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 |
1 |
1 |
625 |
AN EMPIRICAL ANALYSIS OF LONG-RUN PURCHASING POWER PARITY AS A THEORY OF INTERNATIONAL COMMODITY ARBITRAGE |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
37 |
Abolishing Exchange Control: The UK Experience |
0 |
0 |
1 |
455 |
0 |
1 |
2 |
2,555 |
Are There Thresholds of Current Account Adjustment in the G7? |
0 |
0 |
1 |
201 |
0 |
1 |
2 |
475 |
Bank of England Interest Rate Announcements and the Foreign Exchange Market |
0 |
0 |
0 |
126 |
1 |
2 |
2 |
810 |
Charts, Noise and Fundamentals: A Study of the London Foreign Exchange Market |
1 |
2 |
3 |
286 |
1 |
4 |
7 |
1,074 |
Common Currency Areas and Currency Unions: An Analysis of the Issues |
0 |
1 |
6 |
749 |
1 |
5 |
19 |
1,814 |
Common Macro Factors and Currency Premia |
0 |
0 |
0 |
83 |
0 |
1 |
2 |
184 |
Common Vulnerabilities |
0 |
0 |
0 |
144 |
0 |
0 |
0 |
471 |
Covered Interest Arbitrage and Market Turbulence: An Empirical Analysis |
0 |
0 |
2 |
309 |
1 |
3 |
7 |
1,428 |
Currency Volatility and Global Technological Innovation |
0 |
0 |
2 |
13 |
1 |
3 |
12 |
55 |
Deer Hunting: Misalignment, Debt Accumulation, and Desired Equilibrium Exchange Rates |
1 |
2 |
3 |
39 |
1 |
4 |
7 |
503 |
EXCHANGE RATES, POLICY CONVERGENCE AND THE EUROPEAN MONETARY SYSTEM |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
35 |
End-user order flow and exchange rate dynamics |
0 |
0 |
0 |
190 |
0 |
0 |
1 |
591 |
European Capital Flows and Regional Risk |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
382 |
Exchange Rate Economics: A Survey |
0 |
0 |
1 |
117 |
1 |
2 |
3 |
1,655 |
Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio |
0 |
1 |
8 |
75 |
0 |
2 |
23 |
176 |
Exchange Rates and the EMS: Assessing the Track Record |
0 |
0 |
0 |
45 |
0 |
1 |
1 |
436 |
Exchange Rates, Country Preferences, and Gold |
0 |
1 |
1 |
29 |
0 |
1 |
2 |
244 |
Exchange Rates, Country Preferences, and Gold |
0 |
0 |
1 |
120 |
1 |
1 |
6 |
757 |
Exchange Rates, Policy Convergence and the European Monetary System |
0 |
0 |
0 |
126 |
0 |
1 |
1 |
659 |
Exchange rates in target zones: Evidence from the Danish Krone |
0 |
0 |
0 |
85 |
0 |
0 |
4 |
275 |
FX intervention in the yen-US dollar market: A coordination channel perspective |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
201 |
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 |
63 |
2 |
2 |
4 |
510 |
Financial intermediation and the role of price discrimination in a two-tier market |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
111 |
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 |
0 |
0 |
1 |
229 |
Forward-Looking Policy Rules and Currency Premia |
0 |
0 |
2 |
48 |
0 |
0 |
6 |
101 |
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 |
1 |
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 |
0 |
0 |
0 |
0 |
International Capital Crunches: The Time-Varying Role Of Informational Asymmetries |
0 |
0 |
0 |
125 |
0 |
0 |
2 |
310 |
International Capital Crunches: The Time-Varying Role of Informational Asymmetries |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
267 |
International Capital Crunches: The Time-Varying Role of Informational Asymmetries |
0 |
0 |
0 |
116 |
0 |
0 |
0 |
480 |
International Liquidity Swaps: Is the Chiang Mai Initiative Pooling Reserves Efficiently ? |
0 |
0 |
0 |
251 |
0 |
1 |
22 |
897 |
International Liquidity Swaps: Is the Chiang Mai Initiative Pooling Reserves Efficiently ? |
0 |
0 |
0 |
1 |
0 |
6 |
12 |
80 |
Intervention, Interest Rates, and Charts: Three Essays in International Finance |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
437 |
Is Official Exchange Rate Intervention Effective? |
0 |
0 |
0 |
439 |
0 |
2 |
2 |
1,156 |
Long-Run Purchasing Power Parity and the Dollar-Sterling Exchange Rate in the 1920's |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
214 |
Macroeconomic Shocks, the ERM, and Tri-Polarity |
0 |
0 |
0 |
62 |
0 |
1 |
2 |
394 |
Media Sentiment and Currency Reversals |
0 |
0 |
9 |
47 |
0 |
2 |
24 |
100 |
Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
285 |
Modelling the Yield Curve |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
596 |
Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study |
0 |
0 |
1 |
289 |
0 |
0 |
2 |
919 |
Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 |
0 |
0 |
0 |
133 |
1 |
1 |
1 |
410 |
Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles |
0 |
0 |
0 |
953 |
0 |
2 |
3 |
2,028 |
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? |
1 |
2 |
5 |
925 |
2 |
9 |
16 |
2,349 |
On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates |
0 |
0 |
0 |
105 |
0 |
0 |
0 |
320 |
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 |
2 |
8 |
0 |
0 |
7 |
30 |
Prospect Theory and Currency Returns: Empirical Evidence |
0 |
0 |
3 |
38 |
1 |
3 |
11 |
145 |
Purchasing Power Parity and the Real Exchange Rate |
0 |
1 |
3 |
1,197 |
0 |
2 |
10 |
3,795 |
Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect? |
0 |
0 |
0 |
705 |
1 |
4 |
5 |
2,253 |
Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect? |
0 |
0 |
0 |
8 |
1 |
2 |
4 |
95 |
Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
850 |
Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
697 |
Real financial market exchange rates and capital flows |
0 |
1 |
4 |
92 |
0 |
1 |
4 |
238 |
Regional Vulnerability: The Case of East Asia |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
22 |
Regional Vulnerability: The Case of East Asia |
0 |
0 |
0 |
192 |
0 |
0 |
0 |
516 |
Robustness of Equilibrium Exchange Rate Calculations to Alternative Assumptions and Methodologies |
0 |
0 |
1 |
33 |
0 |
0 |
2 |
461 |
SOME 'NEWS' ON COVERED INTEREST ARBITRAGE |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
33 |
Saving-Investment Correlations: Transitory versus Permanent |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
482 |
THE PURCHASING POWER PARITY DEBATE |
0 |
1 |
1 |
16 |
1 |
6 |
10 |
105 |
Testing for Credibility Effects |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
272 |
The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period |
0 |
0 |
1 |
388 |
0 |
1 |
3 |
1,334 |
The Coordination Channel of Foreign Exchange Intervention |
0 |
0 |
0 |
118 |
0 |
1 |
3 |
315 |
The Crisis in the Foreign Exchange Market |
0 |
1 |
3 |
1,048 |
3 |
7 |
12 |
3,544 |
The Crisis in the Foreign Exchange Market |
0 |
0 |
0 |
141 |
1 |
2 |
4 |
318 |
The Demand for Money During High Inflation Episodes: Some Latin American Evidenceon the Cagan Model |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
389 |
The Downton Abbey Effect: 18th and 19th Century British Aristocratic Marriages and Agricultural Prices |
0 |
0 |
0 |
5 |
0 |
1 |
6 |
39 |
The Effects of Japanese Interventions on FX-Forecast Heterogeneity |
0 |
0 |
0 |
61 |
1 |
1 |
1 |
160 |
The Empirics of Economic Growth in Previously Centrally Planned Economies |
0 |
0 |
0 |
114 |
0 |
1 |
1 |
843 |
The Hyperinflation Model of Money Demand Revisited |
0 |
0 |
0 |
323 |
0 |
1 |
1 |
1,172 |
The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics |
0 |
0 |
0 |
165 |
0 |
0 |
0 |
494 |
The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium and Forecasting |
0 |
0 |
0 |
68 |
0 |
0 |
2 |
1,422 |
The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis |
1 |
1 |
5 |
744 |
1 |
2 |
16 |
1,964 |
The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis |
0 |
0 |
1 |
8 |
1 |
4 |
10 |
86 |
The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis |
0 |
0 |
1 |
353 |
2 |
2 |
6 |
1,138 |
The Out-of-Sample Performance of Carry Trades |
0 |
0 |
5 |
16 |
1 |
3 |
12 |
42 |
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond |
0 |
0 |
1 |
522 |
0 |
0 |
3 |
1,311 |
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond |
0 |
0 |
0 |
298 |
0 |
0 |
0 |
798 |
The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence |
0 |
0 |
0 |
219 |
0 |
1 |
1 |
603 |
The Purchasing Power Parity Debate |
0 |
0 |
2 |
1,039 |
0 |
1 |
11 |
2,556 |
The Purchasing Power Parity Debate |
0 |
1 |
2 |
393 |
0 |
3 |
8 |
1,047 |
The Real Effects of Exchange Rate Risk on Corporate Investment: International Evidence |
0 |
1 |
1 |
36 |
0 |
1 |
2 |
82 |
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates |
0 |
0 |
0 |
246 |
0 |
0 |
2 |
618 |
The Stabilizing Effect of the ERMon Exchange Rates and Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
258 |
The Term Structure Of Euromarket Interest Rates: Some New Evidence |
0 |
0 |
0 |
194 |
0 |
1 |
1 |
295 |
The Term Structure of Forward Exchange Premia and the Forecastability of Spot Exchange Rates: Correcting the Errors |
0 |
0 |
0 |
278 |
0 |
1 |
3 |
1,174 |
The Term Structure of Forward Exchange Premia and the Forecastibility of Spot Exchange Rates: Correcting the Errors |
0 |
0 |
0 |
272 |
0 |
0 |
2 |
758 |
The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis |
0 |
0 |
0 |
297 |
0 |
0 |
2 |
994 |
The labour market impacts of leaving education when unemployment is high: evidence from Britain |
0 |
0 |
0 |
46 |
0 |
0 |
5 |
144 |
The volatility of prices in the English and Welsh electricity pool |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
19 |
Threshold adjustment in deviations from the law of one price |
0 |
0 |
0 |
173 |
0 |
0 |
0 |
491 |
U.S. Populist Rhetoric and Currency Returns |
1 |
2 |
4 |
8 |
2 |
3 |
8 |
29 |
Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
2 |
439 |
0 |
1 |
5 |
1,745 |
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
1 |
615 |
0 |
1 |
2 |
1,636 |
Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? |
0 |
0 |
1 |
575 |
0 |
0 |
16 |
1,323 |
Why is it so difficult to beat the random walk forecast of exchange rates? |
0 |
0 |
0 |
724 |
1 |
1 |
6 |
1,712 |
Total Working Papers |
5 |
18 |
90 |
19,767 |
33 |
121 |
416 |
70,816 |
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 |
1 |
98 |
0 |
0 |
1 |
321 |
A Comparison of the Rational Expectations and the General-to-Specific Approaches to Modelling the Demand for M1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
125 |
A DYMIMIC Model of Forward Foreign Exchange Risk, with Estimates for Three Major Exchange Rates |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
438 |
A cross-country financial accelerator: Evidence from North America and Europe |
0 |
0 |
0 |
96 |
0 |
0 |
0 |
255 |
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 |
1 |
2 |
2 |
8 |
Ajustement non linéaire vers le taux de change d'équilibre à long terme. Le modèle monétaire revisité |
0 |
0 |
1 |
11 |
1 |
1 |
2 |
96 |
An empirical investigation of asset price bubbles in Latin American emerging financial markets |
0 |
0 |
0 |
186 |
0 |
0 |
0 |
522 |
Analysing Credibility in High-Inflation Countries: A New Approach |
0 |
0 |
0 |
150 |
1 |
1 |
1 |
750 |
Anticipated and Unanticipated Variables in the Demand for M1 in the U.K |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
116 |
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 |
4 |
11 |
0 |
12 |
23 |
50 |
Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets |
0 |
0 |
0 |
68 |
0 |
0 |
4 |
260 |
Big Data and Employee Wellbeing: Walking the Tightrope between Utopia and Dystopia |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
20 |
Capital Flows to Developing Countries: Long- and Short-Term Determinants |
0 |
0 |
0 |
4 |
0 |
0 |
9 |
1,419 |
Charts, Noise and Fundamentals in the London Foreign Exchange Market |
1 |
3 |
5 |
623 |
1 |
5 |
15 |
1,996 |
Commercially Available Order Flow Data and Exchange Rate Movements: "Caveat Emptor" |
0 |
0 |
0 |
198 |
0 |
0 |
1 |
554 |
Commercially Available Order Flow Data and Exchange Rate Movements: Caveat Emptor |
0 |
1 |
1 |
7 |
1 |
4 |
8 |
26 |
Common Macro Factors and Currency Premia |
0 |
0 |
0 |
18 |
0 |
1 |
3 |
109 |
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 |
0 |
0 |
58 |
Covered Interest Arbitrage and Market Turbulence |
0 |
0 |
9 |
835 |
0 |
0 |
12 |
2,771 |
Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
1,425 |
Currency volatility and global technological innovation |
0 |
0 |
3 |
14 |
1 |
2 |
10 |
48 |
East Village at Knutsford: A Case Study in Sustainable Urbanism |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
23 |
Editorial |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
Editorial: Long-run purchasing power parity and real exchange rates: introduction and overview |
0 |
0 |
0 |
76 |
0 |
0 |
1 |
159 |
End-user order flow and exchange rate dynamics - a dealer's perspective |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
161 |
Estimating growth equations for previously centrally planned economies: Dealing with dubious data and disparate information |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
163 |
Estimating structural macroeconomic shocks through long-run recursive restrictions on vector autoregressive models: the problem of identification |
0 |
0 |
0 |
171 |
0 |
1 |
4 |
395 |
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 |
0 |
80 |
0 |
0 |
0 |
316 |
Ex Ante Purchasing Power Parity: Some Evidence Based on Vector Autoregressions in the Time Domain |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
309 |
Exchange Rate Economics: A Survey |
1 |
2 |
7 |
188 |
2 |
3 |
14 |
495 |
Exchange Rates, Policy Convergence, and the European Monetary System |
0 |
0 |
0 |
118 |
0 |
0 |
6 |
436 |
Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
178 |
Exchange rate intervention |
0 |
0 |
1 |
76 |
0 |
0 |
1 |
187 |
Expectations, Risk and Uncertainty in the Foreign Exchange Market: Some Results Based on Survey Data |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
211 |
FX intervention in the Yen-US dollar market: a coordination channel perspective |
0 |
0 |
0 |
16 |
1 |
1 |
2 |
126 |
Financial Innovation, Inflation and the Stability of the Demand for Broad Money in the United Kingdom |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
148 |
Financial capability and psychological health |
1 |
1 |
7 |
55 |
2 |
2 |
15 |
312 |
Financial intermediation and the role of price discrimination in the foreign exchange market |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
23 |
Financial predictors of real activity and the financial accelerator |
0 |
0 |
1 |
149 |
0 |
0 |
3 |
346 |
Fiscal Policy within Common Currency Areas |
0 |
0 |
2 |
40 |
1 |
1 |
3 |
91 |
Forecasting capital flows to emerging markets: a Kalman filtering approach |
1 |
1 |
2 |
189 |
1 |
1 |
2 |
498 |
Foreign exchange market efficiency and cointegration: Some evidence from the recent float |
0 |
0 |
0 |
158 |
0 |
0 |
1 |
317 |
Forward-Looking Policy Rules and Currency Premia |
0 |
0 |
1 |
3 |
1 |
1 |
9 |
22 |
From the General to the Specific: The Demand for M2 in Three |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
158 |
Generating currency trading rules from the term structure of forward foreign exchange premia |
0 |
0 |
0 |
72 |
0 |
0 |
5 |
247 |
Global Political Risk and Currency Momentum |
0 |
1 |
2 |
33 |
0 |
1 |
14 |
108 |
Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation |
0 |
0 |
1 |
334 |
0 |
0 |
3 |
1,016 |
How the UK economy weathered the financial storm |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
161 |
Immunoepidemiological Profiling of Onchocerciasis Patients Reveals Associations with Microfilaria Loads and Ivermectin Intake on Both Individual and Community Levels |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
4 |
Importance of transaction costs for asset allocation in foreign exchange markets |
0 |
0 |
2 |
2 |
2 |
7 |
18 |
18 |
Interest Rate Parity: Some New Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
332 |
Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom |
0 |
2 |
4 |
280 |
1 |
6 |
10 |
621 |
International capital crunches: the time-varying role of informational asymmetries |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
175 |
International liquidity swaps: is the Chiang Mai Initiative pooling reserves efficiently? |
0 |
0 |
0 |
59 |
0 |
2 |
2 |
231 |
International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum |
0 |
0 |
2 |
289 |
1 |
1 |
5 |
1,086 |
Introduction to Applied Financial Economics Volume 20, 2010 |
0 |
0 |
0 |
21 |
1 |
1 |
1 |
72 |
Large Datasets, Factor‐augmented and Factor‐only Vector Autoregressive Models, and the Economic Consequences of Mrs Thatcher |
0 |
0 |
1 |
18 |
0 |
0 |
1 |
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 |
0 |
0 |
558 |
Macro-economic Shocks, the ERM, and Tri-polarity |
0 |
0 |
1 |
81 |
0 |
1 |
2 |
385 |
Measuring the temporary component of stock prices: robust multivariate analysis |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
136 |
Media Sentiment and Currency Reversals |
0 |
2 |
7 |
7 |
2 |
5 |
16 |
16 |
Metals Prices, Efficiency and Cointegration: Some Evidence from the London Metal Exchange |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
467 |
Misalignment, Debt Accumulation and Fundamental Equilibrium Exchange Rates |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
24 |
Misalignment, Debt Accumulation and Fundamental Equilibrium Exchange Rates |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
5 |
Modeling the Demand for U.K. Broad Money, 1871-1913 |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
220 |
Modelling Asset Prices with Time-Varying Betas |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
434 |
Modelling Fundamentals for Forecasting Capital Flows to Emerging Markets |
0 |
1 |
1 |
278 |
0 |
1 |
5 |
778 |
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 |
14 |
0 |
0 |
3 |
99 |
Modelling the Yield Curve |
0 |
0 |
0 |
260 |
0 |
1 |
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 |
1 |
4 |
455 |
1 |
2 |
8 |
1,439 |
Money demand and inflation in Yugoslavia 1980-1989 |
0 |
0 |
0 |
134 |
0 |
0 |
2 |
506 |
Money demand, expectations, and the forward-looking model |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
125 |
Money demand, expectations, and the forward-looking model |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
357 |
Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests |
0 |
0 |
0 |
518 |
0 |
3 |
5 |
1,130 |
Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
288 |
Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
804 |
Nonlinear Permanent - Temporary Decompositions in Macroeconomics and Finance |
0 |
0 |
0 |
124 |
0 |
0 |
0 |
384 |
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals |
0 |
1 |
3 |
456 |
0 |
4 |
10 |
942 |
Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study |
0 |
0 |
0 |
249 |
0 |
1 |
1 |
700 |
Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? |
2 |
4 |
9 |
1,066 |
4 |
8 |
17 |
2,673 |
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 |
0 |
0 |
0 |
200 |
On granger causality and the monetary approach to the balance of payments |
0 |
0 |
0 |
23 |
1 |
1 |
2 |
58 |
On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates |
0 |
0 |
0 |
20 |
0 |
0 |
3 |
140 |
On the Reinterpretation of Money Demand Regressions |
0 |
0 |
0 |
96 |
0 |
0 |
0 |
278 |
On the mean-reverting properties of target zone exchange rates: a cautionary note |
0 |
0 |
1 |
37 |
1 |
3 |
6 |
133 |
Peers, Buccaneers and Downton Abbey: An economic analysis of 19th century British aristocratic marriages |
0 |
0 |
1 |
6 |
0 |
0 |
5 |
24 |
Periodically collapsing stock price bubbles: a robust test |
0 |
0 |
2 |
147 |
0 |
0 |
5 |
403 |
Permanent and Temporary Components of Stock Prices: Evidence from Assessing Macroeconomic Shocks |
0 |
0 |
3 |
5 |
0 |
1 |
4 |
18 |
Picosecond metrology of laser-driven proton bursts |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
3 |
Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia |
0 |
0 |
1 |
10 |
0 |
0 |
5 |
32 |
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 |
0 |
0 |
7 |
Prévision du taux de change dollar canadien contre dollar américain: une approche en termes de "fondamentaux" |
0 |
0 |
0 |
8 |
1 |
3 |
5 |
561 |
Purchasing Power Parity |
1 |
2 |
7 |
356 |
1 |
7 |
22 |
824 |
Purchasing Power Parity and the Real Exchange Rate |
4 |
7 |
17 |
1,986 |
8 |
16 |
48 |
4,735 |
Purchasing power parity and the theory of general relativity: the first tests |
0 |
0 |
0 |
189 |
0 |
2 |
4 |
534 |
Purchasing power parity over two centuries: strengthening the case for real exchange rate stability: A reply to Cuddington and Liang |
0 |
0 |
1 |
96 |
0 |
1 |
7 |
308 |
Random Walk Components in Output and Exchange Rates: Some Robust Tests on UK Data |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
125 |
Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries |
0 |
0 |
5 |
980 |
2 |
3 |
13 |
3,050 |
Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis |
1 |
1 |
1 |
290 |
1 |
2 |
2 |
765 |
Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect? |
0 |
0 |
0 |
169 |
0 |
2 |
7 |
591 |
Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect? |
0 |
0 |
3 |
14 |
0 |
0 |
6 |
47 |
Real Interest Rates and Macroeconomic Activity |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
636 |
Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K |
0 |
0 |
0 |
111 |
0 |
0 |
0 |
273 |
Real Variables, Nonlinearity, and European Real Exchange Rates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Real exchange rate behavior |
0 |
0 |
1 |
61 |
1 |
1 |
5 |
219 |
Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought |
0 |
0 |
0 |
505 |
0 |
2 |
2 |
995 |
Real exchange rates and transition economies |
0 |
2 |
3 |
41 |
1 |
8 |
10 |
157 |
Real exchange rates under the recent float: unequivocal evidence of mean reversion |
0 |
0 |
0 |
120 |
0 |
0 |
2 |
358 |
Real financial market exchange rates and capital flows |
0 |
0 |
1 |
47 |
0 |
0 |
4 |
164 |
Reform the PhD system or close it down |
0 |
0 |
9 |
11 |
0 |
2 |
63 |
71 |
Regional House Prices in Britain: Long-Run Relationships and Short-Run Dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
774 |
Regional vulnerability: The case of East Asia |
0 |
0 |
0 |
40 |
0 |
0 |
2 |
232 |
Regulatory Uncertainty and the Volatility of Regional Electricity Company Share Prices: The Economic Consequences of Professor Littlechild |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
285 |
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 |
5 |
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 |
0 |
1 |
105 |
Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend-Price Ratio |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
463 |
Sand in the Wheels of Foreign Exchange Markets: A Sceptical Note |
0 |
0 |
0 |
156 |
0 |
0 |
2 |
476 |
Savings-Investment Correlations: Transitory versus Permanent |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
400 |
Self–Employment and Windfall Gains in Britain: Evidence from Panel Data |
0 |
0 |
2 |
4 |
0 |
0 |
3 |
10 |
Special Issue on Technical Analysis and Financial Markets: Editor's Introduction |
0 |
1 |
2 |
115 |
0 |
1 |
3 |
400 |
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 |
0 |
34 |
Technical trading: Is it still beating the foreign exchange market? |
0 |
0 |
14 |
121 |
2 |
5 |
41 |
326 |
Temporal evolution of the electric field accelerating electrons away from the auroral ionosphere |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Testing Rational Expectations and Efficiency in the London Metal Exchange |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
207 |
Testing for Credibility Effects |
0 |
0 |
2 |
18 |
0 |
1 |
3 |
64 |
The Danish krone-euro exchange rate and Danmark Nationalbank intervention operations |
0 |
1 |
1 |
23 |
0 |
2 |
2 |
126 |
The Demand for Money: A Dynamic Rational Expectations Model |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
343 |
The Economics of Exchange Rates |
3 |
7 |
31 |
2,728 |
8 |
19 |
70 |
6,720 |
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 |
0 |
9 |
0 |
0 |
1 |
29 |
The High-Yield Spread as a Predictor of Real Economic Activity: Evidence of a Financial Accelerator for the United States |
0 |
1 |
2 |
513 |
0 |
1 |
3 |
1,988 |
The Hyperinflation Model of Money Demand Revisited |
1 |
5 |
11 |
272 |
1 |
14 |
23 |
785 |
The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control |
0 |
0 |
5 |
431 |
0 |
0 |
11 |
1,170 |
The Monetary Approach to the Balance of Payments: A Critical Appraisal of Some Empirical Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
304 |
The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting |
0 |
0 |
1 |
167 |
0 |
0 |
2 |
494 |
The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis |
0 |
1 |
4 |
78 |
0 |
3 |
60 |
910 |
The Product-Cycle Model: A Critique |
0 |
1 |
6 |
115 |
0 |
2 |
9 |
246 |
The Purchasing Power Parity Debate |
1 |
6 |
24 |
645 |
8 |
35 |
277 |
2,070 |
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates |
0 |
1 |
2 |
160 |
0 |
1 |
5 |
522 |
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 |
0 |
0 |
0 |
154 |
The Stabilizing Effect of the ERM on Exchange Rates and Interest Rates: Some Nonparametric Tests |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
48 |
The Target Zone Model, Non-linearity and Mean Reversion: Is the Honeymoon Really Over? |
0 |
0 |
0 |
98 |
0 |
0 |
0 |
570 |
The Term Structure Of Forward Exchange Premiums And The Forecastability Of Spot Exchange Rates: Correcting The Errors |
0 |
3 |
12 |
703 |
1 |
5 |
25 |
1,625 |
The Term Structure of Forward Foreign Exchange Premia: The Inter-war Experience |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
152 |
The applied economics of agriculture: introduction and overview |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
54 |
The applied economics of economic growth: introduction and overview |
0 |
0 |
1 |
50 |
0 |
0 |
1 |
95 |
The applied economics of employment: introduction and overview |
0 |
0 |
0 |
26 |
1 |
1 |
2 |
64 |
The applied economics of fiscal policy: introduction and overview |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
135 |
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 |
0 |
0 |
0 |
41 |
The applied economics of labour: introduction and overview |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
38 |
The applied economics of monetary policy: introduction and overview |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
82 |
The applied economics of money and inflation: introduction and overview |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
185 |
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 |
0 |
0 |
8 |
0 |
0 |
0 |
49 |
The applied economics of transport: introduction and overview |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
55 |
The behavior of real exchange rates during the post-Bretton Woods period |
0 |
0 |
4 |
412 |
0 |
2 |
8 |
1,121 |
The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis |
0 |
0 |
2 |
119 |
1 |
1 |
4 |
351 |
The cost of a school based mass treatment of schistosomiasis in Ugu District, KwaZulu Natal, South Africa in 2012 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
The crisis in the foreign exchange market |
1 |
6 |
11 |
325 |
2 |
14 |
33 |
850 |
The effects of Japanese interventions on FX-forecast heterogeneity |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
213 |
The global financial crisis: Causes, threats and opportunities. Introduction and overview |
0 |
0 |
7 |
258 |
0 |
1 |
13 |
703 |
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 |
1 |
267 |
The monetary approach to the exchange rate: Long-run relationships and coefficient restrictions |
0 |
0 |
2 |
180 |
0 |
0 |
3 |
359 |
The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk |
3 |
3 |
8 |
1,022 |
3 |
5 |
16 |
1,818 |
The out-of-sample performance of carry trades |
0 |
0 |
3 |
3 |
1 |
4 |
19 |
19 |
The out-of-sample success of term structure models as exchange rate predictors: a step beyond |
0 |
2 |
3 |
335 |
0 |
2 |
8 |
924 |
The real effects of exchange rate risk on corporate investment: International evidence |
0 |
0 |
3 |
15 |
0 |
5 |
17 |
60 |
The slope of the yield curve and real economic activity: tracing the transmission mechanism |
0 |
0 |
0 |
146 |
0 |
0 |
2 |
392 |
The stock return-inflation puzzle revisited |
2 |
2 |
4 |
237 |
2 |
3 |
8 |
516 |
The use of technical analysis in the foreign exchange market |
5 |
15 |
58 |
6,023 |
10 |
33 |
150 |
14,057 |
Threshold Adjustment of Deviations from the Law of One Price |
0 |
0 |
0 |
65 |
0 |
0 |
1 |
275 |
Tied Down Or Room To Move? Investigating The Relationships Between Housing Tenure, Employment Status And Residential Mobility In Britain |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
24 |
Under the microscope: the structure of the foreign exchange market |
0 |
1 |
5 |
393 |
0 |
2 |
15 |
1,154 |
Vector Autoregressive Tests of Uncovered Interest Rate Parity with Allowance for Conditional Heteroscedasticity |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
146 |
Vegetation Changes and Woodland Management Associated with a Prehistoric to Medieval Burnt Mound Complex at Ballygawley, Northern Ireland |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
WGV: Quantifying Mains Water Savings in a Medium Density Infill Residential Development |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
15 |
Why Don't Individuals Speculate in the Forward Foreign Exchange Market? |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
261 |
Why is it so difficult to beat the random walk forecast of exchange rates? |
0 |
1 |
7 |
613 |
2 |
4 |
15 |
1,554 |
Wind turbine cost reduction: A detailed bottom-up analysis of innovation drivers |
0 |
2 |
2 |
25 |
0 |
5 |
10 |
131 |
“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 |
0 |
7 |
‘Culture is a Meritocracy’: Why Creative Workers’ Attitudes may Reinforce Social Inequality |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
Total Journal Articles |
28 |
92 |
379 |
32,017 |
92 |
327 |
1,454 |
100,448 |