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JEL Code: F31
467,061 Total downloads
Showing Papers 581 - 630 of 3,347
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A Global Model of International Yield Curves: No-Arbitrage Term Structure Approach Bank of England Working Paper No. 419
Iryna Kaminska
,
Andrew Meldrum
and
James Matthew Smith
Date Posted: April 13, 2011Last Revised: April 22, 201154 downloads
Bounded Influence Estimation for Auto-Regressive Conditional Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates Syracuse University – Maxwell School of Citizenship and Public Affairs Center for Policy Research Working Paper No. 34,
Chihwa Kao
Date Posted: April 13, 20116 downloads
An Evaluation of Price Based Determinants of Nigeria’s Real Exchange Rate
Emre Ozsoz
and
Mustapha Akinkunmi
Date Posted: April 12, 2011Last Revised: April 14, 201132 downloads
Averting Currency Crises: The Pros and Cons of Financial Openness
Chen Zhou
Date Posted: April 12, 201147 downloads
Collateralized CDS and Default Dependence - Implications for the Central Clearing
Masaaki Fujii
and
Akihiko Takahashi
Date Posted: April 12, 2011128 downloads
The Effects of Real Exchange Rate Volatility on Thailand's Exports to the United States and Japan Under the Recent Float NIDA Development Journal, Vol. 50, No. 2, pp. 1-18, April-June 2010
Komain Jiranyakul
Date Posted: April 12, 2011Last Revised: May 18, 201163 downloads
Hysteresis and Import Penetration with Decreasing Sunk Cost
Henry Aray
Date Posted: April 10, 2011
Markov-Modulated Jump-Diffusions for Currency Option Pricing Insurance: Mathematics and Economics, Forthcoming
Xuewei Yang
,
Yongjin Wang
and
Lijun Bo
Date Posted: April 10, 2011140 downloads
Oil Prices and the Greenback: It Takes Two to Tango Applied Financial Economics, Vol. 21, No. 8, 2011
Brahim Razgallah
and
K. Smimou
affiliation not provided to SSRN
and
University of Ontario Institute of Technology (UOIT) - Faculty of Business & IT
Date Posted: April 10, 2011
Forecasting the Polish Zloty with Non-Linear Models
Michal Rubaszek
,
Pawel Skrzypczynski
and
Grzegorz Koloch
Date Posted: April 08, 201118 downloads
DeKo: An Electricity-Backed Currency Proposal
Nick Gogerty and
Joseph Zitoli
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: April 07, 2011Last Revised: July 05, 2012222 downloads
Asian Monetary Unit and Monetary Cooperation in Asia ADBI Working Paper No. 275
Eiji Ogawa and
Junko Shimizu
Date Posted: April 06, 201169 downloads
The Impact of Foreign Reserves on the Real Growth Function of Jamaica (1992-2011) Using Vector Auto Regressive Model, Granger Causality Test and Co-Integration Analysis
Oluwafemi Olanrewaju Bamikole Sr.
Date Posted: April 06, 2011Last Revised: March 14, 201236 downloads
Renminbi Going Global China & World Economy, Vol. 19, No. 2, pp. 1-18, 2011
Xiaoli Chen
and
Yin-Wong Cheung
Date Posted: April 05, 20112 downloads
Is Foreign Exchange Intervention Effective? Some Microanalytical Evidence from the Czech Republic Journal of International Money and Finance, Vol. 27, No. 4, 2008
Antonio Scalia
Date Posted: April 05, 2011
Revisiting the Asian Crisis and Its Challenge to Conventional Wisdom
Dan Ciuriak
Date Posted: April 04, 201117 downloads
The Unconditional and Conditional Exchange Rate Exposure of U.S. Firms Swiss Finance Institute Research Paper No. 11-15
Ines Chaieb
and
Stefano Mazzotta
Date Posted: April 02, 201177 downloads
Trans-Pacific Rebalancing: Thailand Case Study ADBI Working Paper 273
Chalongphob Sussangkarn and
Deunden Nikomborirak
Date Posted: April 02, 201137 downloads
The 2011 Tohoku, Japan Quake and Tsunami: Provisional Financial Impact Assessment
William Thornton Shaw
Date Posted: March 30, 2011Last Revised: April 01, 2011405 downloads
Introduction to 'Sovereign Debt: From Safety to Default'
Robert W. Kolb
Date Posted: March 29, 2011Last Revised: March 31, 2011193 downloads
Renminbi Going Global HKIMR Working Paper No.08/2011
Xiaoli Chen
and
Yin-Wong Cheung
affiliation not provided to SSRN
and
City University of Hong Kong - Department of Economics & Finance
Date Posted: March 29, 2011337 downloads
Carry Trades and Global Foreign Exchange Volatility CEPR Discussion Paper No. DP8291
Lukas Menkhoff ,
Lucio Sarno ,
Maik Schmeling
and
Andreas Schrimpf
Date Posted: March 28, 201117 downloads
NAFTA’s Financial Convergence: Measurement by Dynamic Moment Analysis of Daily FX Forward Term Premiums
Cornelis A. Los and
Yueming Sun
Date Posted: March 26, 201165 downloads
Has Eurozone Converged toward Germany or United States? A View from Optimum Currency Areas Framework
Chee-Heong Quah
Date Posted: March 23, 201133 downloads
Imports, Exports, Dollar Exposures, and Stock Returns Fordham University Schools of Business Research Paper No. 1787398
Suparna Chakraborty ,
Yi Tang
and
Liuren Wu
Date Posted: March 21, 201187 downloads
Time-Varying International Diversification and the Forward Premium
Benjamin Jonen
and
Simon Scheuring
Date Posted: March 21, 2011Last Revised: June 08, 201350 downloads
Real Exchange Rate Misalignment in Azerbaijan
Hasanov Fakhri and
Huseynov Fariz
Date Posted: March 20, 201143 downloads
Capital Controls and International Financial Stability: A Dynamic General Equilibrium Analysis in Incomplete Markets
Adrian Buss
Date Posted: March 18, 2011Last Revised: November 23, 201175 downloads
Trade-Led Growth Hypothesis in Cuban Commercial Regimes Since 1960 Economics of Transition, Vol. 19, No. 2, pp. 287-304, 2011
David Matesanz Gmez ,
Guadalupe Fugarolas Alvarez-Ude
and
Isis Maalich Glvez
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: March 16, 20112 downloads
Foreign Exchange Trading in Emerging Currencies: More Financial, More Offshore BIS Quarterly Review, March 2011
Robert N. McCauley
and
Michela Scatigna
Date Posted: March 16, 2011117 downloads
The Impact of Real Effective Exchange Rate on the Non-Oil Export: The Case of Azerbaijan
Hasanov Fakhri and
Ilaha Samadova
affiliation not provided to SSRN
Date Posted: March 16, 201173 downloads
The Impact of Real Oil Price on Real Effective Exchange Rate: The Case of Azerbaijan DIW Berlin Discussion Paper No. 1041
Hasanov Fakhri
Date Posted: March 16, 201186 downloads
Endogenous Inflows of Speculative Capital and the Optimal Currency Appreciation Path Canadian Journal of Economics/Revue canadienne d'conomique, Vol. 44, No. 1, pp. 364-379, 2011
Mei Li
and
Junfeng Qiu
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: March 14, 20111 downloads
Price Discovery in Emerging Financial Markets during the Global Mortgage Crisis
Rahmi Erdem Aktug
Date Posted: March 14, 2011Last Revised: April 15, 201146 downloads
The Macroeconomic Effects of Large Exchange Rate Appreciations ZEW - Centre for European Economic Research Discussion Paper No. 11-016
Marcus Kappler
,
Helmut Reisen ,
Moritz Schularick
and
Edouard Turkisch
Date Posted: March 13, 201153 downloads
Exchange Rate Market Expectations and Central Bank Policy: The Case of the Mexican Peso-US Dollar from 2005-2009 Journal of Derivatives, Vol. 19, No. 4, 2012
Gustavo Abarca
,
Guillermo Benavides and
Jose Gonzalo Rangel
Date Posted: March 10, 2011Last Revised: June 26, 2012
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach
Yu-Chin Chen and
Wen-Jen Tsay
Date Posted: March 10, 2011Last Revised: May 01, 2011301 downloads
Improving Forecasting Performance by Window and Model Averaging CAMA Working Paper Series 05/2011
Prasad S. Bhattacharya and
Dimitrios D. Thomakos
Date Posted: March 09, 201144 downloads
Updating 2005 Purchasing Power Parities to 2009 in the Asia and Pacific Region: Methodology and Empirical Results Asian Development Bank Economics Working Paper Series No. 246
Yuri Dikhanov
,
Chellam Palanyandy
and
Eileen Capilit
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: March 08, 201123 downloads
Trade Liberalization and Poverty in Sudan Journal of Emerging Markets Economics: Environmental & Social Aspects, Vol. 2, No. 27, March 18, 2011
Issam A.W. Mohamed
Date Posted: March 04, 2011Last Revised: May 28, 201199 downloads
The RMB Undervaluation Puzzle: An Input-Output Analysis (in Chinese)
Xiang Tang
Date Posted: March 03, 201176 downloads
Exchange Rate Uncertainty and Optimal Participation in International Trade
Gabriela Mundaca
Date Posted: March 01, 201121 downloads
How Does Public Information on Central Bank Intervention Strategies Affect Exchange Rate Volatility? The Case of Peru
Gabriela Mundaca
Date Posted: March 01, 201118 downloads
The Foreign Exchange Exposure of Chinese Banks China Economic Review, Vol. 20, No. 2, 2009
T. C. Wong ,
Jim Wong
and
Phyllis Leung
Date Posted: March 01, 2011
Effectiveness of Copula-Extreme Value Theory in Estimating Value-at-Risk: Empirical Evidence from Asian Emerging Markets
Chun-Pin Hsu
,
Chin-Wen Huang
and
Wan-Jiun Paul Chiou
affiliation not provided to SSRN
and
Central Michigan University - Department of Finance and Law
Date Posted: February 28, 2011
Cross-Country Equity Investment and Exchange Rate Dynamics
Sanders Chang
Date Posted: February 27, 201163 downloads
Capital Account Liberalization and the Role of the Renminbi Peterson Institute for International Economics Working Paper No. 11-6
Nicholas Lardy and
Patrick Douglass
Date Posted: February 25, 2011184 downloads
The Role of Macroeconomic Policy in Rebalancing Growth ADBI Working Paper No. 266
Peter Morgan
Date Posted: February 20, 201130 downloads
FX Depreciation: Payback Time? Barclays Capital FX Weekly Brief, November 2008
Reinout De Bock and
Steven Englander
affiliation not provided to SSRN
Date Posted: February 16, 201143 downloads
Aiming to Increase Sovereign Wealth: Current and Future Global Investments by Korea Investment Corporation Nomura Journal of Capital Markets, Vol. 2, No. 3, 2011
Eiichi Sekine
Date Posted: February 14, 201162 downloads
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