Raphael Brun-Aguerre

J.P. Morgan Chase & Co.

60 Wall St.

New York, NY 10260

United States

SCHOLARLY PAPERS

2

DOWNLOADS

390

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices

Journal of the Royal Statistical Society (A) - Forthcoming
Number of pages: 33 Posted: 11 Dec 2013 Last Revised: 01 Jun 2016
Raphael Brun-Aguerre, Ana-Maria Fuertes and Matthew Greenwood-Nimmo
J.P. Morgan Chase & Co., Cass Business School, City University of London and University of Melbourne
Downloads 197 (155,118)

Abstract:

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Exchange Rate Pass-Through; Asymmetry; Nonlinear ARDL Model; Random Coefficients Panel Data Model; Emerging Markets

2.

Country and Time Variation in Exchange Rate Pass-Through: What Drives It?

Journal of International Money and Finance 31(4), pp. 818-844
Number of pages: 47 Posted: 19 Aug 2011 Last Revised: 08 Sep 2012
Raphael Brun-Aguerre, Ana-Maria Fuertes and Kate Phylaktis
J.P. Morgan Chase & Co., Cass Business School, City University of London and City University London - Sir John Cass Business School
Downloads 193 (158,165)

Abstract:

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pass-through, exchange rate, asymmetry, prices, emerging markets, protectionism