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A Model of Foreign Exchange Rate Indetermination |
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0 |
0 |
338 |
1 |
2 |
2 |
1,268 |
A Model of Foreign Exchange Rate Indetermination |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
328 |
A Model of Foreign Exchange Rate Indetermination |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
2,649 |
A Reconsideration of the Failure of Uncovered Interest Parity for the U.S. Dollar |
0 |
0 |
0 |
34 |
0 |
0 |
4 |
48 |
A Reconsideration of the Failure of Uncovered Interest Parity for the U.S. Dollar |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
18 |
A Test of International CAPM |
0 |
0 |
0 |
279 |
0 |
0 |
2 |
840 |
A test of international CAPM |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
943 |
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One |
0 |
0 |
1 |
304 |
0 |
1 |
2 |
1,310 |
Accounting for U.S. Real Exchange Rate Changes |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
351 |
Accounting for U.S. Real Exchange Rate Changes |
0 |
0 |
0 |
853 |
1 |
2 |
5 |
3,808 |
Accounting for U.S. Real Exchange Rate Changes |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
980 |
Can Long Horizon Data Beat Random Walk under Engel-West Explanation? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
49 |
Can long-horizon forecasts beat the random walk under the Engel-West explanation? |
0 |
0 |
0 |
169 |
1 |
1 |
1 |
395 |
Can the Markov Switching Model Forecast Exchange Rates? |
0 |
0 |
0 |
777 |
0 |
1 |
1 |
1,611 |
Can the Markov switching model forecast exchange rates? |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
942 |
Collateral Advantage: Exchange Rates, Capital Flows and Global Cycles |
1 |
1 |
2 |
32 |
2 |
4 |
20 |
48 |
Comments on Obstfeld and Rogoff's "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?" |
0 |
0 |
2 |
920 |
0 |
0 |
5 |
3,425 |
Conditional Mean-Variance Efficiency of the U.S. Stock Market |
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0 |
0 |
122 |
0 |
0 |
1 |
620 |
Conditional mean-variance efficiency of the U.S. stock market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
392 |
Currency Misalignments and Optimal Monetary Policy: A Re-examination |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
267 |
Currency Misalignments and Optimal Monetary Policy: A Reexamination |
0 |
0 |
0 |
166 |
0 |
0 |
3 |
376 |
Currency Unions and International Integration |
0 |
0 |
1 |
400 |
1 |
2 |
19 |
1,299 |
Currency Unions and International Integration |
0 |
0 |
2 |
596 |
0 |
1 |
8 |
1,570 |
Debauchery and Original Sin: The Currency Composition of Sovereign Debt |
0 |
0 |
0 |
62 |
0 |
1 |
3 |
122 |
Debauchery and Original Sin: The Currency Composition of Sovereign Debt |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
25 |
Debauchery and Original Sin: The Currency Composition of Sovereign Debt |
0 |
0 |
0 |
81 |
0 |
0 |
4 |
214 |
Deviations from Purchasing Power Parity:Causes and Welfare Costs |
0 |
0 |
0 |
184 |
0 |
1 |
10 |
782 |
Deviations from Purchasing Power Parity:Causes and Welfare Costs |
0 |
0 |
0 |
30 |
1 |
3 |
5 |
316 |
Deviations from purchasing power parity: causes and welfare costs |
0 |
0 |
1 |
551 |
0 |
0 |
3 |
3,592 |
Distribution of Rents and Growth |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
171 |
Distribution of rents and Growth |
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0 |
0 |
0 |
0 |
0 |
0 |
118 |
Distribution of rents and Growth |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
48 |
Do Asset-Demand Functions Optimize over the Mean and Variance of Real Returns? A Six-Currency Test |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
412 |
Does "Aggregation Bias" Explain the PPP Puzzle? |
0 |
0 |
0 |
284 |
0 |
0 |
0 |
798 |
Endogenous Currency of Price Setting in a Dynamic Open Economy Model |
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0 |
2 |
282 |
1 |
1 |
5 |
888 |
Endogenous Exchange Rate Pass-Through When Nominal Prices Are Set in Advance |
0 |
0 |
0 |
112 |
0 |
0 |
1 |
467 |
Endogenous Exchange Rate Pass-Through When Nominal Prices are Set in Advance |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
189 |
Endogenous Exchange Rate Pass-through when Nominal Prices are Set in Advance |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
278 |
Endogenous Exchange Rate Pass-through when Nominal Prices are Set in Advance |
0 |
0 |
0 |
225 |
0 |
1 |
2 |
790 |
Equivalence Results for Optimal Pass-Through, Optimal Indexing to Exchange Rates, and Optimal Choice of Currency for Export Pricing |
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1 |
4 |
154 |
0 |
1 |
6 |
456 |
Exchange Rate Models Are Not as Bad as You Think |
1 |
2 |
5 |
640 |
2 |
4 |
12 |
1,544 |
Exchange Rate Models are Better than You Think, and Why They Didn't Work in the Old Days |
0 |
1 |
21 |
21 |
1 |
4 |
27 |
27 |
Exchange Rate Models are Better than You Think, and Why They Didn't Work in the Old Days |
0 |
0 |
3 |
3 |
1 |
3 |
12 |
12 |
Exchange Rate Pass-Through and the Welfare Effects of the Euro |
0 |
0 |
1 |
427 |
0 |
0 |
1 |
2,068 |
Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect |
1 |
1 |
2 |
605 |
2 |
3 |
6 |
1,792 |
Exchange Rates and Fundamentals |
0 |
0 |
2 |
825 |
0 |
0 |
12 |
2,359 |
Exchange Rates and Interest Parity |
0 |
1 |
2 |
312 |
0 |
1 |
8 |
565 |
Exchange Rates, Interest Rates, and the Risk Premium |
0 |
3 |
4 |
176 |
0 |
4 |
14 |
364 |
Exchange rate puzzles: evidence from rigidly fixed nominal exchange rate systems |
0 |
0 |
0 |
78 |
0 |
0 |
1 |
135 |
Exchange rates and fundamentals |
0 |
0 |
0 |
599 |
1 |
1 |
5 |
1,424 |
Exchange-Rate Pass-Through and the Welfare Effects of the Euro |
0 |
0 |
0 |
152 |
0 |
0 |
1 |
561 |
Exchange-Rate Pass-Through and the Welfare Effects of the Euro |
0 |
0 |
0 |
46 |
2 |
2 |
2 |
223 |
Expectations and Exchange Rate Policy |
0 |
0 |
0 |
272 |
0 |
0 |
1 |
828 |
Expectations and Exchange Rate Policy |
0 |
0 |
0 |
157 |
0 |
0 |
0 |
352 |
Expectations and Exchange Rate Policy |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
262 |
Expected consumption growth from cross-country surveys: implications for assessing international capital markets |
0 |
0 |
0 |
68 |
0 |
0 |
1 |
250 |
Expenditure Switching and Exchange Rate Policy |
0 |
0 |
0 |
397 |
1 |
2 |
5 |
3,200 |
Expenditure Switching vs. Real Exchange Rate Stabilization: Competing Objectives for Exchange Rate Policy |
0 |
0 |
0 |
118 |
0 |
1 |
2 |
401 |
Expenditure Switching vs. Real Exchange Rate Stabilization: Competing Objectives for Exchange Rate Policy |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
133 |
Expenditure switching vs. real exchange rate stabilization: competing objectives for exchange rate policy |
0 |
0 |
1 |
161 |
0 |
0 |
1 |
490 |
Factor Model Forecasts of Exchange Rates |
0 |
0 |
1 |
170 |
0 |
0 |
5 |
432 |
Fixed vs. Floating Exchange Rates: How Price Setting Affects the Optimal Choice of Exchange-Rate Regime |
0 |
0 |
2 |
1,933 |
1 |
1 |
13 |
11,773 |
Forecasting the U.S. Dollar in the 21st Century |
0 |
0 |
1 |
17 |
0 |
0 |
2 |
26 |
Forecasting the U.S. Dollar in the 21st Century |
0 |
0 |
3 |
36 |
0 |
1 |
5 |
68 |
How Wide is the Border? |
0 |
0 |
1 |
902 |
1 |
1 |
8 |
2,976 |
How Wide is the Border? |
0 |
0 |
0 |
1 |
2 |
3 |
8 |
668 |
How wide is the border? |
1 |
1 |
4 |
159 |
2 |
3 |
12 |
935 |
How wide is the border? |
0 |
0 |
0 |
204 |
2 |
2 |
3 |
846 |
International Borrowing to Finance Investment |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
272 |
International Coordination of Central Bank Policy |
0 |
0 |
0 |
97 |
0 |
1 |
3 |
131 |
International Risk Sharing: Through Equity Diversification or Exchange Rate Hedging? |
0 |
0 |
0 |
263 |
0 |
0 |
1 |
358 |
International Trade in Durable Goods: Understanding Volatility, Cyclicality, and Elasticities |
1 |
1 |
2 |
155 |
2 |
2 |
4 |
533 |
International Trade in Durable Goods: Understanding Volatility, Cyclicality, and Elasticities |
0 |
0 |
2 |
15 |
0 |
0 |
2 |
126 |
International trade in durable goods: understanding volatility, cyclicality, and elastics |
0 |
0 |
0 |
184 |
0 |
0 |
3 |
506 |
Intra-National, Intra-Continental, and Intra-Planetary PPP |
0 |
0 |
0 |
69 |
0 |
0 |
1 |
424 |
Intra-national, intra-continental, and intra-planetary PPP |
1 |
1 |
1 |
163 |
1 |
1 |
1 |
887 |
Is real exchange rate variability caused by relative price changes? An empirical investigation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
266 |
Liquidity and Exchange Rates - An Empirical Investigation |
0 |
1 |
1 |
39 |
1 |
2 |
4 |
131 |
Liquidity and Exchange Rates: An Empirical Investigation |
0 |
0 |
2 |
71 |
1 |
2 |
8 |
205 |
Liquidity and Exchange Rates: An Empirical Investigation |
0 |
2 |
3 |
19 |
0 |
2 |
7 |
19 |
Local-Currency Pricing and the Choice of Exchange-Rate Regime |
1 |
1 |
1 |
152 |
2 |
2 |
2 |
462 |
Local-Currency Pricing and the Choice of Exchange-Rate Regime |
0 |
0 |
0 |
48 |
0 |
1 |
1 |
249 |
Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It? |
0 |
0 |
1 |
339 |
1 |
1 |
3 |
851 |
Long-Run PPP May Not Hold After All |
1 |
1 |
1 |
365 |
2 |
2 |
4 |
872 |
Long-Run PPP May Not Hold After All |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
256 |
Long-Run PPP May Not Hold After All |
0 |
0 |
0 |
604 |
0 |
1 |
2 |
1,762 |
Long-Run PPP May Not Hold After All |
0 |
0 |
1 |
93 |
0 |
0 |
1 |
305 |
Long-Run PPP May Not Hold After All |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
782 |
Macroprudential Policy in a World of High Capital Mobility: Policy Implications from an Academic Perspective |
0 |
0 |
1 |
77 |
1 |
1 |
2 |
152 |
Monetary Policy In The Open Economy Revisited: Price Setting Rules And Exchange Rate Flexibility |
0 |
0 |
0 |
141 |
0 |
0 |
2 |
496 |
Monetary Policy in the Open Economy Revisited: Price Setting and Exchange Rate Flexibiity |
0 |
0 |
0 |
112 |
1 |
1 |
3 |
439 |
Monetary Policy in the Open Economy Revisited: Price Setting and Exchange Rate Flexibiity |
0 |
0 |
0 |
317 |
0 |
0 |
1 |
875 |
Monetary Policy in the Open Economy Revisited: Price Setting and Exchange Rate Flexibility |
0 |
0 |
2 |
696 |
0 |
1 |
13 |
2,316 |
Monetary Policy in the Open Economy Revisited: Price Setting and Exchange Rate Flexibility |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
441 |
On the Foreign-Exchange Risk Premium in Sticky-Price General Equilibrium Models |
0 |
0 |
0 |
282 |
0 |
0 |
0 |
1,512 |
On the Relationship between Pass-Through and Sticky Nominal Prices |
0 |
0 |
1 |
73 |
0 |
0 |
2 |
195 |
On the foreign exchange risk premium in a general equilibrium model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
408 |
Optimal Exchange Rate Policy: The Influence of Price Setting and Asset Markets |
0 |
0 |
0 |
246 |
0 |
0 |
2 |
1,187 |
Optimal Exchange Rate Policy:The Influence of Price-Setting and Asset Markets |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
168 |
Optimal Exchange Rate Policy:The Influence of Price-Setting and Asset Markets |
0 |
0 |
0 |
92 |
0 |
0 |
1 |
344 |
Portfolio Choice in a Monetary Open-Economy DSGE Model |
0 |
0 |
3 |
504 |
0 |
2 |
12 |
1,243 |
Portfolio Choice in a Monetary Open-Economy DSGE Model |
0 |
0 |
1 |
319 |
1 |
1 |
4 |
762 |
Real Exchange Rate Convergence: The Roles of Price Stickiness and Monetary Policy |
0 |
0 |
1 |
46 |
0 |
1 |
5 |
56 |
Real Exchange Rates and Relative Prices: An Empirical Investigation |
0 |
0 |
0 |
562 |
0 |
1 |
1 |
1,323 |
Real Exchange Rates and Sectoral Productivity in the Eurozone |
0 |
0 |
1 |
10 |
0 |
2 |
3 |
49 |
Real Exchange Rates and Sectoral Productivity in the Eurozone |
0 |
0 |
1 |
65 |
0 |
1 |
4 |
145 |
Real Exchange Rates and Sectoral Productivity in the Eurozone |
0 |
0 |
1 |
11 |
1 |
2 |
3 |
47 |
Real Exchange Rates and Sectoral Productivity in the Eurozone |
0 |
0 |
1 |
28 |
0 |
1 |
4 |
101 |
Real Exchange Rates and Sectoral Productivity in the Eurozone |
0 |
0 |
1 |
6 |
0 |
1 |
3 |
42 |
Real Exchange Rates and Sectoral Productivity in the Eurozone |
0 |
0 |
3 |
140 |
1 |
3 |
11 |
269 |
Real Exchange Rates and Sectoral Productivity in the Eurozone |
0 |
1 |
1 |
61 |
0 |
3 |
5 |
125 |
Real exchange rates and sectoral productivity in the Eurozone |
0 |
0 |
1 |
41 |
0 |
1 |
4 |
115 |
Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
504 |
Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
173 |
Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies |
0 |
1 |
1 |
211 |
1 |
2 |
5 |
1,443 |
Regional patterns in the law of one price: the roles of geography vs. currencies |
0 |
0 |
1 |
264 |
0 |
0 |
3 |
792 |
Relative Price Volatility: What Role Does the Border Play? |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
191 |
Relative Price Volatility: What Role Does the Border Play? |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
465 |
Relative Returns on Equities in Pacific Basin Countries |
0 |
0 |
0 |
103 |
0 |
0 |
1 |
1,569 |
Relative price volatility: what role does the border play? |
0 |
0 |
0 |
206 |
1 |
1 |
6 |
902 |
Revisiting the Border: an assessment of the law of one price using very disaggregated consumer price data |
0 |
0 |
2 |
168 |
0 |
0 |
3 |
470 |
Safe U.S. Assets and U.S. Capital Flows |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
62 |
Saving and Investment in an Open Economy with Non-Traded Goods |
0 |
1 |
1 |
139 |
1 |
4 |
17 |
931 |
Scrambling for Dollars: International Liquidity, Banks and Exchange Rates |
0 |
0 |
0 |
3 |
2 |
2 |
8 |
15 |
Scrambling for Dollars: International Liquidity, Banks and Exchange Rates |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
24 |
Scrambling for Dollars: International Liquidity, Banks and Exchange Rates |
0 |
0 |
0 |
30 |
0 |
0 |
3 |
63 |
Scrambling for Dollars: International Liquidity, Banks and Exchange Rates |
0 |
0 |
2 |
38 |
3 |
4 |
17 |
90 |
Some New Variance Bounds for Asset Prices |
0 |
0 |
0 |
107 |
0 |
0 |
1 |
398 |
TARIFFS AND SAVING IN A MODEL WITH NEW FAMILIES |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
285 |
Tariffs and Saving in a Model with New Families |
0 |
0 |
1 |
6 |
2 |
2 |
3 |
108 |
Tariffs, Saving and the Current Account |
0 |
0 |
0 |
27 |
0 |
0 |
2 |
168 |
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate |
0 |
0 |
0 |
242 |
1 |
1 |
1 |
1,354 |
Tests of CAPM on an International Portfolio of Bonds and Stocks |
0 |
0 |
0 |
568 |
0 |
0 |
0 |
1,694 |
Tests of International CAPM with Time-Varying Covariances |
0 |
0 |
1 |
226 |
1 |
1 |
3 |
802 |
Tests of mean-variance efficiency of international equity markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
201 |
Tests of mean-variance efficiency of international equity markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
198 |
The Adjustment of Prices and the Adjustment of the Exchange Rate |
0 |
0 |
0 |
130 |
0 |
0 |
0 |
377 |
The Adjustment of Prices and the Adjustment of the Exchange Rate |
0 |
0 |
0 |
259 |
0 |
0 |
1 |
823 |
The Adjustment of Prices and the Adjustment of the Exchange Rate |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
131 |
The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
338 |
The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
142 |
0 |
0 |
1 |
946 |
The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
46 |
The Distribution of Exchange Rates in the EMS |
0 |
0 |
0 |
117 |
0 |
0 |
0 |
434 |
The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence |
0 |
0 |
1 |
1,295 |
0 |
1 |
4 |
2,910 |
The International Diversification Puzzle when Goods Prices Are Sticky: It's Really About Exchange-Rate Hedging, not Equity Portfolios |
0 |
0 |
0 |
168 |
1 |
2 |
5 |
405 |
The Long-Run U.S./U.K. Real Exchange Rate |
0 |
0 |
2 |
521 |
0 |
1 |
3 |
2,716 |
The Long-Run U.S./U.K. real Exchange Rate |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
280 |
The Long-Run U.S./U.K. real Exchange Rate |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
1,142 |
The Optimal Choice of Exchange-Rate Regime: Price-Setting Rules and Internationalized Production |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
273 |
The Optimal Choice of Exchange-Rate Regime: Price-Setting Rules and Internationalized Production |
0 |
0 |
0 |
434 |
0 |
0 |
0 |
2,142 |
The Optimal Choice of Exchange-Rate Regime: Price-Setting Rules and Internationalized Production |
0 |
0 |
0 |
182 |
0 |
0 |
0 |
713 |
The Real Effects of Foreign Inflation in the Presence of Currency Substitution |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
298 |
The Real Exchange Rate, Real Interest Rates, and the Risk Premium |
0 |
0 |
1 |
166 |
0 |
1 |
6 |
568 |
The Real Exchange Rate, Real Interest Rates, and the Risk Premium |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
186 |
The Real Exchange Rate, Real Interest Rates, and the Risk Premium |
0 |
0 |
0 |
166 |
1 |
3 |
3 |
414 |
The Responsiveness of Consumer Prices to Exchange Rates And the Implications for Exchange-Rate Policy: A Survey Of a Few Recent New Open-Economy |
0 |
0 |
2 |
423 |
1 |
1 |
5 |
1,487 |
The U.S. Current Account Deficit and the Expected Share of World Output |
0 |
0 |
0 |
230 |
1 |
1 |
3 |
863 |
The U.S. current account deficit and the expected share of world output |
0 |
0 |
0 |
119 |
0 |
0 |
3 |
621 |
The U.S. current account deficit and the expected share of world output |
0 |
0 |
0 |
62 |
1 |
1 |
1 |
444 |
The US Current Account Deficit: A Re-examination of the Role of Private Saving |
0 |
0 |
0 |
229 |
0 |
0 |
1 |
611 |
The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules |
0 |
0 |
1 |
89 |
0 |
0 |
1 |
132 |
The distribution of exchange rates in the EMS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
301 |
The risk premium and the liquidity premium in foreign exchange markets |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
330 |
Trade Policy under Endogenous Credibility |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
120 |
U.S. Liquid Government Liabilities and Emerging Market Capital Flows |
0 |
0 |
4 |
4 |
0 |
2 |
13 |
13 |
U.S. Liquid Government Liabilities and Emerging Market Capital Flows |
1 |
1 |
1 |
1 |
1 |
4 |
4 |
4 |
Violating the Law of One Price: Should We Make a Federal Case Out of It? |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
118 |
Violating the Law of One Price: Should We Make a Federal Case Out of It? |
0 |
1 |
2 |
131 |
0 |
2 |
3 |
639 |
Violating the Law of One Price: Should We Make a Federal Case Out of It? |
0 |
0 |
1 |
122 |
0 |
0 |
1 |
809 |
Violating the law of one price: should we make a federal case out of it? |
0 |
0 |
0 |
73 |
1 |
1 |
2 |
354 |
Why Money Announcements Move Interest Rates: An Answer from the Foreign Exchange Market |
0 |
0 |
0 |
422 |
0 |
0 |
0 |
914 |
Why is the Foreward Exchange Rate Forecast Based? A Survey of Recent Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
114 |
Why is the Foreward Exchange Rate Forecast Based? A Survey of Recent Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
586 |
Why is the forward exchange rate forecast biased? A survey of recent evidence |
0 |
0 |
0 |
385 |
3 |
4 |
6 |
1,969 |
Total Working Papers |
9 |
23 |
126 |
31,055 |
65 |
144 |
581 |
128,597 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A note on cointegration and international capital market efficiency |
0 |
0 |
0 |
84 |
0 |
0 |
1 |
254 |
A reconsideration of the failure of uncovered interest parity for the U.S. dollar |
0 |
0 |
3 |
9 |
0 |
2 |
34 |
77 |
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
422 |
Accounting for U.S. Real Exchange Rate Changes |
0 |
0 |
1 |
608 |
4 |
8 |
18 |
1,630 |
Are we globalized yet? |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
125 |
Can the Markov switching model forecast exchange rates? |
0 |
0 |
3 |
325 |
0 |
1 |
13 |
873 |
Challenges to stock market efficiency: evidence from mean reversion studies |
0 |
0 |
1 |
209 |
0 |
0 |
2 |
590 |
Comment |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
36 |
Comment |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
34 |
Comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Currency Misalignments and Optimal Monetary Policy: A Reexamination |
0 |
0 |
1 |
142 |
1 |
2 |
8 |
571 |
Currency Unions and International Integration |
0 |
0 |
0 |
1 |
1 |
2 |
12 |
979 |
Debauchery and Original Sin: The Currency Composition of Sovereign Debt |
0 |
0 |
1 |
3 |
0 |
1 |
3 |
14 |
Deviations from purchasing power parity: causes and welfare costs |
0 |
0 |
2 |
196 |
1 |
1 |
12 |
766 |
Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test |
0 |
0 |
2 |
39 |
0 |
1 |
3 |
268 |
Empirical exchange rate models |
0 |
0 |
1 |
107 |
0 |
0 |
1 |
225 |
Endogenous exchange rate pass-through when nominal prices are set in advance |
0 |
0 |
3 |
231 |
1 |
4 |
11 |
747 |
Equivalence Results for Optimal Pass-Through, Optimal Indexing to Exchange Rates, and Optimal Choice of Currency for Export Pricing |
0 |
1 |
7 |
88 |
0 |
4 |
20 |
389 |
European product market integration after the euro |
0 |
1 |
2 |
461 |
4 |
5 |
12 |
1,085 |
Exchange Rate Dynamics, Sticky Prices and the Current Account |
0 |
1 |
3 |
35 |
0 |
1 |
4 |
115 |
Exchange Rate Pass-Through and the Welfare Effects of the Euro |
0 |
0 |
0 |
144 |
1 |
1 |
6 |
725 |
Exchange Rate Stabilization and Welfare |
0 |
0 |
1 |
37 |
1 |
1 |
3 |
165 |
Exchange Rates and Fundamentals |
0 |
4 |
16 |
261 |
0 |
11 |
99 |
1,895 |
Exchange Rates, Interest Rates, and the Risk Premium |
1 |
1 |
6 |
198 |
6 |
12 |
30 |
571 |
Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect |
1 |
2 |
9 |
827 |
2 |
8 |
38 |
2,404 |
Exchange rate policies |
0 |
0 |
2 |
118 |
1 |
1 |
6 |
296 |
Exchange rate regimes and volatility |
0 |
0 |
2 |
164 |
0 |
0 |
3 |
343 |
Exchange rates and fundamentals |
0 |
0 |
3 |
430 |
2 |
5 |
16 |
1,327 |
Expectations, Monetary Policy, and the Misalignment of Traded Goods Prices [with Comments] |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
Expected Consumption Growth from Cross-Country Surveys: Implications for Assessing International Capital Markets |
0 |
0 |
0 |
26 |
1 |
1 |
1 |
123 |
Expenditure switching versus real exchange rate stabilization: Competing objectives for exchange rate policy |
0 |
0 |
0 |
135 |
0 |
1 |
3 |
402 |
Factor Model Forecasts of Exchange Rates |
0 |
0 |
4 |
88 |
0 |
1 |
10 |
282 |
Forecasting the U.S. Dollar in the 21st Century |
1 |
1 |
5 |
17 |
1 |
2 |
23 |
52 |
Global Interest Rates, Currency Returns, and the Real Value of the Dollar |
0 |
0 |
1 |
84 |
1 |
3 |
5 |
256 |
How Wide Is the Border? |
3 |
4 |
22 |
1,619 |
6 |
10 |
71 |
4,983 |
Implementable Rules for International Monetary Policy Coordination |
0 |
0 |
0 |
22 |
0 |
2 |
3 |
129 |
International coordination of central bank policy |
0 |
0 |
1 |
20 |
0 |
0 |
1 |
108 |
International trade in durable goods: Understanding volatility, cyclicality, and elasticities |
1 |
1 |
3 |
217 |
1 |
1 |
18 |
753 |
Intranational, Intracontinental, and Intraplanetary PPP |
0 |
0 |
0 |
39 |
0 |
0 |
6 |
252 |
JIE special issue on international macro-finance |
0 |
0 |
1 |
144 |
0 |
1 |
2 |
322 |
Liquidity and Exchange Rates: An Empirical Investigation |
1 |
1 |
3 |
3 |
2 |
6 |
19 |
19 |
Local-currency pricing and the choice of exchange-rate regime |
1 |
1 |
1 |
134 |
1 |
1 |
2 |
455 |
Long Swings in the Dollar: Are They in the Data and Do Markets Know It? |
1 |
1 |
8 |
1,075 |
2 |
6 |
21 |
2,699 |
Long-run PPP may not hold after all |
0 |
0 |
3 |
268 |
3 |
13 |
153 |
1,089 |
Macroprudential policy under high capital mobility: policy implications from an academic perspective |
0 |
1 |
3 |
26 |
1 |
3 |
6 |
89 |
Monetary Policy in the Open Economy Revisited: Price Setting and Exchange-Rate Flexibility |
0 |
0 |
4 |
767 |
1 |
1 |
9 |
2,098 |
On the Foreign Exchange Risk Premium in Sticky-Price General Equilibrium Models |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
318 |
On the correlation of exchange rates and interest rates |
0 |
0 |
0 |
86 |
0 |
2 |
2 |
234 |
On the foreign exchange risk premium in a general equilibrium model |
0 |
0 |
0 |
96 |
0 |
0 |
1 |
217 |
On the record: making sense of today's globalized economy |
0 |
0 |
0 |
20 |
0 |
1 |
1 |
82 |
Optimal Exchange Rate Policy: The Influence of Price Setting and Asset Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
484 |
Optimal exchange rate policy: the influence of price setting and asset markets |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
701 |
Pass-Through, Exchange Rates, and Monetary Policy |
0 |
0 |
0 |
75 |
1 |
1 |
1 |
160 |
Pass‐Through, Exchange Rates, and Monetary Policy |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
11 |
Policy Cooperation, Incomplete Markets, and Risk Sharing |
0 |
0 |
0 |
19 |
0 |
1 |
2 |
76 |
Real Exchange Rate Adjustment in and out of the Eurozone |
0 |
0 |
0 |
125 |
1 |
2 |
4 |
474 |
Real Exchange Rates and Sectoral Productivity in the Eurozone |
0 |
2 |
4 |
87 |
2 |
7 |
18 |
383 |
Real exchange rate convergence: The roles of price stickiness and monetary policy |
0 |
0 |
0 |
31 |
2 |
2 |
7 |
172 |
Real exchange rates and relative prices: An empirical investigation |
2 |
3 |
6 |
420 |
3 |
5 |
11 |
1,050 |
Relative returns on equities in Pacific Basin countries |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
324 |
Relative returns on equities in Pacific Basin countries |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
183 |
Rent Sharing, Aggregate Saving, and Growth |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
Safe U.S. Assets and U.S. Capital Flows |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
46 |
Saving and Investment in an Open Economy with Non-traded Goods |
0 |
0 |
0 |
83 |
0 |
0 |
0 |
423 |
Some New Variance Bounds for Asset Prices |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
348 |
Tariffs and saving in a model with new generations |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
88 |
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate |
0 |
0 |
5 |
578 |
0 |
4 |
23 |
1,596 |
Testing for the absence of expected real profits from forward market speculation |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
99 |
Tests of International CAPM with Time-Varying Covariances |
0 |
0 |
0 |
346 |
1 |
2 |
2 |
1,388 |
Tests of Mean-Variance Efficiency of International Equity Markets |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
270 |
Tests of conditional mean-variance efficiency of the U.S. stock market |
0 |
0 |
0 |
46 |
0 |
0 |
3 |
202 |
The Bhagwati Award |
0 |
0 |
0 |
114 |
0 |
0 |
2 |
332 |
The Distribution of Exchange Rates in the EMS |
0 |
0 |
0 |
75 |
0 |
1 |
1 |
474 |
The International Diversification Puzzle When Goods Prices Are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios |
0 |
0 |
2 |
171 |
0 |
1 |
3 |
451 |
The International Monetary System: Forty years after Bretton Woods: Review essay |
0 |
0 |
0 |
19 |
1 |
1 |
2 |
84 |
The Long-Run U.S./U.K. Real Exchange Rate |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
1,138 |
The Responsiveness of Consumer Prices to Exchange Rates: A Synthesis Of Some New Open Economy Macro Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
The Risk Premium and the Liquidity Premium in Foreign Exchange Markets |
0 |
1 |
2 |
131 |
0 |
1 |
2 |
585 |
The U.S. current account deficit and the expected share of world output |
0 |
0 |
0 |
136 |
0 |
0 |
1 |
691 |
The U.S. current account deficit and the expected share of world output |
0 |
0 |
2 |
177 |
3 |
3 |
11 |
629 |
The forward discount anomaly and the risk premium: A survey of recent evidence |
0 |
2 |
14 |
776 |
5 |
11 |
58 |
1,997 |
The secular inflation term in open-economy Phillips curves |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
500 |
The trade balance and real exchange rate under currency substitution |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
77 |
The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules |
0 |
0 |
1 |
32 |
2 |
4 |
9 |
122 |
Trade Invoicing in the Accession Countries: Are They Suited to the Euro? [with Comments] |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
Trade policy under endogenous credibility |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
144 |
Violating the Law of One Price: Should We Make a Federal Case Out of It? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
834 |
Why money announcements move interest rates: an answer from the foreign exchange market |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
350 |
Total Journal Articles |
12 |
28 |
165 |
13,368 |
68 |
175 |
895 |
48,786 |