
55 |
2 |
2 |
7 |
156 |
| Traders, Market Microstructure and Exchange Rate Dynamics |
0 |
0 |
0 |
381 |
1 |
2 |
8 |
1,340 |
| Truths and myths about RMB misalignment: A meta-analysis |
3 |
3 |
32 |
32 |
4 |
9 |
27 |
27 |
| What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
46 |
| What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
0 |
7 |
1 |
2 |
6 |
64 |
| What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
3 |
252 |
1 |
2 |
12 |
661 |
| What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
65 |
| Total Working Papers |
53 |
182 |
422 |
17,035 |
264 |
563 |
1,758 |
64,359 |
| 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 |
1 |
1 |
1 |
49 |
3 |
3 |
3 |
139 |
| A Factor Analysis of Trade Integration: the Case of Asian and Oceanic Economies |
0 |
0 |
0 |
33 |
2 |
2 |
5 |
124 |
| A Fractional Cointegration Analysis of Purchasing Power Parity |
0 |
0 |
0 |
0 |
5 |
8 |
22 |
969 |
| A Long Memory Model with Normal Mixture GARCH |
0 |
0 |
0 |
18 |
2 |
2 |
2 |
90 |
| A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility |
0 |
0 |
0 |
19 |
0 |
1 |
2 |
92 |
| A Note on the Power of Money-Output Causality Tests |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
168 |
| A Reappraisal of the Border Effect on Relative Price Volatility |
0 |
0 |
0 |
2 |
3 |
3 |
3 |
37 |
| A causality-in-variance test and its application to financial market prices |
1 |
3 |
31 |
494 |
5 |
9 |
59 |
1,068 |
| A comparison of learning and replicator dynamics using experimental data |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
121 |
| A high-low model of daily stock price ranges |
0 |
0 |
0 |
80 |
0 |
0 |
4 |
479 |
| A search for long memory in international stock market returns |
0 |
1 |
4 |
99 |
1 |
2 |
8 |
332 |
| A survey of market practitioners' views on exchange rate dynamics |
2 |
2 |
13 |
189 |
3 |
5 |
31 |
480 |
| A trading strategy based on Callable Bull/Bear Contracts |
0 |
2 |
6 |
174 |
3 |
6 |
19 |
584 |
| AN ANALYSIS OF HONG KONG EXPORT PERFORMANCE |
0 |
0 |
0 |
35 |
1 |
1 |
3 |
216 |
| Accumulation of reserves and keeping up with the Joneses: The case of LATAM economies |
1 |
1 |
3 |
45 |
5 |
5 |
13 |
137 |
| Aggregate output dynamics in the twentieth century |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
51 |
| An analysis of German effects on the Austrian business cycle |
0 |
0 |
1 |
6 |
0 |
1 |
2 |
53 |
| An empirical model of daily highs and lows |
0 |
0 |
0 |
77 |
0 |
0 |
3 |
367 |
| Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios |
0 |
0 |
0 |
55 |
1 |
1 |
2 |
225 |
| Are Chinese trade flows different? |
0 |
1 |
3 |
40 |
2 |
5 |
12 |
260 |
| Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test |
0 |
0 |
1 |
27 |
0 |
0 |
5 |
114 |
| Capital Flight: China's Experience |
0 |
0 |
1 |
39 |
0 |
1 |
4 |
172 |
| China's Bilateral Currency Swap Lines |
0 |
2 |
4 |
7 |
0 |
2 |
10 |
24 |
| China's Capital Controls: Through the Prism of Covered Interest Differentials |
0 |
0 |
3 |
20 |
0 |
0 |
7 |
58 |
| China's Outward Direct Investment in Africa |
0 |
2 |
8 |
89 |
5 |
10 |
28 |
343 |
| China's capital flight: Pre- and post-crisis experiences |
2 |
3 |
9 |
36 |
3 |
5 |
23 |
103 |
| China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration |
0 |
0 |
0 |
71 |
0 |
1 |
5 |
326 |
| China–US trade flow behavior: the implications of alternative exchange rate measures and trade classifications |
0 |
0 |
1 |
5 |
0 |
1 |
5 |
34 |
| Common Predictable Components in Regional Stock Markets |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
228 |
| Cross‐country Relative Price Volatility: Effects of Market Structure* |
0 |
0 |
0 |
15 |
3 |
4 |
5 |
118 |
| Currency traders and exchange rate dynamics: a survey of the US market |
0 |
0 |
8 |
230 |
2 |
5 |
39 |
989 |
| Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis |
0 |
0 |
0 |
46 |
1 |
1 |
5 |
280 |
| Dimensions of financial integration in Greater China: money markets, banks and policy effects |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
337 |
| Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments |
1 |
2 |
5 |
137 |
2 |
3 |
11 |
366 |
| Do Gold Market Returns Have Long Memory? |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
245 |
| Does Austria Respond to the German or the US Business Cycle? |
0 |
0 |
0 |
48 |
1 |
1 |
1 |
273 |
| Does the Chinese interest rate follow the US interest rate? |
0 |
0 |
0 |
154 |
3 |
4 |
9 |
767 |
| EMPIRICS OF CHINA'S OUTWARD DIRECT INVESTMENT |
0 |
1 |
3 |
58 |
3 |
6 |
15 |
176 |
| EXCHANGE RATE MISALIGNMENT ESTIMATES—SOURCES OF DIFFERENCES |
0 |
0 |
1 |
19 |
2 |
3 |
9 |
64 |
| East Asian equity markets, financial crises, and the Japanese currency |
0 |
0 |
0 |
26 |
1 |
2 |
2 |
150 |
| Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries |
0 |
0 |
1 |
22 |
1 |
1 |
5 |
96 |
| Effects of U.S. Inflation on Hong Kong and Singapore |
0 |
0 |
0 |
71 |
1 |
2 |
5 |
337 |
| Effects of capital flow on the equity and housing markets in Hong Kong |
0 |
0 |
3 |
6 |
4 |
5 |
15 |
24 |
| Empirical exchange rate models of the nineties: Are any fit to survive? |
1 |
3 |
15 |
376 |
7 |
15 |
72 |
1,189 |
| Equity Price Dynamics Before and After the Introduction of the Euro: A Note |
1 |
1 |
1 |
15 |
2 |
7 |
8 |
50 |
| Estimating currency misalignment using the Penn effect: It is not as simple as it looks |
1 |
2 |
3 |
4 |
2 |
3 |
8 |
9 |
| Exchange Rates and Markov Switching Dynamics |
0 |
0 |
0 |
127 |
2 |
2 |
5 |
291 |
| Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration |
0 |
0 |
0 |
11 |
1 |
5 |
37 |
1,408 |
| Further Investigation of the Uncertain Unit Root in GNP |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
219 |
| Hoarding of International Reserves: Mrs Machlup's Wardrobe and the Joneses |
0 |
0 |
1 |
47 |
0 |
1 |
6 |
149 |
| Hoarding of international reserves: It's a neighbourly day in Asia |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
4 |
| How do UK-based foreign exchange dealers think their market operates? |
0 |
0 |
0 |
147 |
0 |
1 |
6 |
813 |
| How sensitive are trends to data definitions? Results for East Asian and G5 countries |
0 |
0 |
0 |
16 |
2 |
2 |
3 |
215 |
| Impact of exchange rate movements on exports: An analysis of Indian non-financial sector firms |
0 |
2 |
6 |
64 |
3 |
11 |
40 |
234 |
| Individual Learning in Normal Form Games: Some Laboratory Results |
0 |
1 |
2 |
100 |
1 |
2 |
5 |
374 |
| Information Flows Between Eurodollar Spot and Futures Markets |
0 |
0 |
0 |
7 |
1 |
2 |
11 |
54 |
| Integration, cointegration and the forecast consistency of structural exchange rate models |
0 |
1 |
1 |
67 |
0 |
1 |
4 |
280 |
| International economics: Peter H. Lindert and Thomas A. Pugel |
1 |
7 |
22 |
513 |
4 |
15 |
62 |
1,638 |
| International evidence on output persistence from postwar data |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
64 |
| International evidence on the stock market and aggregate economic activity |
1 |
3 |
12 |
320 |
3 |
9 |
38 |
722 |
| International reserves before and after the global crisis: Is there no end to hoarding? |
1 |
1 |
6 |
72 |
4 |
8 |
19 |
208 |
| Lag Order and Critical Values of a Modified Dickey-Fuller Test |
0 |
0 |
0 |
1 |
5 |
15 |
26 |
845 |
| Lag Order and Critical Values of the Augmented Dickey-Fuller Test |
0 |
0 |
0 |
0 |
5 |
10 |
20 |
3,303 |
| Long Memory in Foreign-Exchange Rates |
0 |
0 |
0 |
0 |
1 |
4 |
10 |
510 |
| Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates |
1 |
1 |
3 |
60 |
1 |
3 |
10 |
224 |
| Long-run purchasing power parity during the recent float |
0 |
0 |
6 |
197 |
1 |
4 |
16 |
386 |
| Macroeconomic determinants of long-term stock market comovements among major EMS countries |
0 |
0 |
0 |
81 |
0 |
1 |
2 |
304 |
| Market Structure and the Persistence of Sectoral Real Exchange Rates |
0 |
0 |
0 |
49 |
0 |
1 |
2 |
388 |
| Market Structure, Technology Spillovers, and Persistence in Productivity Differentials |
1 |
1 |
3 |
174 |
2 |
3 |
5 |
614 |
| Mean reversion in real exchange rates |
0 |
0 |
0 |
300 |
1 |
1 |
4 |
706 |
| Nominal exchange rate flexibility and real exchange rate adjustment: New evidence from dual exchange rates in developing countries |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
197 |
| Offshore renminbi trading: Findings from the 2013 Triennial Central Bank Survey |
0 |
0 |
2 |
3 |
2 |
3 |
12 |
18 |
| Offshore renminbi trading: Findings from the 2013 Triennial Central Bank Survey |
0 |
0 |
1 |
4 |
3 |
4 |
7 |
15 |
| On cross-country differences in the persistence of real exchange rates |
0 |
0 |
2 |
99 |
2 |
4 |
11 |
280 |
| On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean |
0 |
0 |
0 |
59 |
0 |
0 |
2 |
185 |
| On the purchasing power parity puzzle |
2 |
2 |
5 |
192 |
6 |
7 |
29 |
501 |
| Output dynamics of the G7 countries--stochastic trends and cyclical movements |
0 |
0 |
0 |
40 |
2 |
4 |
4 |
240 |
| Pacific-Basin stock markets and real activity |
0 |
0 |
1 |
9 |
2 |
3 |
5 |
81 |
| Pacific-Basin stock markets and real activity |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
113 |
| Parity reversion in real exchange rates during the post-Bretton Woods period |
0 |
1 |
1 |
59 |
2 |
4 |
7 |
185 |
| Pitfalls in Measuring Exchange Rate Misalignment |
0 |
0 |
1 |
35 |
0 |
0 |
3 |
121 |
| Purchasing power parity under the European Monetary System |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
183 |
| RENMINBISING CHINA'S FOREIGN ASSETS |
0 |
0 |
0 |
22 |
3 |
3 |
4 |
90 |
| Renminbi Going Global |
0 |
0 |
0 |
0 |
2 |
8 |
12 |
144 |
| Renminbisation des actifs internationaux de la Chine |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
68 |
| Sectoral trends and cycles in Germany |
1 |
1 |
2 |
49 |
3 |
4 |
5 |
278 |
| Special Issue on Asset Price Dynamics and Risk Management |
0 |
0 |
0 |
2 |
2 |
4 |
4 |
27 |
| Speculative attacks: A laboratory study in continuous time |
0 |
0 |
0 |
33 |
1 |
1 |
5 |
139 |
| Stock Market Volatility and Fractional Integration |
0 |
0 |
0 |
81 |
1 |
1 |
1 |
352 |
| Stock Price Dynamics and Firm Size: An Empirical Investigation |
1 |
4 |
7 |
130 |
2 |
6 |
17 |
328 |
| TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| THE FOG ENCIRCLING THE RENMINBI DEBATE |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
9 |
| Testing for output convergence: a re-examination |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
239 |
| The Chinese economies in global context: The integration process and its determinants |
0 |
0 |
0 |
42 |
2 |
4 |
9 |
259 |
| The Determinants of Chinese Outward Direct Investment – By Hinrich Voss |
0 |
0 |
0 |
12 |
1 |
1 |
6 |
75 |
| The Interest Rate Effect on Private Saving: Alternative Perspectives |
0 |
2 |
2 |
2 |
4 |
14 |
16 |
16 |
| The Missing Link: China's Contracted Engineering Projects in Africa |
0 |
1 |
1 |
6 |
3 |
5 |
7 |
35 |
| The Penn effect within a country: evidence from Japan |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
37 |
| The Performance of Trading Rules on Four Asian Currency Exchange Rates |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
18 |
| The RMB central parity formation mechanism: August 2015 to December 2016 |
0 |
0 |
3 |
3 |
4 |
8 |
22 |
23 |
| The common-trend and transitory dynamics in real exchange rate fluctuations |
0 |
0 |
0 |
18 |
1 |
1 |
1 |
62 |
| The offshore renminbi exchange rate: Microstructure and links to the onshore market |
0 |
3 |
9 |
48 |
0 |
3 |
14 |
168 |
| The overvaluation of Renminbi undervaluation |
0 |
0 |
3 |
129 |
0 |
3 |
11 |
548 |
| What are the global sources of rational variation in international equity returns? |
0 |
0 |
0 |
26 |
1 |
1 |
2 |
141 |
| Which Measure of Aggregate Output Should We Use? |
0 |
0 |
0 |
18 |
1 |
1 |
3 |
236 |
| Why the renminbi might be overvalued (but probably isn’t) |
1 |
1 |
3 |
108 |
3 |
4 |
9 |
472 |
| Total Journal Articles |
21 |
59 |
234 |
6,822 |
179 |
352 |
1,084 |
32,701 |
LogEc is hosted by the
Örebro University School of Business.