| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Cross-Country Financial Accelerator: Evidence from North America and Europe |
0 |
0 |
0 |
166 |
0 |
0 |
1 |
625 |
| AN EMPIRICAL ANALYSIS OF LONG-RUN PURCHASING POWER PARITY AS A THEORY OF INTERNATIONAL COMMODITY ARBITRAGE |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
41 |
| Abolishing Exchange Control: The UK Experience |
0 |
0 |
0 |
455 |
2 |
3 |
5 |
2,559 |
| Are There Thresholds of Current Account Adjustment in the G7? |
0 |
0 |
0 |
201 |
3 |
3 |
7 |
481 |
| Bank of England Interest Rate Announcements and the Foreign Exchange Market |
0 |
0 |
0 |
126 |
0 |
0 |
2 |
810 |
| Charts, Noise and Fundamentals: A Study of the London Foreign Exchange Market |
0 |
0 |
2 |
286 |
0 |
0 |
4 |
1,074 |
| Common Currency Areas and Currency Unions: An Analysis of the Issues |
0 |
0 |
1 |
749 |
0 |
1 |
13 |
1,822 |
| Common Macro Factors and Currency Premia |
0 |
1 |
4 |
87 |
0 |
1 |
6 |
189 |
| Common Vulnerabilities |
0 |
0 |
0 |
144 |
1 |
1 |
2 |
473 |
| Covered Interest Arbitrage and Market Turbulence: An Empirical Analysis |
0 |
0 |
3 |
312 |
0 |
1 |
7 |
1,432 |
| Currency Volatility and Global Technological Innovation |
0 |
0 |
0 |
13 |
0 |
0 |
8 |
60 |
| Deer Hunting: Misalignment, Debt Accumulation, and Desired Equilibrium Exchange Rates |
0 |
0 |
2 |
39 |
0 |
1 |
10 |
509 |
| EXCHANGE RATES, POLICY CONVERGENCE AND THE EUROPEAN MONETARY SYSTEM |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
36 |
| End-user order flow and exchange rate dynamics |
0 |
0 |
0 |
190 |
1 |
2 |
2 |
593 |
| European Capital Flows and Regional Risk |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
382 |
| Exchange Rate Economics: A Survey |
0 |
0 |
0 |
117 |
1 |
1 |
3 |
1,656 |
| Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio |
0 |
2 |
6 |
80 |
1 |
6 |
17 |
191 |
| Exchange Rates and the EMS: Assessing the Track Record |
0 |
0 |
0 |
45 |
2 |
3 |
5 |
440 |
| Exchange Rates, Country Preferences, and Gold |
0 |
1 |
1 |
121 |
0 |
1 |
2 |
758 |
| Exchange Rates, Country Preferences, and Gold |
0 |
0 |
1 |
29 |
0 |
0 |
2 |
245 |
| Exchange Rates, Policy Convergence and the European Monetary System |
0 |
0 |
0 |
126 |
1 |
1 |
2 |
660 |
| Exchange rates in target zones: Evidence from the Danish Krone |
0 |
0 |
0 |
85 |
0 |
0 |
5 |
280 |
| FX intervention in the yen-US dollar market: A coordination channel perspective |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
202 |
| Financial Intermediation and the Role of Price Discrimination in a Two-Tier Market |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
227 |
| Financial intermediation and the role of price discrimination in a two-tier market |
0 |
0 |
0 |
29 |
1 |
2 |
3 |
114 |
| Financial intermediation and the role of price discrimination in a two-tier market |
0 |
0 |
0 |
63 |
2 |
2 |
6 |
514 |
| Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in t |
0 |
0 |
0 |
37 |
2 |
6 |
7 |
236 |
| Forward-Looking Policy Rules and Currency Premia |
0 |
0 |
0 |
48 |
0 |
1 |
4 |
105 |
| From the dark end of the street to the bright side of the road? investigating the returns to residential mobility in Britain |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
564 |
| Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
591 |
| Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets |
0 |
0 |
0 |
0 |
3 |
4 |
7 |
7 |
| International Capital Crunches: The Time-Varying Role Of Informational Asymmetries |
0 |
0 |
0 |
125 |
2 |
2 |
2 |
312 |
| International Capital Crunches: The Time-Varying Role of Informational Asymmetries |
0 |
0 |
0 |
54 |
0 |
1 |
1 |
268 |
| International Capital Crunches: The Time-Varying Role of Informational Asymmetries |
0 |
0 |
0 |
116 |
0 |
0 |
1 |
481 |
| International Liquidity Swaps: Is the Chiang Mai Initiative Pooling Reserves Efficiently ? |
0 |
0 |
0 |
1 |
2 |
3 |
11 |
85 |
| International Liquidity Swaps: Is the Chiang Mai Initiative Pooling Reserves Efficiently ? |
0 |
0 |
0 |
251 |
0 |
4 |
12 |
908 |
| Intervention, Interest Rates, and Charts: Three Essays in International Finance |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
438 |
| Is Official Exchange Rate Intervention Effective? |
0 |
0 |
0 |
439 |
0 |
0 |
2 |
1,156 |
| Long-Run Purchasing Power Parity and the Dollar-Sterling Exchange Rate in the 1920's |
0 |
0 |
0 |
11 |
0 |
1 |
3 |
217 |
| Macroeconomic Shocks, the ERM, and Tri-Polarity |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
394 |
| Media Sentiment and Currency Reversals |
0 |
1 |
5 |
52 |
0 |
5 |
18 |
116 |
| Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls |
0 |
0 |
0 |
70 |
2 |
2 |
2 |
287 |
| Modelling the Yield Curve |
0 |
0 |
0 |
21 |
1 |
1 |
2 |
598 |
| Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study |
0 |
0 |
0 |
289 |
1 |
1 |
3 |
922 |
| Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 |
0 |
0 |
0 |
133 |
0 |
0 |
1 |
410 |
| Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles |
0 |
1 |
2 |
955 |
1 |
2 |
7 |
2,033 |
| Nonlinear Permanent -Temporary Decompositions in Macroeconomics and Finance |
0 |
0 |
0 |
206 |
0 |
0 |
0 |
541 |
| Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work? |
0 |
1 |
5 |
928 |
0 |
1 |
13 |
2,353 |
| On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates |
0 |
0 |
0 |
105 |
0 |
1 |
2 |
322 |
| Policy Issues in the Evolving International Monetary System |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
411 |
| Pricing Ethics in the Foreign Exchange Market: Environmental, Social and Governance Ratings and Currency Premia |
0 |
0 |
0 |
8 |
1 |
2 |
5 |
35 |
| Prospect Theory and Currency Returns: Empirical Evidence |
0 |
1 |
1 |
39 |
0 |
1 |
7 |
149 |
| Purchasing Power Parity and the Real Exchange Rate |
0 |
0 |
2 |
1,198 |
1 |
2 |
10 |
3,803 |
| Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect? |
1 |
1 |
1 |
706 |
3 |
4 |
11 |
2,260 |
| Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect? |
0 |
0 |
1 |
9 |
3 |
3 |
7 |
100 |
| Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
851 |
| Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
699 |
| Real financial market exchange rates and capital flows |
0 |
0 |
1 |
92 |
1 |
1 |
3 |
240 |
| Regional Vulnerability: The Case of East Asia |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
25 |
| Regional Vulnerability: The Case of East Asia |
0 |
0 |
0 |
192 |
1 |
1 |
3 |
519 |
| Robustness of Equilibrium Exchange Rate Calculations to Alternative Assumptions and Methodologies |
0 |
0 |
0 |
33 |
0 |
1 |
2 |
463 |
| SOME 'NEWS' ON COVERED INTEREST ARBITRAGE |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
33 |
| Saving-Investment Correlations: Transitory versus Permanent |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
482 |
| THE PURCHASING POWER PARITY DEBATE |
0 |
0 |
1 |
16 |
4 |
5 |
17 |
116 |
| Testing for Credibility Effects |
0 |
0 |
0 |
5 |
4 |
4 |
7 |
278 |
| The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period |
0 |
0 |
1 |
389 |
0 |
0 |
3 |
1,336 |
| The Coordination Channel of Foreign Exchange Intervention |
0 |
0 |
0 |
118 |
0 |
1 |
3 |
317 |
| The Crisis in the Foreign Exchange Market |
0 |
0 |
0 |
141 |
0 |
0 |
4 |
320 |
| The Crisis in the Foreign Exchange Market |
0 |
0 |
1 |
1,048 |
0 |
0 |
10 |
3,547 |
| The Demand for Money During High Inflation Episodes: Some Latin American Evidenceon the Cagan Model |
0 |
0 |
0 |
12 |
0 |
2 |
2 |
391 |
| The Downton Abbey Effect: 18th and 19th Century British Aristocratic Marriages and Agricultural Prices |
0 |
1 |
2 |
7 |
0 |
1 |
7 |
45 |
| The Effects of Japanese Interventions on FX-Forecast Heterogeneity |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
160 |
| The Empirics of Economic Growth in Previously Centrally Planned Economies |
0 |
0 |
0 |
114 |
1 |
1 |
3 |
845 |
| The Hyperinflation Model of Money Demand Revisited |
0 |
0 |
1 |
324 |
2 |
3 |
7 |
1,178 |
| The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics |
0 |
0 |
0 |
165 |
0 |
0 |
1 |
495 |
| The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium and Forecasting |
0 |
0 |
1 |
69 |
0 |
1 |
2 |
1,424 |
| The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis |
1 |
2 |
4 |
747 |
2 |
8 |
17 |
1,979 |
| The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis |
0 |
0 |
0 |
8 |
1 |
1 |
6 |
88 |
| The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis |
0 |
0 |
1 |
354 |
2 |
4 |
12 |
1,148 |
| The Out-of-Sample Performance of Carry Trades |
0 |
0 |
0 |
16 |
0 |
0 |
5 |
44 |
| The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond |
0 |
0 |
0 |
298 |
2 |
3 |
7 |
805 |
| The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond |
0 |
0 |
0 |
522 |
1 |
1 |
4 |
1,315 |
| The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence |
0 |
0 |
0 |
219 |
0 |
0 |
2 |
604 |
| The Purchasing Power Parity Debate |
0 |
0 |
1 |
393 |
1 |
3 |
12 |
1,056 |
| The Purchasing Power Parity Debate |
0 |
0 |
0 |
1,039 |
2 |
3 |
8 |
2,563 |
| The Real Effects of Exchange Rate Risk on Corporate Investment: International Evidence |
0 |
3 |
4 |
39 |
1 |
7 |
11 |
92 |
| The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates |
0 |
0 |
0 |
246 |
0 |
2 |
9 |
627 |
| The Stabilizing Effect of the ERMon Exchange Rates and Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
10 |
1 |
1 |
4 |
261 |
| The Term Structure Of Euromarket Interest Rates: Some New Evidence |
0 |
0 |
0 |
194 |
0 |
2 |
4 |
298 |
| The Term Structure of Forward Exchange Premia and the Forecastability of Spot Exchange Rates: Correcting the Errors |
0 |
0 |
0 |
278 |
0 |
0 |
2 |
1,175 |
| The Term Structure of Forward Exchange Premia and the Forecastibility of Spot Exchange Rates: Correcting the Errors |
0 |
0 |
0 |
272 |
1 |
2 |
2 |
760 |
| The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis |
0 |
0 |
0 |
297 |
0 |
2 |
4 |
998 |
| The labour market impacts of leaving education when unemployment is high: evidence from Britain |
0 |
0 |
1 |
47 |
1 |
2 |
5 |
149 |
| The volatility of prices in the English and Welsh electricity pool |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
20 |
| Threshold adjustment in deviations from the law of one price |
0 |
0 |
0 |
173 |
1 |
3 |
4 |
495 |
| U.S. Populist Rhetoric and Currency Returns |
0 |
0 |
2 |
8 |
1 |
3 |
8 |
34 |
| Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
0 |
439 |
4 |
6 |
9 |
1,753 |
| Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
0 |
615 |
1 |
4 |
12 |
1,647 |
| Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
0 |
575 |
0 |
3 |
13 |
1,336 |
| Why is it so difficult to beat the random walk forecast of exchange rates? |
0 |
1 |
1 |
725 |
1 |
4 |
7 |
1,718 |
| Total Working Papers |
2 |
16 |
59 |
19,808 |
74 |
167 |
509 |
71,204 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "The case of the missing money" and the Lucas critique |
0 |
0 |
0 |
98 |
0 |
1 |
1 |
322 |
| A Comparison of the Rational Expectations and the General-to-Specific Approaches to Modelling the Demand for M1 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
126 |
| A DYMIMIC Model of Forward Foreign Exchange Risk, with Estimates for Three Major Exchange Rates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
438 |
| A cross-country financial accelerator: Evidence from North America and Europe |
0 |
0 |
0 |
96 |
2 |
2 |
2 |
257 |
| A stable US money demand function, 1874-1975 |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
177 |
| A triplet of differently shaped spin-zero states in the atomic nucleus 186Pb |
0 |
0 |
0 |
1 |
2 |
2 |
4 |
10 |
| Ajustement non linéaire vers le taux de change d'équilibre à long terme. Le modèle monétaire revisité |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
96 |
| An empirical investigation of asset price bubbles in Latin American emerging financial markets |
0 |
0 |
0 |
186 |
1 |
1 |
1 |
523 |
| Analysing Credibility in High-Inflation Countries: A New Approach |
0 |
0 |
0 |
150 |
2 |
2 |
4 |
753 |
| Anticipated and Unanticipated Variables in the Demand for M1 in the U.K |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
118 |
| Aspects of foreign exchange market microstructure: editors' introduction |
0 |
0 |
0 |
106 |
0 |
0 |
0 |
269 |
| Assessing the effectiveness of fire prevention strategies |
0 |
1 |
5 |
15 |
3 |
5 |
27 |
65 |
| Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets |
0 |
0 |
0 |
68 |
2 |
3 |
3 |
263 |
| Big Data and Employee Wellbeing: Walking the Tightrope between Utopia and Dystopia |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
21 |
| Capital Flows to Developing Countries: Long- and Short-Term Determinants |
0 |
0 |
0 |
4 |
2 |
3 |
7 |
1,426 |
| Charts, Noise and Fundamentals in the London Foreign Exchange Market |
0 |
1 |
4 |
624 |
1 |
7 |
15 |
2,006 |
| Commercially Available Order Flow Data and Exchange Rate Movements: "Caveat Emptor" |
0 |
0 |
0 |
198 |
0 |
0 |
0 |
554 |
| Commercially Available Order Flow Data and Exchange Rate Movements: Caveat Emptor |
0 |
0 |
1 |
7 |
0 |
1 |
5 |
27 |
| Common Macro Factors and Currency Premia |
0 |
0 |
0 |
18 |
2 |
2 |
5 |
113 |
| Composantes permanente et transitoire de l'épargne et de l'investissement: une étude empirique des flux internationaux de capitaux au Japon |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
60 |
| Covered Interest Arbitrage and Market Turbulence |
0 |
0 |
2 |
837 |
1 |
1 |
4 |
2,775 |
| Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
1,428 |
| Currency volatility and global technological innovation |
0 |
0 |
0 |
14 |
2 |
4 |
11 |
57 |
| East Village at Knutsford: A Case Study in Sustainable Urbanism |
0 |
0 |
0 |
2 |
0 |
2 |
3 |
25 |
| Editorial |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
| Editorial: Long-run purchasing power parity and real exchange rates: introduction and overview |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
159 |
| End-user order flow and exchange rate dynamics - a dealer's perspective |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
162 |
| Estimating growth equations for previously centrally planned economies: Dealing with dubious data and disparate information |
0 |
0 |
0 |
30 |
0 |
1 |
3 |
166 |
| Estimating structural macroeconomic shocks through long-run recursive restrictions on vector autoregressive models: the problem of identification |
0 |
0 |
0 |
171 |
1 |
1 |
2 |
396 |
| Estimating the Mean‐reverting Component in Stock Prices: A Cross‐country comparison |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
4 |
| European Capital Flows and Regional Risk |
0 |
0 |
1 |
81 |
0 |
0 |
2 |
318 |
| Ex Ante Purchasing Power Parity: Some Evidence Based on Vector Autoregressions in the Time Domain |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
312 |
| Exchange Rate Economics: A Survey |
0 |
1 |
5 |
191 |
4 |
6 |
13 |
505 |
| Exchange Rates, Policy Convergence, and the European Monetary System |
0 |
0 |
0 |
118 |
1 |
6 |
8 |
444 |
| Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation |
0 |
0 |
1 |
33 |
0 |
0 |
3 |
181 |
| Exchange rate intervention |
0 |
0 |
0 |
76 |
1 |
1 |
3 |
190 |
| Expectations, Risk and Uncertainty in the Foreign Exchange Market: Some Results Based on Survey Data |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
212 |
| FX intervention in the Yen-US dollar market: a coordination channel perspective |
0 |
0 |
0 |
16 |
1 |
1 |
4 |
129 |
| Financial Innovation, Inflation and the Stability of the Demand for Broad Money in the United Kingdom |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
150 |
| Financial capability and psychological health |
0 |
0 |
2 |
56 |
0 |
1 |
10 |
320 |
| Financial intermediation and the role of price discrimination in the foreign exchange market |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
24 |
| Financial predictors of real activity and the financial accelerator |
0 |
0 |
1 |
150 |
0 |
0 |
8 |
354 |
| Fiscal Policy within Common Currency Areas |
0 |
0 |
1 |
41 |
0 |
0 |
3 |
93 |
| Forecasting capital flows to emerging markets: a Kalman filtering approach |
0 |
0 |
1 |
189 |
1 |
2 |
5 |
502 |
| Foreign exchange market efficiency and cointegration: Some evidence from the recent float |
0 |
1 |
1 |
159 |
0 |
1 |
2 |
319 |
| Forward-Looking Policy Rules and Currency Premia |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
23 |
| From the General to the Specific: The Demand for M2 in Three |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
160 |
| Generating currency trading rules from the term structure of forward foreign exchange premia |
0 |
0 |
0 |
72 |
2 |
2 |
4 |
251 |
| Global Political Risk and Currency Momentum |
0 |
0 |
1 |
33 |
0 |
1 |
3 |
110 |
| Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation |
0 |
0 |
1 |
335 |
2 |
3 |
6 |
1,022 |
| How the UK economy weathered the financial storm |
0 |
0 |
0 |
20 |
1 |
1 |
2 |
162 |
| Immunoepidemiological Profiling of Onchocerciasis Patients Reveals Associations with Microfilaria Loads and Ivermectin Intake on Both Individual and Community Levels |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
7 |
| Importance of transaction costs for asset allocation in foreign exchange markets |
0 |
0 |
1 |
3 |
4 |
5 |
19 |
30 |
| Interest Rate Parity: Some New Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
334 |
| Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom |
1 |
1 |
6 |
284 |
2 |
2 |
15 |
630 |
| International capital crunches: the time-varying role of informational asymmetries |
0 |
0 |
0 |
40 |
0 |
1 |
3 |
178 |
| International liquidity swaps: is the Chiang Mai Initiative pooling reserves efficiently? |
0 |
0 |
0 |
59 |
0 |
1 |
9 |
238 |
| International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum |
0 |
0 |
0 |
289 |
0 |
0 |
3 |
1,088 |
| Introduction to Applied Financial Economics Volume 20, 2010 |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
72 |
| Large Datasets, Factor‐augmented and Factor‐only Vector Autoregressive Models, and the Economic Consequences of Mrs Thatcher |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
70 |
| Learning and Rationality: an Empirical Study of Investment Managers' Stock Market Predictions |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
16 |
| Long-run purchasing power parity in the 1920s |
0 |
0 |
0 |
181 |
0 |
1 |
1 |
559 |
| Macro-economic Shocks, the ERM, and Tri-polarity |
0 |
0 |
0 |
81 |
1 |
1 |
4 |
388 |
| Measuring the temporary component of stock prices: robust multivariate analysis |
0 |
0 |
1 |
35 |
2 |
2 |
4 |
140 |
| Media Sentiment and Currency Reversals |
0 |
1 |
8 |
13 |
1 |
6 |
18 |
29 |
| Metals Prices, Efficiency and Cointegration: Some Evidence from the London Metal Exchange |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
469 |
| Misalignment, Debt Accumulation and Fundamental Equilibrium Exchange Rates |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
25 |
| Misalignment, Debt Accumulation and Fundamental Equilibrium Exchange Rates |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
6 |
| Modeling the Demand for U.K. Broad Money, 1871-1913 |
0 |
0 |
1 |
52 |
0 |
0 |
2 |
222 |
| Modelling Asset Prices with Time-Varying Betas |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
437 |
| Modelling Fundamentals for Forecasting Capital Flows to Emerging Markets |
0 |
0 |
1 |
278 |
2 |
4 |
7 |
784 |
| Modelling Risk in the Interwar Foreign Exchange Market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
100 |
| Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls |
0 |
0 |
1 |
15 |
0 |
0 |
3 |
102 |
| Modelling the Yield Curve |
0 |
0 |
0 |
260 |
0 |
0 |
1 |
635 |
| Monetary Anticipation and the Demand for Money in the U.K.: Testing Rationality in the Shock-Absorber Hypothesis |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
218 |
| Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence |
0 |
0 |
3 |
457 |
1 |
2 |
8 |
1,445 |
| Money demand and inflation in Yugoslavia 1980-1989 |
0 |
0 |
1 |
135 |
2 |
2 |
4 |
510 |
| Money demand, expectations, and the forward-looking model |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
359 |
| Money demand, expectations, and the forward-looking model |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
125 |
| Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests |
0 |
0 |
0 |
518 |
1 |
1 |
4 |
1,131 |
| Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
289 |
| Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles |
0 |
0 |
0 |
2 |
1 |
4 |
7 |
810 |
| Nonlinear Permanent - Temporary Decompositions in Macroeconomics and Finance |
0 |
0 |
0 |
124 |
0 |
0 |
1 |
385 |
| Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals |
0 |
0 |
2 |
457 |
0 |
1 |
10 |
948 |
| Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study |
0 |
0 |
0 |
249 |
0 |
0 |
3 |
702 |
| Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? |
0 |
2 |
11 |
1,073 |
2 |
6 |
53 |
2,718 |
| On Long-run Solutions to Dynamic Econometric Equations under Rational Expectations [A Cautionary Note on the Interpretation of Long-run Equilibrium Solutions in Conventional Macro Models] |
0 |
0 |
0 |
35 |
1 |
1 |
2 |
202 |
| On granger causality and the monetary approach to the balance of payments |
0 |
0 |
0 |
23 |
0 |
0 |
2 |
59 |
| On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
141 |
| On the Reinterpretation of Money Demand Regressions |
0 |
0 |
0 |
96 |
0 |
0 |
2 |
280 |
| On the mean-reverting properties of target zone exchange rates: a cautionary note |
0 |
0 |
0 |
37 |
2 |
2 |
8 |
138 |
| Peers, Buccaneers and Downton Abbey: An economic analysis of 19th century British aristocratic marriages |
0 |
1 |
1 |
7 |
1 |
2 |
6 |
30 |
| Periodically collapsing stock price bubbles: a robust test |
0 |
0 |
0 |
147 |
0 |
0 |
1 |
404 |
| Permanent and Temporary Components of Stock Prices: Evidence from Assessing Macroeconomic Shocks |
0 |
0 |
0 |
5 |
0 |
3 |
8 |
25 |
| Picosecond metrology of laser-driven proton bursts |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
4 |
| Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia |
0 |
0 |
0 |
10 |
2 |
4 |
11 |
43 |
| Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis |
0 |
0 |
0 |
177 |
0 |
0 |
0 |
795 |
| Profitable Biodiverse Wool Production Systems for the Northern Tablelands of NSW: Science and Extension Working Together |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
8 |
| Prévision du taux de change dollar canadien contre dollar américain: une approche en termes de "fondamentaux" |
0 |
0 |
0 |
8 |
1 |
1 |
4 |
562 |
| Purchasing Power Parity |
0 |
0 |
3 |
357 |
0 |
0 |
13 |
830 |
| Purchasing Power Parity and the Real Exchange Rate |
0 |
0 |
13 |
1,992 |
2 |
5 |
37 |
4,756 |
| Purchasing power parity and the theory of general relativity: the first tests |
0 |
0 |
1 |
190 |
0 |
0 |
4 |
536 |
| Purchasing power parity over two centuries: strengthening the case for real exchange rate stability: A reply to Cuddington and Liang |
0 |
0 |
0 |
96 |
1 |
1 |
5 |
312 |
| Random Walk Components in Output and Exchange Rates: Some Robust Tests on UK Data |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
127 |
| Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries |
0 |
0 |
2 |
982 |
3 |
3 |
15 |
3,062 |
| Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis |
0 |
0 |
1 |
290 |
2 |
2 |
6 |
769 |
| Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect? |
0 |
0 |
0 |
169 |
3 |
3 |
14 |
603 |
| Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect? |
0 |
1 |
3 |
17 |
1 |
2 |
7 |
54 |
| Real Interest Rates and Macroeconomic Activity |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
638 |
| Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K |
0 |
1 |
1 |
112 |
0 |
1 |
4 |
277 |
| Real Variables, Nonlinearity, and European Real Exchange Rates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Real exchange rate behavior |
0 |
0 |
0 |
61 |
2 |
3 |
9 |
227 |
| Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought |
0 |
0 |
1 |
506 |
0 |
0 |
4 |
997 |
| Real exchange rates and transition economies |
0 |
0 |
2 |
41 |
0 |
1 |
14 |
163 |
| Real exchange rates under the recent float: unequivocal evidence of mean reversion |
0 |
0 |
0 |
120 |
0 |
1 |
3 |
361 |
| Real financial market exchange rates and capital flows |
1 |
1 |
2 |
49 |
2 |
5 |
10 |
174 |
| Reform the PhD system or close it down |
1 |
2 |
16 |
27 |
2 |
4 |
52 |
121 |
| Regional House Prices in Britain: Long-Run Relationships and Short-Run Dynamics |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
779 |
| Regional vulnerability: The case of East Asia |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
233 |
| Regulatory Uncertainty and the Volatility of Regional Electricity Company Share Prices: The Economic Consequences of Professor Littlechild |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
286 |
| Reply to Goodfriend's comments on "Money demand, expectations and the forward looking model" |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
121 |
| Review: Place and Placelessness, Paths in Space—Time Environments: A Time-Geographic Study of Movement Possibilities of Individuals, Industrial Location and Planning in the United Kingdom, New-Town Planning: Principles and Practice, Methods of Describing Physical Access to Supply Points, Bond Men Made Free: Medieval Peasant Movements and the English Rising of 1381 |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
6 |
| Reviews: An Unruly World? Globalization, Governance and Geography: Justice, Society and Nature: An Exploration of Political Ecology, Modern Public Economics, Innovations in Public Management: Perspectives from East and West Europe, Further Key Issues in Tax Reform |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
3 |
| Risk premia and foreign exchange: A multiple time series approach to testing uncovered interest-rate parity |
0 |
0 |
0 |
40 |
0 |
1 |
1 |
106 |
| Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend-Price Ratio |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
468 |
| Sand in the Wheels of Foreign Exchange Markets: A Sceptical Note |
0 |
1 |
1 |
157 |
1 |
2 |
3 |
479 |
| Savings-Investment Correlations: Transitory versus Permanent |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
401 |
| Self–Employment and Windfall Gains in Britain: Evidence from Panel Data |
0 |
0 |
3 |
7 |
1 |
1 |
4 |
14 |
| Special Issue on Technical Analysis and Financial Markets: Editor's Introduction |
0 |
1 |
2 |
116 |
0 |
1 |
3 |
402 |
| Special issue in honour of Clive Granger |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
85 |
| Taking Stock of EMU: Editorial |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
35 |
| Technical trading: Is it still beating the foreign exchange market? |
1 |
3 |
7 |
128 |
6 |
11 |
27 |
348 |
| Temporal evolution of the electric field accelerating electrons away from the auroral ionosphere |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Testing Rational Expectations and Efficiency in the London Metal Exchange |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
209 |
| Testing for Credibility Effects |
0 |
0 |
1 |
19 |
1 |
1 |
5 |
68 |
| The Danish krone-euro exchange rate and Danmark Nationalbank intervention operations |
0 |
0 |
1 |
23 |
1 |
2 |
5 |
129 |
| The Demand for Money: A Dynamic Rational Expectations Model |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
344 |
| The Economics of Exchange Rates |
3 |
7 |
25 |
2,746 |
6 |
15 |
66 |
6,767 |
| The Effects of Regulation and Regulatory Risk in the UK Electricity Distribution Industry |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
21 |
| The Hidden Dimensions of the Musical Field and the Potential of the New Social Data |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
30 |
| The High-Yield Spread as a Predictor of Real Economic Activity: Evidence of a Financial Accelerator for the United States |
0 |
0 |
1 |
513 |
1 |
1 |
7 |
1,994 |
| The Hyperinflation Model of Money Demand Revisited |
1 |
1 |
9 |
276 |
1 |
1 |
21 |
792 |
| The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control |
0 |
0 |
0 |
431 |
0 |
0 |
1 |
1,171 |
| The Monetary Approach to the Balance of Payments: A Critical Appraisal of Some Empirical Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
304 |
| The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting |
0 |
0 |
0 |
167 |
1 |
1 |
2 |
496 |
| The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis |
0 |
0 |
2 |
79 |
1 |
2 |
9 |
916 |
| The Product-Cycle Model: A Critique |
0 |
0 |
1 |
115 |
0 |
0 |
3 |
247 |
| The Purchasing Power Parity Debate |
2 |
5 |
21 |
660 |
6 |
16 |
96 |
2,131 |
| The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates |
0 |
0 |
1 |
160 |
3 |
3 |
5 |
526 |
| The Role of Speculation in the Forward Exchange Market: Some Consistent Estimates Assuming Rational Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
158 |
| The Simple Analytics of Implicit Labour Contracts |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
156 |
| The Stabilizing Effect of the ERM on Exchange Rates and Interest Rates: Some Nonparametric Tests |
0 |
0 |
0 |
5 |
2 |
2 |
3 |
51 |
| The Target Zone Model, Non-linearity and Mean Reversion: Is the Honeymoon Really Over? |
0 |
0 |
0 |
98 |
0 |
0 |
2 |
572 |
| The Term Structure Of Forward Exchange Premiums And The Forecastability Of Spot Exchange Rates: Correcting The Errors |
0 |
0 |
5 |
705 |
2 |
3 |
12 |
1,632 |
| The Term Structure of Forward Foreign Exchange Premia: The Inter-war Experience |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
153 |
| The applied economics of agriculture: introduction and overview |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
54 |
| The applied economics of economic growth: introduction and overview |
0 |
0 |
0 |
50 |
2 |
2 |
5 |
100 |
| The applied economics of employment: introduction and overview |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
64 |
| The applied economics of fiscal policy: introduction and overview |
0 |
0 |
0 |
46 |
0 |
1 |
1 |
136 |
| The applied economics of health: introduction and overview |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
53 |
| The applied economics of industry: introduction and overview |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
42 |
| The applied economics of labour: introduction and overview |
0 |
0 |
0 |
12 |
0 |
1 |
1 |
39 |
| The applied economics of monetary policy: introduction and overview |
0 |
0 |
0 |
19 |
1 |
1 |
1 |
83 |
| The applied economics of money and inflation: introduction and overview |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
188 |
| The applied economics of sport: introduction and overview |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
139 |
| The applied economics of trade: introduction and overview |
0 |
1 |
1 |
9 |
0 |
1 |
1 |
50 |
| The applied economics of transport: introduction and overview |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
55 |
| The behavior of real exchange rates during the post-Bretton Woods period |
1 |
1 |
3 |
415 |
2 |
2 |
14 |
1,133 |
| The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis |
0 |
0 |
0 |
119 |
3 |
3 |
4 |
354 |
| The cost of a school based mass treatment of schistosomiasis in Ugu District, KwaZulu Natal, South Africa in 2012 |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
9 |
| The crisis in the foreign exchange market |
0 |
2 |
8 |
327 |
2 |
6 |
29 |
865 |
| The effects of Japanese interventions on FX-forecast heterogeneity |
0 |
0 |
0 |
38 |
1 |
1 |
3 |
216 |
| The global financial crisis: Causes, threats and opportunities. Introduction and overview |
0 |
0 |
1 |
259 |
1 |
2 |
5 |
707 |
| The global financial crisis: introduction and overview |
0 |
0 |
0 |
264 |
0 |
0 |
0 |
813 |
| The impact of European Central Bank Governing Council announcements on the foreign exchange market: a microstructural analysis |
0 |
0 |
0 |
116 |
1 |
1 |
3 |
269 |
| The monetary approach to the exchange rate: Long-run relationships and coefficient restrictions |
0 |
0 |
0 |
180 |
0 |
0 |
5 |
364 |
| The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk |
0 |
0 |
6 |
1,025 |
1 |
1 |
21 |
1,834 |
| The out-of-sample performance of carry trades |
1 |
2 |
4 |
7 |
3 |
6 |
17 |
32 |
| The out-of-sample success of term structure models as exchange rate predictors: a step beyond |
0 |
0 |
3 |
336 |
2 |
2 |
9 |
931 |
| The real effects of exchange rate risk on corporate investment: International evidence |
4 |
9 |
15 |
30 |
13 |
34 |
60 |
115 |
| The slope of the yield curve and real economic activity: tracing the transmission mechanism |
0 |
0 |
0 |
146 |
0 |
0 |
1 |
393 |
| The stock return-inflation puzzle revisited |
0 |
0 |
3 |
238 |
1 |
1 |
7 |
520 |
| The use of technical analysis in the foreign exchange market |
2 |
5 |
41 |
6,049 |
11 |
23 |
108 |
14,132 |
| Threshold Adjustment of Deviations from the Law of One Price |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
275 |
| Tied Down Or Room To Move? Investigating The Relationships Between Housing Tenure, Employment Status And Residential Mobility In Britain |
0 |
0 |
0 |
10 |
0 |
1 |
3 |
27 |
| Under the microscope: the structure of the foreign exchange market |
0 |
0 |
4 |
396 |
1 |
1 |
9 |
1,161 |
| Vector Autoregressive Tests of Uncovered Interest Rate Parity with Allowance for Conditional Heteroscedasticity |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
146 |
| Vegetation Changes and Woodland Management Associated with a Prehistoric to Medieval Burnt Mound Complex at Ballygawley, Northern Ireland |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| WGV: Quantifying Mains Water Savings in a Medium Density Infill Residential Development |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
17 |
| Why Don't Individuals Speculate in the Forward Foreign Exchange Market? |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
266 |
| Why is it so difficult to beat the random walk forecast of exchange rates? |
0 |
0 |
2 |
614 |
4 |
5 |
14 |
1,564 |
| Wind turbine cost reduction: A detailed bottom-up analysis of innovation drivers |
0 |
1 |
5 |
28 |
0 |
2 |
14 |
140 |
| “There’s No Way That You Get Paid to Do the Artsâ€: Unpaid Labour Across the Cultural and Creative Life Course |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
| ‘Culture is a Meritocracy’: Why Creative Workers’ Attitudes may Reinforce Social Inequality |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
| Total Journal Articles |
18 |
53 |
287 |
32,212 |
176 |
333 |
1,303 |
101,424 |