83 Tat Chee Avenue
435 Engineering 2
Santa Cruz, CA 95064
1156 High Street
City University of Hong Kong - Department of Economics & Finance
University of California, Santa Cruz - Department of Economics
University of California at Santa Cruz - Department of Economics
in Total Papers Downloads
in Total Papers Citations
exchange rates, monetary model, productivity, interest rate parity, behavioral equilibrium exchange rate model, forecasting performance
exchange rates, monetary model, productivity, interest rate parity, purchasing power
exchange rates, monetary model, productivity, interest rate parity, purchasing power parity, forecasting performance
Exchange Rates, Monetary Model, Productivity, Interest Rate Parity, Behavioral Equilibrium Exchange Rate Model, Forecasting Performance
Exchange Rate Regime, Inflation Transmission Mechanism, Cointegration, Common Feature, Codependence
RMB Internationalization, Off-Shore RMB Market, Cross-Border Trade Settlement, Panda Bonds
Hong Kong, Export, Performance
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: per.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Uncovered Interest Parity, Real Interest Parity, Purchasing Power Parity, Exchange Rates, Capital Mobility, Market Integration
uncovered interest parity, real interest parity, purchasing power parity, exchange rates, capital mobility, market integration
Exchange Rate Regime, Market Volatility, Stock Market Interaction
This is a Multinational Finance Journal paper. Multinational Finance Journal charges $10.99 .
File name: SSRN-id2627624.
policy dependence, interest rate interactions, exchange rate regime
market seeking, resources seeking, servicing exports, international reserves, agglomeration effect
Market Seeking, Resources Seeking, Risk, Trade Relationship, Contracted Projects, Going Global Policy, Energy Procurement
F31, F33, G14, G15, G21, G28
Foreign Exchange Market Microstructure, Order Flow, Limit-Order Imbalance, CNH, CNY, Central Parity Rate
foreign exchange market microstructure, order flow, limit-order imbalance, CNH, CNY, central parity rate
daily high, daily low, VECM model, forecast performance, implied volatility
Daily High, Daily Low, VECM Model, Forecast Performance, Implied Volatility
absolute purchasing power parity, exchange rates, real income, capital controls, currency misalignment
exchange rate fluctuations, firm-level export shares, asymmetric effects, services exports
exchange rate dynamics, regime switching, Monte Carlo Test, sampling frequency
Common Trends/Cycles, Transmission Mechanism, Structural Determinants
money-output causality, ARCH, Monte Carlo experiment
Greater China, trade and investment, common stochastic trend, synchronized and non-synchronized business cycles, output losses, exchange rate regime
File name: per.
overshooting, cointegration, Johansen test, simulation, convergence behavior
high, low open, close, trading volume, VECM model
FEER, Penn effect, sampling uncertainty, serial correlation, data revision
Total Factor Productivity, Convergence, Market Structure, Technology Diffusion
demand for international reserves, excessive international reserve accumulation, speculative attack, keeping up with the Joneses
File name: roie.
Absolute Purchasing Power Parity, China, Currency Misalignment, Sampling Uncertainty, Data Revision
covered interest differential, forward premium, expected depreciation, asymmetric response, macro determinants
File name: rode.
Real exchange rates; cross-country persistence; structural determinants
renminbi, yuan, international monetary policy, currency internationalization, offshore currency market, onshore currency market, foreign exchange, financial centers
Common Stochastic Trend, Business Cycles, Output Losses, Exchange Rate Regime, Asian Economies
Stochastic Volatility Model, Multiple Latent Factors, Model Comparison, Volatility Spillovers
Real exchange rate, Fractional time series, Half life, Adjustment speed
Real exchange rate, real shock, monetary shock, transitory component, common trend
renminbi internationalisation, net international asset position, convertibility, exchange rate uncertainty, dollar peg
File name: j-0106.
China, RMB, exchange rate policy, central parity rate, on-shore and off-shore rates
China, RMB, exchange rate policy, central parity rate, onshore and offshore rates
NDF implied RMB interest rate, capital controls, asymmetric response, macro determinants, credit market tightness
NDF Implied RMB Interest Rate, Capital Controls, Asymmetric Response, Macro Determinants, Credit Market Tightness
Output convergence, multivariate test, unit root test, stationarity test
relative price volatility, market structure, price-cost margin, variance decomposition
File name: roie.
developed vs developing economies, excess hoarding, macro determinants, financial factors, institutional variables
Factor Model, Principal Component, Growth, Trade Barriers, ASEAN
price dispersion, tradability, asymmetric inflation effects, market integration
Heteroskedasticity, Skewness, Inflation, Long Memory, Normal Mixture
exchange rate policy, regional integration, market integration, purchasing power parity, Balassa-Samuelson, currency misalignment
currency crisis, speculative attack, laboratory experiment, coordination game, preemption, large player
Currency Crisis, Speculative Attack, Laboratory Experiment, Coordination Game, Pre-emption, Large Player
Foreign Exchange Reserves, Macro Determinants, Financial Factors, Institutional Variables
Exchange Rates, Monetary Model, Interest Rate Parity, Behavioral Equilibrium Exchange Rate Model, Forecasting Performance
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
RMB swap lines, Heckman two-stage method, proportional hazard model, trade intensity, political factors and institutional characteristics
File name: CWE.
Heckman two‐stage method, political factors and institutional characteristics, proportional hazard model, RMB swap lines, trade intensity
price volatility, exchange rate volatility, national border, distance, dissimilar shocks
Causality, Yen Effect, Market Interaction, Financial Crisis
trade openness, inflation, market structure, static panel, dynamic panel
Taylor Rule, exchange rate determination, mean squared prediction error, direction of change, foreign exchange risk premium
Taylor Rule, Exchange Rate Determination, Mean Squared Prediction Error, Direction of Change, Foreign Exchange Risk Premium
import, export, elasticity, real exchange rate, processing trade
Market Seeking, Resources Seeking, Servicing Exports, International Reserves, Agglomeration Effect
Penn effect regression, data revision, PPP-based data, measurement factors, economic factors
International Reserve Ratios, Structural Characteristics, Cross-Economy Analysis
International reserve ratios, structural characteristics, cross-economy analysis
Renminbi Internationalisation, Net International Asset Position, Convertibility, Exchange Rate Uncertainty, Dollar Peg
Penn effect eegression, data revision, PPP-based data, measurement factors, economic factors
Capital flows, currency-based measure, illicit flow measure, equity market, real estate market
File name: PAER.
Covered Interest Differential, Forward Premium, Expected Depreciation, Asymmetric Response, Macro Determinants
Output convergence, panel data test, unit root test, stationarity test
global financial crisis, gross saving, swap agreements, macro-prudential policies, sovereign wealth funds
Exchange Rate Volatility, Time Horizons, Trade Openness, Financial Openness, Financial Depth
agglomeration effect, Penn effect, sectoral productivity differential, tradables and non-tradables, population density
Demand for International Reserves, ‘Mrs. Machlup’s Wardrobe’ Hypothesis, Speculative Attack, Competitive Hoarding, Financial Crisis
China, imports, exports, real exchange rate
imports, exports, elasticity, deflator, exchange rate
File name: per.
File name: SSRN-id2631550.
Granger causality; cointegration; Eurodollar spot and futures interest rates; information flow
File name: SSRN-id2631568.
File name: j-124X.
cross-border trade settlement, off-shore RMB market, panda bonds, RMB internationalization
File name: per.
File name: j-9396.
China’s Exchange Rate Policy, Currency Basket, Multiplicative Interaction Model, Onshore and Offshore RMB Rates, Volatility
world bank residual method, trade misinvoicing, quantitative easing, capital controls, covered interest disparity
File name: RODE.
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 3.415 seconds