| 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 |
0 |
134 |
4 |
8 |
16 |
358 |
| A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies |
0 |
0 |
0 |
115 |
0 |
0 |
0 |
411 |
| A High-Low Model of Daily Stock Price Ranges |
0 |
1 |
1 |
151 |
0 |
4 |
6 |
619 |
| A High-Low Model of Daily Stock Price Ranges |
0 |
0 |
1 |
352 |
2 |
7 |
19 |
2,712 |
| A Jackknife Model Averaging Analysis of RMB Misalignment Estimates |
1 |
1 |
1 |
1 |
5 |
13 |
18 |
18 |
| A Jackknife Model Averaging Analysis of RMB Misalignment Estimates |
0 |
0 |
6 |
6 |
3 |
12 |
26 |
26 |
| A Long Memory Model with Mixed Normal GARCH for US Inflation Data |
0 |
0 |
2 |
3 |
1 |
1 |
6 |
41 |
| A Long Memory Model with Mixed Normal GARCH for US Inflation Data |
0 |
0 |
0 |
7 |
0 |
2 |
7 |
63 |
| A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
151 |
| A Reappraisal of the Border Effect on Relative Price Volatility |
0 |
0 |
0 |
27 |
0 |
5 |
8 |
160 |
| A Reappraisal of the Border Effect on Relative Price Volatility |
0 |
0 |
0 |
70 |
2 |
3 |
4 |
275 |
| A Tale of Two Surplus Countries: China and Germany |
0 |
1 |
23 |
23 |
1 |
9 |
24 |
24 |
| A Tale of Two Surplus Countries: China and Germany |
1 |
2 |
50 |
50 |
1 |
7 |
42 |
42 |
| A tale of two surplus countries: China and Germany |
0 |
2 |
37 |
37 |
0 |
10 |
34 |
34 |
| Accumulation of Reserves and Keeping Up with the Joneses: The Case of LATAM Economies |
0 |
0 |
1 |
47 |
0 |
2 |
11 |
189 |
| Accumulation of reserves and keeping up with the Joneses: the case of LATAM economies |
0 |
0 |
1 |
8 |
0 |
3 |
13 |
84 |
| An Analysis of Hong Kong Export Performance |
0 |
0 |
0 |
29 |
1 |
4 |
7 |
75 |
| An Analysis of Hong Kong Export Performance |
1 |
1 |
1 |
73 |
2 |
4 |
7 |
301 |
| An Empirical Model of Daily Highs and Lows |
0 |
1 |
1 |
108 |
0 |
3 |
11 |
377 |
| An Empirical Model of Daily Highs and Lows |
0 |
0 |
0 |
62 |
0 |
2 |
5 |
342 |
| An Output Perspective on a Northeast Asia Currency Union |
0 |
0 |
0 |
25 |
1 |
5 |
6 |
176 |
| An Output Perspective on a Northeast Asia Currency Union |
0 |
0 |
0 |
108 |
2 |
2 |
6 |
377 |
| Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios |
0 |
0 |
0 |
22 |
0 |
1 |
6 |
78 |
| Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios |
0 |
0 |
0 |
87 |
0 |
0 |
2 |
206 |
| Are Chinese Trade Flows Different? |
0 |
0 |
0 |
63 |
2 |
3 |
6 |
166 |
| Are Chinese trade flows different? |
0 |
0 |
0 |
46 |
3 |
4 |
9 |
125 |
| Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys |
0 |
0 |
1 |
255 |
1 |
2 |
7 |
1,454 |
| Capital Flight to Germany: Two Alternative Measures |
3 |
9 |
19 |
19 |
9 |
29 |
38 |
38 |
| Capital Flight: China's Experience |
0 |
1 |
1 |
90 |
2 |
6 |
20 |
256 |
| Capital Flight: China's Experience |
0 |
0 |
2 |
200 |
0 |
0 |
9 |
715 |
| China's Bilateral Currency Swap Lines |
3 |
6 |
23 |
93 |
6 |
14 |
81 |
285 |
| China's Capital Controls - Through the Prism of Covered Interest Differentials |
0 |
0 |
4 |
92 |
3 |
7 |
30 |
300 |
| China's Capital Controls - Through the Prism of Covered Interest Differentials |
0 |
1 |
3 |
39 |
2 |
8 |
19 |
117 |
| China's Capital Flight: Pre- and Post-Crisis Experiences |
0 |
0 |
3 |
31 |
2 |
2 |
15 |
133 |
| China's Capital Flight: Pre- and Post-Crisis Experiences |
0 |
0 |
2 |
50 |
3 |
5 |
15 |
99 |
| China's Current Account and Exchange Rate |
0 |
0 |
1 |
147 |
2 |
4 |
7 |
607 |
| China's Current Account and Exchange Rate |
0 |
2 |
5 |
427 |
6 |
19 |
81 |
1,477 |
| China's Current Account and Exchange Rate |
0 |
0 |
0 |
142 |
1 |
2 |
9 |
384 |
| China's Outward Direct Investment in Africa |
1 |
4 |
14 |
336 |
5 |
22 |
63 |
834 |
| China's capital controls: Through the prism of covered interest differentials |
0 |
0 |
2 |
21 |
2 |
2 |
8 |
98 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
139 |
0 |
2 |
10 |
452 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
3 |
0 |
2 |
7 |
58 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
27 |
1 |
2 |
6 |
171 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
3 |
1 |
1 |
6 |
59 |
| China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
61 |
| China’s Bilateral Currency Swap Lines |
0 |
0 |
2 |
2 |
0 |
1 |
12 |
12 |
| China’s Capital Flight: Pre- and Post-Crisis Experiences |
1 |
1 |
15 |
15 |
4 |
7 |
16 |
16 |
| Cross-Country Relative Price Volatility: Effects of Market Structure |
0 |
0 |
0 |
30 |
3 |
4 |
10 |
184 |
| Cross-Country Relative Price Volatility: Effects of Market Structure |
0 |
0 |
0 |
102 |
1 |
2 |
4 |
371 |
| Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market |
0 |
1 |
3 |
434 |
15 |
38 |
85 |
2,249 |
| Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis |
0 |
0 |
1 |
263 |
2 |
3 |
6 |
1,619 |
| Deviations from the Law of One Price in Japan |
0 |
0 |
2 |
98 |
0 |
2 |
9 |
346 |
| Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment |
0 |
1 |
2 |
158 |
2 |
4 |
8 |
591 |
| Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments |
0 |
0 |
1 |
35 |
3 |
6 |
12 |
174 |
| Does the Chinese Interest Rate Follow the US Interest Rate? |
1 |
1 |
1 |
132 |
4 |
6 |
14 |
470 |
| Does the Chinese Interest Rate Follow the US Interest Rate? |
0 |
0 |
2 |
153 |
2 |
3 |
9 |
595 |
| East Asian Equity Markets, Financial Crises, and the Japanese Currency |
0 |
0 |
1 |
30 |
0 |
4 |
14 |
259 |
| Effects of Capital Flow on the Equity and Housing Markets in Hong Kong |
0 |
1 |
6 |
40 |
0 |
4 |
22 |
70 |
| Effects of Capital Flow on the Equity and Housing Markets in Hong Kong |
0 |
1 |
8 |
8 |
0 |
7 |
12 |
12 |
| Effects of U.S. Inflation on Hong Kong and Singapore |
0 |
1 |
1 |
119 |
1 |
5 |
12 |
696 |
| Effects of U.S. Inflation on Hong Kong and Singapore |
0 |
0 |
1 |
229 |
5 |
9 |
24 |
1,527 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
2 |
25 |
3 |
10 |
28 |
144 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
10 |
2 |
5 |
17 |
126 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
798 |
3 |
7 |
16 |
2,288 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
0 |
8 |
3 |
7 |
18 |
143 |
| Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? |
0 |
0 |
2 |
20 |
2 |
8 |
18 |
137 |
| Empirical Exchange Rate Models of the Nineties; Are Any Fit to Survive? |
0 |
1 |
3 |
398 |
2 |
9 |
31 |
1,462 |
| Equity Price Dynamics Before and After the Introduction of the Euro |
0 |
0 |
1 |
43 |
2 |
3 |
8 |
233 |
| Equity Price Dynamics Before and After the Introduction of the Euro: A Note |
0 |
0 |
1 |
42 |
4 |
5 |
13 |
349 |
| Estimating Currency Misalignment Using the Penn Effect: It’s Not as Simple As It Looks |
0 |
0 |
1 |
31 |
3 |
4 |
11 |
59 |
| Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules |
0 |
0 |
0 |
23 |
1 |
1 |
6 |
97 |
| Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules |
0 |
0 |
2 |
82 |
1 |
2 |
8 |
237 |
| Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules |
0 |
0 |
0 |
46 |
1 |
1 |
3 |
89 |
| Exchange Rate Dynamics: Where is the Saddle Path? |
0 |
0 |
1 |
123 |
2 |
3 |
17 |
379 |
| 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 |
6 |
168 |
| Exchange Rate Misalignment - The Case of the Chinese Renminbi |
0 |
0 |
4 |
127 |
2 |
3 |
18 |
360 |
| Exchange Rate Misalingment Estimates - Sources of Differences |
0 |
0 |
1 |
66 |
1 |
2 |
17 |
161 |
| Exchange Rate Prediction Redux: New Models, New Data, New Currencies |
1 |
2 |
6 |
74 |
3 |
10 |
26 |
111 |
| Exchange Rates and Markov Switching Dynamics |
0 |
1 |
3 |
80 |
3 |
8 |
24 |
205 |
| Exchange Rates and Markov Switching Dynamics |
1 |
2 |
2 |
311 |
1 |
2 |
7 |
640 |
| Exchange rate misalignment estimates: Sources of differences |
0 |
0 |
0 |
47 |
1 |
4 |
10 |
119 |
| Exchange rate prediction redux: new models, new data, new currencies |
1 |
1 |
4 |
92 |
4 |
11 |
47 |
183 |
| Further Investigation of the Uncertain Unit Root in GNP |
0 |
0 |
0 |
111 |
1 |
4 |
6 |
792 |
| Further investigation of the uncertain unit root in GNP |
0 |
0 |
0 |
312 |
1 |
4 |
6 |
1,667 |
| Geographic spread of currency trading: The renminbi and other EM currencies |
1 |
5 |
26 |
26 |
8 |
17 |
40 |
40 |
| Hoarding of International Reserves: A Comparison of the Asian and Latin American Experiences |
0 |
1 |
3 |
151 |
0 |
4 |
8 |
476 |
| Hoarding of International Reserves: Mrs Machlup¡¦s Wardrobe and the Joneses |
0 |
0 |
0 |
74 |
0 |
0 |
3 |
255 |
| Hoarding of International Reserves: Mrs Machlup’s Wardrobe and the Joneses |
0 |
1 |
3 |
156 |
0 |
3 |
11 |
601 |
| Hong Kong Output Dynamics: An Empirical Analysis |
0 |
0 |
0 |
41 |
1 |
2 |
6 |
300 |
| Hong Kong Output Dynamics: An Empirical Analysis |
0 |
0 |
0 |
12 |
3 |
5 |
11 |
124 |
| How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? |
0 |
0 |
1 |
449 |
3 |
6 |
14 |
1,978 |
| How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? |
0 |
0 |
0 |
128 |
2 |
4 |
7 |
622 |
| How do UK-Based Foreign Exchange Dealers Think Their Market Operates? |
0 |
0 |
0 |
21 |
2 |
4 |
12 |
119 |
| How sensitive are estimated trends to data definitions? Results for East Asian and G-5 countries |
0 |
0 |
0 |
98 |
1 |
1 |
5 |
1,102 |
| Impact of Exchange Rate Movements on Exports: An Analysis of Indian Non-Financial Sector Firms |
0 |
1 |
4 |
164 |
4 |
9 |
29 |
845 |
| Impact of exchange rate move-ments on exports: An analysis of Indian non-financial sector firms |
0 |
0 |
2 |
52 |
2 |
6 |
20 |
257 |
| Impact of exchange rate movements on exports: an analysis of Indian non-financial sector firms |
0 |
0 |
2 |
135 |
5 |
10 |
41 |
592 |
| Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models |
0 |
0 |
0 |
375 |
0 |
2 |
5 |
835 |
| Integration, cointegration and the forecast consistency of structural exchange rate models |
0 |
0 |
0 |
519 |
1 |
3 |
6 |
1,645 |
| International Reserves Before and After the Global Crisis: Is There No End to Hoarding? |
0 |
0 |
0 |
28 |
1 |
2 |
14 |
88 |
| International Reserves Before and After the Global Crisis: Is There No End to Hoarding? |
0 |
0 |
1 |
138 |
1 |
1 |
18 |
196 |
| Investment and Growth in Rich and Poor Countries |
0 |
1 |
1 |
117 |
4 |
8 |
14 |
347 |
| Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders |
0 |
0 |
1 |
378 |
4 |
7 |
13 |
1,210 |
| Market Structure and the Persistence of Sectoral Real Exchange Rates |
0 |
0 |
0 |
111 |
0 |
0 |
5 |
576 |
| Market Structure, Technology Spillovers, and Persistence in Productivity Differentials |
1 |
1 |
1 |
95 |
3 |
4 |
11 |
489 |
| Measuring Renminbi Misalignment: Where Do We Stand? |
0 |
0 |
3 |
156 |
2 |
6 |
13 |
310 |
| Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries |
0 |
3 |
3 |
329 |
1 |
7 |
13 |
1,758 |
| Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries |
1 |
1 |
3 |
144 |
2 |
5 |
18 |
404 |
| On Cross-Country Differences in the Persistence of Real Exchange Rates |
0 |
2 |
2 |
84 |
2 |
4 |
6 |
331 |
| On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
241 |
| On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean |
0 |
0 |
0 |
84 |
0 |
1 |
4 |
663 |
| Output Dynamics of the G7 Countries - Stochastic Trends and Cyclical Movements |
0 |
0 |
1 |
45 |
0 |
1 |
5 |
914 |
| Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies |
0 |
0 |
1 |
111 |
1 |
2 |
10 |
303 |
| Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices |
0 |
0 |
1 |
247 |
1 |
3 |
9 |
800 |
| Renminbi Going Global |
0 |
0 |
0 |
34 |
2 |
4 |
15 |
125 |
| Renminbi Going Global |
0 |
0 |
0 |
208 |
0 |
3 |
12 |
367 |
| Renminbising China's Foreign Assets |
0 |
0 |
1 |
84 |
3 |
5 |
12 |
200 |
| Renminbising China's Foreign Assets |
0 |
0 |
2 |
164 |
0 |
1 |
10 |
380 |
| Return, Trading Volume, and Market Depth in Currency Futures Markets |
0 |
0 |
0 |
137 |
0 |
2 |
7 |
521 |
| Sectoral Trends and Cycles in Germany |
0 |
0 |
0 |
37 |
0 |
0 |
5 |
278 |
| Should the Nordic Countries Join A European Monetary Union? An Empirical Analysis |
0 |
0 |
0 |
241 |
0 |
0 |
3 |
826 |
| Speculative Attacks: A Laboratory Study in Continuous Time |
0 |
0 |
0 |
52 |
1 |
1 |
3 |
170 |
| Speculative Attacks: A Laboratory Study in Continuous Time |
0 |
0 |
0 |
62 |
0 |
2 |
6 |
183 |
| Testing for Output Convergence: A Re-Examination |
0 |
0 |
0 |
78 |
2 |
4 |
8 |
357 |
| Testing for Output Convergence: A Re-examination |
1 |
1 |
1 |
27 |
2 |
5 |
7 |
151 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
1 |
1 |
1 |
5 |
57 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
24 |
1 |
2 |
6 |
141 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
142 |
1 |
3 |
10 |
422 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
0 |
3 |
0 |
1 |
5 |
56 |
| The Chinese Economies in Global Context: The Integration Process and Its Determinants |
0 |
0 |
1 |
2 |
0 |
0 |
5 |
61 |
| The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations |
0 |
1 |
2 |
145 |
0 |
1 |
3 |
480 |
| The Currency Composition of International Reserves, Demand for International Reserves, and Global Safe Assets |
2 |
5 |
45 |
45 |
2 |
9 |
40 |
40 |
| The Empirics of China's Outward Direct Investment |
0 |
0 |
3 |
156 |
1 |
3 |
12 |
395 |
| The Empirics of China's Outward Direct Investment |
0 |
2 |
6 |
384 |
2 |
9 |
49 |
1,108 |
| The Exchange Rate Effects of Macro News after the Global Financial Crisis |
0 |
1 |
8 |
51 |
0 |
3 |
31 |
97 |
| The Exchange Rate Effects of Macro News after the Global Financial Crisis |
0 |
1 |
19 |
19 |
0 |
1 |
10 |
10 |
| The Hoarding of International Reserves: It’s a neighborly day in Asia |
0 |
1 |
8 |
8 |
0 |
6 |
17 |
17 |
| The Illusion of Precision and the Role of the Renminbi in Regional Integration |
0 |
0 |
1 |
67 |
1 |
1 |
6 |
253 |
| The Interest Rate Effect on Private Saving: Alternative Perspectives |
3 |
3 |
28 |
28 |
4 |
8 |
52 |
52 |
| The Interest Rate Effect on Private Saving: Alternative Perspectives |
0 |
1 |
9 |
36 |
0 |
4 |
31 |
80 |
| The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market |
0 |
0 |
4 |
51 |
3 |
5 |
18 |
206 |
| The Overvaluation of Renminbi Undervaluation |
0 |
0 |
1 |
127 |
1 |
2 |
24 |
434 |
| The Overvaluation of Renminbi Undervaluation |
0 |
0 |
0 |
99 |
2 |
4 |
10 |
356 |
| The Overvaluation of Renminbi Undervaluation |
1 |
1 |
1 |
137 |
2 |
2 |
13 |
447 |
| The Penn Effect within a Country - Evidence from Japan |
0 |
2 |
4 |
101 |
3 |
14 |
31 |
406 |
| The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis |
0 |
1 |
5 |
48 |
1 |
2 |
18 |
87 |
| The RMB Central Parity Formation Mechanism: August 2015 to December 2016 |
0 |
1 |
16 |
16 |
3 |
5 |
15 |
15 |
| The Renminbi Central Parity: An Empirical Investigation |
0 |
1 |
2 |
34 |
1 |
7 |
26 |
110 |
| The Renminbi Central Parity: An Empirical Investigation |
0 |
0 |
0 |
11 |
1 |
4 |
13 |
33 |
| The Renminbi central parity: An empirical investigation |
0 |
0 |
1 |
38 |
2 |
6 |
18 |
44 |
| The Role of Offshore Financial Centers in the Process of Renminbi Internationalization |
0 |
1 |
1 |
54 |
1 |
3 |
9 |
93 |
| The Role of Offshore Financial Centers in the Process of Renminbi Internationalization |
0 |
1 |
1 |
49 |
0 |
2 |
6 |
157 |
| The Role of Offshore Financial Centers in the Process of Renminbi Internationalization |
0 |
0 |
1 |
40 |
0 |
0 |
4 |
85 |
| The Structural Behavior of China-US Trade Flows |
0 |
0 |
0 |
16 |
0 |
1 |
4 |
62 |
| The Suitability of A Greater China Currency Union |
1 |
1 |
1 |
35 |
1 |
3 |
11 |
173 |
| The Suitability of a Greater China Currency Union |
0 |
0 |
0 |
154 |
2 |
2 |
6 |
559 |
| The offshore renminbi exchange rate: Microstructure and links to the onshore market |
0 |
0 |
1 |
83 |
6 |
14 |
39 |
149 |
| The structural behavior of China–US trade flows |
0 |
0 |
0 |
67 |
0 |
2 |
7 |
83 |
| Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence from OECD Countries |
0 |
1 |
2 |
56 |
0 |
2 |
13 |
163 |
| Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence from OECD Countries |
1 |
2 |
4 |
66 |
2 |
5 |
19 |
262 |
| Traders, Market Microstructure and Exchange Rate Dynamics |
0 |
0 |
0 |
381 |
2 |
4 |
10 |
1,344 |
| Truths and myths about RMB misalignment: A meta-analysis |
1 |
2 |
34 |
34 |
2 |
8 |
41 |
41 |
| What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
1 |
252 |
1 |
1 |
8 |
665 |
| What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
0 |
7 |
0 |
1 |
8 |
67 |
| What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
0 |
5 |
0 |
2 |
4 |
69 |
| What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated |
0 |
0 |
1 |
4 |
1 |
1 |
5 |
50 |
| Total Working Papers |
28 |
92 |
558 |
17,271 |
280 |
772 |
2,490 |
65,776 |
| 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 |
50 |
0 |
4 |
10 |
146 |
| A Factor Analysis of Trade Integration: the Case of Asian and Oceanic Economies |
0 |
0 |
0 |
33 |
2 |
2 |
8 |
129 |
| A Fractional Cointegration Analysis of Purchasing Power Parity |
0 |
0 |
0 |
0 |
2 |
5 |
24 |
978 |
| A Long Memory Model with Normal Mixture GARCH |
0 |
0 |
0 |
18 |
0 |
1 |
4 |
92 |
| A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility |
0 |
0 |
0 |
19 |
0 |
0 |
3 |
93 |
| A Note on the Power of Money-Output Causality Tests |
0 |
0 |
0 |
29 |
0 |
1 |
1 |
169 |
| A Reappraisal of the Border Effect on Relative Price Volatility |
0 |
0 |
0 |
2 |
0 |
0 |
5 |
39 |
| A causality-in-variance test and its application to financial market prices |
1 |
2 |
22 |
501 |
1 |
4 |
50 |
1,085 |
| A comparison of learning and replicator dynamics using experimental data |
0 |
0 |
0 |
39 |
1 |
3 |
4 |
125 |
| A high-low model of daily stock price ranges |
0 |
0 |
0 |
80 |
1 |
4 |
7 |
484 |
| A search for long memory in international stock market returns |
1 |
2 |
6 |
101 |
1 |
3 |
11 |
335 |
| A survey of market practitioners' views on exchange rate dynamics |
1 |
1 |
9 |
192 |
5 |
9 |
35 |
499 |
| A trading strategy based on Callable Bull/Bear Contracts |
0 |
1 |
5 |
175 |
2 |
7 |
26 |
596 |
| AN ANALYSIS OF HONG KONG EXPORT PERFORMANCE |
0 |
0 |
1 |
36 |
1 |
2 |
5 |
220 |
| Accumulation of reserves and keeping up with the Joneses: The case of LATAM economies |
0 |
0 |
3 |
46 |
0 |
4 |
21 |
150 |
| Aggregate output dynamics in the twentieth century |
0 |
1 |
1 |
13 |
0 |
2 |
3 |
54 |
| An analysis of German effects on the Austrian business cycle |
0 |
0 |
0 |
6 |
1 |
3 |
5 |
57 |
| An empirical model of daily highs and lows |
0 |
1 |
1 |
78 |
0 |
2 |
6 |
371 |
| Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios |
0 |
0 |
0 |
55 |
2 |
2 |
7 |
230 |
| Are Chinese trade flows different? |
0 |
0 |
3 |
41 |
2 |
6 |
19 |
273 |
| Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test |
0 |
0 |
2 |
28 |
0 |
1 |
5 |
117 |
| Capital Flight: China's Experience |
0 |
0 |
1 |
39 |
0 |
3 |
7 |
177 |
| China's Bilateral Currency Swap Lines |
0 |
1 |
5 |
9 |
1 |
3 |
11 |
30 |
| China's Capital Controls: Through the Prism of Covered Interest Differentials |
0 |
0 |
2 |
21 |
2 |
2 |
12 |
65 |
| China's Outward Direct Investment in Africa |
0 |
1 |
7 |
91 |
8 |
21 |
47 |
373 |
| China's capital flight: Pre- and post-crisis experiences |
0 |
0 |
7 |
36 |
2 |
4 |
25 |
113 |
| China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration |
0 |
0 |
0 |
71 |
1 |
1 |
5 |
329 |
| China–US trade flow behavior: the implications of alternative exchange rate measures and trade classifications |
0 |
0 |
0 |
5 |
4 |
5 |
8 |
41 |
| Common Predictable Components in Regional Stock Markets |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
233 |
| Cross‐country Relative Price Volatility: Effects of Market Structure* |
0 |
0 |
0 |
15 |
0 |
0 |
7 |
121 |
| Currency traders and exchange rate dynamics: a survey of the US market |
1 |
1 |
5 |
231 |
3 |
6 |
30 |
999 |
| Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis |
0 |
0 |
0 |
46 |
0 |
0 |
10 |
286 |
| Dimensions of financial integration in Greater China: money markets, banks and policy effects |
0 |
0 |
0 |
100 |
0 |
0 |
2 |
339 |
| Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments |
0 |
0 |
4 |
137 |
2 |
3 |
9 |
370 |
| Do Gold Market Returns Have Long Memory? |
0 |
0 |
0 |
0 |
3 |
5 |
8 |
251 |
| Does Austria Respond to the German or the US Business Cycle? |
0 |
0 |
0 |
48 |
3 |
4 |
5 |
277 |
| Does the Chinese interest rate follow the US interest rate? |
0 |
0 |
0 |
154 |
5 |
6 |
16 |
775 |
| EMPIRICS OF CHINA'S OUTWARD DIRECT INVESTMENT |
0 |
0 |
4 |
59 |
0 |
3 |
19 |
184 |
| EXCHANGE RATE MISALIGNMENT ESTIMATES—SOURCES OF DIFFERENCES |
0 |
1 |
2 |
20 |
0 |
2 |
8 |
66 |
| East Asian equity markets, financial crises, and the Japanese currency |
0 |
0 |
0 |
26 |
0 |
0 |
4 |
152 |
| Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries |
0 |
1 |
2 |
23 |
0 |
1 |
8 |
99 |
| Effects of U.S. Inflation on Hong Kong and Singapore |
0 |
0 |
0 |
71 |
1 |
3 |
9 |
342 |
| Effects of capital flow on the equity and housing markets in Hong Kong |
0 |
0 |
2 |
6 |
1 |
2 |
15 |
29 |
| Empirical exchange rate models of the nineties: Are any fit to survive? |
1 |
2 |
11 |
379 |
8 |
21 |
68 |
1,218 |
| Equity Price Dynamics Before and After the Introduction of the Euro: A Note |
0 |
0 |
1 |
15 |
2 |
2 |
12 |
55 |
| Estimating currency misalignment using the Penn effect: It is not as simple as it looks |
0 |
1 |
3 |
5 |
0 |
1 |
8 |
13 |
| Exchange Rates and Markov Switching Dynamics |
0 |
0 |
0 |
127 |
0 |
3 |
8 |
295 |
| Exchange rate prediction redux: New models, new data, new currencies |
1 |
2 |
5 |
5 |
5 |
18 |
31 |
31 |
| Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration |
0 |
0 |
0 |
11 |
1 |
8 |
31 |
1,420 |
| Further Investigation of the Uncertain Unit Root in GNP |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
225 |
| Geographic Spread of Currency Trading: The Renminbi and Other Emerging Market Currencies |
1 |
1 |
5 |
5 |
4 |
6 |
11 |
11 |
| Hoarding of International Reserves: Mrs Machlup's Wardrobe and the Joneses |
0 |
0 |
1 |
47 |
2 |
2 |
6 |
153 |
| Hoarding of international reserves: It's a neighbourly day in Asia |
0 |
0 |
1 |
1 |
1 |
3 |
10 |
10 |
| How do UK-based foreign exchange dealers think their market operates? |
0 |
0 |
2 |
149 |
1 |
1 |
12 |
823 |
| How sensitive are trends to data definitions? Results for East Asian and G5 countries |
0 |
1 |
1 |
17 |
0 |
1 |
4 |
216 |
| Impact of exchange rate movements on exports: An analysis of Indian non-financial sector firms |
1 |
1 |
5 |
65 |
6 |
12 |
47 |
252 |
| Individual Learning in Normal Form Games: Some Laboratory Results |
0 |
0 |
2 |
100 |
1 |
2 |
8 |
378 |
| Information Flows Between Eurodollar Spot and Futures Markets |
0 |
0 |
0 |
7 |
1 |
1 |
10 |
57 |
| Integration, cointegration and the forecast consistency of structural exchange rate models |
1 |
2 |
3 |
69 |
2 |
5 |
9 |
288 |
| International economics: Peter H. Lindert and Thomas A. Pugel |
2 |
5 |
20 |
518 |
4 |
14 |
65 |
1,662 |
| International evidence on output persistence from postwar data |
0 |
0 |
0 |
11 |
1 |
1 |
2 |
65 |
| International evidence on the stock market and aggregate economic activity |
1 |
2 |
11 |
323 |
1 |
8 |
39 |
738 |
| International reserves before and after the global crisis: Is there no end to hoarding? |
1 |
1 |
4 |
74 |
1 |
3 |
15 |
214 |
| Lag Order and Critical Values of a Modified Dickey-Fuller Test |
0 |
0 |
0 |
1 |
0 |
6 |
33 |
857 |
| Lag Order and Critical Values of the Augmented Dickey-Fuller Test |
0 |
0 |
0 |
0 |
6 |
8 |
23 |
3,313 |
| Long Memory in Foreign-Exchange Rates |
0 |
0 |
0 |
0 |
1 |
4 |
12 |
514 |
| Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates |
0 |
1 |
2 |
61 |
0 |
2 |
8 |
228 |
| Long-run purchasing power parity during the recent float |
0 |
0 |
3 |
198 |
1 |
2 |
13 |
392 |
| Macroeconomic determinants of long-term stock market comovements among major EMS countries |
0 |
1 |
2 |
83 |
1 |
2 |
8 |
310 |
| Market Structure and the Persistence of Sectoral Real Exchange Rates |
0 |
0 |
0 |
49 |
0 |
2 |
7 |
393 |
| Market Structure, Technology Spillovers, and Persistence in Productivity Differentials |
1 |
1 |
3 |
175 |
4 |
6 |
11 |
621 |
| Mean reversion in real exchange rates |
0 |
0 |
0 |
300 |
1 |
3 |
5 |
710 |
| Nominal exchange rate flexibility and real exchange rate adjustment: New evidence from dual exchange rates in developing countries |
0 |
0 |
0 |
46 |
1 |
1 |
3 |
199 |
| Offshore renminbi trading: Findings from the 2013 Triennial Central Bank Survey |
0 |
0 |
1 |
3 |
0 |
1 |
7 |
20 |
| Offshore renminbi trading: Findings from the 2013 Triennial Central Bank Survey |
0 |
0 |
0 |
4 |
1 |
2 |
8 |
19 |
| On cross-country differences in the persistence of real exchange rates |
0 |
3 |
5 |
103 |
0 |
3 |
12 |
284 |
| On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean |
0 |
0 |
0 |
59 |
0 |
1 |
5 |
188 |
| On the purchasing power parity puzzle |
1 |
3 |
8 |
195 |
1 |
4 |
18 |
506 |
| Output dynamics of the G7 countries--stochastic trends and cyclical movements |
0 |
0 |
0 |
40 |
1 |
2 |
8 |
244 |
| Pacific-Basin stock markets and real activity |
0 |
0 |
0 |
18 |
0 |
1 |
3 |
115 |
| Pacific-Basin stock markets and real activity |
0 |
0 |
1 |
9 |
1 |
2 |
8 |
85 |
| Parity reversion in real exchange rates during the post-Bretton Woods period |
0 |
0 |
1 |
59 |
0 |
4 |
9 |
189 |
| Pitfalls in Measuring Exchange Rate Misalignment |
0 |
0 |
1 |
35 |
0 |
2 |
8 |
126 |
| Purchasing power parity under the European Monetary System |
1 |
1 |
1 |
42 |
2 |
4 |
5 |
188 |
| RENMINBISING CHINA'S FOREIGN ASSETS |
0 |
0 |
0 |
22 |
0 |
3 |
11 |
97 |
| Renminbi Going Global |
0 |
0 |
0 |
0 |
1 |
5 |
17 |
151 |
| Renminbisation des actifs internationaux de la Chine |
0 |
0 |
0 |
1 |
0 |
1 |
6 |
72 |
| Sectoral trends and cycles in Germany |
0 |
0 |
2 |
49 |
3 |
3 |
9 |
282 |
| Special Issue on Asset Price Dynamics and Risk Management |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
29 |
| Speculative attacks: A laboratory study in continuous time |
0 |
0 |
0 |
33 |
1 |
2 |
12 |
147 |
| Stock Market Volatility and Fractional Integration |
0 |
0 |
0 |
81 |
0 |
1 |
3 |
354 |
| Stock Price Dynamics and Firm Size: An Empirical Investigation |
0 |
0 |
5 |
130 |
3 |
6 |
21 |
337 |
| TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
| THE FOG ENCIRCLING THE RENMINBI DEBATE |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
12 |
| Testing for output convergence: a re-examination |
0 |
0 |
0 |
2 |
1 |
3 |
5 |
244 |
| The Chinese economies in global context: The integration process and its determinants |
0 |
0 |
0 |
42 |
0 |
0 |
11 |
263 |
| The Determinants of Chinese Outward Direct Investment – By Hinrich Voss |
0 |
0 |
0 |
12 |
0 |
1 |
3 |
77 |
| The Interest Rate Effect on Private Saving: Alternative Perspectives |
0 |
0 |
6 |
6 |
1 |
5 |
36 |
36 |
| The Missing Link: China's Contracted Engineering Projects in Africa |
0 |
0 |
1 |
6 |
0 |
1 |
13 |
42 |
| The Penn effect within a country: evidence from Japan |
0 |
1 |
1 |
4 |
0 |
2 |
10 |
45 |
| The Performance of Trading Rules on Four Asian Currency Exchange Rates |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
18 |
| The RMB central parity formation mechanism: August 2015 to December 2016 |
1 |
3 |
6 |
7 |
3 |
8 |
29 |
35 |
| The common-trend and transitory dynamics in real exchange rate fluctuations |
0 |
0 |
0 |
18 |
0 |
1 |
3 |
64 |
| The exchange rate effects of macro news after the global Financial Crisis |
2 |
2 |
3 |
3 |
3 |
10 |
22 |
22 |
| The offshore renminbi exchange rate: Microstructure and links to the onshore market |
0 |
0 |
8 |
48 |
2 |
5 |
20 |
176 |
| The overvaluation of Renminbi undervaluation |
0 |
0 |
1 |
129 |
2 |
9 |
18 |
559 |
| Truths and Myths About RMB Misalignment: A Meta-analysis |
0 |
0 |
1 |
1 |
2 |
10 |
14 |
14 |
| What are the global sources of rational variation in international equity returns? |
0 |
0 |
0 |
26 |
0 |
1 |
6 |
145 |
| Which Measure of Aggregate Output Should We Use? |
0 |
0 |
0 |
18 |
1 |
3 |
6 |
241 |
| Why the renminbi might be overvalued (but probably isn’t) |
0 |
0 |
3 |
108 |
1 |
3 |
12 |
477 |
| Total Journal Articles |
19 |
48 |
236 |
6,908 |
145 |
405 |
1,448 |
33,460 |
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